Home > Liberty Bank > Securities
Liberty Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $43,218,000 | 2,790 |
| U.S. Government securities | $6,966,000 | 3,820 |
| U.S. Treasury securities | $973,000 | 2,541 |
| U.S. Government agency obligations | $5,993,000 | 3,584 |
| Securities issued by states & political subdivisions | $16,242,000 | 1,998 |
| Other domestic debt securities | $19,768,000 | 724 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $19,768,000 | 408 |
| Foreign debt securities | $243,000 | 294 |
| 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 | $7,556,000 | 3,129 |
| Mortgage-backed securities | $366,000 | 3,630 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $364,000 | 3,413 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 2,712 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $994,000 | 1,526 |
| Available-for-sale securities (fair market value) | $42,224,000 | 2,583 |
| Total debt securities | $43,218,000 | 2,772 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 539 |
| Fair value | $1,865,000 | 578 |
| 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 | $45,627,000 | 2,701 |
| U.S. Government securities | $9,803,000 | 3,595 |
| U.S. Treasury securities | $3,951,000 | 2,008 |
| U.S. Government agency obligations | $5,852,000 | 3,598 |
| Securities issued by states & political subdivisions | $15,974,000 | 1,999 |
| Other domestic debt securities | $19,607,000 | 714 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $19,607,000 | 407 |
| Foreign debt securities | $243,000 | 294 |
| 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 | $7,354,000 | 3,122 |
| Mortgage-backed securities | $358,000 | 3,647 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $354,000 | 3,438 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 2,697 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $994,000 | 1,546 |
| Available-for-sale securities (fair market value) | $44,633,000 | 2,494 |
| Total debt securities | $45,627,000 | 2,685 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 558 |
| Fair value | $1,826,000 | 585 |
| 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 | $46,645,000 | 2,734 |
| U.S. Government securities | $9,902,000 | 3,644 |
| U.S. Treasury securities | $3,924,000 | 2,065 |
| U.S. Government agency obligations | $5,978,000 | 3,627 |
| Securities issued by states & political subdivisions | $16,543,000 | 2,024 |
| Other domestic debt securities | $19,958,000 | 705 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $19,958,000 | 398 |
| Foreign debt securities | $242,000 | 297 |
| 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 | $7,457,000 | 3,073 |
| Mortgage-backed securities | $384,000 | 3,662 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $377,000 | 3,438 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 2,691 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $994,000 | 1,560 |
| Available-for-sale securities (fair market value) | $45,651,000 | 2,527 |
| Total debt securities | $46,646,000 | 2,719 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 597 |
| Fair value | $1,832,000 | 621 |
| 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 | $48,018,000 | 2,782 |
| U.S. Government securities | $9,965,000 | 3,717 |
| U.S. Treasury securities | $3,919,000 | 2,135 |
| U.S. Government agency obligations | $6,046,000 | 3,628 |
| Securities issued by states & political subdivisions | $17,350,000 | 2,038 |
| Other domestic debt securities | $20,462,000 | 729 |
| 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 | $20,462,000 | 408 |
| Foreign debt securities | $241,000 | 271 |
| 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 | $8,083,000 | 2,961 |
| Mortgage-backed securities | $395,000 | 3,712 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $386,000 | 3,481 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 2,722 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $994,000 | 1,608 |
| Available-for-sale securities (fair market value) | $47,024,000 | 2,569 |
| Total debt securities | $48,018,000 | 2,763 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 626 |
| Fair value | $1,826,000 | 669 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $46,454,000 | 2,851 |
| U.S. Government securities | $9,436,000 | 3,787 |
| U.S. Treasury securities | $3,895,000 | 2,190 |
| U.S. Government agency obligations | $5,541,000 | 3,669 |
| Securities issued by states & political subdivisions | $16,681,000 | 2,112 |
| Other domestic debt securities | $20,095,000 | 746 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $20,095,000 | 429 |
| Foreign debt securities | $242,000 | 275 |
| 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 | $7,165,000 | 2,957 |
| Mortgage-backed securities | $409,000 | 3,736 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $396,000 | 3,507 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 2,738 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $994,000 | 1,621 |
| Available-for-sale securities (fair market value) | $45,460,000 | 2,632 |
| Total debt securities | $46,453,000 | 2,831 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 654 |
| Fair value | $1,802,000 | 689 |
| 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 | $44,586,000 | 2,918 |
| U.S. Government securities | $7,978,000 | 3,919 |
| U.S. Treasury securities | $3,898,000 | 2,225 |
| U.S. Government agency obligations | $4,080,000 | 3,856 |
| Securities issued by states & political subdivisions | $16,194,000 | 2,141 |
| Other domestic debt securities | $20,168,000 | 726 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $20,168,000 | 431 |
| Foreign debt securities | $246,000 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,138,000 | 2,916 |
| Mortgage-backed securities | $414,000 | 3,758 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $397,000 | 3,530 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 2,748 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $993,000 | 1,612 |
| Available-for-sale securities (fair market value) | $43,593,000 | 2,696 |
| Total debt securities | $44,586,000 | 2,897 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 642 |
| Fair value | $1,845,000 | 666 |
| 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 | $39,524,000 | 3,109 |
| U.S. Government securities | $6,113,000 | 4,068 |
| U.S. Treasury securities | $3,931,000 | 2,184 |
| U.S. Government agency obligations | $2,182,000 | 4,081 |
| Securities issued by states & political subdivisions | $16,163,000 | 2,205 |
| Other domestic debt securities | $17,248,000 | 736 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $17,248,000 | 481 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,551,000 | 2,879 |
| Mortgage-backed securities | $434,000 | 3,805 |
| Certificates of participation in pools of residential mortgages | $412,000 | 3,641 |
| Issued or guaranteed by U.S. | $412,000 | 3,554 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $22,000 | 2,838 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 2,767 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $993,000 | 1,538 |
| Available-for-sale securities (fair market value) | $38,531,000 | 2,905 |
| Total debt securities | $39,524,000 | 3,092 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 622 |
| Fair value | $1,882,000 | 652 |
| 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 | $38,150,000 | 3,099 |
| U.S. Government securities | $5,126,000 | 4,085 |
| U.S. Treasury securities | $3,047,000 | 2,060 |
| U.S. Government agency obligations | $2,079,000 | 4,075 |
| Securities issued by states & political subdivisions | $17,018,000 | 2,171 |
| Other domestic debt securities | $15,754,000 | 768 |
| Privately issued residential mortgage-backed securities | $28,000 | 667 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $15,726,000 | 514 |
| Foreign debt securities | $252,000 | 269 |
| 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 | $7,847,000 | 2,835 |
| Mortgage-backed securities | $237,000 | 3,875 |
| Certificates of participation in pools of residential mortgages | $209,000 | 3,732 |
| Issued or guaranteed by U.S. | $209,000 | 3,663 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $28,000 | 2,824 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $28,000 | 487 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $993,000 | 1,446 |
| Available-for-sale securities (fair market value) | $37,157,000 | 2,933 |
| Total debt securities | $38,150,000 | 3,084 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 740 |
| Fair value | $945,000 | 816 |
| 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 | $37,126,000 | 3,061 |
| U.S. Government securities | $1,214,000 | 4,373 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $1,214,000 | 4,194 |
| Securities issued by states & political subdivisions | $18,931,000 | 2,101 |
| Other domestic debt securities | $16,725,000 | 722 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $16,725,000 | 466 |
| Foreign debt securities | $256,000 | 258 |
| 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 | $8,891,000 | 2,739 |
| Mortgage-backed securities | $264,000 | 3,885 |
| Certificates of participation in pools of residential mortgages | $229,000 | 3,740 |
| Issued or guaranteed by U.S. | $229,000 | 3,661 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $35,000 | 2,811 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 2,754 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $993,000 | 1,353 |
| Available-for-sale securities (fair market value) | $36,133,000 | 2,922 |
| Total debt securities | $37,126,000 | 3,040 |
| Structured notes | ||
| Amortized cost | $750,000 | 778 |
| Fair value | $746,000 | 780 |
| 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 | $34,885,000 | 3,084 |
| U.S. Government securities | $486,000 | 4,513 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $486,000 | 4,377 |
| Securities issued by states & political subdivisions | $18,962,000 | 2,072 |
| Other domestic debt securities | $15,179,000 | 714 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $15,179,000 | 472 |
| Foreign debt securities | $258,000 | 244 |
| 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 | $9,090,000 | 2,732 |
| Mortgage-backed securities | $282,000 | 3,928 |
| Certificates of participation in pools of residential mortgages | $241,000 | 3,775 |
| Issued or guaranteed by U.S. | $241,000 | 3,701 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $41,000 | 2,838 |
| CMOs issued by government agencies or sponsored agencies | $41,000 | 2,779 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $1,242,000 | 1,304 |
| Available-for-sale securities (fair market value) | $33,643,000 | 2,944 |
| Total debt securities | $34,885,000 | 3,064 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $35,380,000 | 3,014 |
| U.S. Government securities | $523,000 | 4,520 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $523,000 | 4,391 |
| Securities issued by states & political subdivisions | $19,272,000 | 2,018 |
| Other domestic debt securities | $15,325,000 | 683 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $15,325,000 | 437 |
| Foreign debt securities | $260,000 | 245 |
| 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 | $9,282,000 | 2,701 |
| Mortgage-backed securities | $294,000 | 3,944 |
| Certificates of participation in pools of residential mortgages | $244,000 | 3,795 |
| Issued or guaranteed by U.S. | $244,000 | 3,715 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $50,000 | 2,815 |
| CMOs issued by government agencies or sponsored agencies | $50,000 | 2,764 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $1,242,000 | 1,294 |
| Available-for-sale securities (fair market value) | $34,138,000 | 2,870 |
| Total debt securities | $35,379,000 | 2,990 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $35,628,000 | 2,882 |
| U.S. Government securities | $288,000 | 4,569 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $288,000 | 4,462 |
| Securities issued by states & political subdivisions | $19,766,000 | 1,956 |
| Other domestic debt securities | $15,067,000 | 676 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $15,067,000 | 421 |
| Foreign debt securities | $507,000 | 215 |
| 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 | $10,000,000 | 2,618 |
| Mortgage-backed securities | $59,000 | 4,043 |
| Certificates of participation in pools of residential mortgages | $0 | 4,049 |
| Issued or guaranteed by U.S. | $0 | 3,983 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $59,000 | 2,785 |
| CMOs issued by government agencies or sponsored agencies | $59,000 | 2,733 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $1,242,000 | 1,271 |
| Available-for-sale securities (fair market value) | $34,386,000 | 2,744 |
| Total debt securities | $35,627,000 | 2,862 |
| Structured notes | ||
| Amortized cost | $250,000 | 559 |
| Fair value | $247,000 | 565 |
| 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 | $37,411,000 | 2,726 |
| U.S. Government securities | $339,000 | 4,536 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $339,000 | 4,422 |
| Securities issued by states & political subdivisions | $21,162,000 | 1,838 |
| Other domestic debt securities | $14,894,000 | 631 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $14,894,000 | 403 |
| Foreign debt securities | $1,016,000 | 169 |
| 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 | $10,022,000 | 2,598 |
| Mortgage-backed securities | $69,000 | 4,040 |
| Certificates of participation in pools of residential mortgages | $0 | 4,054 |
| Issued or guaranteed by U.S. | $0 | 3,991 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $69,000 | 2,786 |
| CMOs issued by government agencies or sponsored agencies | $69,000 | 2,730 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $1,242,000 | 1,259 |
| Available-for-sale securities (fair market value) | $36,169,000 | 2,589 |
| Total debt securities | $37,411,000 | 2,705 |
| Structured notes | ||
| Amortized cost | $250,000 | 319 |
| Fair value | $250,000 | 328 |
| 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 | $39,671,000 | 2,551 |
| U.S. Government securities | $350,000 | 4,556 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $350,000 | 4,445 |
| Securities issued by states & political subdivisions | $22,425,000 | 1,655 |
| Other domestic debt securities | $15,877,000 | 591 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $15,877,000 | 377 |
| Foreign debt securities | $1,019,000 | 172 |
| 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 | $9,765,000 | 2,630 |
| Mortgage-backed securities | $79,000 | 4,039 |
| Certificates of participation in pools of residential mortgages | $0 | 4,060 |
| Issued or guaranteed by U.S. | $0 | 3,999 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $79,000 | 2,786 |
| CMOs issued by government agencies or sponsored agencies | $79,000 | 2,731 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $1,242,000 | 1,253 |
| Available-for-sale securities (fair market value) | $38,429,000 | 2,423 |
| Total debt securities | $39,671,000 | 2,532 |
| Structured notes | ||
| Amortized cost | $250,000 | 313 |
| Fair value | $250,000 | 321 |
| 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 | $41,529,000 | 2,443 |
| U.S. Government securities | $2,223,000 | 4,240 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $2,223,000 | 4,087 |
| Securities issued by states & political subdivisions | $21,018,000 | 1,629 |
| Other domestic debt securities | $17,264,000 | 535 |
| 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 | $17,264,000 | 346 |
| Foreign debt securities | $1,024,000 | 171 |
| 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 | $9,399,000 | 2,657 |
| Mortgage-backed securities | $1,020,000 | 3,791 |
| Certificates of participation in pools of residential mortgages | $235,000 | 3,803 |
| Issued or guaranteed by U.S. | $235,000 | 3,732 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $785,000 | 2,419 |
| CMOs issued by government agencies or sponsored agencies | $785,000 | 2,378 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $1,766,000 | 1,169 |
| Available-for-sale securities (fair market value) | $39,763,000 | 2,331 |
| Total debt securities | $41,529,000 | 2,419 |
| Structured notes | ||
| Amortized cost | $250,000 | 346 |
| Fair value | $252,000 | 349 |
| 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 | $42,157,000 | 2,337 |
| U.S. Government securities | $2,887,000 | 4,188 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $2,887,000 | 4,034 |
| Securities issued by states & political subdivisions | $21,275,000 | 1,487 |
| Other domestic debt securities | $17,012,000 | 518 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $17,012,000 | 318 |
| Foreign debt securities | $983,000 | 192 |
| 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 | $9,212,000 | 2,645 |
| Mortgage-backed securities | $1,417,000 | 3,732 |
| Certificates of participation in pools of residential mortgages | $254,000 | 3,821 |
| Issued or guaranteed by U.S. | $254,000 | 3,736 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,163,000 | 2,288 |
| CMOs issued by government agencies or sponsored agencies | $1,163,000 | 2,241 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $2,543,000 | 1,083 |
| Available-for-sale securities (fair market value) | $39,614,000 | 2,270 |
| Total debt securities | $42,158,000 | 2,319 |
| Structured notes | ||
| Amortized cost | $500,000 | 412 |
| Fair value | $482,000 | 462 |
| 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 | $42,357,000 | 2,371 |
| U.S. Government securities | $3,040,000 | 4,262 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $3,040,000 | 4,097 |
| Securities issued by states & political subdivisions | $21,753,000 | 1,426 |
| Other domestic debt securities | $16,557,000 | 498 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $16,557,000 | 311 |
| Foreign debt securities | $1,007,000 | 162 |
| 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 | $9,554,000 | 2,661 |
| Mortgage-backed securities | $1,460,000 | 3,729 |
| Certificates of participation in pools of residential mortgages | $261,000 | 3,833 |
| Issued or guaranteed by U.S. | $261,000 | 3,763 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,199,000 | 2,286 |
| CMOs issued by government agencies or sponsored agencies | $1,199,000 | 2,243 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $2,542,000 | 1,125 |
| Available-for-sale securities (fair market value) | $39,815,000 | 2,285 |
| Total debt securities | $42,356,000 | 2,352 |
| Structured notes | ||
| Amortized cost | $500,000 | 539 |
| Fair value | $492,000 | 593 |
| 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 | $42,056,000 | 2,378 |
| U.S. Government securities | $3,304,000 | 4,293 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $3,304,000 | 4,132 |
| Securities issued by states & political subdivisions | $21,686,000 | 1,424 |
| Other domestic debt securities | $16,060,000 | 493 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $16,060,000 | 309 |
| Foreign debt securities | $1,006,000 | 167 |
| 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 | $9,288,000 | 2,720 |
| Mortgage-backed securities | $1,024,000 | 3,831 |
| Certificates of participation in pools of residential mortgages | $276,000 | 3,861 |
| Issued or guaranteed by U.S. | $276,000 | 3,785 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $748,000 | 2,482 |
| CMOs issued by government agencies or sponsored agencies | $748,000 | 2,439 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $2,542,000 | 1,182 |
| Available-for-sale securities (fair market value) | $39,514,000 | 2,294 |
| Total debt securities | $42,056,000 | 2,360 |
| Structured notes | ||
| Amortized cost | $1,125,000 | 479 |
| Fair value | $1,118,000 | 478 |
| 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 | $43,146,000 | 2,383 |
| U.S. Government securities | $3,976,000 | 4,263 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $3,976,000 | 4,097 |
| Securities issued by states & political subdivisions | $22,236,000 | 1,437 |
| Other domestic debt securities | $15,937,000 | 473 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $15,937,000 | 306 |
| Foreign debt securities | $997,000 | 192 |
| 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 | $9,260,000 | 2,785 |
| Mortgage-backed securities | $1,076,000 | 3,823 |
| Certificates of participation in pools of residential mortgages | $287,000 | 3,877 |
| Issued or guaranteed by U.S. | $287,000 | 3,809 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $789,000 | 2,454 |
| CMOs issued by government agencies or sponsored agencies | $789,000 | 2,408 |
| 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) | $2,541,000 | 1,224 |
| Available-for-sale securities (fair market value) | $40,605,000 | 2,279 |
| Total debt securities | $43,145,000 | 2,365 |
| Structured notes | ||
| Amortized cost | $1,125,000 | 532 |
| Fair value | $1,104,000 | 532 |
| 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 | $42,402,000 | 2,436 |
| U.S. Government securities | $3,980,000 | 4,315 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $3,980,000 | 4,152 |
| Securities issued by states & political subdivisions | $23,027,000 | 1,449 |
| Other domestic debt securities | $14,426,000 | 511 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $14,426,000 | 336 |
| Foreign debt securities | $969,000 | 216 |
| 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 | $9,206,000 | 2,820 |
| Mortgage-backed securities | $1,099,000 | 3,844 |
| Certificates of participation in pools of residential mortgages | $296,000 | 3,902 |
| Issued or guaranteed by U.S. | $296,000 | 3,827 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $803,000 | 2,459 |
| CMOs issued by government agencies or sponsored agencies | $803,000 | 2,415 |
| 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) | $2,541,000 | 1,242 |
| Available-for-sale securities (fair market value) | $39,861,000 | 2,344 |
| Total debt securities | $42,402,000 | 2,415 |
| Structured notes | ||
| Amortized cost | $1,375,000 | 527 |
| Fair value | $1,316,000 | 528 |
| 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 | $42,122,000 | 2,471 |
| U.S. Government securities | $4,337,000 | 4,297 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $4,337,000 | 4,138 |
| Securities issued by states & political subdivisions | $22,760,000 | 1,503 |
| Other domestic debt securities | $14,069,000 | 498 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $14,069,000 | 331 |
| Foreign debt securities | $956,000 | 217 |
| 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 | $9,072,000 | 2,846 |
| Mortgage-backed securities | $1,111,000 | 3,863 |
| Certificates of participation in pools of residential mortgages | $302,000 | 3,932 |
| Issued or guaranteed by U.S. | $302,000 | 3,868 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $809,000 | 2,469 |
| CMOs issued by government agencies or sponsored agencies | $809,000 | 2,418 |
| 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) | $2,540,000 | 1,277 |
| Available-for-sale securities (fair market value) | $39,582,000 | 2,385 |
| Total debt securities | $42,122,000 | 2,452 |
| Structured notes | ||
| Amortized cost | $1,375,000 | 537 |
| Fair value | $1,286,000 | 538 |
| 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 | $42,158,000 | 2,486 |
| U.S. Government securities | $4,352,000 | 4,347 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $4,352,000 | 4,204 |
| Securities issued by states & political subdivisions | $22,693,000 | 1,504 |
| Other domestic debt securities | $14,150,000 | 477 |
| 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 | $14,150,000 | 324 |
| Foreign debt securities | $963,000 | 207 |
| 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 | $9,462,000 | 2,803 |
| Mortgage-backed securities | $1,131,000 | 3,895 |
| Certificates of participation in pools of residential mortgages | $308,000 | 3,980 |
| Issued or guaranteed by U.S. | $308,000 | 3,955 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $823,000 | 2,471 |
| CMOs issued by government agencies or sponsored agencies | $823,000 | 2,418 |
| 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) | $2,539,000 | 1,309 |
| Available-for-sale securities (fair market value) | $39,619,000 | 2,387 |
| Total debt securities | $42,158,000 | 2,465 |
| Structured notes | ||
| Amortized cost | $1,375,000 | 526 |
| Fair value | $1,279,000 | 526 |
| 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 | $45,049,000 | 2,413 |
| U.S. Government securities | $3,407,000 | 4,539 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $3,407,000 | 4,376 |
| Securities issued by states & political subdivisions | $25,289,000 | 1,417 |
| Other domestic debt securities | $15,392,000 | 511 |
| Privately issued residential mortgage-backed securities | $1,180,000 | 459 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $14,212,000 | 317 |
| Foreign debt securities | $961,000 | 209 |
| 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 | $9,561,000 | 2,832 |
| Mortgage-backed securities | $1,180,000 | 3,929 |
| Certificates of participation in pools of residential mortgages | $323,000 | 4,022 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $323,000 | 341 |
| Collaterized mortgage obligations | $857,000 | 2,484 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $857,000 | 260 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $2,539,000 | 1,328 |
| Available-for-sale securities (fair market value) | $42,510,000 | 2,314 |
| Total debt securities | $45,049,000 | 2,393 |
| Structured notes | ||
| Amortized cost | $1,375,000 | 533 |
| Fair value | $1,292,000 | 533 |
| 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 | $46,018,000 | 2,413 |
| U.S. Government securities | $4,457,000 | 4,443 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $4,457,000 | 4,304 |
| Securities issued by states & political subdivisions | $25,764,000 | 1,427 |
| Other domestic debt securities | $14,827,000 | 454 |
| 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 | $14,827,000 | 315 |
| Foreign debt securities | $970,000 | 201 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,459,000 | 2,878 |
| Mortgage-backed securities | $1,229,000 | 3,955 |
| Certificates of participation in pools of residential mortgages | $340,000 | 4,062 |
| Issued or guaranteed by U.S. | $340,000 | 4,055 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $889,000 | 2,465 |
| CMOs issued by government agencies or sponsored agencies | $889,000 | 2,403 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $2,838,000 | 1,314 |
| Available-for-sale securities (fair market value) | $43,180,000 | 2,317 |
| Total debt securities | $46,018,000 | 2,392 |
| Structured notes | ||
| Amortized cost | $1,375,000 | 520 |
| Fair value | $1,310,000 | 520 |
| 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 | $47,184,000 | 2,379 |
| U.S. Government securities | $4,702,000 | 4,453 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $4,702,000 | 4,322 |
| Securities issued by states & political subdivisions | $26,294,000 | 1,465 |
| Other domestic debt securities | $15,199,000 | 450 |
| 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 | $15,199,000 | 313 |
| Foreign debt securities | $989,000 | 197 |
| 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 | $9,620,000 | 2,887 |
| Mortgage-backed securities | $1,300,000 | 3,977 |
| Certificates of participation in pools of residential mortgages | $361,000 | 4,100 |
| Issued or guaranteed by U.S. | $361,000 | 4,095 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $939,000 | 2,431 |
| CMOs issued by government agencies or sponsored agencies | $939,000 | 2,368 |
| 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) | $2,837,000 | 1,346 |
| Available-for-sale securities (fair market value) | $44,347,000 | 2,291 |
| Total debt securities | $47,184,000 | 2,358 |
| Structured notes | ||
| Amortized cost | $1,375,000 | 522 |
| Fair value | $1,338,000 | 522 |
| 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 | $49,776,000 | 2,328 |
| U.S. Government securities | $6,206,000 | 4,298 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $6,206,000 | 4,155 |
| Securities issued by states & political subdivisions | $26,922,000 | 1,458 |
| Other domestic debt securities | $15,652,000 | 445 |
| 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 | $15,652,000 | 314 |
| Foreign debt securities | $996,000 | 203 |
| 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 | $8,417,000 | 3,111 |
| Mortgage-backed securities | $2,615,000 | 3,745 |
| Certificates of participation in pools of residential mortgages | $1,330,000 | 3,749 |
| Issued or guaranteed by U.S. | $1,330,000 | 3,743 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,285,000 | 2,316 |
| CMOs issued by government agencies or sponsored agencies | $1,285,000 | 2,257 |
| 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) | $2,600,000 | 1,425 |
| Available-for-sale securities (fair market value) | $47,176,000 | 2,228 |
| Total debt securities | $49,776,000 | 2,306 |
| Structured notes | ||
| Amortized cost | $1,375,000 | 550 |
| Fair value | $1,335,000 | 551 |
| 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 | $51,098,000 | 2,318 |
| U.S. Government securities | $6,924,000 | 4,221 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $6,924,000 | 4,090 |
| Securities issued by states & political subdivisions | $27,500,000 | 1,438 |
| Other domestic debt securities | $15,680,000 | 461 |
| 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 | $15,680,000 | 320 |
| Foreign debt securities | $994,000 | 211 |
| 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 | $8,463,000 | 3,126 |
| Mortgage-backed securities | $2,796,000 | 3,745 |
| Certificates of participation in pools of residential mortgages | $1,422,000 | 3,760 |
| Issued or guaranteed by U.S. | $1,422,000 | 3,754 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,374,000 | 2,318 |
| CMOs issued by government agencies or sponsored agencies | $1,374,000 | 2,251 |
| 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) | $2,621,000 | 1,447 |
| Available-for-sale securities (fair market value) | $48,477,000 | 2,207 |
| Total debt securities | $51,098,000 | 2,299 |
| Structured notes | ||
| Amortized cost | $1,375,000 | 570 |
| Fair value | $1,333,000 | 572 |
| 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 | $46,564,000 | 2,511 |
| U.S. Government securities | $7,129,000 | 4,250 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $7,129,000 | 4,112 |
| Securities issued by states & political subdivisions | $24,209,000 | 1,626 |
| Other domestic debt securities | $14,004,000 | 497 |
| 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 | $14,004,000 | 348 |
| Foreign debt securities | $1,222,000 | 177 |
| 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 | $8,407,000 | 3,162 |
| Mortgage-backed securities | $2,994,000 | 3,759 |
| Certificates of participation in pools of residential mortgages | $1,533,000 | 3,789 |
| Issued or guaranteed by U.S. | $1,533,000 | 3,785 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,461,000 | 2,325 |
| CMOs issued by government agencies or sponsored agencies | $1,461,000 | 2,258 |
| 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) | $2,641,000 | 1,474 |
| Available-for-sale securities (fair market value) | $43,923,000 | 2,387 |
| Total debt securities | $46,564,000 | 2,494 |
| Structured notes | ||
| Amortized cost | $1,375,000 | 588 |
| Fair value | $1,311,000 | 592 |
| 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 | $44,918,000 | 2,550 |
| U.S. Government securities | $7,545,000 | 4,176 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,545,000 | 4,036 |
| Securities issued by states & political subdivisions | $22,990,000 | 1,696 |
| Other domestic debt securities | $13,170,000 | 496 |
| 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 | $13,170,000 | 352 |
| Foreign debt securities | $1,213,000 | 176 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,432,000 | 3,164 |
| Mortgage-backed securities | $3,237,000 | 3,732 |
| Certificates of participation in pools of residential mortgages | $1,652,000 | 3,773 |
| Issued or guaranteed by U.S. | $1,652,000 | 3,766 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,585,000 | 2,280 |
| CMOs issued by government agencies or sponsored agencies | $1,585,000 | 2,205 |
| 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) | $2,674,000 | 1,480 |
| Available-for-sale securities (fair market value) | $42,244,000 | 2,424 |
| Total debt securities | $44,918,000 | 2,529 |
| Structured notes | ||
| Amortized cost | $1,375,000 | 582 |
| Fair value | $1,290,000 | 586 |
| 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 | $44,841,000 | 2,564 |
| U.S. Government securities | $8,032,000 | 4,119 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $8,032,000 | 3,999 |
| Securities issued by states & political subdivisions | $23,635,000 | 1,668 |
| Other domestic debt securities | $11,922,000 | 531 |
| 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 | $11,922,000 | 388 |
| Foreign debt securities | $1,252,000 | 175 |
| 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 | $8,722,000 | 3,160 |
| Mortgage-backed securities | $3,615,000 | 3,697 |
| Certificates of participation in pools of residential mortgages | $1,840,000 | 3,742 |
| Issued or guaranteed by U.S. | $1,840,000 | 3,739 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,775,000 | 2,247 |
| CMOs issued by government agencies or sponsored agencies | $1,775,000 | 2,174 |
| 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) | $2,704,000 | 1,482 |
| Available-for-sale securities (fair market value) | $42,137,000 | 2,434 |
| Total debt securities | $44,842,000 | 2,540 |
| Structured notes | ||
| Amortized cost | $1,375,000 | 567 |
| Fair value | $1,360,000 | 568 |
| 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 | $45,965,000 | 2,571 |
| U.S. Government securities | $9,275,000 | 4,045 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $9,275,000 | 3,920 |
| Securities issued by states & political subdivisions | $23,785,000 | 1,658 |
| Other domestic debt securities | $11,648,000 | 549 |
| 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 | $11,648,000 | 393 |
| Foreign debt securities | $1,257,000 | 173 |
| 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 | $8,737,000 | 3,222 |
| Mortgage-backed securities | $3,928,000 | 3,666 |
| Certificates of participation in pools of residential mortgages | $1,982,000 | 3,733 |
| Issued or guaranteed by U.S. | $1,982,000 | 3,727 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,946,000 | 2,212 |
| CMOs issued by government agencies or sponsored agencies | $1,946,000 | 2,141 |
| 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) | $2,745,000 | 1,517 |
| Available-for-sale securities (fair market value) | $43,220,000 | 2,415 |
| Total debt securities | $45,965,000 | 2,547 |
| Structured notes | ||
| Amortized cost | $625,000 | 930 |
| Fair value | $627,000 | 932 |
| 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 | $38,531,000 | 2,890 |
| U.S. Government securities | $8,579,000 | 4,245 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $8,579,000 | 4,132 |
| Securities issued by states & political subdivisions | $17,936,000 | 2,008 |
| Other domestic debt securities | $12,016,000 | 551 |
| 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 | $12,016,000 | 393 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,481,000 | 3,273 |
| Mortgage-backed securities | $3,695,000 | 3,738 |
| Certificates of participation in pools of residential mortgages | $1,594,000 | 3,888 |
| Issued or guaranteed by U.S. | $1,594,000 | 3,884 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,101,000 | 2,185 |
| CMOs issued by government agencies or sponsored agencies | $2,101,000 | 2,122 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $2,791,000 | 1,548 |
| Available-for-sale securities (fair market value) | $35,740,000 | 2,757 |
| Total debt securities | $38,531,000 | 2,875 |
| Structured notes | ||
| Amortized cost | $375,000 | 1,273 |
| Fair value | $373,000 | 1,275 |
| 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 | $33,492,000 | 3,183 |
| U.S. Government securities | $8,837,000 | 4,262 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $8,837,000 | 4,132 |
| Securities issued by states & political subdivisions | $16,438,000 | 2,145 |
| Other domestic debt securities | $8,217,000 | 654 |
| 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 | $8,217,000 | 474 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,900,000 | 3,939 |
| Mortgage-backed securities | $3,961,000 | 3,707 |
| Certificates of participation in pools of residential mortgages | $1,729,000 | 3,864 |
| Issued or guaranteed by U.S. | $1,729,000 | 3,859 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,232,000 | 2,167 |
| CMOs issued by government agencies or sponsored agencies | $2,232,000 | 2,106 |
| 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) | $2,842,000 | 1,577 |
| Available-for-sale securities (fair market value) | $30,650,000 | 3,044 |
| Total debt securities | $33,492,000 | 3,160 |
| Structured notes | ||
| Amortized cost | $477,000 | 1,389 |
| Fair value | $494,000 | 1,355 |
| 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 | $32,372,000 | 3,273 |
| U.S. Government securities | $9,232,000 | 4,291 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $9,232,000 | 4,177 |
| Securities issued by states & political subdivisions | $15,841,000 | 2,202 |
| Other domestic debt securities | $7,299,000 | 708 |
| 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 | $7,299,000 | 515 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,924,000 | 3,975 |
| Mortgage-backed securities | $4,300,000 | 3,684 |
| Certificates of participation in pools of residential mortgages | $1,850,000 | 3,886 |
| Issued or guaranteed by U.S. | $1,850,000 | 3,881 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,450,000 | 2,125 |
| CMOs issued by government agencies or sponsored agencies | $2,450,000 | 2,063 |
| 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) | $2,889,000 | 1,578 |
| Available-for-sale securities (fair market value) | $29,483,000 | 3,159 |
| Total debt securities | $32,372,000 | 3,249 |
| Structured notes | ||
| Amortized cost | $477,000 | 1,562 |
| Fair value | $488,000 | 1,555 |
| 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 | $32,449,000 | 3,339 |
| U.S. Government securities | $9,847,000 | 4,329 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $9,847,000 | 4,213 |
| Securities issued by states & political subdivisions | $15,768,000 | 2,189 |
| Other domestic debt securities | $6,834,000 | 746 |
| 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 | $6,834,000 | 540 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,341,000 | 4,137 |
| Mortgage-backed securities | $4,747,000 | 3,678 |
| Certificates of participation in pools of residential mortgages | $2,029,000 | 3,907 |
| Issued or guaranteed by U.S. | $2,029,000 | 3,903 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,718,000 | 2,122 |
| CMOs issued by government agencies or sponsored agencies | $2,718,000 | 2,060 |
| 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) | $2,959,000 | 1,603 |
| Available-for-sale securities (fair market value) | $29,490,000 | 3,207 |
| Total debt securities | $32,449,000 | 3,307 |
| Structured notes | ||
| Amortized cost | $474,000 | 1,709 |
| Fair value | $491,000 | 1,665 |
| 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 | $41,823,000 | 2,859 |
| U.S. Government securities | $15,221,000 | 3,750 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $15,221,000 | 3,628 |
| Securities issued by states & political subdivisions | $16,102,000 | 2,148 |
| Other domestic debt securities | $10,500,000 | 568 |
| 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 | $10,500,000 | 395 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,420,000 | 4,186 |
| Mortgage-backed securities | $5,350,000 | 3,638 |
| Certificates of participation in pools of residential mortgages | $2,272,000 | 3,906 |
| Issued or guaranteed by U.S. | $2,272,000 | 3,901 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,078,000 | 2,082 |
| CMOs issued by government agencies or sponsored agencies | $3,078,000 | 2,013 |
| 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) | $3,024,000 | 1,581 |
| Available-for-sale securities (fair market value) | $38,799,000 | 2,760 |
| Total debt securities | $41,823,000 | 2,838 |
| Structured notes | ||
| Amortized cost | $1,973,000 | 1,104 |
| Fair value | $1,969,000 | 1,099 |
| 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 | $41,861,000 | 2,901 |
| U.S. Government securities | $15,786,000 | 3,744 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $15,786,000 | 3,621 |
| Securities issued by states & political subdivisions | $15,608,000 | 2,205 |
| Other domestic debt securities | $10,467,000 | 577 |
| 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 | $10,467,000 | 396 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,505,000 | 4,228 |
| Mortgage-backed securities | $5,854,000 | 3,618 |
| Certificates of participation in pools of residential mortgages | $2,421,000 | 3,939 |
| Issued or guaranteed by U.S. | $2,421,000 | 3,933 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,433,000 | 2,063 |
| CMOs issued by government agencies or sponsored agencies | $3,433,000 | 1,991 |
| 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) | $3,077,000 | 1,591 |
| Available-for-sale securities (fair market value) | $38,784,000 | 2,802 |
| Total debt securities | $41,861,000 | 2,883 |
| Structured notes | ||
| Amortized cost | $1,973,000 | 1,172 |
| Fair value | $1,956,000 | 1,151 |
| 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 | $42,880,000 | 2,916 |
| U.S. Government securities | $16,074,000 | 3,826 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $16,074,000 | 3,695 |
| Securities issued by states & political subdivisions | $16,312,000 | 2,142 |
| Other domestic debt securities | $10,494,000 | 589 |
| 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 | $10,494,000 | 403 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,460,000 | 4,291 |
| Mortgage-backed securities | $6,336,000 | 3,627 |
| Certificates of participation in pools of residential mortgages | $2,597,000 | 3,968 |
| Issued or guaranteed by U.S. | $2,597,000 | 3,965 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,739,000 | 2,041 |
| CMOs issued by government agencies or sponsored agencies | $3,739,000 | 1,961 |
| 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) | $3,483,000 | 1,578 |
| Available-for-sale securities (fair market value) | $39,397,000 | 2,820 |
| Total debt securities | $42,880,000 | 2,892 |
| Structured notes | ||
| Amortized cost | $1,972,000 | 1,264 |
| Fair value | $1,871,000 | 1,285 |
| 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 | $45,116,000 | 2,865 |
| U.S. Government securities | $17,236,000 | 3,736 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $17,236,000 | 3,627 |
| Securities issued by states & political subdivisions | $16,261,000 | 2,156 |
| Other domestic debt securities | $11,619,000 | 577 |
| 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 | $11,619,000 | 390 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,064,000 | 4,437 |
| Mortgage-backed securities | $6,882,000 | 3,609 |
| Certificates of participation in pools of residential mortgages | $2,852,000 | 3,960 |
| Issued or guaranteed by U.S. | $2,852,000 | 3,958 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,030,000 | 2,016 |
| CMOs issued by government agencies or sponsored agencies | $4,030,000 | 1,935 |
| 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) | $3,710,000 | 1,560 |
| Available-for-sale securities (fair market value) | $41,406,000 | 2,762 |
| Total debt securities | $45,116,000 | 2,837 |
| Structured notes | ||
| Amortized cost | $2,471,000 | 1,125 |
| Fair value | $2,338,000 | 1,135 |
| 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 | $44,604,000 | 2,911 |
| U.S. Government securities | $17,322,000 | 3,762 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $17,322,000 | 3,668 |
| Securities issued by states & political subdivisions | $15,653,000 | 2,236 |
| Other domestic debt securities | $11,629,000 | 602 |
| 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 | $11,629,000 | 401 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,502,000 | 4,352 |
| Mortgage-backed securities | $7,283,000 | 3,571 |
| Certificates of participation in pools of residential mortgages | $3,046,000 | 3,945 |
| Issued or guaranteed by U.S. | $3,046,000 | 3,943 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $4,237,000 | 1,975 |
| CMOs issued by government agencies or sponsored agencies | $4,237,000 | 1,893 |
| 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) | $3,785,000 | 1,561 |
| Available-for-sale securities (fair market value) | $40,819,000 | 2,802 |
| Total debt securities | $44,604,000 | 2,885 |
| Structured notes | ||
| Amortized cost | $2,223,000 | 1,190 |
| Fair value | $2,053,000 | 1,207 |
| 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 | $44,723,000 | 2,907 |
| U.S. Government securities | $16,234,000 | 3,878 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $16,234,000 | 3,777 |
| Securities issued by states & political subdivisions | $15,706,000 | 2,223 |
| Other domestic debt securities | $12,783,000 | 584 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $138,000 | 415 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $12,645,000 | 392 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,455,000 | 4,352 |
| Mortgage-backed securities | $7,199,000 | 3,573 |
| Certificates of participation in pools of residential mortgages | $3,223,000 | 3,908 |
| Issued or guaranteed by U.S. | $3,223,000 | 3,903 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $3,976,000 | 2,022 |
| CMOs issued by government agencies or sponsored agencies | $3,976,000 | 1,942 |
| 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) | $3,868,000 | 1,542 |
| Available-for-sale securities (fair market value) | $40,855,000 | 2,804 |
| Total debt securities | $44,723,000 | 2,879 |
| Structured notes | ||
| Amortized cost | $2,223,000 | 1,168 |
| Fair value | $1,970,000 | 1,220 |
| 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 | $45,290,000 | 2,907 |
| U.S. Government securities | $16,589,000 | 3,874 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $16,589,000 | 3,769 |
| Securities issued by states & political subdivisions | $16,002,000 | 2,186 |
| Other domestic debt securities | $12,699,000 | 609 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $149,000 | 420 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $12,550,000 | 399 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,560,000 | 4,378 |
| Mortgage-backed securities | $7,604,000 | 3,544 |
| Certificates of participation in pools of residential mortgages | $3,382,000 | 3,887 |
| Issued or guaranteed by U.S. | $3,382,000 | 3,881 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $4,222,000 | 2,006 |
| CMOs issued by government agencies or sponsored agencies | $4,222,000 | 1,921 |
| 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) | $4,490,000 | 1,448 |
| Available-for-sale securities (fair market value) | $40,800,000 | 2,837 |
| Total debt securities | $45,290,000 | 2,880 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,174 |
| Fair value | $1,772,000 | 1,316 |
| 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 | $47,188,000 | 2,795 |
| U.S. Government securities | $18,270,000 | 3,686 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $18,270,000 | 3,588 |
| Securities issued by states & political subdivisions | $15,975,000 | 2,186 |
| Other domestic debt securities | $12,943,000 | 605 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $11,000 | 129 |
| Asset backed securities | $164,000 | 427 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $12,768,000 | 396 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,011,000 | 4,255 |
| Mortgage-backed securities | $8,557,000 | 3,419 |
| Certificates of participation in pools of residential mortgages | $3,694,000 | 3,796 |
| Issued or guaranteed by U.S. | $3,694,000 | 3,791 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,852,000 | 1,943 |
| CMOs issued by government agencies or sponsored agencies | $4,852,000 | 1,853 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $11,000 | 890 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $11,000 | 448 |
| Held to maturity securities (book value) | $4,661,000 | 1,369 |
| Available-for-sale securities (fair market value) | $42,527,000 | 2,754 |
| Total debt securities | $47,188,000 | 2,770 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,166 |
| Fair value | $1,953,000 | 1,219 |
| 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 | $48,856,000 | 2,747 |
| U.S. Government securities | $19,979,000 | 3,540 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $19,979,000 | 3,451 |
| Securities issued by states & political subdivisions | $15,713,000 | 2,185 |
| Other domestic debt securities | $13,164,000 | 594 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $62,000 | 130 |
| Asset backed securities | $178,000 | 418 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $12,924,000 | 390 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,222,000 | 4,251 |
| Mortgage-backed securities | $10,044,000 | 3,275 |
| Certificates of participation in pools of residential mortgages | $4,010,000 | 3,769 |
| Issued or guaranteed by U.S. | $4,010,000 | 3,765 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,972,000 | 1,851 |
| CMOs issued by government agencies or sponsored agencies | $5,972,000 | 1,758 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $62,000 | 773 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $62,000 | 371 |
| Held to maturity securities (book value) | $4,896,000 | 1,319 |
| Available-for-sale securities (fair market value) | $43,960,000 | 2,741 |
| Total debt securities | $48,856,000 | 2,721 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,189 |
| Fair value | $1,985,000 | 1,299 |
| 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 | $49,882,000 | 2,652 |
| U.S. Government securities | $20,519,000 | 3,446 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $20,519,000 | 3,363 |
| Securities issued by states & political subdivisions | $14,947,000 | 2,222 |
| Other domestic debt securities | $14,416,000 | 555 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $195,000 | 116 |
| Asset backed securities | $192,000 | 394 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $14,029,000 | 367 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,533,000 | 4,169 |
| Mortgage-backed securities | $9,108,000 | 3,420 |
| Certificates of participation in pools of residential mortgages | $2,053,000 | 4,294 |
| Issued or guaranteed by U.S. | $2,053,000 | 4,293 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $6,860,000 | 1,781 |
| CMOs issued by government agencies or sponsored agencies | $6,860,000 | 1,686 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $195,000 | 622 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $195,000 | 295 |
| Held to maturity securities (book value) | $5,092,000 | 1,306 |
| Available-for-sale securities (fair market value) | $44,790,000 | 2,642 |
| Total debt securities | $49,882,000 | 2,629 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 792 |
| Fair value | $4,510,000 | 791 |
| 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 | $49,665,000 | 2,688 |
| U.S. Government securities | $19,743,000 | 3,605 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $19,743,000 | 3,527 |
| Securities issued by states & political subdivisions | $15,528,000 | 2,143 |
| Other domestic debt securities | $14,394,000 | 578 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $282,000 | 113 |
| Asset backed securities | $207,000 | 381 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $13,905,000 | 383 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,726,000 | 4,160 |
| Mortgage-backed securities | $10,865,000 | 3,338 |
| Certificates of participation in pools of residential mortgages | $2,184,000 | 4,391 |
| Issued or guaranteed by U.S. | $2,184,000 | 4,389 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $8,399,000 | 1,709 |
| CMOs issued by government agencies or sponsored agencies | $8,399,000 | 1,614 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $282,000 | 578 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $282,000 | 279 |
| Held to maturity securities (book value) | $6,634,000 | 1,193 |
| Available-for-sale securities (fair market value) | $43,031,000 | 2,758 |
| Total debt securities | $49,665,000 | 2,664 |
| Structured notes | ||
| Amortized cost | $4,499,000 | 856 |
| Fair value | $4,517,000 | 847 |
| 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 | $48,236,000 | 2,759 |
| U.S. Government securities | $18,669,000 | 3,771 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $18,669,000 | 3,701 |
| Securities issued by states & political subdivisions | $15,044,000 | 2,133 |
| Other domestic debt securities | $14,523,000 | 575 |
| Privately issued residential mortgage-backed securities | $292,000 | 893 |
| Commercial mortgage-backed securities - Total | $381,000 | 112 |
| Asset backed securities | $229,000 | 340 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $13,621,000 | 378 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,151,000 | 4,106 |
| Mortgage-backed securities | $7,316,000 | 3,854 |
| Certificates of participation in pools of residential mortgages | $772,000 | 4,954 |
| Issued or guaranteed by U.S. | $772,000 | 4,951 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,163,000 | 1,957 |
| CMOs issued by government agencies or sponsored agencies | $5,871,000 | 1,890 |
| Privately issued | $292,000 | 859 |
| Commercial mortgage-backed securities | $381,000 | 524 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $381,000 | 256 |
| Held to maturity securities (book value) | $7,001,000 | 1,153 |
| Available-for-sale securities (fair market value) | $41,235,000 | 2,842 |
| Total debt securities | $48,235,000 | 2,733 |
| Structured notes | ||
| Amortized cost | $9,800,000 | 507 |
| Fair value | $9,821,000 | 508 |
| 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 | $52,182,000 | 2,584 |
| U.S. Government securities | $21,315,000 | 3,588 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $21,315,000 | 3,511 |
| Securities issued by states & political subdivisions | $14,910,000 | 2,089 |
| Other domestic debt securities | $15,957,000 | 537 |
| Privately issued residential mortgage-backed securities | $364,000 | 890 |
| Commercial mortgage-backed securities - Total | $422,000 | 113 |
| Asset backed securities | $249,000 | 287 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $14,922,000 | 360 |
| 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 | $6,066,000 | 4,116 |
| Mortgage-backed securities | $6,735,000 | 3,985 |
| Certificates of participation in pools of residential mortgages | $879,000 | 4,915 |
| Issued or guaranteed by U.S. | $879,000 | 4,913 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,434,000 | 2,080 |
| CMOs issued by government agencies or sponsored agencies | $5,070,000 | 2,031 |
| Privately issued | $364,000 | 856 |
| Commercial mortgage-backed securities | $422,000 | 481 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $422,000 | 227 |
| Held to maturity securities (book value) | $7,352,000 | 1,151 |
| Available-for-sale securities (fair market value) | $44,830,000 | 2,683 |
| Total debt securities | $52,182,000 | 2,563 |
| Structured notes | ||
| Amortized cost | $13,300,000 | 451 |
| Fair value | $13,133,000 | 461 |
| 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 | $48,903,000 | 2,637 |
| U.S. Government securities | $23,750,000 | 3,282 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $23,750,000 | 3,212 |
| Securities issued by states & political subdivisions | $14,855,000 | 2,055 |
| Other domestic debt securities | $10,298,000 | 713 |
| Privately issued residential mortgage-backed securities | $479,000 | 923 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $9,819,000 | 457 |
| 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 | $4,636,000 | 4,284 |
| Mortgage-backed securities | $6,216,000 | 4,004 |
| Certificates of participation in pools of residential mortgages | $968,000 | 4,829 |
| Issued or guaranteed by U.S. | $968,000 | 4,822 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $4,717,000 | 2,157 |
| CMOs issued by government agencies or sponsored agencies | $4,238,000 | 2,065 |
| Privately issued | $479,000 | 875 |
| Commercial mortgage-backed securities | $531,000 | 391 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $531,000 | 177 |
| Held to maturity securities (book value) | $7,691,000 | 1,141 |
| Available-for-sale securities (fair market value) | $41,212,000 | 2,765 |
| Total debt securities | $48,904,000 | 2,615 |
| Structured notes | ||
| Amortized cost | $14,990,000 | 387 |
| Fair value | $14,989,000 | 390 |
| 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 | $50,009,000 | 2,530 |
| U.S. Government securities | $25,858,000 | 3,032 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $25,858,000 | 2,953 |
| Securities issued by states & political subdivisions | $16,161,000 | 1,878 |
| Other domestic debt securities | $7,990,000 | 810 |
| Privately issued residential mortgage-backed securities | $1,093,000 | 783 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $6,897,000 | 536 |
| 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 | $6,660,000 | 3,780 |
| Mortgage-backed securities | $6,599,000 | 3,886 |
| Certificates of participation in pools of residential mortgages | $1,091,000 | 4,759 |
| Issued or guaranteed by U.S. | $1,091,000 | 4,749 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $5,508,000 | 2,023 |
| CMOs issued by government agencies or sponsored agencies | $4,415,000 | 2,001 |
| Privately issued | $1,093,000 | 741 |
| 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) | $8,798,000 | 1,080 |
| Available-for-sale securities (fair market value) | $41,211,000 | 2,679 |
| Total debt securities | $50,009,000 | 2,506 |
| Structured notes | ||
| Amortized cost | $17,175,000 | 331 |
| Fair value | $17,234,000 | 332 |
| 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 | $51,823,000 | 2,477 |
| U.S. Government securities | $25,975,000 | 3,102 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $25,975,000 | 3,020 |
| Securities issued by states & political subdivisions | $16,250,000 | 1,813 |
| Other domestic debt securities | $9,598,000 | 718 |
| Privately issued residential mortgage-backed securities | $1,547,000 | 721 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $1,618,000 | 119 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $6,433,000 | 516 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,689,000 | 4,316 |
| Mortgage-backed securities | $7,847,000 | 3,635 |
| Certificates of participation in pools of residential mortgages | $1,164,000 | 4,725 |
| Issued or guaranteed by U.S. | $1,164,000 | 4,717 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $6,683,000 | 1,870 |
| CMOs issued by government agencies or sponsored agencies | $5,136,000 | 1,858 |
| Privately issued | $1,547,000 | 685 |
| 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) | $9,546,000 | 1,043 |
| Available-for-sale securities (fair market value) | $42,277,000 | 2,624 |
| Total debt securities | $51,830,000 | 2,452 |
| Structured notes | ||
| Amortized cost | $18,175,000 | 374 |
| Fair value | $18,199,000 | 378 |
| 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 | $46,208,000 | 2,682 |
| U.S. Government securities | $22,842,000 | 3,360 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $22,842,000 | 3,267 |
| Securities issued by states & political subdivisions | $15,261,000 | 1,860 |
| Other domestic debt securities | $8,105,000 | 808 |
| Privately issued residential mortgage-backed securities | $1,760,000 | 720 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $6,345,000 | 523 |
| 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 | $6,159,000 | 3,938 |
| Mortgage-backed securities | $7,301,000 | 3,671 |
| Certificates of participation in pools of residential mortgages | $295,000 | 5,227 |
| Issued or guaranteed by U.S. | $295,000 | 5,216 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $7,006,000 | 1,779 |
| CMOs issued by government agencies or sponsored agencies | $5,246,000 | 1,771 |
| Privately issued | $1,760,000 | 687 |
| 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) | $10,021,000 | 1,031 |
| Available-for-sale securities (fair market value) | $36,187,000 | 2,904 |
| Total debt securities | $46,217,000 | 2,654 |
| Structured notes | ||
| Amortized cost | $12,800,000 | 572 |
| Fair value | $12,608,000 | 576 |
| 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 | $44,276,000 | 2,678 |
| U.S. Government securities | $23,303,000 | 3,150 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $23,303,000 | 3,051 |
| Securities issued by states & political subdivisions | $14,290,000 | 1,926 |
| Other domestic debt securities | $6,683,000 | 967 |
| Privately issued residential mortgage-backed securities | $327,000 | 1,147 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $40,000 | 314 |
| Other domestic debt securities - All other | $6,316,000 | 513 |
| 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 | $6,136,000 | 3,911 |
| Mortgage-backed securities | $7,316,000 | 3,580 |
| Certificates of participation in pools of residential mortgages | $328,000 | 5,162 |
| Issued or guaranteed by U.S. | $328,000 | 5,150 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,988,000 | 1,746 |
| CMOs issued by government agencies or sponsored agencies | $6,661,000 | 1,591 |
| Privately issued | $327,000 | 1,094 |
| 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) | $11,041,000 | 966 |
| Available-for-sale securities (fair market value) | $33,235,000 | 2,993 |
| Total debt securities | $44,275,000 | 2,649 |
| Structured notes | ||
| Amortized cost | $11,900,000 | 567 |
| Fair value | $11,637,000 | 569 |
| 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 | $40,103,000 | 2,856 |
| U.S. Government securities | $24,997,000 | 2,978 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $24,997,000 | 2,885 |
| Securities issued by states & political subdivisions | $8,197,000 | 2,672 |
| Other domestic debt securities | $6,909,000 | 968 |
| Privately issued residential mortgage-backed securities | $367,000 | 1,204 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $43,000 | 325 |
| Other domestic debt securities - All other | $6,499,000 | 508 |
| 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 | $6,003,000 | 3,988 |
| Mortgage-backed securities | $8,656,000 | 3,338 |
| Certificates of participation in pools of residential mortgages | $364,000 | 5,142 |
| Issued or guaranteed by U.S. | $364,000 | 5,130 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $8,292,000 | 1,608 |
| CMOs issued by government agencies or sponsored agencies | $7,925,000 | 1,446 |
| Privately issued | $367,000 | 1,148 |
| 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) | $6,046,000 | 1,351 |
| Available-for-sale securities (fair market value) | $34,057,000 | 2,911 |
| Total debt securities | $40,103,000 | 2,828 |
| Structured notes | ||
| Amortized cost | $8,800,000 | 698 |
| Fair value | $8,889,000 | 704 |
| 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 | $45,199,000 | 2,592 |
| U.S. Government securities | $34,268,000 | 2,412 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $34,268,000 | 2,331 |
| Securities issued by states & political subdivisions | $6,080,000 | 2,990 |
| Other domestic debt securities | $4,851,000 | 1,162 |
| Privately issued residential mortgage-backed securities | $406,000 | 1,228 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $46,000 | 324 |
| Other domestic debt securities - All other | $4,399,000 | 622 |
| 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 | $5,199,000 | 4,235 |
| Mortgage-backed securities | $9,544,000 | 3,217 |
| Certificates of participation in pools of residential mortgages | $419,000 | 5,157 |
| Issued or guaranteed by U.S. | $419,000 | 5,146 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $9,125,000 | 1,482 |
| CMOs issued by government agencies or sponsored agencies | $8,719,000 | 1,303 |
| Privately issued | $406,000 | 1,175 |
| 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) | $6,673,000 | 1,328 |
| Available-for-sale securities (fair market value) | $38,526,000 | 2,619 |
| Total debt securities | $45,199,000 | 2,558 |
| Structured notes | ||
| Amortized cost | $17,937,000 | 366 |
| Fair value | $18,021,000 | 366 |
| 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 | $41,283,000 | 2,794 |
| U.S. Government securities | $30,705,000 | 2,661 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $30,705,000 | 2,592 |
| Securities issued by states & political subdivisions | $4,879,000 | 3,278 |
| Other domestic debt securities | $5,699,000 | 1,114 |
| Privately issued residential mortgage-backed securities | $433,000 | 1,264 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $33,000 | 342 |
| Other domestic debt securities - All other | $5,233,000 | 575 |
| 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 | $4,126,000 | 4,629 |
| Mortgage-backed securities | $10,364,000 | 3,149 |
| Certificates of participation in pools of residential mortgages | $520,000 | 5,193 |
| Issued or guaranteed by U.S. | $520,000 | 5,181 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $9,844,000 | 1,378 |
| CMOs issued by government agencies or sponsored agencies | $9,411,000 | 1,199 |
| Privately issued | $433,000 | 1,212 |
| 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) | $7,116,000 | 1,292 |
| Available-for-sale securities (fair market value) | $34,167,000 | 2,896 |
| Total debt securities | $41,284,000 | 2,769 |
| Structured notes | ||
| Amortized cost | $15,004,000 | 361 |
| Fair value | $14,851,000 | 369 |
| 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 | $39,963,000 | 2,862 |
| U.S. Government securities | $29,585,000 | 2,706 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $29,585,000 | 2,639 |
| Securities issued by states & political subdivisions | $4,685,000 | 3,344 |
| Other domestic debt securities | $5,693,000 | 1,156 |
| Privately issued residential mortgage-backed securities | $459,000 | 1,289 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $25,000 | 351 |
| Other domestic debt securities - All other | $5,209,000 | 590 |
| 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 | $3,545,000 | 4,865 |
| Mortgage-backed securities | $11,625,000 | 3,053 |
| Certificates of participation in pools of residential mortgages | $592,000 | 5,218 |
| Issued or guaranteed by U.S. | $592,000 | 5,205 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $11,033,000 | 1,302 |
| CMOs issued by government agencies or sponsored agencies | $10,574,000 | 1,100 |
| Privately issued | $459,000 | 1,234 |
| 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) | $7,663,000 | 1,242 |
| Available-for-sale securities (fair market value) | $32,300,000 | 3,009 |
| Total debt securities | $39,963,000 | 2,844 |
| Structured notes | ||
| Amortized cost | $14,612,000 | 275 |
| Fair value | $14,055,000 | 285 |
| 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 | $35,444,000 | 3,125 |
| U.S. Government securities | $25,381,000 | 2,991 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $25,381,000 | 2,928 |
| Securities issued by states & political subdivisions | $3,200,000 | 3,848 |
| Other domestic debt securities | $6,863,000 | 1,099 |
| Privately issued residential mortgage-backed securities | $486,000 | 1,337 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $26,000 | 364 |
| Other domestic debt securities - All other | $6,351,000 | 528 |
| 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 | $3,193,000 | 5,019 |
| Mortgage-backed securities | $12,359,000 | 3,028 |
| Certificates of participation in pools of residential mortgages | $656,000 | 5,269 |
| Issued or guaranteed by U.S. | $656,000 | 5,254 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $11,703,000 | 1,259 |
| CMOs issued by government agencies or sponsored agencies | $11,217,000 | 1,042 |
| Privately issued | $486,000 | 1,279 |
| 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) | $8,119,000 | 1,273 |
| Available-for-sale securities (fair market value) | $27,325,000 | 3,348 |
| Total debt securities | $35,443,000 | 3,092 |
| Structured notes | ||
| Amortized cost | $5,222,000 | 530 |
| Fair value | $5,203,000 | 532 |
| 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 | $38,181,000 | 2,901 |
| U.S. Government securities | $29,073,000 | 2,695 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $29,073,000 | 2,631 |
| Securities issued by states & political subdivisions | $2,542,000 | 4,083 |
| Other domestic debt securities | $6,566,000 | 1,151 |
| Privately issued residential mortgage-backed securities | $521,000 | 1,333 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $25,000 | 274 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $6,020,000 | 565 |
| 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 | $3,188,000 | 5,045 |
| Mortgage-backed securities | $14,231,000 | 2,848 |
| Certificates of participation in pools of residential mortgages | $724,000 | 5,281 |
| Issued or guaranteed by U.S. | $724,000 | 5,261 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $13,507,000 | 1,148 |
| CMOs issued by government agencies or sponsored agencies | $12,986,000 | 931 |
| Privately issued | $521,000 | 1,271 |
| 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) | $9,697,000 | 1,164 |
| Available-for-sale securities (fair market value) | $28,484,000 | 3,202 |
| Total debt securities | $38,181,000 | 2,870 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 516 |
| Fair value | $3,244,000 | 515 |
| 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 | $37,925,000 | 2,911 |
| U.S. Government securities | $33,945,000 | 2,373 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $33,945,000 | 2,326 |
| Securities issued by states & political subdivisions | $2,358,000 | 4,086 |
| Other domestic debt securities | $1,622,000 | 2,014 |
| Privately issued residential mortgage-backed securities | $598,000 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $25,000 | 341 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $999,000 | 1,555 |
| 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 | $3,150,000 | 5,092 |
| Mortgage-backed securities | $16,208,000 | 2,707 |
| Certificates of participation in pools of residential mortgages | $803,000 | 5,312 |
| Issued or guaranteed by U.S. | $803,000 | 5,294 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $15,405,000 | 1,059 |
| CMOs issued by government agencies or sponsored agencies | $14,807,000 | 848 |
| Privately issued | $598,000 | 1,282 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,518,000 | 1,120 |
| Available-for-sale securities (fair market value) | $27,407,000 | 3,305 |
| Total debt securities | $37,924,000 | 2,882 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 382 |
| Fair value | $3,246,000 | 378 |
| 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 | $39,708,000 | 2,788 |
| U.S. Government securities | $36,817,000 | 2,224 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $36,817,000 | 2,185 |
| Securities issued by states & political subdivisions | $2,350,000 | 4,049 |
| Other domestic debt securities | $541,000 | 2,627 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $25,000 | 322 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $516,000 | 1,845 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,571,000 | 5,005 |
| Mortgage-backed securities | $16,091,000 | 2,663 |
| Certificates of participation in pools of residential mortgages | $855,000 | 5,282 |
| Issued or guaranteed by U.S. | $855,000 | 5,265 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $15,236,000 | 1,030 |
| CMOs issued by government agencies or sponsored agencies | $15,236,000 | 809 |
| 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) | $11,023,000 | 1,091 |
| Available-for-sale securities (fair market value) | $28,685,000 | 3,171 |
| Total debt securities | $39,708,000 | 2,757 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 424 |
| Fair value | $3,254,000 | 423 |
| 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 | $40,799,000 | 2,678 |
| U.S. Government securities | $37,687,000 | 2,140 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $37,687,000 | 2,097 |
| Securities issued by states & political subdivisions | $3,072,000 | 3,718 |
| Other domestic debt securities | $40,000 | 3,149 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $40,000 | 298 |
| 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 | $3,558,000 | 5,017 |
| Mortgage-backed securities | $16,311,000 | 2,552 |
| Certificates of participation in pools of residential mortgages | $917,000 | 5,221 |
| Issued or guaranteed by U.S. | $917,000 | 5,207 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $15,394,000 | 986 |
| CMOs issued by government agencies or sponsored agencies | $15,394,000 | 759 |
| 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) | $11,357,000 | 1,070 |
| Available-for-sale securities (fair market value) | $29,442,000 | 3,050 |
| Total debt securities | $40,799,000 | 2,648 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 417 |
| Fair value | $3,166,000 | 425 |
| 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 | $41,727,000 | 2,680 |
| U.S. Government securities | $38,284,000 | 2,146 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $38,284,000 | 2,105 |
| Securities issued by states & political subdivisions | $3,142,000 | 3,706 |
| Other domestic debt securities | $51,000 | 3,100 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $51,000 | 282 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $250,000 | 1,469 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,192,000 | 4,764 |
| Mortgage-backed securities | $16,738,000 | 2,516 |
| Certificates of participation in pools of residential mortgages | $967,000 | 5,202 |
| Issued or guaranteed by U.S. | $967,000 | 5,181 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $15,771,000 | 956 |
| CMOs issued by government agencies or sponsored agencies | $15,771,000 | 734 |
| 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) | $11,808,000 | 1,031 |
| Available-for-sale securities (fair market value) | $29,919,000 | 3,068 |
| Total debt securities | $41,477,000 | 2,659 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 453 |
| Fair value | $3,170,000 | 454 |
| 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 | $45,157,000 | 2,506 |
| U.S. Government securities | $41,683,000 | 1,973 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $41,683,000 | 1,934 |
| Securities issued by states & political subdivisions | $3,170,000 | 3,716 |
| Other domestic debt securities | $54,000 | 3,066 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $54,000 | 276 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $250,000 | 1,489 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,732,000 | 4,916 |
| Mortgage-backed securities | $17,512,000 | 2,363 |
| Certificates of participation in pools of residential mortgages | $1,038,000 | 5,096 |
| Issued or guaranteed by U.S. | $1,038,000 | 5,072 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $16,474,000 | 904 |
| CMOs issued by government agencies or sponsored agencies | $16,474,000 | 689 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,286,000 | 1,029 |
| Available-for-sale securities (fair market value) | $32,871,000 | 2,870 |
| Total debt securities | $44,907,000 | 2,467 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 474 |
| Fair value | $3,252,000 | 475 |
| 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 | $40,537,000 | 2,740 |
| U.S. Government securities | $37,011,000 | 2,202 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $37,011,000 | 2,161 |
| Securities issued by states & political subdivisions | $3,225,000 | 3,695 |
| Other domestic debt securities | $51,000 | 2,902 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $51,000 | 259 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $250,000 | 1,455 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,481,000 | 5,047 |
| Mortgage-backed securities | $17,692,000 | 2,085 |
| Certificates of participation in pools of residential mortgages | $1,072,000 | 4,881 |
| Issued or guaranteed by U.S. | $1,072,000 | 4,861 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $16,620,000 | 820 |
| CMOs issued by government agencies or sponsored agencies | $16,620,000 | 634 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,652,000 | 1,058 |
| Available-for-sale securities (fair market value) | $27,885,000 | 3,208 |
| Total debt securities | $40,287,000 | 2,709 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 728 |
| Fair value | $3,194,000 | 742 |
| 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 | $38,620,000 | 2,850 |
| U.S. Government securities | $35,110,000 | 2,328 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $35,110,000 | 2,279 |
| Securities issued by states & political subdivisions | $3,210,000 | 3,696 |
| Other domestic debt securities | $50,000 | 2,862 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $50,000 | 257 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $250,000 | 1,412 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,477,000 | 5,058 |
| Mortgage-backed securities | $18,088,000 | 1,934 |
| Certificates of participation in pools of residential mortgages | $1,121,000 | 4,713 |
| Issued or guaranteed by U.S. | $1,121,000 | 4,699 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $16,967,000 | 781 |
| CMOs issued by government agencies or sponsored agencies | $16,967,000 | 597 |
| 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) | $12,931,000 | 1,073 |
| Available-for-sale securities (fair market value) | $25,689,000 | 3,363 |
| Total debt securities | $38,370,000 | 2,814 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 882 |
| Fair value | $3,113,000 | 905 |
| 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 | $38,685,000 | 2,845 |
| U.S. Government securities | $35,197,000 | 2,331 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $35,197,000 | 2,269 |
| Securities issued by states & political subdivisions | $3,190,000 | 3,706 |
| Other domestic debt securities | $48,000 | 2,823 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $48,000 | 253 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $250,000 | 1,417 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,480,000 | 5,514 |
| Mortgage-backed securities | $18,514,000 | 1,852 |
| Certificates of participation in pools of residential mortgages | $1,179,000 | 4,661 |
| Issued or guaranteed by U.S. | $1,179,000 | 4,648 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $17,335,000 | 760 |
| CMOs issued by government agencies or sponsored agencies | $17,335,000 | 590 |
| 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) | $13,275,000 | 1,072 |
| Available-for-sale securities (fair market value) | $25,410,000 | 3,386 |
| Total debt securities | $38,435,000 | 2,818 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 937 |
| Fair value | $3,026,000 | 971 |
| 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 | $34,523,000 | 3,124 |
| U.S. Government securities | $30,427,000 | 2,657 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $30,427,000 | 2,590 |
| Securities issued by states & political subdivisions | $3,216,000 | 3,709 |
| Other domestic debt securities | $630,000 | 2,176 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $49,000 | 278 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $581,000 | 1,597 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $250,000 | 1,439 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,525,000 | 5,500 |
| Mortgage-backed securities | $16,165,000 | 2,012 |
| Certificates of participation in pools of residential mortgages | $1,257,000 | 4,620 |
| Issued or guaranteed by U.S. | $1,257,000 | 4,603 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $14,908,000 | 830 |
| CMOs issued by government agencies or sponsored agencies | $14,908,000 | 651 |
| 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) | $11,464,000 | 1,180 |
| Available-for-sale securities (fair market value) | $23,059,000 | 3,598 |
| Total debt securities | $34,273,000 | 3,094 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 983 |
| Fair value | $3,089,000 | 1,012 |
| 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 | $36,018,000 | 3,049 |
| U.S. Government securities | $31,759,000 | 2,609 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $31,759,000 | 2,543 |
| Securities issued by states & political subdivisions | $3,330,000 | 3,691 |
| Other domestic debt securities | $679,000 | 2,164 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $96,000 | 256 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $583,000 | 1,640 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $250,000 | 1,475 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,479,000 | 5,546 |
| Mortgage-backed securities | $16,511,000 | 1,985 |
| Certificates of participation in pools of residential mortgages | $1,320,000 | 4,579 |
| Issued or guaranteed by U.S. | $1,320,000 | 4,564 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $15,191,000 | 824 |
| CMOs issued by government agencies or sponsored agencies | $15,191,000 | 660 |
| 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) | $12,790,000 | 1,136 |
| Available-for-sale securities (fair market value) | $23,228,000 | 3,605 |
| Total debt securities | $35,768,000 | 3,023 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 1,063 |
| Fair value | $3,084,000 | 1,083 |
| 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 | $32,888,000 | 3,292 |
| U.S. Government securities | $28,635,000 | 2,877 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $28,635,000 | 2,795 |
| Securities issued by states & political subdivisions | $3,340,000 | 3,641 |
| Other domestic debt securities | $663,000 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $87,000 | 277 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $576,000 | 1,677 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $250,000 | 1,514 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,683,000 | 5,976 |
| Mortgage-backed securities | $14,891,000 | 2,120 |
| Certificates of participation in pools of residential mortgages | $1,389,000 | 4,549 |
| Issued or guaranteed by U.S. | $1,389,000 | 4,525 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $13,502,000 | 874 |
| CMOs issued by government agencies or sponsored agencies | $13,502,000 | 702 |
| 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) | $11,001,000 | 1,273 |
| Available-for-sale securities (fair market value) | $21,887,000 | 3,775 |
| Total debt securities | $32,637,000 | 3,270 |
| Structured notes | ||
| Amortized cost | $3,750,000 | 1,041 |
| Fair value | $3,577,000 | 1,056 |
| 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 | $34,392,000 | 3,171 |
| U.S. Government securities | $29,973,000 | 2,762 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $29,973,000 | 2,676 |
| Securities issued by states & political subdivisions | $3,288,000 | 3,669 |
| Other domestic debt securities | $882,000 | 2,082 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $347,000 | 225 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $535,000 | 1,735 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $249,000 | 1,532 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,437,000 | 5,604 |
| Mortgage-backed securities | $15,332,000 | 2,082 |
| Certificates of participation in pools of residential mortgages | $1,458,000 | 4,523 |
| Issued or guaranteed by U.S. | $1,458,000 | 4,504 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $13,874,000 | 857 |
| CMOs issued by government agencies or sponsored agencies | $13,874,000 | 694 |
| 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) | $11,366,000 | 1,268 |
| Available-for-sale securities (fair market value) | $23,026,000 | 3,635 |
| Total debt securities | $34,143,000 | 3,148 |
| Structured notes | ||
| Amortized cost | $5,050,000 | 832 |
| Fair value | $4,726,000 | 898 |
| 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 | $34,594,000 | 3,182 |
| U.S. Government securities | $30,116,000 | 2,796 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $30,116,000 | 2,710 |
| Securities issued by states & political subdivisions | $3,333,000 | 3,664 |
| Other domestic debt securities | $895,000 | 2,130 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $380,000 | 232 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $515,000 | 1,837 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $250,000 | 1,546 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,500,000 | 5,574 |
| Mortgage-backed securities | $16,191,000 | 2,052 |
| Certificates of participation in pools of residential mortgages | $1,607,000 | 4,448 |
| Issued or guaranteed by U.S. | $1,607,000 | 4,432 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $14,584,000 | 836 |
| CMOs issued by government agencies or sponsored agencies | $14,584,000 | 676 |
| 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) | $10,698,000 | 1,338 |
| Available-for-sale securities (fair market value) | $23,896,000 | 3,600 |
| Total debt securities | $34,344,000 | 3,143 |
| Structured notes | ||
| Amortized cost | $5,050,000 | 844 |
| Fair value | $4,824,000 | 903 |
| 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 | $35,363,000 | 3,125 |
| U.S. Government securities | $30,835,000 | 2,722 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $30,835,000 | 2,633 |
| Securities issued by states & political subdivisions | $3,362,000 | 3,679 |
| Other domestic debt securities | $916,000 | 2,192 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $414,000 | 228 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $502,000 | 1,988 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $250,000 | 1,567 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,040,000 | 5,798 |
| Mortgage-backed securities | $16,790,000 | 2,029 |
| Certificates of participation in pools of residential mortgages | $1,699,000 | 4,427 |
| Issued or guaranteed by U.S. | $1,699,000 | 4,409 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $15,091,000 | 809 |
| CMOs issued by government agencies or sponsored agencies | $15,091,000 | 657 |
| 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) | $11,016,000 | 1,347 |
| Available-for-sale securities (fair market value) | $24,347,000 | 3,551 |
| Total debt securities | $35,113,000 | 3,097 |
| Structured notes | ||
| Amortized cost | $5,050,000 | 856 |
| Fair value | $4,863,000 | 902 |
| 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 | $33,665,000 | 3,229 |
| U.S. Government securities | $29,633,000 | 2,784 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $29,633,000 | 2,688 |
| Securities issued by states & political subdivisions | $3,030,000 | 3,818 |
| Other domestic debt securities | $1,002,000 | 2,123 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $459,000 | 229 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $543,000 | 1,998 |
| 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 | $2,105,000 | 5,781 |
| Mortgage-backed securities | $15,436,000 | 2,110 |
| Certificates of participation in pools of residential mortgages | $1,844,000 | 4,377 |
| Issued or guaranteed by U.S. | $1,844,000 | 4,362 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $13,592,000 | 877 |
| CMOs issued by government agencies or sponsored agencies | $13,592,000 | 720 |
| 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) | $8,427,000 | 1,562 |
| Available-for-sale securities (fair market value) | $25,238,000 | 3,443 |
| Total debt securities | $33,665,000 | 3,178 |
| Structured notes | ||
| Amortized cost | $5,050,000 | 838 |
| Fair value | $4,907,000 | 888 |
| 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 | $36,363,000 | 3,082 |
| U.S. Government securities | $32,255,000 | 2,645 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $32,255,000 | 2,550 |
| Securities issued by states & political subdivisions | $3,065,000 | 3,773 |
| Other domestic debt securities | $1,043,000 | 2,114 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $501,000 | 226 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $542,000 | 2,082 |
| 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 | $2,172,000 | 5,738 |
| Mortgage-backed securities | $17,905,000 | 1,983 |
| Certificates of participation in pools of residential mortgages | $2,039,000 | 4,336 |
| Issued or guaranteed by U.S. | $2,039,000 | 4,319 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $15,866,000 | 819 |
| CMOs issued by government agencies or sponsored agencies | $15,866,000 | 665 |
| 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) | $9,413,000 | 1,491 |
| Available-for-sale securities (fair market value) | $26,950,000 | 3,337 |
| Total debt securities | $36,363,000 | 3,029 |
| Structured notes | ||
| Amortized cost | $5,050,000 | 816 |
| Fair value | $4,961,000 | 850 |
| 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 | $37,830,000 | 3,024 |
| U.S. Government securities | $33,346,000 | 2,618 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $33,346,000 | 2,521 |
| Securities issued by states & political subdivisions | $3,407,000 | 3,619 |
| Other domestic debt securities | $1,077,000 | 2,159 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $529,000 | 214 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $548,000 | 2,166 |
| 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 | $2,140,000 | 5,808 |
| Mortgage-backed securities | $18,872,000 | 1,985 |
| Certificates of participation in pools of residential mortgages | $2,190,000 | 4,324 |
| Issued or guaranteed by U.S. | $2,190,000 | 4,311 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $16,682,000 | 816 |
| CMOs issued by government agencies or sponsored agencies | $16,682,000 | 666 |
| 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) | $9,886,000 | 1,487 |
| Available-for-sale securities (fair market value) | $27,944,000 | 3,300 |
| Total debt securities | $37,830,000 | 2,978 |
| Structured notes | ||
| Amortized cost | $5,050,000 | 824 |
| Fair value | $4,034,000 | 984 |
| 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 | $35,941,000 | 3,166 |
| U.S. Government securities | $31,296,000 | 2,772 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $31,296,000 | 2,665 |
| Securities issued by states & political subdivisions | $3,456,000 | 3,619 |
| Other domestic debt securities | $1,189,000 | 2,162 |
| Privately issued residential mortgage-backed securities | $577,000 | 849 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $612,000 | 2,181 |
| 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 | $2,253,000 | 5,750 |
| Mortgage-backed securities | $16,739,000 | 2,180 |
| Certificates of participation in pools of residential mortgages | $2,353,000 | 4,291 |
| Issued or guaranteed by U.S. | $2,353,000 | 4,276 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $14,386,000 | 894 |
| CMOs issued by government agencies or sponsored agencies | $13,809,000 | 767 |
| Privately issued | $577,000 | 786 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,793,000 | 1,779 |
| Available-for-sale securities (fair market value) | $29,148,000 | 3,199 |
| Total debt securities | $35,941,000 | 3,116 |
| Structured notes | ||
| Amortized cost | $4,250,000 | 956 |
| Fair value | $4,060,000 | 966 |
| 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 | $34,200,000 | 3,284 |
| U.S. Government securities | $28,917,000 | 2,927 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $28,917,000 | 2,812 |
| Securities issued by states & political subdivisions | $3,545,000 | 3,603 |
| Other domestic debt securities | $1,738,000 | 1,917 |
| Privately issued residential mortgage-backed securities | $611,000 | 789 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,127,000 | 1,835 |
| 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 | $2,593,000 | 5,603 |
| Mortgage-backed securities | $15,010,000 | 2,348 |
| Certificates of participation in pools of residential mortgages | $2,559,000 | 4,220 |
| Issued or guaranteed by U.S. | $2,559,000 | 4,210 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $12,451,000 | 974 |
| CMOs issued by government agencies or sponsored agencies | $11,840,000 | 875 |
| Privately issued | $611,000 | 729 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,061,000 | 2,224 |
| Available-for-sale securities (fair market value) | $30,139,000 | 3,124 |
| Total debt securities | $34,200,000 | 3,223 |
| Structured notes | ||
| Amortized cost | $4,250,000 | 952 |
| Fair value | $4,115,000 | 971 |
| 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 | $30,679,000 | 3,604 |
| U.S. Government securities | $25,465,000 | 3,275 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $25,465,000 | 3,157 |
| Securities issued by states & political subdivisions | $3,486,000 | 3,621 |
| Other domestic debt securities | $1,728,000 | 1,997 |
| Privately issued residential mortgage-backed securities | $650,000 | 764 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,078,000 | 1,956 |
| 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 | $2,669,000 | 5,567 |
| Mortgage-backed securities | $13,808,000 | 2,486 |
| Certificates of participation in pools of residential mortgages | $2,140,000 | 4,480 |
| Issued or guaranteed by U.S. | $2,140,000 | 4,464 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $11,668,000 | 1,021 |
| CMOs issued by government agencies or sponsored agencies | $11,018,000 | 907 |
| Privately issued | $650,000 | 712 |
| 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) | $1,489,000 | 3,043 |
| Available-for-sale securities (fair market value) | $29,190,000 | 3,223 |
| Total debt securities | $30,679,000 | 3,534 |
| Structured notes | ||
| Amortized cost | $4,250,000 | 937 |
| Fair value | $3,880,000 | 1,011 |
| 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 | $32,973,000 | 3,410 |
| U.S. Government securities | $27,478,000 | 3,044 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $27,478,000 | 2,934 |
| Securities issued by states & political subdivisions | $3,640,000 | 3,562 |
| Other domestic debt securities | $1,855,000 | 2,060 |
| Privately issued residential mortgage-backed securities | $713,000 | 785 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,142,000 | 2,009 |
| 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 | $2,825,000 | 5,453 |
| Mortgage-backed securities | $18,687,000 | 2,111 |
| Certificates of participation in pools of residential mortgages | $2,422,000 | 4,396 |
| Issued or guaranteed by U.S. | $2,422,000 | 4,382 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $16,265,000 | 866 |
| CMOs issued by government agencies or sponsored agencies | $15,552,000 | 754 |
| Privately issued | $713,000 | 730 |
| 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) | $1,533,000 | 3,011 |
| Available-for-sale securities (fair market value) | $31,440,000 | 3,051 |
| Total debt securities | $32,973,000 | 3,336 |
| Structured notes | ||
| Amortized cost | $4,250,000 | 795 |
| Fair value | $4,155,000 | 814 |
| 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 | $27,741,000 | 3,937 |
| U.S. Government securities | $22,244,000 | 3,632 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $22,244,000 | 3,501 |
| Securities issued by states & political subdivisions | $3,545,000 | 3,627 |
| Other domestic debt securities | $1,952,000 | 2,049 |
| Privately issued residential mortgage-backed securities | $773,000 | 664 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,179,000 | 2,114 |
| 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 | $2,932,000 | 5,372 |
| Mortgage-backed securities | $16,616,000 | 2,254 |
| Certificates of participation in pools of residential mortgages | $2,635,000 | 4,266 |
| Issued or guaranteed by U.S. | $2,635,000 | 4,252 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $13,981,000 | 941 |
| CMOs issued by government agencies or sponsored agencies | $13,208,000 | 905 |
| Privately issued | $773,000 | 577 |
| 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) | $1,588,000 | 3,032 |
| Available-for-sale securities (fair market value) | $26,153,000 | 3,533 |
| Total debt securities | $27,741,000 | 3,867 |
| Structured notes | ||
| Amortized cost | $4,250,000 | 722 |
| Fair value | $4,057,000 | 735 |
| 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 | $27,243,000 | 3,898 |
| U.S. Government securities | $21,445,000 | 3,625 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $21,445,000 | 3,489 |
| Securities issued by states & political subdivisions | $3,777,000 | 3,520 |
| Other domestic debt securities | $2,021,000 | 2,116 |
| Privately issued residential mortgage-backed securities | $847,000 | 689 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,174,000 | 2,218 |
| 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 | $3,088,000 | 5,246 |
| Mortgage-backed securities | $16,890,000 | 2,229 |
| Certificates of participation in pools of residential mortgages | $3,009,000 | 4,095 |
| Issued or guaranteed by U.S. | $3,009,000 | 4,081 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $13,881,000 | 951 |
| CMOs issued by government agencies or sponsored agencies | $13,034,000 | 911 |
| Privately issued | $847,000 | 608 |
| 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) | $1,833,000 | 2,975 |
| Available-for-sale securities (fair market value) | $25,410,000 | 3,538 |
| Total debt securities | $27,242,000 | 3,823 |
| Structured notes | ||
| Amortized cost | $3,550,000 | 693 |
| Fair value | $3,354,000 | 733 |
| 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 | $24,988,000 | 4,047 |
| U.S. Government securities | $18,999,000 | 3,823 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $18,999,000 | 3,673 |
| Securities issued by states & political subdivisions | $3,872,000 | 3,463 |
| Other domestic debt securities | $2,117,000 | 2,123 |
| Privately issued residential mortgage-backed securities | $941,000 | 698 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,176,000 | 2,279 |
| 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 | $2,868,000 | 5,354 |
| Mortgage-backed securities | $14,690,000 | 2,474 |
| Certificates of participation in pools of residential mortgages | $3,793,000 | 3,836 |
| Issued or guaranteed by U.S. | $3,793,000 | 3,825 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $10,897,000 | 1,169 |
| CMOs issued by government agencies or sponsored agencies | $9,956,000 | 1,142 |
| Privately issued | $941,000 | 620 |
| 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) | $1,943,000 | 2,933 |
| Available-for-sale securities (fair market value) | $23,045,000 | 3,706 |
| Total debt securities | $24,988,000 | 3,964 |
| Structured notes | ||
| Amortized cost | $2,750,000 | 686 |
| Fair value | $2,662,000 | 702 |
| 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 | $27,198,000 | 3,787 |
| U.S. Government securities | $20,134,000 | 3,687 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $20,134,000 | 3,517 |
| Securities issued by states & political subdivisions | $3,874,000 | 3,383 |
| Other domestic debt securities | $3,190,000 | 1,797 |
| Privately issued residential mortgage-backed securities | $1,233,000 | 643 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,957,000 | 1,940 |
| 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 | $2,849,000 | 5,405 |
| Mortgage-backed securities | $16,154,000 | 2,318 |
| Certificates of participation in pools of residential mortgages | $4,069,000 | 3,739 |
| Issued or guaranteed by U.S. | $4,069,000 | 3,728 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $12,085,000 | 1,131 |
| CMOs issued by government agencies or sponsored agencies | $10,852,000 | 1,116 |
| Privately issued | $1,233,000 | 571 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,084,000 | 2,908 |
| Available-for-sale securities (fair market value) | $25,114,000 | 3,448 |
| Total debt securities | $27,198,000 | 3,712 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,320 |
| Fair value | $536,000 | 1,287 |
| 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 | $25,288,000 | 3,969 |
| U.S. Government securities | $17,913,000 | 3,993 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $17,913,000 | 3,824 |
| Securities issued by states & political subdivisions | $3,865,000 | 3,361 |
| Other domestic debt securities | $3,510,000 | 1,695 |
| Privately issued residential mortgage-backed securities | $1,555,000 | 602 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,955,000 | 1,957 |
| 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 | $2,872,000 | 5,398 |
| Mortgage-backed securities | $14,232,000 | 2,492 |
| Certificates of participation in pools of residential mortgages | $4,872,000 | 3,437 |
| Issued or guaranteed by U.S. | $4,872,000 | 3,422 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $9,360,000 | 1,323 |
| CMOs issued by government agencies or sponsored agencies | $7,805,000 | 1,348 |
| Privately issued | $1,555,000 | 537 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,181,000 | 2,937 |
| Available-for-sale securities (fair market value) | $23,107,000 | 3,620 |
| Total debt securities | $25,288,000 | 3,890 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,148 |
| Fair value | $539,000 | 1,130 |
| 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 | $29,544,000 | 3,387 |
| U.S. Government securities | $22,388,000 | 3,225 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $22,388,000 | 3,058 |
| Securities issued by states & political subdivisions | $3,693,000 | 3,379 |
| Other domestic debt securities | $3,463,000 | 1,740 |
| Privately issued residential mortgage-backed securities | $1,639,000 | 675 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $51,000 | 494 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,773,000 | 2,037 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,683,000 | 5,529 |
| Mortgage-backed securities | $16,916,000 | 2,083 |
| Certificates of participation in pools of residential mortgages | $3,488,000 | 3,663 |
| Issued or guaranteed by U.S. | $3,488,000 | 3,649 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $13,428,000 | 1,085 |
| CMOs issued by government agencies or sponsored agencies | $11,789,000 | 1,089 |
| Privately issued | $1,639,000 | 604 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,765,000 | 2,566 |
| Available-for-sale securities (fair market value) | $25,779,000 | 3,165 |
| Total debt securities | $29,543,000 | 3,318 |
| 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 | $20,725,000 | 4,523 |
| U.S. Government securities | $19,095,000 | 3,805 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $19,095,000 | 3,528 |
| Securities issued by states & political subdivisions | $1,630,000 | 4,699 |
| 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 | $2,220,000 | 6,118 |
| Mortgage-backed securities | $6,848,000 | 2,897 |
| Certificates of participation in pools of residential mortgages | $4,336,000 | 2,856 |
| Issued or guaranteed by U.S. | $4,336,000 | 2,837 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,512,000 | 2,093 |
| CMOs issued by government agencies or sponsored agencies | $2,512,000 | 1,950 |
| 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) | $2,398,000 | 3,675 |
| Available-for-sale securities (fair market value) | $18,327,000 | 4,047 |
| Total debt securities | $20,725,000 | 4,400 |
| 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 | $21,121,000 | 4,663 |
| U.S. Government securities | $19,580,000 | 3,919 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $19,580,000 | 3,543 |
| Securities issued by states & political subdivisions | $1,541,000 | 5,036 |
| 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 | $2,238,000 | 6,191 |
| Mortgage-backed securities | $7,688,000 | 2,921 |
| Certificates of participation in pools of residential mortgages | $5,324,000 | 2,689 |
| Issued or guaranteed by U.S. | $5,324,000 | 2,678 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,364,000 | 2,299 |
| CMOs issued by government agencies or sponsored agencies | $2,364,000 | 2,163 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,047,000 | 3,748 |
| Available-for-sale securities (fair market value) | $18,074,000 | 4,184 |
| Total debt securities | $21,121,000 | 4,535 |
| Structured notes | ||
| Amortized cost | $249,000 | 1,159 |
| Fair value | $250,000 | 1,087 |
| 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 | $20,696,000 | 4,733 |
| U.S. Government securities | $19,022,000 | 4,050 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $19,022,000 | 3,454 |
| Securities issued by states & political subdivisions | $1,674,000 | 5,032 |
| 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 | $2,389,000 | 5,850 |
| Mortgage-backed securities | $9,847,000 | 2,735 |
| Certificates of participation in pools of residential mortgages | $7,487,000 | 2,379 |
| Issued or guaranteed by U.S. | $7,487,000 | 2,364 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,360,000 | 2,482 |
| CMOs issued by government agencies or sponsored agencies | $2,360,000 | 2,357 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,856,000 | 3,841 |
| Available-for-sale securities (fair market value) | $16,840,000 | 4,294 |
| Total debt securities | $20,696,000 | 4,624 |
| Structured notes | ||
| Amortized cost | $247,000 | 1,439 |
| Fair value | $248,000 | 1,397 |
| 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 | $19,318,000 | 5,042 |
| U.S. Government securities | $17,513,000 | 4,506 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $17,513,000 | 3,575 |
| Securities issued by states & political subdivisions | $1,805,000 | 4,791 |
| 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 | $2,266,000 | 6,209 |
| Mortgage-backed securities | $10,728,000 | 2,530 |
| Certificates of participation in pools of residential mortgages | $10,189,000 | 1,916 |
| Issued or guaranteed by U.S. | $10,189,000 | 1,903 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $539,000 | 3,910 |
| CMOs issued by government agencies or sponsored agencies | $539,000 | 3,765 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,423,000 | 4,388 |
| Available-for-sale securities (fair market value) | $14,895,000 | 4,514 |
| Total debt securities | $19,318,000 | 4,927 |
| Structured notes | ||
| Amortized cost | $244,000 | 2,599 |
| Fair value | $243,000 | 2,579 |
| 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 | $20,712,000 | 5,184 |
| U.S. Government securities | $18,349,000 | 4,724 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $18,349,000 | 3,590 |
| Securities issued by states & political subdivisions | $2,363,000 | 4,450 |
| 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 | $2,233,000 | 6,516 |
| Mortgage-backed securities | $9,019,000 | 3,091 |
| Certificates of participation in pools of residential mortgages | $8,244,000 | 2,427 |
| Issued or guaranteed by U.S. | $8,244,000 | 2,405 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $775,000 | 4,100 |
| CMOs issued by government agencies or sponsored agencies | $775,000 | 3,944 |
| 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) | $7,891,000 | 3,712 |
| Available-for-sale securities (fair market value) | $12,821,000 | 5,226 |
| Total debt securities | $20,712,000 | 5,082 |
| Structured notes | ||
| Amortized cost | $941,000 | 2,048 |
| Fair value | $938,000 | 2,017 |
| 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 | $17,594,000 | 6,088 |
| U.S. Government securities | $14,678,000 | 5,794 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $14,678,000 | 4,259 |
| Securities issued by states & political subdivisions | $2,916,000 | 4,052 |
| 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 | $2,408,000 | 6,480 |
| Mortgage-backed securities | $7,956,000 | 3,546 |
| Certificates of participation in pools of residential mortgages | $7,057,000 | 2,695 |
| Issued or guaranteed by U.S. | $7,057,000 | 2,672 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $899,000 | 4,390 |
| CMOs issued by government agencies or sponsored agencies | $899,000 | 4,225 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,207,000 | 3,604 |
| Available-for-sale securities (fair market value) | $8,387,000 | 6,664 |
| Total debt securities | $17,594,000 | 5,951 |
| Structured notes | ||
| Amortized cost | $239,000 | 4,263 |
| Fair value | $241,000 | 4,234 |
| 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 | $15,321,000 | 7,035 |
| U.S. Government securities | $12,412,000 | 6,823 |
| U.S. Treasury securities | $95,000 | 11,098 |
| U.S. Government agency obligations | $12,317,000 | 4,641 |
| Securities issued by states & political subdivisions | $2,909,000 | 4,280 |
| 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 | $2,642,000 | 6,394 |
| Mortgage-backed securities | $5,771,000 | 4,410 |
| Certificates of participation in pools of residential mortgages | $4,880,000 | 3,450 |
| Issued or guaranteed by U.S. | $4,880,000 | 3,426 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $891,000 | 4,716 |
| CMOs issued by government agencies or sponsored agencies | $891,000 | 4,526 |
| 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) | $11,019,000 | 5,334 |
| Available-for-sale securities (fair market value) | $4,302,000 | 7,271 |
| Total debt securities | $15,321,000 | 6,919 |
| 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 | $14,504,000 | 7,570 |
| U.S. Government securities | $11,477,000 | 7,439 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $11,477,000 | 5,050 |
| Securities issued by states & political subdivisions | $3,027,000 | 4,246 |
| 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 | $2,943,000 | 6,056 |
| Mortgage-backed securities | $7,052,000 | 4,421 |
| Certificates of participation in pools of residential mortgages | $5,916,000 | 3,426 |
| Issued or guaranteed by U.S. | $5,916,000 | 3,387 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,136,000 | 4,783 |
| CMOs issued by government agencies or sponsored agencies | $1,136,000 | 4,562 |
| 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 | $14,504,000 | 7,423 |
| 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 | $12,068,000 | 8,368 |
| U.S. Government securities | $8,440,000 | 8,779 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $8,440,000 | 6,136 |
| Securities issued by states & political subdivisions | $3,428,000 | 3,715 |
| Other domestic debt securities | $200,000 | 6,170 |
| 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 | $200,000 | 4,735 |
| 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 | $2,998,000 | 6,013 |
| Mortgage-backed securities | $5,026,000 | 5,461 |
| Certificates of participation in pools of residential mortgages | $3,206,000 | 5,013 |
| Issued or guaranteed by U.S. | $3,206,000 | 4,955 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,820,000 | 4,199 |
| CMOs issued by government agencies or sponsored agencies | $1,820,000 | 3,874 |
| 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 | $12,068,000 | 8,227 |
| 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 |