Home > Pilot Bank > Securities
Pilot Bank, Securities
| 2021-09-30 | Rank | |
| Total securities | $51,067,000 | 2,585 |
| U.S. Government securities | $47,351,000 | 1,874 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $47,351,000 | 1,696 |
| Securities issued by states & political subdivisions | $3,320,000 | 3,433 |
| Other domestic debt securities | $396,000 | 2,043 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $396,000 | 516 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,819,000 | 3,179 |
| Mortgage-backed securities | $47,351,000 | 1,403 |
| Certificates of participation in pools of residential mortgages | $19,895,000 | 1,686 |
| Issued or guaranteed by U.S. | $19,895,000 | 1,646 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $24,416,000 | 720 |
| CMOs issued by government agencies or sponsored agencies | $24,416,000 | 678 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $3,040,000 | 1,339 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $3,040,000 | 918 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $51,067,000 | 2,432 |
| Total debt securities | $51,068,000 | 2,568 |
| 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 | $77,929,000 | 1,967 |
| U.S. Government securities | $55,756,000 | 1,601 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $55,756,000 | 1,461 |
| Securities issued by states & political subdivisions | $13,517,000 | 2,396 |
| Other domestic debt securities | $8,656,000 | 941 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,656,000 | 283 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,689,000 | 3,190 |
| Mortgage-backed securities | $55,756,000 | 1,234 |
| Certificates of participation in pools of residential mortgages | $24,308,000 | 1,461 |
| Issued or guaranteed by U.S. | $24,308,000 | 1,427 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $27,696,000 | 622 |
| CMOs issued by government agencies or sponsored agencies | $27,696,000 | 583 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $3,752,000 | 1,254 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $3,752,000 | 845 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $77,929,000 | 1,847 |
| Total debt securities | $77,928,000 | 1,950 |
| 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 | $86,042,000 | 1,701 |
| U.S. Government securities | $63,982,000 | 1,368 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $63,982,000 | 1,275 |
| Securities issued by states & political subdivisions | $13,251,000 | 2,348 |
| Other domestic debt securities | $8,809,000 | 891 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,809,000 | 275 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,693,000 | 3,514 |
| Mortgage-backed securities | $59,331,000 | 1,138 |
| Certificates of participation in pools of residential mortgages | $25,789,000 | 1,347 |
| Issued or guaranteed by U.S. | $25,789,000 | 1,308 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $29,751,000 | 583 |
| CMOs issued by government agencies or sponsored agencies | $29,751,000 | 548 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $3,791,000 | 1,222 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $3,791,000 | 810 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $86,042,000 | 1,574 |
| Total debt securities | $86,042,000 | 1,686 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $98,648,000 | 1,439 |
| U.S. Government securities | $75,536,000 | 1,098 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $75,536,000 | 1,029 |
| Securities issued by states & political subdivisions | $14,297,000 | 2,245 |
| Other domestic debt securities | $8,815,000 | 838 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,815,000 | 264 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,667,000 | 3,507 |
| Mortgage-backed securities | $70,477,000 | 932 |
| Certificates of participation in pools of residential mortgages | $30,734,000 | 1,091 |
| Issued or guaranteed by U.S. | $30,734,000 | 1,068 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $35,342,000 | 512 |
| CMOs issued by government agencies or sponsored agencies | $35,342,000 | 478 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $4,401,000 | 1,119 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $4,401,000 | 731 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $98,648,000 | 1,341 |
| Total debt securities | $98,647,000 | 1,426 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $70,880,000 | 1,746 |
| U.S. Government securities | $49,942,000 | 1,457 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $49,942,000 | 1,376 |
| Securities issued by states & political subdivisions | $12,038,000 | 2,310 |
| Other domestic debt securities | $8,900,000 | 812 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,900,000 | 255 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,938,000 | 3,488 |
| Mortgage-backed securities | $44,749,000 | 1,249 |
| Certificates of participation in pools of residential mortgages | $26,200,000 | 1,187 |
| Issued or guaranteed by U.S. | $26,200,000 | 1,157 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $14,145,000 | 941 |
| CMOs issued by government agencies or sponsored agencies | $14,145,000 | 909 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $4,404,000 | 1,088 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $4,404,000 | 711 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $70,880,000 | 1,635 |
| Total debt securities | $70,879,000 | 1,729 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $71,387,000 | 1,673 |
| U.S. Government securities | $52,014,000 | 1,388 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $52,014,000 | 1,309 |
| Securities issued by states & political subdivisions | $13,887,000 | 2,103 |
| Other domestic debt securities | $5,486,000 | 944 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,486,000 | 281 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,884,000 | 3,536 |
| Mortgage-backed securities | $44,210,000 | 1,257 |
| Certificates of participation in pools of residential mortgages | $24,616,000 | 1,198 |
| Issued or guaranteed by U.S. | $24,616,000 | 1,164 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $15,192,000 | 936 |
| CMOs issued by government agencies or sponsored agencies | $15,192,000 | 908 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $4,402,000 | 1,066 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $4,402,000 | 686 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $71,387,000 | 1,560 |
| Total debt securities | $71,387,000 | 1,659 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $62,421,000 | 1,796 |
| U.S. Government securities | $41,283,000 | 1,652 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $41,283,000 | 1,576 |
| Securities issued by states & political subdivisions | $8,793,000 | 2,446 |
| Other domestic debt securities | $12,345,000 | 612 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,619,000 | 253 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $6,726,000 | 545 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,016,000 | 3,516 |
| Mortgage-backed securities | $33,066,000 | 1,493 |
| Certificates of participation in pools of residential mortgages | $3,939,000 | 2,846 |
| Issued or guaranteed by U.S. | $3,939,000 | 2,752 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $24,911,000 | 699 |
| CMOs issued by government agencies or sponsored agencies | $24,911,000 | 668 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $4,216,000 | 1,057 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $4,216,000 | 688 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $62,421,000 | 1,666 |
| Total debt securities | $62,421,000 | 1,783 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $47,885,000 | 2,166 |
| U.S. Government securities | $36,987,000 | 1,808 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $36,987,000 | 1,705 |
| Securities issued by states & political subdivisions | $6,439,000 | 2,768 |
| Other domestic debt securities | $4,459,000 | 951 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $4,459,000 | 254 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,416,000 | 3,709 |
| Mortgage-backed securities | $28,133,000 | 1,611 |
| Certificates of participation in pools of residential mortgages | $2,386,000 | 3,125 |
| Issued or guaranteed by U.S. | $2,386,000 | 3,033 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $22,206,000 | 759 |
| CMOs issued by government agencies or sponsored agencies | $22,206,000 | 730 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $3,541,000 | 1,117 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $3,541,000 | 692 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $47,885,000 | 2,020 |
| Total debt securities | $47,884,000 | 2,149 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $39,419,000 | 2,474 |
| U.S. Government securities | $34,196,000 | 1,910 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $34,196,000 | 1,815 |
| Securities issued by states & political subdivisions | $633,000 | 4,040 |
| Other domestic debt securities | $4,590,000 | 921 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $4,590,000 | 241 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,218,000 | 3,607 |
| Mortgage-backed securities | $23,363,000 | 1,766 |
| Certificates of participation in pools of residential mortgages | $3,082,000 | 2,974 |
| Issued or guaranteed by U.S. | $3,082,000 | 2,888 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $20,281,000 | 800 |
| CMOs issued by government agencies or sponsored agencies | $20,281,000 | 773 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $39,419,000 | 2,298 |
| Total debt securities | $39,419,000 | 2,456 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $37,922,000 | 2,585 |
| U.S. Government securities | $33,221,000 | 1,980 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $33,221,000 | 1,870 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $4,701,000 | 905 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $4,701,000 | 227 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,411,000 | 3,618 |
| Mortgage-backed securities | $24,142,000 | 1,708 |
| Certificates of participation in pools of residential mortgages | $2,390,000 | 3,126 |
| Issued or guaranteed by U.S. | $2,390,000 | 3,040 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $21,752,000 | 748 |
| CMOs issued by government agencies or sponsored agencies | $21,752,000 | 711 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $37,922,000 | 2,393 |
| Total debt securities | $37,922,000 | 2,567 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $37,696,000 | 2,622 |
| U.S. Government securities | $36,985,000 | 1,865 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $36,985,000 | 1,757 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $711,000 | 1,638 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $711,000 | 345 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,530,000 | 3,652 |
| Mortgage-backed securities | $27,595,000 | 1,576 |
| Certificates of participation in pools of residential mortgages | $3,120,000 | 3,005 |
| Issued or guaranteed by U.S. | $3,120,000 | 2,918 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $24,475,000 | 678 |
| CMOs issued by government agencies or sponsored agencies | $24,475,000 | 644 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $37,696,000 | 2,428 |
| Total debt securities | $37,695,000 | 2,604 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $35,720,000 | 2,723 |
| U.S. Government securities | $34,965,000 | 1,955 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $34,965,000 | 1,839 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $755,000 | 1,609 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $755,000 | 337 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,840,000 | 3,273 |
| Mortgage-backed securities | $25,212,000 | 1,662 |
| Certificates of participation in pools of residential mortgages | $3,175,000 | 3,006 |
| Issued or guaranteed by U.S. | $3,175,000 | 2,945 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $22,037,000 | 718 |
| CMOs issued by government agencies or sponsored agencies | $22,037,000 | 684 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $35,720,000 | 2,531 |
| Total debt securities | $35,720,000 | 2,704 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $36,647,000 | 2,695 |
| U.S. Government securities | $36,315,000 | 1,922 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $36,315,000 | 1,806 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $332,000 | 1,771 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $332,000 | 148 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,800,000 | 3,170 |
| Mortgage-backed securities | $25,797,000 | 1,651 |
| Certificates of participation in pools of residential mortgages | $3,281,000 | 3,026 |
| Issued or guaranteed by U.S. | $3,281,000 | 3,001 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $22,516,000 | 696 |
| CMOs issued by government agencies or sponsored agencies | $22,516,000 | 666 |
| 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) | $332,000 | 1,746 |
| Available-for-sale securities (fair market value) | $36,315,000 | 2,513 |
| Total debt securities | $36,648,000 | 2,678 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $38,619,000 | 2,647 |
| U.S. Government securities | $38,282,000 | 1,829 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $38,282,000 | 1,725 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $337,000 | 1,961 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $337,000 | 161 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,687,000 | 2,610 |
| Mortgage-backed securities | $27,068,000 | 1,628 |
| Certificates of participation in pools of residential mortgages | $3,458,000 | 3,037 |
| Issued or guaranteed by U.S. | $3,458,000 | 2,881 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $23,610,000 | 680 |
| CMOs issued by government agencies or sponsored agencies | $23,610,000 | 646 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $337,000 | 1,772 |
| Available-for-sale securities (fair market value) | $38,282,000 | 2,463 |
| Total debt securities | $38,619,000 | 2,631 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $36,406,000 | 2,767 |
| U.S. Government securities | $36,069,000 | 1,947 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $36,069,000 | 1,854 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $337,000 | 1,793 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $337,000 | 168 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,261,000 | 2,599 |
| Mortgage-backed securities | $24,227,000 | 1,716 |
| Certificates of participation in pools of residential mortgages | $2,960,000 | 3,162 |
| Issued or guaranteed by U.S. | $2,960,000 | 3,156 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $21,267,000 | 712 |
| CMOs issued by government agencies or sponsored agencies | $21,267,000 | 677 |
| 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) | $337,000 | 1,795 |
| Available-for-sale securities (fair market value) | $36,069,000 | 2,576 |
| Total debt securities | $36,405,000 | 2,750 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $35,455,000 | 2,842 |
| U.S. Government securities | $35,114,000 | 1,993 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $35,114,000 | 1,903 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $341,000 | 1,800 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $341,000 | 180 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,357,000 | 2,730 |
| Mortgage-backed securities | $22,575,000 | 1,806 |
| Certificates of participation in pools of residential mortgages | $3,143,000 | 3,175 |
| Issued or guaranteed by U.S. | $3,143,000 | 3,169 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $19,432,000 | 745 |
| CMOs issued by government agencies or sponsored agencies | $19,432,000 | 705 |
| 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) | $341,000 | 1,824 |
| Available-for-sale securities (fair market value) | $35,114,000 | 2,633 |
| Total debt securities | $35,455,000 | 2,826 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $32,594,000 | 3,024 |
| U.S. Government securities | $32,249,000 | 2,145 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $32,249,000 | 2,041 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $345,000 | 1,826 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $345,000 | 192 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,810,000 | 2,713 |
| Mortgage-backed securities | $18,289,000 | 2,050 |
| Certificates of participation in pools of residential mortgages | $1,158,000 | 3,804 |
| Issued or guaranteed by U.S. | $1,158,000 | 3,799 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $17,131,000 | 802 |
| CMOs issued by government agencies or sponsored agencies | $17,131,000 | 762 |
| 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) | $345,000 | 1,876 |
| Available-for-sale securities (fair market value) | $32,249,000 | 2,806 |
| Total debt securities | $32,594,000 | 3,004 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $35,930,000 | 2,911 |
| U.S. Government securities | $35,576,000 | 2,019 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $35,576,000 | 1,926 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $354,000 | 1,851 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $354,000 | 195 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,260,000 | 2,675 |
| Mortgage-backed securities | $19,260,000 | 2,021 |
| Certificates of participation in pools of residential mortgages | $1,293,000 | 3,802 |
| Issued or guaranteed by U.S. | $1,293,000 | 3,796 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $17,967,000 | 777 |
| CMOs issued by government agencies or sponsored agencies | $17,967,000 | 742 |
| 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) | $354,000 | 1,900 |
| Available-for-sale securities (fair market value) | $35,576,000 | 2,694 |
| Total debt securities | $35,930,000 | 2,888 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $35,080,000 | 2,978 |
| U.S. Government securities | $34,726,000 | 2,104 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $34,726,000 | 2,005 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $354,000 | 1,919 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $354,000 | 197 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,146,000 | 2,825 |
| Mortgage-backed securities | $18,993,000 | 2,070 |
| Certificates of participation in pools of residential mortgages | $1,381,000 | 3,840 |
| Issued or guaranteed by U.S. | $1,381,000 | 3,836 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $17,612,000 | 804 |
| CMOs issued by government agencies or sponsored agencies | $17,612,000 | 762 |
| 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) | $354,000 | 1,935 |
| Available-for-sale securities (fair market value) | $34,726,000 | 2,753 |
| Total debt securities | $35,079,000 | 2,960 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $28,564,000 | 3,280 |
| U.S. Government securities | $28,207,000 | 2,383 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $28,207,000 | 2,284 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $357,000 | 1,938 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $357,000 | 202 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,650,000 | 3,281 |
| Mortgage-backed securities | $17,690,000 | 2,167 |
| Certificates of participation in pools of residential mortgages | $1,456,000 | 3,853 |
| Issued or guaranteed by U.S. | $1,456,000 | 3,846 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $16,234,000 | 849 |
| CMOs issued by government agencies or sponsored agencies | $16,234,000 | 810 |
| 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) | $357,000 | 1,955 |
| Available-for-sale securities (fair market value) | $28,207,000 | 3,035 |
| Total debt securities | $28,563,000 | 3,258 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $30,500,000 | 3,180 |
| U.S. Government securities | $30,140,000 | 2,286 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $30,140,000 | 2,205 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $360,000 | 1,947 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $360,000 | 204 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,324,000 | 3,362 |
| Mortgage-backed securities | $19,369,000 | 2,064 |
| Certificates of participation in pools of residential mortgages | $1,709,000 | 3,800 |
| Issued or guaranteed by U.S. | $1,709,000 | 3,797 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $17,660,000 | 817 |
| CMOs issued by government agencies or sponsored agencies | $17,660,000 | 777 |
| 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) | $360,000 | 1,966 |
| Available-for-sale securities (fair market value) | $30,140,000 | 2,932 |
| Total debt securities | $30,500,000 | 3,160 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $31,978,000 | 3,178 |
| U.S. Government securities | $31,616,000 | 2,273 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $31,616,000 | 2,183 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $362,000 | 1,982 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $362,000 | 212 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,617,000 | 3,374 |
| Mortgage-backed securities | $18,746,000 | 2,124 |
| Certificates of participation in pools of residential mortgages | $1,812,000 | 3,794 |
| Issued or guaranteed by U.S. | $1,812,000 | 3,788 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $16,934,000 | 853 |
| CMOs issued by government agencies or sponsored agencies | $16,934,000 | 813 |
| 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) | $362,000 | 2,007 |
| Available-for-sale securities (fair market value) | $31,616,000 | 2,935 |
| Total debt securities | $31,978,000 | 3,152 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $34,006,000 | 3,116 |
| U.S. Government securities | $33,643,000 | 2,239 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $33,643,000 | 2,152 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $363,000 | 1,999 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $363,000 | 210 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,161,000 | 3,837 |
| Mortgage-backed securities | $20,452,000 | 2,043 |
| Certificates of participation in pools of residential mortgages | $1,951,000 | 3,786 |
| Issued or guaranteed by U.S. | $1,951,000 | 3,782 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $18,501,000 | 818 |
| CMOs issued by government agencies or sponsored agencies | $18,501,000 | 778 |
| 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) | $363,000 | 2,045 |
| Available-for-sale securities (fair market value) | $33,643,000 | 2,861 |
| Total debt securities | $34,006,000 | 3,094 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $29,693,000 | 3,382 |
| U.S. Government securities | $29,328,000 | 2,479 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $29,328,000 | 2,385 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $365,000 | 1,979 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $365,000 | 208 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,288,000 | 3,855 |
| Mortgage-backed securities | $18,840,000 | 2,149 |
| Certificates of participation in pools of residential mortgages | $2,091,000 | 3,761 |
| Issued or guaranteed by U.S. | $2,091,000 | 3,758 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $16,749,000 | 875 |
| CMOs issued by government agencies or sponsored agencies | $16,749,000 | 828 |
| 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) | $365,000 | 2,087 |
| Available-for-sale securities (fair market value) | $29,328,000 | 3,112 |
| Total debt securities | $29,693,000 | 3,356 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $30,596,000 | 3,375 |
| U.S. Government securities | $29,999,000 | 2,484 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $29,999,000 | 2,395 |
| Securities issued by states & political subdivisions | $200,000 | 5,046 |
| Other domestic debt securities | $397,000 | 1,999 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $397,000 | 206 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,766,000 | 3,835 |
| Mortgage-backed securities | $28,147,000 | 1,700 |
| Certificates of participation in pools of residential mortgages | $2,252,000 | 3,762 |
| Issued or guaranteed by U.S. | $2,252,000 | 3,759 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $25,895,000 | 671 |
| CMOs issued by government agencies or sponsored agencies | $25,895,000 | 637 |
| 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) | $597,000 | 2,010 |
| Available-for-sale securities (fair market value) | $29,999,000 | 3,124 |
| Total debt securities | $30,596,000 | 3,346 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $28,261,000 | 3,592 |
| U.S. Government securities | $26,904,000 | 2,738 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $26,904,000 | 2,648 |
| Securities issued by states & political subdivisions | $200,000 | 5,082 |
| Other domestic debt securities | $397,000 | 2,014 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $397,000 | 210 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $760,000 | 616 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,691,000 | 2,820 |
| Mortgage-backed securities | $22,125,000 | 2,035 |
| Certificates of participation in pools of residential mortgages | $2,339,000 | 3,815 |
| Issued or guaranteed by U.S. | $2,339,000 | 3,811 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $19,786,000 | 830 |
| CMOs issued by government agencies or sponsored agencies | $19,786,000 | 791 |
| 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) | $597,000 | 2,052 |
| Available-for-sale securities (fair market value) | $27,664,000 | 3,321 |
| Total debt securities | $27,501,000 | 3,611 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $30,935,000 | 3,471 |
| U.S. Government securities | $29,575,000 | 2,618 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $29,575,000 | 2,531 |
| Securities issued by states & political subdivisions | $200,000 | 5,094 |
| Other domestic debt securities | $397,000 | 2,067 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $397,000 | 200 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $763,000 | 627 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,918,000 | 2,735 |
| Mortgage-backed securities | $24,730,000 | 1,928 |
| Certificates of participation in pools of residential mortgages | $2,538,000 | 3,825 |
| Issued or guaranteed by U.S. | $2,538,000 | 3,820 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $22,192,000 | 801 |
| CMOs issued by government agencies or sponsored agencies | $22,192,000 | 762 |
| 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) | $597,000 | 2,051 |
| Available-for-sale securities (fair market value) | $30,338,000 | 3,200 |
| Total debt securities | $30,172,000 | 3,482 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $31,958,000 | 3,422 |
| U.S. Government securities | $30,597,000 | 2,582 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $30,597,000 | 2,500 |
| Securities issued by states & political subdivisions | $200,000 | 5,175 |
| Other domestic debt securities | $397,000 | 2,087 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $397,000 | 203 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $764,000 | 626 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,792,000 | 2,879 |
| Mortgage-backed securities | $25,669,000 | 1,921 |
| Certificates of participation in pools of residential mortgages | $2,591,000 | 3,892 |
| Issued or guaranteed by U.S. | $2,591,000 | 3,886 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $23,078,000 | 796 |
| CMOs issued by government agencies or sponsored agencies | $23,078,000 | 759 |
| 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) | $597,000 | 2,065 |
| Available-for-sale securities (fair market value) | $31,361,000 | 3,164 |
| Total debt securities | $31,194,000 | 3,446 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $32,653,000 | 3,467 |
| U.S. Government securities | $31,267,000 | 2,627 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $31,267,000 | 2,549 |
| Securities issued by states & political subdivisions | $200,000 | 5,229 |
| Other domestic debt securities | $423,000 | 2,134 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $423,000 | 213 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $763,000 | 640 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,344,000 | 3,060 |
| Mortgage-backed securities | $27,176,000 | 1,905 |
| Certificates of participation in pools of residential mortgages | $2,892,000 | 3,882 |
| Issued or guaranteed by U.S. | $2,892,000 | 3,880 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $24,284,000 | 786 |
| CMOs issued by government agencies or sponsored agencies | $24,284,000 | 746 |
| 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) | $597,000 | 2,097 |
| Available-for-sale securities (fair market value) | $32,056,000 | 3,202 |
| Total debt securities | $31,890,000 | 3,493 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $32,493,000 | 3,531 |
| U.S. Government securities | $31,100,000 | 2,680 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $31,100,000 | 2,598 |
| Securities issued by states & political subdivisions | $200,000 | 5,282 |
| Other domestic debt securities | $430,000 | 2,180 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $430,000 | 213 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $763,000 | 651 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,145,000 | 3,113 |
| Mortgage-backed securities | $29,082,000 | 1,872 |
| Certificates of participation in pools of residential mortgages | $3,180,000 | 3,859 |
| Issued or guaranteed by U.S. | $3,180,000 | 3,858 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $25,902,000 | 760 |
| CMOs issued by government agencies or sponsored agencies | $25,902,000 | 722 |
| 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) | $597,000 | 2,111 |
| Available-for-sale securities (fair market value) | $31,896,000 | 3,247 |
| Total debt securities | $31,730,000 | 3,551 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $27,893,000 | 3,847 |
| U.S. Government securities | $26,348,000 | 2,983 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $26,348,000 | 2,907 |
| Securities issued by states & political subdivisions | $350,000 | 5,217 |
| Other domestic debt securities | $432,000 | 2,230 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $432,000 | 219 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $763,000 | 655 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,750,000 | 3,325 |
| Mortgage-backed securities | $24,328,000 | 2,092 |
| Certificates of participation in pools of residential mortgages | $3,415,000 | 3,838 |
| Issued or guaranteed by U.S. | $3,415,000 | 3,838 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $20,913,000 | 891 |
| CMOs issued by government agencies or sponsored agencies | $20,913,000 | 843 |
| 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) | $747,000 | 2,067 |
| Available-for-sale securities (fair market value) | $27,146,000 | 3,555 |
| Total debt securities | $27,130,000 | 3,861 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $18,607,000 | 4,586 |
| U.S. Government securities | $17,070,000 | 3,767 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $17,070,000 | 3,669 |
| Securities issued by states & political subdivisions | $351,000 | 5,270 |
| Other domestic debt securities | $422,000 | 2,288 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $422,000 | 236 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $764,000 | 660 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,656,000 | 3,484 |
| Mortgage-backed securities | $17,070,000 | 2,536 |
| Certificates of participation in pools of residential mortgages | $3,493,000 | 3,832 |
| Issued or guaranteed by U.S. | $3,493,000 | 3,828 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $13,577,000 | 1,159 |
| CMOs issued by government agencies or sponsored agencies | $13,577,000 | 1,102 |
| 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) | $748,000 | 2,068 |
| Available-for-sale securities (fair market value) | $17,859,000 | 4,276 |
| Total debt securities | $17,843,000 | 4,632 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $19,623,000 | 4,537 |
| U.S. Government securities | $18,052,000 | 3,708 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $18,052,000 | 3,607 |
| Securities issued by states & political subdivisions | $351,000 | 5,310 |
| Other domestic debt securities | $455,000 | 2,329 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $455,000 | 249 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $765,000 | 676 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,301,000 | 4,187 |
| Mortgage-backed securities | $18,052,000 | 2,488 |
| Certificates of participation in pools of residential mortgages | $3,600,000 | 3,828 |
| Issued or guaranteed by U.S. | $3,600,000 | 3,822 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $14,452,000 | 1,139 |
| CMOs issued by government agencies or sponsored agencies | $14,452,000 | 1,071 |
| 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) | $748,000 | 2,054 |
| Available-for-sale securities (fair market value) | $18,875,000 | 4,228 |
| Total debt securities | $18,858,000 | 4,572 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $21,295,000 | 4,387 |
| U.S. Government securities | $19,734,000 | 3,541 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $19,734,000 | 3,449 |
| Securities issued by states & political subdivisions | $351,000 | 5,311 |
| Other domestic debt securities | $458,000 | 2,393 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $458,000 | 245 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $752,000 | 672 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,125,000 | 3,787 |
| Mortgage-backed securities | $19,734,000 | 2,381 |
| Certificates of participation in pools of residential mortgages | $3,821,000 | 3,762 |
| Issued or guaranteed by U.S. | $3,821,000 | 3,757 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $15,913,000 | 1,087 |
| CMOs issued by government agencies or sponsored agencies | $15,913,000 | 1,028 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $748,000 | 2,001 |
| Available-for-sale securities (fair market value) | $20,547,000 | 4,102 |
| Total debt securities | $20,543,000 | 4,420 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $22,541,000 | 4,284 |
| U.S. Government securities | $20,968,000 | 3,446 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $20,968,000 | 3,359 |
| Securities issued by states & political subdivisions | $352,000 | 5,321 |
| Other domestic debt securities | $463,000 | 2,381 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $463,000 | 235 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $758,000 | 678 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,877,000 | 3,699 |
| Mortgage-backed securities | $20,968,000 | 2,341 |
| Certificates of participation in pools of residential mortgages | $4,493,000 | 3,653 |
| Issued or guaranteed by U.S. | $4,493,000 | 3,649 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $16,475,000 | 1,120 |
| CMOs issued by government agencies or sponsored agencies | $16,475,000 | 1,053 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $749,000 | 1,986 |
| Available-for-sale securities (fair market value) | $21,792,000 | 4,019 |
| Total debt securities | $21,783,000 | 4,324 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $25,272,000 | 4,014 |
| U.S. Government securities | $23,616,000 | 3,175 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $23,616,000 | 3,107 |
| Securities issued by states & political subdivisions | $352,000 | 5,368 |
| Other domestic debt securities | $453,000 | 2,381 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $453,000 | 236 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $851,000 | 649 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,545,000 | 3,561 |
| Mortgage-backed securities | $23,616,000 | 2,202 |
| Certificates of participation in pools of residential mortgages | $4,977,000 | 3,540 |
| Issued or guaranteed by U.S. | $4,977,000 | 3,537 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $18,639,000 | 1,060 |
| CMOs issued by government agencies or sponsored agencies | $18,639,000 | 989 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $749,000 | 2,014 |
| Available-for-sale securities (fair market value) | $24,523,000 | 3,758 |
| Total debt securities | $24,421,000 | 4,059 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $29,193,000 | 3,768 |
| U.S. Government securities | $26,752,000 | 2,997 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $26,752,000 | 2,943 |
| Securities issued by states & political subdivisions | $969,000 | 5,006 |
| Other domestic debt securities | $615,000 | 2,290 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $615,000 | 218 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $857,000 | 640 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,485,000 | 3,599 |
| Mortgage-backed securities | $26,752,000 | 2,121 |
| Certificates of participation in pools of residential mortgages | $6,629,000 | 3,352 |
| Issued or guaranteed by U.S. | $6,629,000 | 3,351 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $20,123,000 | 1,054 |
| CMOs issued by government agencies or sponsored agencies | $20,123,000 | 988 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $749,000 | 2,047 |
| Available-for-sale securities (fair market value) | $28,444,000 | 3,517 |
| Total debt securities | $28,336,000 | 3,790 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $30,449,000 | 3,682 |
| U.S. Government securities | $27,516,000 | 3,007 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $27,516,000 | 2,950 |
| Securities issued by states & political subdivisions | $1,466,000 | 4,770 |
| Other domestic debt securities | $611,000 | 2,287 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $611,000 | 223 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $856,000 | 639 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,022,000 | 4,137 |
| Mortgage-backed securities | $27,054,000 | 2,133 |
| Certificates of participation in pools of residential mortgages | $7,467,000 | 3,217 |
| Issued or guaranteed by U.S. | $7,467,000 | 3,217 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $19,587,000 | 1,092 |
| CMOs issued by government agencies or sponsored agencies | $19,587,000 | 1,012 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $1,246,000 | 1,890 |
| Available-for-sale securities (fair market value) | $29,203,000 | 3,498 |
| Total debt securities | $29,593,000 | 3,705 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $26,236,000 | 4,031 |
| U.S. Government securities | $23,304,000 | 3,395 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $23,304,000 | 3,327 |
| Securities issued by states & political subdivisions | $1,463,000 | 4,730 |
| Other domestic debt securities | $612,000 | 2,259 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $612,000 | 217 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $857,000 | 626 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,544,000 | 4,818 |
| Mortgage-backed securities | $22,818,000 | 2,377 |
| Certificates of participation in pools of residential mortgages | $4,584,000 | 3,804 |
| Issued or guaranteed by U.S. | $4,584,000 | 3,800 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $18,234,000 | 1,167 |
| CMOs issued by government agencies or sponsored agencies | $18,234,000 | 1,082 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $1,247,000 | 1,927 |
| Available-for-sale securities (fair market value) | $24,989,000 | 3,816 |
| Total debt securities | $25,379,000 | 4,076 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $33,113,000 | 3,464 |
| U.S. Government securities | $30,184,000 | 2,790 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $30,184,000 | 2,730 |
| Securities issued by states & political subdivisions | $1,460,000 | 4,736 |
| Other domestic debt securities | $612,000 | 2,235 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $612,000 | 202 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $857,000 | 602 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,077,000 | 3,714 |
| Mortgage-backed securities | $27,944,000 | 2,002 |
| Certificates of participation in pools of residential mortgages | $18,711,000 | 1,871 |
| Issued or guaranteed by U.S. | $18,711,000 | 1,870 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $9,233,000 | 1,652 |
| CMOs issued by government agencies or sponsored agencies | $9,233,000 | 1,497 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $1,271,000 | 2,003 |
| Available-for-sale securities (fair market value) | $31,842,000 | 3,275 |
| Total debt securities | $32,256,000 | 3,495 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,436 |
| Fair value | $752,000 | 2,453 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $25,910,000 | 3,930 |
| U.S. Government securities | $22,380,000 | 3,332 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $22,380,000 | 3,251 |
| Securities issued by states & political subdivisions | $1,984,000 | 4,464 |
| Other domestic debt securities | $686,000 | 2,186 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $686,000 | 201 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $860,000 | 616 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,526,000 | 3,622 |
| Mortgage-backed securities | $21,111,000 | 2,340 |
| Certificates of participation in pools of residential mortgages | $18,227,000 | 1,854 |
| Issued or guaranteed by U.S. | $18,227,000 | 1,849 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,884,000 | 2,510 |
| CMOs issued by government agencies or sponsored agencies | $2,884,000 | 2,309 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $1,347,000 | 1,995 |
| Available-for-sale securities (fair market value) | $24,563,000 | 3,722 |
| Total debt securities | $25,050,000 | 3,974 |
| Structured notes | ||
| Amortized cost | $1,436,000 | 2,075 |
| Fair value | $1,463,000 | 2,065 |
| 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 | $22,549,000 | 4,298 |
| U.S. Government securities | $15,908,000 | 4,153 |
| U.S. Treasury securities | $8,268,000 | 351 |
| U.S. Government agency obligations | $7,640,000 | 5,354 |
| Securities issued by states & political subdivisions | $5,192,000 | 3,464 |
| Other domestic debt securities | $562,000 | 2,180 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $562,000 | 222 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $887,000 | 609 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,086,000 | 3,746 |
| Mortgage-backed securities | $6,383,000 | 3,891 |
| Certificates of participation in pools of residential mortgages | $6,383,000 | 3,226 |
| Issued or guaranteed by U.S. | $6,383,000 | 3,219 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $2,372,000 | 1,769 |
| Available-for-sale securities (fair market value) | $20,177,000 | 4,170 |
| Total debt securities | $21,662,000 | 4,356 |
| Structured notes | ||
| Amortized cost | $1,435,000 | 2,288 |
| Fair value | $843,000 | 2,653 |
| 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 | $23,531,000 | 4,164 |
| U.S. Government securities | $16,741,000 | 4,005 |
| U.S. Treasury securities | $8,115,000 | 384 |
| U.S. Government agency obligations | $8,626,000 | 5,151 |
| Securities issued by states & political subdivisions | $5,397,000 | 3,372 |
| Other domestic debt securities | $543,000 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $543,000 | 1,596 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $850,000 | 634 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,473,000 | 3,874 |
| Mortgage-backed securities | $6,631,000 | 3,786 |
| Certificates of participation in pools of residential mortgages | $6,631,000 | 3,113 |
| Issued or guaranteed by U.S. | $6,631,000 | 3,107 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $2,374,000 | 1,786 |
| Available-for-sale securities (fair market value) | $21,157,000 | 4,054 |
| Total debt securities | $22,681,000 | 4,217 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,243 |
| Fair value | $1,470,000 | 2,300 |
| 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 | $24,111,000 | 4,001 |
| U.S. Government securities | $16,981,000 | 3,817 |
| U.S. Treasury securities | $8,111,000 | 384 |
| U.S. Government agency obligations | $8,870,000 | 4,962 |
| Securities issued by states & political subdivisions | $5,787,000 | 3,238 |
| Other domestic debt securities | $543,000 | 2,398 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $543,000 | 1,606 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $800,000 | 645 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,749,000 | 3,760 |
| Mortgage-backed securities | $6,877,000 | 3,667 |
| Certificates of participation in pools of residential mortgages | $6,877,000 | 2,951 |
| Issued or guaranteed by U.S. | $6,877,000 | 2,942 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $2,375,000 | 1,806 |
| Available-for-sale securities (fair market value) | $21,736,000 | 3,875 |
| Total debt securities | $23,311,000 | 4,027 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,096 |
| Fair value | $1,463,000 | 2,155 |
| 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 | $25,318,000 | 3,846 |
| U.S. Government securities | $17,684,000 | 3,694 |
| U.S. Treasury securities | $8,295,000 | 343 |
| U.S. Government agency obligations | $9,389,000 | 4,840 |
| Securities issued by states & political subdivisions | $6,295,000 | 3,036 |
| Other domestic debt securities | $551,000 | 2,476 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $551,000 | 1,619 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $788,000 | 689 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,380,000 | 3,670 |
| Mortgage-backed securities | $7,305,000 | 3,556 |
| Certificates of participation in pools of residential mortgages | $7,305,000 | 2,826 |
| Issued or guaranteed by U.S. | $7,305,000 | 2,818 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $2,377,000 | 1,844 |
| Available-for-sale securities (fair market value) | $22,941,000 | 3,720 |
| Total debt securities | $24,530,000 | 3,874 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,140 |
| Fair value | $1,505,000 | 2,187 |
| 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 | $21,860,000 | 4,187 |
| U.S. Government securities | $14,126,000 | 4,236 |
| U.S. Treasury securities | $5,124,000 | 430 |
| U.S. Government agency obligations | $9,002,000 | 5,011 |
| Securities issued by states & political subdivisions | $6,392,000 | 2,904 |
| Other domestic debt securities | $550,000 | 2,474 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $550,000 | 1,581 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $792,000 | 717 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,645,000 | 3,678 |
| Mortgage-backed securities | $7,679,000 | 3,501 |
| Certificates of participation in pools of residential mortgages | $7,679,000 | 2,802 |
| Issued or guaranteed by U.S. | $7,679,000 | 2,794 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $2,509,000 | 1,892 |
| Available-for-sale securities (fair market value) | $19,351,000 | 4,064 |
| Total debt securities | $21,068,000 | 4,232 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,755 |
| Fair value | $754,000 | 2,760 |
| 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 | $19,918,000 | 4,469 |
| U.S. Government securities | $12,164,000 | 4,581 |
| U.S. Treasury securities | $2,002,000 | 674 |
| U.S. Government agency obligations | $10,162,000 | 4,869 |
| Securities issued by states & political subdivisions | $6,383,000 | 2,891 |
| Other domestic debt securities | $543,000 | 2,534 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $543,000 | 1,602 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $828,000 | 714 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,708,000 | 3,553 |
| Mortgage-backed securities | $8,053,000 | 3,493 |
| Certificates of participation in pools of residential mortgages | $8,053,000 | 2,802 |
| Issued or guaranteed by U.S. | $8,053,000 | 2,796 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $2,678,000 | 1,874 |
| Available-for-sale securities (fair market value) | $17,240,000 | 4,331 |
| Total debt securities | $19,090,000 | 4,508 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,540 |
| Fair value | $752,000 | 2,540 |
| 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 | $20,152,000 | 4,380 |
| U.S. Government securities | $12,133,000 | 4,573 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $12,133,000 | 4,483 |
| Securities issued by states & political subdivisions | $6,572,000 | 2,854 |
| Other domestic debt securities | $637,000 | 2,540 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $94,000 | 334 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $543,000 | 1,644 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $810,000 | 729 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,347,000 | 3,138 |
| Mortgage-backed securities | $8,870,000 | 3,422 |
| Certificates of participation in pools of residential mortgages | $8,776,000 | 2,764 |
| Issued or guaranteed by U.S. | $8,776,000 | 2,757 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $94,000 | 334 |
| Commercial mortgage pass-through securities | $94,000 | 249 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $2,702,000 | 1,884 |
| Available-for-sale securities (fair market value) | $17,450,000 | 4,269 |
| Total debt securities | $19,342,000 | 4,438 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,883 |
| Fair value | $1,242,000 | 1,890 |
| 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 | $20,390,000 | 4,395 |
| U.S. Government securities | $12,163,000 | 4,587 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $12,163,000 | 4,491 |
| Securities issued by states & political subdivisions | $6,827,000 | 2,810 |
| Other domestic debt securities | $543,000 | 2,697 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $543,000 | 1,740 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $857,000 | 767 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,851,000 | 3,558 |
| Mortgage-backed securities | $6,509,000 | 3,897 |
| Certificates of participation in pools of residential mortgages | $6,509,000 | 3,252 |
| Issued or guaranteed by U.S. | $6,509,000 | 3,243 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $2,738,000 | 1,968 |
| Available-for-sale securities (fair market value) | $17,652,000 | 4,298 |
| Total debt securities | $19,533,000 | 4,451 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,082 |
| Fair value | $1,993,000 | 1,179 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $20,542,000 | 4,367 |
| U.S. Government securities | $12,033,000 | 4,607 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $12,033,000 | 4,512 |
| Securities issued by states & political subdivisions | $7,241,000 | 2,680 |
| Other domestic debt securities | $498,000 | 2,834 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $498,000 | 1,873 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $770,000 | 843 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,389,000 | 3,142 |
| Mortgage-backed securities | $6,897,000 | 3,871 |
| Certificates of participation in pools of residential mortgages | $6,897,000 | 3,234 |
| Issued or guaranteed by U.S. | $6,897,000 | 3,223 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $3,273,000 | 1,860 |
| Available-for-sale securities (fair market value) | $17,269,000 | 4,315 |
| Total debt securities | $19,772,000 | 4,418 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 931 |
| Fair value | $1,483,000 | 965 |
| 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 | $30,184,000 | 3,456 |
| U.S. Government securities | $21,685,000 | 3,350 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $21,685,000 | 3,283 |
| Securities issued by states & political subdivisions | $7,248,000 | 2,613 |
| Other domestic debt securities | $486,000 | 2,772 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $486,000 | 1,975 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $765,000 | 847 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,900,000 | 2,461 |
| Mortgage-backed securities | $19,481,000 | 2,437 |
| Certificates of participation in pools of residential mortgages | $17,962,000 | 1,966 |
| Issued or guaranteed by U.S. | $17,962,000 | 1,953 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,519,000 | 2,665 |
| CMOs issued by government agencies or sponsored agencies | $1,519,000 | 2,303 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,316,000 | 1,878 |
| Available-for-sale securities (fair market value) | $26,868,000 | 3,344 |
| Total debt securities | $29,419,000 | 3,495 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $30,786,000 | 3,394 |
| U.S. Government securities | $21,943,000 | 3,324 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $21,943,000 | 3,264 |
| Securities issued by states & political subdivisions | $7,445,000 | 2,535 |
| Other domestic debt securities | $613,000 | 2,569 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $613,000 | 1,787 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $785,000 | 819 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,555,000 | 2,326 |
| Mortgage-backed securities | $18,527,000 | 2,452 |
| Certificates of participation in pools of residential mortgages | $16,981,000 | 1,972 |
| Issued or guaranteed by U.S. | $16,981,000 | 1,959 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,546,000 | 2,595 |
| CMOs issued by government agencies or sponsored agencies | $1,546,000 | 2,264 |
| 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) | $3,356,000 | 1,878 |
| Available-for-sale securities (fair market value) | $27,430,000 | 3,272 |
| Total debt securities | $30,001,000 | 3,420 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $31,294,000 | 3,286 |
| U.S. Government securities | $21,737,000 | 3,293 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $21,737,000 | 3,228 |
| Securities issued by states & political subdivisions | $7,797,000 | 2,425 |
| Other domestic debt securities | $825,000 | 2,376 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $825,000 | 1,614 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $935,000 | 777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,275,000 | 2,612 |
| Mortgage-backed securities | $18,354,000 | 2,365 |
| Certificates of participation in pools of residential mortgages | $16,806,000 | 1,921 |
| Issued or guaranteed by U.S. | $16,806,000 | 1,910 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,548,000 | 2,521 |
| CMOs issued by government agencies or sponsored agencies | $1,548,000 | 2,176 |
| 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) | $3,381,000 | 1,891 |
| Available-for-sale securities (fair market value) | $27,913,000 | 3,162 |
| Total debt securities | $30,359,000 | 3,324 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $31,888,000 | 3,291 |
| U.S. Government securities | $20,658,000 | 3,466 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $20,658,000 | 3,404 |
| Securities issued by states & political subdivisions | $8,057,000 | 2,405 |
| Other domestic debt securities | $1,082,000 | 2,182 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,082,000 | 1,481 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $2,091,000 | 744 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,270,000 | 2,552 |
| Mortgage-backed securities | $17,759,000 | 2,414 |
| Certificates of participation in pools of residential mortgages | $16,190,000 | 1,956 |
| Issued or guaranteed by U.S. | $16,190,000 | 1,946 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,569,000 | 2,521 |
| CMOs issued by government agencies or sponsored agencies | $1,569,000 | 2,179 |
| 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) | $3,410,000 | 1,887 |
| Available-for-sale securities (fair market value) | $28,478,000 | 3,173 |
| Total debt securities | $29,797,000 | 3,423 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $32,602,000 | 3,242 |
| U.S. Government securities | $21,599,000 | 3,338 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $21,599,000 | 3,280 |
| Securities issued by states & political subdivisions | $8,122,000 | 2,398 |
| Other domestic debt securities | $1,205,000 | 2,058 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,205,000 | 1,399 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $1,676,000 | 873 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,200,000 | 3,158 |
| Mortgage-backed securities | $14,494,000 | 2,654 |
| Certificates of participation in pools of residential mortgages | $13,351,000 | 2,152 |
| Issued or guaranteed by U.S. | $13,351,000 | 2,142 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,143,000 | 2,682 |
| CMOs issued by government agencies or sponsored agencies | $1,143,000 | 2,344 |
| 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) | $3,432,000 | 1,902 |
| Available-for-sale securities (fair market value) | $29,170,000 | 3,120 |
| Total debt securities | $30,926,000 | 3,321 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $34,051,000 | 3,151 |
| U.S. Government securities | $24,116,000 | 3,144 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $24,116,000 | 3,077 |
| Securities issued by states & political subdivisions | $7,728,000 | 2,463 |
| Other domestic debt securities | $1,225,000 | 1,891 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,225,000 | 1,301 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $982,000 | 1,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,350,000 | 2,881 |
| Mortgage-backed securities | $14,994,000 | 2,325 |
| Certificates of participation in pools of residential mortgages | $13,861,000 | 1,869 |
| Issued or guaranteed by U.S. | $13,861,000 | 1,859 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,133,000 | 2,564 |
| CMOs issued by government agencies or sponsored agencies | $1,133,000 | 2,258 |
| 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) | $3,448,000 | 1,970 |
| Available-for-sale securities (fair market value) | $30,603,000 | 3,006 |
| Total debt securities | $33,069,000 | 3,184 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,799 |
| Fair value | $751,000 | 1,799 |
| 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 | $35,425,000 | 3,038 |
| U.S. Government securities | $26,461,000 | 2,973 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $26,461,000 | 2,915 |
| Securities issued by states & political subdivisions | $7,233,000 | 2,518 |
| Other domestic debt securities | $750,000 | 2,139 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $750,000 | 1,520 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $981,000 | 977 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,457,000 | 2,860 |
| Mortgage-backed securities | $14,676,000 | 2,205 |
| Certificates of participation in pools of residential mortgages | $13,530,000 | 1,764 |
| Issued or guaranteed by U.S. | $13,530,000 | 1,755 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,146,000 | 2,514 |
| CMOs issued by government agencies or sponsored agencies | $1,146,000 | 2,212 |
| 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) | $2,491,000 | 2,219 |
| Available-for-sale securities (fair market value) | $32,934,000 | 2,822 |
| Total debt securities | $34,444,000 | 3,078 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,021 |
| Fair value | $757,000 | 2,020 |
| 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 | $35,059,000 | 3,073 |
| U.S. Government securities | $26,119,000 | 3,012 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $26,119,000 | 2,939 |
| Securities issued by states & political subdivisions | $7,204,000 | 2,529 |
| Other domestic debt securities | $755,000 | 2,080 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $755,000 | 1,483 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $981,000 | 981 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,610,000 | 2,848 |
| Mortgage-backed securities | $15,190,000 | 2,105 |
| Certificates of participation in pools of residential mortgages | $14,044,000 | 1,668 |
| Issued or guaranteed by U.S. | $14,044,000 | 1,661 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,146,000 | 2,479 |
| CMOs issued by government agencies or sponsored agencies | $1,146,000 | 2,191 |
| 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) | $2,520,000 | 2,236 |
| Available-for-sale securities (fair market value) | $32,539,000 | 2,839 |
| Total debt securities | $34,078,000 | 3,101 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,520 |
| Fair value | $1,485,000 | 1,559 |
| 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 | $37,979,000 | 2,900 |
| U.S. Government securities | $28,089,000 | 2,841 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $28,089,000 | 2,774 |
| Securities issued by states & political subdivisions | $7,409,000 | 2,496 |
| Other domestic debt securities | $756,000 | 2,094 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $756,000 | 1,513 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $1,725,000 | 839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,038,000 | 2,808 |
| Mortgage-backed securities | $16,306,000 | 2,001 |
| Certificates of participation in pools of residential mortgages | $15,115,000 | 1,585 |
| Issued or guaranteed by U.S. | $15,115,000 | 1,580 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,191,000 | 2,422 |
| CMOs issued by government agencies or sponsored agencies | $1,191,000 | 2,146 |
| 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) | $2,542,000 | 2,264 |
| Available-for-sale securities (fair market value) | $35,437,000 | 2,659 |
| Total debt securities | $36,254,000 | 2,971 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,599 |
| Fair value | $1,489,000 | 1,637 |
| 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 | $39,453,000 | 2,833 |
| U.S. Government securities | $29,535,000 | 2,762 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $29,535,000 | 2,686 |
| Securities issued by states & political subdivisions | $7,425,000 | 2,491 |
| Other domestic debt securities | $757,000 | 2,102 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $757,000 | 1,542 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $1,736,000 | 851 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,552,000 | 2,742 |
| Mortgage-backed securities | $17,014,000 | 1,955 |
| Certificates of participation in pools of residential mortgages | $15,806,000 | 1,551 |
| Issued or guaranteed by U.S. | $15,806,000 | 1,544 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,208,000 | 2,408 |
| CMOs issued by government agencies or sponsored agencies | $1,208,000 | 2,131 |
| 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) | $2,560,000 | 2,303 |
| Available-for-sale securities (fair market value) | $36,893,000 | 2,599 |
| Total debt securities | $37,717,000 | 2,911 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,699 |
| Fair value | $1,484,000 | 1,743 |
| 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 | $39,897,000 | 2,832 |
| U.S. Government securities | $29,548,000 | 2,801 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $29,548,000 | 2,718 |
| Securities issued by states & political subdivisions | $7,845,000 | 2,412 |
| Other domestic debt securities | $759,000 | 2,115 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $759,000 | 1,558 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $1,745,000 | 854 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,518,000 | 2,729 |
| Mortgage-backed securities | $17,766,000 | 1,911 |
| Certificates of participation in pools of residential mortgages | $16,530,000 | 1,519 |
| Issued or guaranteed by U.S. | $16,530,000 | 1,509 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,236,000 | 2,367 |
| CMOs issued by government agencies or sponsored agencies | $1,236,000 | 2,094 |
| 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) | $2,583,000 | 2,346 |
| Available-for-sale securities (fair market value) | $37,314,000 | 2,588 |
| Total debt securities | $38,152,000 | 2,903 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,775 |
| Fair value | $1,481,000 | 1,825 |
| 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 | $38,457,000 | 2,915 |
| U.S. Government securities | $28,696,000 | 2,861 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $28,696,000 | 2,771 |
| Securities issued by states & political subdivisions | $7,769,000 | 2,392 |
| Other domestic debt securities | $758,000 | 2,139 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $758,000 | 1,601 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,234,000 | 956 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,986,000 | 2,446 |
| Mortgage-backed securities | $17,794,000 | 1,905 |
| Certificates of participation in pools of residential mortgages | $17,081,000 | 1,499 |
| Issued or guaranteed by U.S. | $17,081,000 | 1,492 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $713,000 | 2,674 |
| CMOs issued by government agencies or sponsored agencies | $713,000 | 2,394 |
| 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) | $2,621,000 | 2,368 |
| Available-for-sale securities (fair market value) | $35,836,000 | 2,654 |
| Total debt securities | $37,222,000 | 2,949 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,533 |
| Fair value | $1,948,000 | 1,626 |
| 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 | $34,920,000 | 3,160 |
| U.S. Government securities | $25,626,000 | 3,162 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $25,626,000 | 3,060 |
| Securities issued by states & political subdivisions | $7,287,000 | 2,478 |
| Other domestic debt securities | $758,000 | 2,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $758,000 | 1,677 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $1,249,000 | 973 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,931,000 | 3,078 |
| Mortgage-backed securities | $16,214,000 | 2,050 |
| Certificates of participation in pools of residential mortgages | $15,487,000 | 1,600 |
| Issued or guaranteed by U.S. | $15,487,000 | 1,592 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $727,000 | 2,676 |
| CMOs issued by government agencies or sponsored agencies | $727,000 | 2,388 |
| 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) | $2,376,000 | 2,473 |
| Available-for-sale securities (fair market value) | $32,544,000 | 2,900 |
| Total debt securities | $33,671,000 | 3,203 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,405 |
| Fair value | $2,452,000 | 1,438 |
| 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 | $28,622,000 | 3,684 |
| U.S. Government securities | $19,718,000 | 3,835 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $19,718,000 | 3,699 |
| Securities issued by states & political subdivisions | $6,913,000 | 2,553 |
| Other domestic debt securities | $758,000 | 2,290 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $758,000 | 1,785 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,233,000 | 1,006 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,135,000 | 2,873 |
| Mortgage-backed securities | $11,701,000 | 2,505 |
| Certificates of participation in pools of residential mortgages | $11,701,000 | 1,966 |
| Issued or guaranteed by U.S. | $11,701,000 | 1,955 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,403,000 | 2,505 |
| Available-for-sale securities (fair market value) | $26,219,000 | 3,401 |
| Total debt securities | $27,388,000 | 3,752 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,245 |
| Fair value | $2,963,000 | 1,263 |
| 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 | $25,572,000 | 3,948 |
| U.S. Government securities | $16,745,000 | 4,226 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $16,745,000 | 4,104 |
| Securities issued by states & political subdivisions | $6,831,000 | 2,566 |
| Other domestic debt securities | $758,000 | 2,318 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $758,000 | 1,844 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,238,000 | 1,018 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,720,000 | 2,757 |
| Mortgage-backed securities | $11,408,000 | 2,545 |
| Certificates of participation in pools of residential mortgages | $11,408,000 | 2,024 |
| Issued or guaranteed by U.S. | $11,408,000 | 2,013 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,434,000 | 2,519 |
| Available-for-sale securities (fair market value) | $23,138,000 | 3,639 |
| Total debt securities | $24,334,000 | 4,016 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,208 |
| Fair value | $2,974,000 | 1,235 |
| 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 | $25,959,000 | 3,948 |
| U.S. Government securities | $16,808,000 | 4,274 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $16,808,000 | 4,137 |
| Securities issued by states & political subdivisions | $7,163,000 | 2,455 |
| Other domestic debt securities | $753,000 | 2,407 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $753,000 | 1,936 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,235,000 | 1,019 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,584,000 | 2,652 |
| Mortgage-backed securities | $12,129,000 | 2,532 |
| Certificates of participation in pools of residential mortgages | $12,129,000 | 2,018 |
| Issued or guaranteed by U.S. | $12,129,000 | 2,008 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,470,000 | 2,562 |
| Available-for-sale securities (fair market value) | $23,489,000 | 3,640 |
| Total debt securities | $24,724,000 | 4,019 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,218 |
| Fair value | $2,993,000 | 1,226 |
| 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 | $26,565,000 | 3,936 |
| U.S. Government securities | $17,805,000 | 4,181 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $17,805,000 | 4,039 |
| Securities issued by states & political subdivisions | $6,773,000 | 2,542 |
| Other domestic debt securities | $753,000 | 2,481 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $753,000 | 2,037 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $1,234,000 | 1,057 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,119,000 | 2,843 |
| Mortgage-backed securities | $13,169,000 | 2,489 |
| Certificates of participation in pools of residential mortgages | $13,169,000 | 1,967 |
| Issued or guaranteed by U.S. | $13,169,000 | 1,955 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,126,000 | 2,704 |
| Available-for-sale securities (fair market value) | $24,439,000 | 3,612 |
| Total debt securities | $25,331,000 | 4,007 |
| Structured notes | ||
| Amortized cost | $3,750,000 | 1,084 |
| Fair value | $3,695,000 | 1,084 |
| 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 | $26,847,000 | 3,912 |
| U.S. Government securities | $18,232,000 | 4,116 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $18,232,000 | 3,981 |
| Securities issued by states & political subdivisions | $6,622,000 | 2,600 |
| Other domestic debt securities | $750,000 | 2,515 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $750,000 | 2,104 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $1,243,000 | 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 | $17,909,000 | 2,245 |
| Mortgage-backed securities | $13,484,000 | 2,483 |
| Certificates of participation in pools of residential mortgages | $13,484,000 | 1,952 |
| Issued or guaranteed by U.S. | $13,484,000 | 1,944 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,948,000 | 2,800 |
| Available-for-sale securities (fair market value) | $24,899,000 | 3,590 |
| Total debt securities | $25,604,000 | 3,986 |
| Structured notes | ||
| Amortized cost | $3,750,000 | 1,063 |
| Fair value | $3,736,000 | 1,066 |
| 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 | $28,985,000 | 3,719 |
| U.S. Government securities | $20,090,000 | 3,832 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $20,090,000 | 3,693 |
| Securities issued by states & political subdivisions | $6,895,000 | 2,538 |
| Other domestic debt securities | $750,000 | 2,546 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $750,000 | 2,157 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $1,250,000 | 1,106 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,222,000 | 2,615 |
| Mortgage-backed securities | $14,553,000 | 2,389 |
| Certificates of participation in pools of residential mortgages | $14,553,000 | 1,882 |
| Issued or guaranteed by U.S. | $14,553,000 | 1,874 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,930,000 | 2,505 |
| Available-for-sale securities (fair market value) | $26,055,000 | 3,461 |
| Total debt securities | $27,735,000 | 3,761 |
| Structured notes | ||
| Amortized cost | $3,750,000 | 1,069 |
| Fair value | $3,748,000 | 1,071 |
| 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 | $33,086,000 | 3,398 |
| U.S. Government securities | $23,957,000 | 3,454 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $23,957,000 | 3,327 |
| Securities issued by states & political subdivisions | $7,130,000 | 2,495 |
| Other domestic debt securities | $750,000 | 2,652 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $750,000 | 2,267 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $1,249,000 | 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 | $11,186,000 | 3,066 |
| Mortgage-backed securities | $15,748,000 | 2,299 |
| Certificates of participation in pools of residential mortgages | $15,748,000 | 1,795 |
| Issued or guaranteed by U.S. | $15,748,000 | 1,787 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,717,000 | 2,299 |
| Available-for-sale securities (fair market value) | $29,369,000 | 3,207 |
| Total debt securities | $31,837,000 | 3,438 |
| Structured notes | ||
| Amortized cost | $3,750,000 | 1,058 |
| Fair value | $3,679,000 | 1,058 |
| 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 | $34,885,000 | 3,263 |
| U.S. Government securities | $25,445,000 | 3,239 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $25,445,000 | 3,133 |
| Securities issued by states & political subdivisions | $7,440,000 | 2,461 |
| Other domestic debt securities | $750,000 | 2,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $750,000 | 2,347 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $1,250,000 | 1,204 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,002,000 | 2,757 |
| Mortgage-backed securities | $17,482,000 | 2,199 |
| Certificates of participation in pools of residential mortgages | $17,482,000 | 1,699 |
| Issued or guaranteed by U.S. | $17,482,000 | 1,689 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,751,000 | 2,284 |
| Available-for-sale securities (fair market value) | $31,134,000 | 3,078 |
| Total debt securities | $33,635,000 | 3,287 |
| Structured notes | ||
| Amortized cost | $3,750,000 | 914 |
| Fair value | $3,768,000 | 913 |
| 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 | $35,770,000 | 3,256 |
| U.S. Government securities | $26,382,000 | 3,192 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $26,382,000 | 3,081 |
| Securities issued by states & political subdivisions | $7,391,000 | 2,461 |
| Other domestic debt securities | $750,000 | 2,793 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $750,000 | 2,478 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $1,247,000 | 1,197 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,211,000 | 3,329 |
| Mortgage-backed securities | $17,913,000 | 2,162 |
| Certificates of participation in pools of residential mortgages | $17,913,000 | 1,681 |
| Issued or guaranteed by U.S. | $17,913,000 | 1,668 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,777,000 | 2,319 |
| Available-for-sale securities (fair market value) | $31,993,000 | 3,055 |
| Total debt securities | $34,523,000 | 3,302 |
| Structured notes | ||
| Amortized cost | $4,250,000 | 722 |
| Fair value | $4,229,000 | 718 |
| 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 | $33,043,000 | 3,385 |
| U.S. Government securities | $23,661,000 | 3,388 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $23,661,000 | 3,254 |
| Securities issued by states & political subdivisions | $7,385,000 | 2,450 |
| Other domestic debt securities | $750,000 | 2,915 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $750,000 | 2,597 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $1,247,000 | 1,259 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,587,000 | 3,167 |
| Mortgage-backed securities | $17,433,000 | 2,180 |
| Certificates of participation in pools of residential mortgages | $17,433,000 | 1,689 |
| Issued or guaranteed by U.S. | $17,433,000 | 1,681 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,524,000 | 3,103 |
| Available-for-sale securities (fair market value) | $31,519,000 | 3,039 |
| Total debt securities | $31,796,000 | 3,408 |
| Structured notes | ||
| Amortized cost | $4,249,000 | 586 |
| Fair value | $4,223,000 | 582 |
| 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 | $29,571,000 | 3,591 |
| U.S. Government securities | $20,474,000 | 3,638 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $20,474,000 | 3,490 |
| Securities issued by states & political subdivisions | $7,099,000 | 2,470 |
| Other domestic debt securities | $750,000 | 3,000 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $750,000 | 2,667 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,248,000 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,839,000 | 2,885 |
| Mortgage-backed securities | $16,171,000 | 2,321 |
| Certificates of participation in pools of residential mortgages | $16,171,000 | 1,753 |
| Issued or guaranteed by U.S. | $16,171,000 | 1,743 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,138,000 | 3,345 |
| Available-for-sale securities (fair market value) | $28,433,000 | 3,186 |
| Total debt securities | $28,323,000 | 3,613 |
| Structured notes | ||
| Amortized cost | $3,246,000 | 588 |
| Fair value | $3,256,000 | 589 |
| 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 | $27,187,000 | 3,789 |
| U.S. Government securities | $18,005,000 | 3,974 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $18,005,000 | 3,817 |
| Securities issued by states & political subdivisions | $7,182,000 | 2,374 |
| Other domestic debt securities | $750,000 | 3,022 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $750,000 | 2,677 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,250,000 | 1,257 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,699,000 | 3,142 |
| Mortgage-backed securities | $14,935,000 | 2,465 |
| Certificates of participation in pools of residential mortgages | $14,935,000 | 1,835 |
| Issued or guaranteed by U.S. | $14,935,000 | 1,829 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,409,000 | 3,245 |
| Available-for-sale securities (fair market value) | $25,778,000 | 3,382 |
| Total debt securities | $25,937,000 | 3,828 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 837 |
| Fair value | $1,254,000 | 843 |
| 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 | $26,257,000 | 3,875 |
| U.S. Government securities | $18,052,000 | 3,967 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $18,052,000 | 3,803 |
| Securities issued by states & political subdivisions | $6,955,000 | 2,398 |
| Other domestic debt securities | $750,000 | 3,034 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $750,000 | 2,693 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $500,000 | 1,655 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,252,000 | 3,017 |
| Mortgage-backed securities | $15,690,000 | 2,333 |
| Certificates of participation in pools of residential mortgages | $15,690,000 | 1,728 |
| Issued or guaranteed by U.S. | $15,690,000 | 1,718 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,432,000 | 3,301 |
| Available-for-sale securities (fair market value) | $24,825,000 | 3,450 |
| Total debt securities | $25,757,000 | 3,836 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,042 |
| Fair value | $753,000 | 1,059 |
| 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 | $18,354,000 | 4,781 |
| U.S. Government securities | $10,205,000 | 5,466 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $10,205,000 | 5,225 |
| Securities issued by states & political subdivisions | $6,750,000 | 2,352 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $1,399,000 | 1,179 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,352,000 | 3,872 |
| Mortgage-backed securities | $7,890,000 | 3,247 |
| Certificates of participation in pools of residential mortgages | $7,890,000 | 2,444 |
| Issued or guaranteed by U.S. | $7,890,000 | 2,428 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,645,000 | 3,399 |
| Available-for-sale securities (fair market value) | $16,709,000 | 4,319 |
| Total debt securities | $16,955,000 | 4,938 |
| Structured notes | ||
| Amortized cost | $500,000 | 530 |
| Fair value | $502,000 | 568 |
| 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 | $20,042,000 | 4,619 |
| U.S. Government securities | $12,542,000 | 5,138 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $12,542,000 | 4,807 |
| Securities issued by states & political subdivisions | $6,953,000 | 2,216 |
| 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 | $547,000 | 3,649 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,303,000 | 3,833 |
| Mortgage-backed securities | $4,838,000 | 3,448 |
| Certificates of participation in pools of residential mortgages | $4,838,000 | 2,674 |
| Issued or guaranteed by U.S. | $4,838,000 | 2,655 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,891,000 | 3,903 |
| Available-for-sale securities (fair market value) | $18,151,000 | 4,066 |
| Total debt securities | $19,495,000 | 4,582 |
| 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 | $24,441,000 | 4,204 |
| U.S. Government securities | $12,888,000 | 5,278 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $12,888,000 | 4,774 |
| Securities issued by states & political subdivisions | $6,606,000 | 2,406 |
| Other domestic debt securities | $4,482,000 | 1,268 |
| 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 | $4,482,000 | 1,024 |
| Foreign debt securities | NA | NA |
| Equity securities | $465,000 | 3,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,383,000 | 6,101 |
| Mortgage-backed securities | $5,505,000 | 3,434 |
| Certificates of participation in pools of residential mortgages | $5,505,000 | 2,652 |
| Issued or guaranteed by U.S. | $5,505,000 | 2,640 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,022,000 | 4,216 |
| Available-for-sale securities (fair market value) | $22,419,000 | 3,563 |
| Total debt securities | $23,976,000 | 4,147 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $16,571,000 | 5,470 |
| U.S. Government securities | $9,982,000 | 6,120 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $9,982,000 | 5,292 |
| Securities issued by states & political subdivisions | $6,469,000 | 2,454 |
| 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 | $120,000 | 6,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $795,000 | 7,420 |
| Mortgage-backed securities | $5,460,000 | 3,688 |
| Certificates of participation in pools of residential mortgages | $5,460,000 | 2,843 |
| Issued or guaranteed by U.S. | $5,460,000 | 2,828 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,571,000 | 4,406 |
| Available-for-sale securities (fair market value) | $14,000,000 | 4,836 |
| Total debt securities | $16,451,000 | 5,354 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $16,622,000 | 5,617 |
| U.S. Government securities | $11,627,000 | 5,937 |
| U.S. Treasury securities | $694,000 | 6,915 |
| U.S. Government agency obligations | $10,933,000 | 4,946 |
| Securities issued by states & political subdivisions | $4,875,000 | 2,810 |
| 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 | $120,000 | 6,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,709,000 | 5,861 |
| Mortgage-backed securities | $4,313,000 | 4,102 |
| Certificates of participation in pools of residential mortgages | $4,313,000 | 3,146 |
| Issued or guaranteed by U.S. | $4,313,000 | 3,133 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,080,000 | 3,201 |
| Available-for-sale securities (fair market value) | $8,542,000 | 6,184 |
| Total debt securities | $16,502,000 | 5,513 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,789 |
| Fair value | $500,000 | 1,821 |
| 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 | $15,792,000 | 6,229 |
| U.S. Government securities | $15,425,000 | 5,382 |
| U.S. Treasury securities | $2,436,000 | 5,587 |
| U.S. Government agency obligations | $12,989,000 | 4,661 |
| Securities issued by states & political subdivisions | $247,000 | 7,767 |
| 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 | $120,000 | 6,099 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $300,000 | 8,832 |
| Mortgage-backed securities | $2,101,000 | 5,808 |
| Certificates of participation in pools of residential mortgages | $2,101,000 | 4,665 |
| Issued or guaranteed by U.S. | $2,101,000 | 4,641 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,121,000 | 2,341 |
| Available-for-sale securities (fair market value) | $671,000 | 9,711 |
| Total debt securities | $15,672,000 | 6,135 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,460 |
| Fair value | $495,000 | 2,663 |
| 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 | $10,453,000 | 8,123 |
| U.S. Government securities | $10,339,000 | 7,174 |
| U.S. Treasury securities | $7,094,000 | 3,561 |
| U.S. Government agency obligations | $3,245,000 | 8,823 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $114,000 | 6,007 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,694,000 | 7,216 |
| Mortgage-backed securities | $1,799,000 | 6,454 |
| Certificates of participation in pools of residential mortgages | $1,799,000 | 5,117 |
| Issued or guaranteed by U.S. | $1,799,000 | 5,084 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,633,000 | 3,488 |
| Available-for-sale securities (fair market value) | $820,000 | 10,067 |
| Total debt securities | $10,339,000 | 8,026 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $9,805,000 | 8,828 |
| U.S. Government securities | $9,706,000 | 7,873 |
| U.S. Treasury securities | $8,164,000 | 3,960 |
| U.S. Government agency obligations | $1,542,000 | 10,356 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $99,000 | 5,997 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $249,000 | 9,094 |
| Certificates of participation in pools of residential mortgages | $249,000 | 8,153 |
| Issued or guaranteed by U.S. | $249,000 | 8,128 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,312,000 | 5,946 |
| Available-for-sale securities (fair market value) | $493,000 | 10,145 |
| Total debt securities | $9,706,000 | 8,751 |
| 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 | $5,311,000 | 11,113 |
| U.S. Government securities | $5,212,000 | 10,387 |
| U.S. Treasury securities | $4,214,000 | 6,259 |
| U.S. Government agency obligations | $998,000 | 11,234 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $99,000 | 5,698 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,000 | 10,200 |
| Mortgage-backed securities | $397,000 | 9,454 |
| Certificates of participation in pools of residential mortgages | $397,000 | 8,374 |
| Issued or guaranteed by U.S. | $397,000 | 8,317 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,212,000 | 11,033 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $5,514,000 | 11,321 |
| U.S. Government securities | $5,437,000 | 10,514 |
| U.S. Treasury securities | $4,435,000 | 6,229 |
| U.S. Government agency obligations | $1,002,000 | 11,565 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $77,000 | 5,596 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,000 | 10,489 |
| Mortgage-backed securities | $551,000 | 9,672 |
| Certificates of participation in pools of residential mortgages | $551,000 | 8,455 |
| Issued or guaranteed by U.S. | $551,000 | 8,391 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,437,000 | 11,226 |
| 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 |