Home > The Bank of Vernon > Securities
The Bank of Vernon, Securities
| 2023-12-31 | Rank | |
| Total securities | $57,756,000 | 2,416 |
| U.S. Government securities | $35,655,000 | 2,265 |
| U.S. Treasury securities | $10,353,000 | 1,343 |
| U.S. Government agency obligations | $25,302,000 | 2,334 |
| Securities issued by states & political subdivisions | $21,614,000 | 1,710 |
| Other domestic debt securities | $487,000 | 2,141 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $487,000 | 1,722 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,515,000 | 2,180 |
| Mortgage-backed securities | $17,337,000 | 2,157 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,560,000 | 1,867 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,028,000 | 1,538 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $749,000 | 1,155 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $57,756,000 | 2,193 |
| Total debt securities | $57,755,000 | 2,397 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $56,371,000 | 2,424 |
| U.S. Government securities | $35,544,000 | 2,257 |
| U.S. Treasury securities | $10,678,000 | 1,373 |
| U.S. Government agency obligations | $24,866,000 | 2,332 |
| Securities issued by states & political subdivisions | $20,348,000 | 1,748 |
| Other domestic debt securities | $479,000 | 2,150 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $479,000 | 1,732 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,097,000 | 2,231 |
| Mortgage-backed securities | $17,175,000 | 2,129 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,367,000 | 1,850 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,046,000 | 1,507 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $762,000 | 1,153 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $56,371,000 | 2,199 |
| Total debt securities | $56,369,000 | 2,406 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $59,548,000 | 2,427 |
| U.S. Government securities | $37,875,000 | 2,235 |
| U.S. Treasury securities | $11,672,000 | 1,334 |
| U.S. Government agency obligations | $26,203,000 | 2,326 |
| Securities issued by states & political subdivisions | $21,193,000 | 1,759 |
| Other domestic debt securities | $480,000 | 2,170 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $480,000 | 1,743 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,014,000 | 2,239 |
| Mortgage-backed securities | $18,204,000 | 2,119 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,209,000 | 1,833 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,256,000 | 1,506 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $739,000 | 1,157 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $59,548,000 | 2,194 |
| Total debt securities | $59,549,000 | 2,407 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $63,385,000 | 2,421 |
| U.S. Government securities | $39,646,000 | 2,257 |
| U.S. Treasury securities | $12,276,000 | 1,359 |
| U.S. Government agency obligations | $27,370,000 | 2,283 |
| Securities issued by states & political subdivisions | $23,254,000 | 1,726 |
| Other domestic debt securities | $485,000 | 2,219 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $485,000 | 1,787 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,623,000 | 2,185 |
| Mortgage-backed securities | $19,213,000 | 2,125 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,947,000 | 1,841 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,517,000 | 1,506 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $749,000 | 1,167 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $63,385,000 | 2,180 |
| Total debt securities | $63,385,000 | 2,401 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $62,927,000 | 2,476 |
| U.S. Government securities | $39,473,000 | 2,278 |
| U.S. Treasury securities | $11,662,000 | 1,457 |
| U.S. Government agency obligations | $27,811,000 | 2,275 |
| Securities issued by states & political subdivisions | $22,975,000 | 1,787 |
| Other domestic debt securities | $479,000 | 2,256 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $479,000 | 1,811 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,098,000 | 2,099 |
| Mortgage-backed securities | $19,570,000 | 2,124 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $14,192,000 | 1,842 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,567,000 | 1,519 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $811,000 | 1,145 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $62,927,000 | 2,231 |
| Total debt securities | $62,927,000 | 2,458 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $64,319,000 | 2,440 |
| U.S. Government securities | $40,426,000 | 2,292 |
| U.S. Treasury securities | $12,097,000 | 1,445 |
| U.S. Government agency obligations | $28,329,000 | 2,274 |
| Securities issued by states & political subdivisions | $23,415,000 | 1,769 |
| Other domestic debt securities | $478,000 | 2,220 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $478,000 | 1,819 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,876,000 | 2,091 |
| Mortgage-backed securities | $20,042,000 | 2,125 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $14,485,000 | 1,852 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,667,000 | 1,529 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $890,000 | 1,167 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $64,319,000 | 2,198 |
| Total debt securities | $64,328,000 | 2,423 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $52,430,000 | 2,720 |
| U.S. Government securities | $32,427,000 | 2,581 |
| U.S. Treasury securities | $12,842,000 | 1,393 |
| U.S. Government agency obligations | $19,585,000 | 2,732 |
| Securities issued by states & political subdivisions | $19,515,000 | 2,004 |
| Other domestic debt securities | $488,000 | 2,087 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $488,000 | 1,810 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,439,000 | 2,017 |
| Mortgage-backed securities | $15,229,000 | 2,412 |
| Certificates of participation in pools of residential mortgages | $11,446,000 | 2,138 |
| Issued or guaranteed by U.S. | $11,446,000 | 2,084 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $2,875,000 | 1,880 |
| CMOs issued by government agencies or sponsored agencies | $2,875,000 | 1,803 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $908,000 | 1,748 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $908,000 | 1,235 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $52,430,000 | 2,515 |
| Total debt securities | $52,429,000 | 2,707 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $40,604,000 | 3,040 |
| U.S. Government securities | $24,033,000 | 2,876 |
| U.S. Treasury securities | $8,567,000 | 1,492 |
| U.S. Government agency obligations | $15,466,000 | 2,955 |
| Securities issued by states & political subdivisions | $16,571,000 | 2,198 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,284,000 | 2,161 |
| Mortgage-backed securities | $14,080,000 | 2,502 |
| Certificates of participation in pools of residential mortgages | $11,384,000 | 2,170 |
| Issued or guaranteed by U.S. | $11,384,000 | 2,121 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,599,000 | 2,140 |
| CMOs issued by government agencies or sponsored agencies | $1,599,000 | 2,075 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $1,097,000 | 1,662 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $1,097,000 | 1,169 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $40,604,000 | 2,843 |
| Total debt securities | $40,604,000 | 3,025 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $38,196,000 | 3,024 |
| U.S. Government securities | $20,152,000 | 2,927 |
| U.S. Treasury securities | $6,350,000 | 1,262 |
| U.S. Government agency obligations | $13,802,000 | 3,024 |
| Securities issued by states & political subdivisions | $18,044,000 | 2,159 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,846,000 | 2,246 |
| Mortgage-backed securities | $11,718,000 | 2,636 |
| Certificates of participation in pools of residential mortgages | $8,708,000 | 2,399 |
| Issued or guaranteed by U.S. | $8,708,000 | 2,331 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,845,000 | 2,075 |
| CMOs issued by government agencies or sponsored agencies | $1,845,000 | 2,020 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $1,165,000 | 1,633 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $1,165,000 | 1,138 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $38,196,000 | 2,862 |
| Total debt securities | $38,192,000 | 3,008 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $31,825,000 | 3,190 |
| U.S. Government securities | $13,561,000 | 3,290 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $13,561,000 | 3,049 |
| Securities issued by states & political subdivisions | $18,264,000 | 2,117 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,929,000 | 2,158 |
| Mortgage-backed securities | $10,982,000 | 2,707 |
| Certificates of participation in pools of residential mortgages | $7,532,000 | 2,519 |
| Issued or guaranteed by U.S. | $7,532,000 | 2,452 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,275,000 | 1,994 |
| CMOs issued by government agencies or sponsored agencies | $2,275,000 | 1,943 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $1,175,000 | 1,648 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $1,175,000 | 1,144 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $31,825,000 | 3,009 |
| Total debt securities | $31,825,000 | 3,170 |
| 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 | $32,358,000 | 3,126 |
| U.S. Government securities | $14,130,000 | 3,199 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $14,130,000 | 2,977 |
| Securities issued by states & political subdivisions | $18,228,000 | 2,079 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,983,000 | 2,186 |
| Mortgage-backed securities | $10,841,000 | 2,701 |
| Certificates of participation in pools of residential mortgages | $7,156,000 | 2,557 |
| Issued or guaranteed by U.S. | $7,156,000 | 2,481 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,460,000 | 1,928 |
| CMOs issued by government agencies or sponsored agencies | $2,460,000 | 1,877 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $1,225,000 | 1,633 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $1,225,000 | 1,122 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $32,358,000 | 2,947 |
| Total debt securities | $32,357,000 | 3,107 |
| 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 | $28,125,000 | 3,174 |
| U.S. Government securities | $14,056,000 | 3,079 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $14,056,000 | 2,902 |
| Securities issued by states & political subdivisions | $14,069,000 | 2,295 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,835,000 | 2,376 |
| Mortgage-backed securities | $10,784,000 | 2,660 |
| Certificates of participation in pools of residential mortgages | $7,703,000 | 2,428 |
| Issued or guaranteed by U.S. | $7,703,000 | 2,354 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,768,000 | 2,067 |
| CMOs issued by government agencies or sponsored agencies | $1,768,000 | 2,014 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,313,000 | 1,595 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $1,313,000 | 1,076 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $28,125,000 | 2,991 |
| Total debt securities | $28,125,000 | 3,154 |
| 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 | $25,509,000 | 3,163 |
| U.S. Government securities | $12,628,000 | 3,062 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $12,628,000 | 2,912 |
| Securities issued by states & political subdivisions | $12,881,000 | 2,341 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,278,000 | 2,482 |
| Mortgage-backed securities | $8,702,000 | 2,770 |
| Certificates of participation in pools of residential mortgages | $5,108,000 | 2,683 |
| Issued or guaranteed by U.S. | $5,108,000 | 2,609 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $2,242,000 | 1,971 |
| CMOs issued by government agencies or sponsored agencies | $2,242,000 | 1,921 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $1,352,000 | 1,560 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $1,352,000 | 1,036 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $25,509,000 | 2,979 |
| Total debt securities | $25,509,000 | 3,142 |
| 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 | $23,191,000 | 3,193 |
| U.S. Government securities | $13,632,000 | 2,917 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $13,632,000 | 2,777 |
| Securities issued by states & political subdivisions | $9,559,000 | 2,526 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,998,000 | 3,170 |
| Mortgage-backed securities | $9,692,000 | 2,668 |
| Certificates of participation in pools of residential mortgages | $5,593,000 | 2,579 |
| Issued or guaranteed by U.S. | $5,593,000 | 2,502 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,691,000 | 1,898 |
| CMOs issued by government agencies or sponsored agencies | $2,691,000 | 1,849 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $1,408,000 | 1,526 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $1,408,000 | 1,012 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $23,191,000 | 2,987 |
| Total debt securities | $23,191,000 | 3,172 |
| 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 | $20,553,000 | 3,281 |
| U.S. Government securities | $11,554,000 | 3,116 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $11,554,000 | 2,977 |
| Securities issued by states & political subdivisions | $8,999,000 | 2,516 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,430,000 | 3,135 |
| Mortgage-backed securities | $7,173,000 | 2,896 |
| Certificates of participation in pools of residential mortgages | $2,632,000 | 3,092 |
| Issued or guaranteed by U.S. | $2,632,000 | 3,006 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,129,000 | 1,855 |
| CMOs issued by government agencies or sponsored agencies | $3,129,000 | 1,812 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $1,412,000 | 1,507 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $1,412,000 | 982 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $20,553,000 | 3,077 |
| Total debt securities | $20,553,000 | 3,259 |
| 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 | $23,036,000 | 3,141 |
| U.S. Government securities | $14,369,000 | 2,911 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $14,369,000 | 2,764 |
| Securities issued by states & political subdivisions | $8,667,000 | 2,463 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,561,000 | 2,820 |
| Mortgage-backed securities | $7,989,000 | 2,836 |
| Certificates of participation in pools of residential mortgages | $3,045,000 | 3,008 |
| Issued or guaranteed by U.S. | $3,045,000 | 2,915 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $3,534,000 | 1,804 |
| CMOs issued by government agencies or sponsored agencies | $3,534,000 | 1,761 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,410,000 | 1,486 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $1,410,000 | 958 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $23,036,000 | 2,943 |
| Total debt securities | $23,036,000 | 3,120 |
| 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 | $23,662,000 | 3,167 |
| U.S. Government securities | $15,720,000 | 2,869 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $15,720,000 | 2,706 |
| Securities issued by states & political subdivisions | $7,942,000 | 2,559 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,002,000 | 2,722 |
| Mortgage-backed securities | $8,757,000 | 2,731 |
| Certificates of participation in pools of residential mortgages | $3,210,000 | 2,935 |
| Issued or guaranteed by U.S. | $3,210,000 | 2,849 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $3,599,000 | 1,797 |
| CMOs issued by government agencies or sponsored agencies | $3,599,000 | 1,750 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $1,948,000 | 1,351 |
| Commercial mortgage pass-through securities | $500,000 | 1,276 |
| Other commercial mortgage-backed securities | $1,448,000 | 913 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $23,662,000 | 2,951 |
| Total debt securities | $23,661,000 | 3,147 |
| 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 | $23,214,000 | 3,207 |
| U.S. Government securities | $15,463,000 | 2,923 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $15,463,000 | 2,764 |
| Securities issued by states & political subdivisions | $7,751,000 | 2,589 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,613,000 | 2,677 |
| Mortgage-backed securities | $8,456,000 | 2,743 |
| Certificates of participation in pools of residential mortgages | $2,699,000 | 3,052 |
| Issued or guaranteed by U.S. | $2,699,000 | 2,957 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $3,766,000 | 1,773 |
| CMOs issued by government agencies or sponsored agencies | $3,766,000 | 1,731 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $1,991,000 | 1,323 |
| Commercial mortgage pass-through securities | $499,000 | 1,271 |
| Other commercial mortgage-backed securities | $1,492,000 | 884 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $23,214,000 | 2,983 |
| Total debt securities | $23,214,000 | 3,187 |
| 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 | $22,359,000 | 3,309 |
| U.S. Government securities | $15,829,000 | 2,946 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $15,829,000 | 2,782 |
| Securities issued by states & political subdivisions | $6,530,000 | 2,822 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,206,000 | 2,682 |
| Mortgage-backed securities | $7,937,000 | 2,792 |
| Certificates of participation in pools of residential mortgages | $3,004,000 | 3,000 |
| Issued or guaranteed by U.S. | $3,004,000 | 2,918 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,926,000 | 1,909 |
| CMOs issued by government agencies or sponsored agencies | $2,926,000 | 1,862 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $2,007,000 | 1,301 |
| Commercial mortgage pass-through securities | $498,000 | 1,262 |
| Other commercial mortgage-backed securities | $1,509,000 | 861 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $22,359,000 | 3,071 |
| Total debt securities | $22,359,000 | 3,287 |
| 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 | $20,159,000 | 3,495 |
| U.S. Government securities | $13,727,000 | 3,147 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $13,727,000 | 2,977 |
| Securities issued by states & political subdivisions | $6,432,000 | 2,894 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,164,000 | 2,712 |
| Mortgage-backed securities | $6,003,000 | 3,037 |
| Certificates of participation in pools of residential mortgages | $2,467,000 | 3,137 |
| Issued or guaranteed by U.S. | $2,467,000 | 3,045 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,041,000 | 1,893 |
| CMOs issued by government agencies or sponsored agencies | $3,041,000 | 1,844 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $495,000 | 1,621 |
| Commercial mortgage pass-through securities | $495,000 | 1,236 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $20,159,000 | 3,244 |
| Total debt securities | $20,159,000 | 3,474 |
| 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 | $21,004,000 | 3,475 |
| U.S. Government securities | $14,532,000 | 3,121 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $14,532,000 | 2,948 |
| Securities issued by states & political subdivisions | $6,472,000 | 2,943 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,493,000 | 2,692 |
| Mortgage-backed securities | $6,218,000 | 3,008 |
| Certificates of participation in pools of residential mortgages | $2,582,000 | 3,130 |
| Issued or guaranteed by U.S. | $2,582,000 | 3,063 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,142,000 | 1,874 |
| CMOs issued by government agencies or sponsored agencies | $3,142,000 | 1,823 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $494,000 | 1,581 |
| Commercial mortgage pass-through securities | $494,000 | 1,218 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $21,004,000 | 3,227 |
| Total debt securities | $21,000,000 | 3,457 |
| 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 | $20,849,000 | 3,522 |
| U.S. Government securities | $14,470,000 | 3,159 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $14,470,000 | 3,002 |
| Securities issued by states & political subdivisions | $6,379,000 | 2,988 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,361,000 | 2,705 |
| Mortgage-backed securities | $6,369,000 | 3,022 |
| Certificates of participation in pools of residential mortgages | $2,695,000 | 3,148 |
| Issued or guaranteed by U.S. | $2,695,000 | 3,117 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,183,000 | 1,850 |
| CMOs issued by government agencies or sponsored agencies | $3,183,000 | 1,802 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $491,000 | 1,572 |
| Commercial mortgage pass-through securities | $491,000 | 1,197 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $20,849,000 | 3,258 |
| Total debt securities | $20,849,000 | 3,500 |
| 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 | $20,943,000 | 3,571 |
| U.S. Government securities | $14,510,000 | 3,165 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $14,510,000 | 3,005 |
| Securities issued by states & political subdivisions | $6,433,000 | 3,037 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,878,000 | 2,696 |
| Mortgage-backed securities | $5,599,000 | 3,137 |
| Certificates of participation in pools of residential mortgages | $1,810,000 | 3,420 |
| Issued or guaranteed by U.S. | $1,810,000 | 3,256 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $3,298,000 | 1,839 |
| CMOs issued by government agencies or sponsored agencies | $3,298,000 | 1,791 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $491,000 | 1,550 |
| Commercial mortgage pass-through securities | $491,000 | 1,178 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $20,943,000 | 3,300 |
| Total debt securities | $20,944,000 | 3,547 |
| 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 | $21,394,000 | 3,576 |
| U.S. Government securities | $14,258,000 | 3,251 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $14,258,000 | 3,086 |
| Securities issued by states & political subdivisions | $6,753,000 | 3,026 |
| Other domestic debt securities | $383,000 | 1,780 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $383,000 | 167 |
| 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 | $13,163,000 | 2,522 |
| Mortgage-backed securities | $5,263,000 | 3,208 |
| Certificates of participation in pools of residential mortgages | $2,809,000 | 3,206 |
| Issued or guaranteed by U.S. | $2,809,000 | 3,200 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,962,000 | 2,095 |
| CMOs issued by government agencies or sponsored agencies | $1,962,000 | 2,036 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $492,000 | 1,374 |
| Commercial mortgage pass-through securities | $492,000 | 958 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $21,394,000 | 3,296 |
| Total debt securities | $21,393,000 | 3,554 |
| 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 | $22,311,000 | 3,576 |
| U.S. Government securities | $14,845,000 | 3,226 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $14,845,000 | 3,072 |
| Securities issued by states & political subdivisions | $7,083,000 | 3,055 |
| Other domestic debt securities | $383,000 | 1,783 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $383,000 | 178 |
| 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 | $12,198,000 | 2,643 |
| Mortgage-backed securities | $5,523,000 | 3,205 |
| Certificates of participation in pools of residential mortgages | $2,956,000 | 3,213 |
| Issued or guaranteed by U.S. | $2,956,000 | 3,208 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,071,000 | 2,052 |
| CMOs issued by government agencies or sponsored agencies | $2,071,000 | 1,992 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $496,000 | 1,365 |
| Commercial mortgage pass-through securities | $496,000 | 955 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $22,311,000 | 3,299 |
| Total debt securities | $22,312,000 | 3,552 |
| 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 | $23,068,000 | 3,572 |
| U.S. Government securities | $15,263,000 | 3,214 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $15,263,000 | 3,085 |
| Securities issued by states & political subdivisions | $6,870,000 | 3,124 |
| Other domestic debt securities | $935,000 | 1,564 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $935,000 | 159 |
| 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 | $11,780,000 | 2,715 |
| Mortgage-backed securities | $5,822,000 | 3,211 |
| Certificates of participation in pools of residential mortgages | $3,093,000 | 3,233 |
| Issued or guaranteed by U.S. | $3,093,000 | 3,230 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,228,000 | 2,032 |
| CMOs issued by government agencies or sponsored agencies | $2,228,000 | 1,972 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $501,000 | 1,349 |
| Commercial mortgage pass-through securities | $501,000 | 943 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $23,068,000 | 3,288 |
| Total debt securities | $23,069,000 | 3,545 |
| 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 | $23,626,000 | 3,574 |
| U.S. Government securities | $16,124,000 | 3,196 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $16,124,000 | 3,067 |
| Securities issued by states & political subdivisions | $6,512,000 | 3,202 |
| Other domestic debt securities | $990,000 | 1,563 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $990,000 | 157 |
| 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 | $12,706,000 | 2,633 |
| Mortgage-backed securities | $4,925,000 | 3,375 |
| Certificates of participation in pools of residential mortgages | $2,065,000 | 3,545 |
| Issued or guaranteed by U.S. | $2,065,000 | 3,539 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,356,000 | 2,030 |
| CMOs issued by government agencies or sponsored agencies | $2,356,000 | 1,967 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $504,000 | 1,299 |
| Commercial mortgage pass-through securities | $504,000 | 912 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $23,626,000 | 3,292 |
| Total debt securities | $23,143,000 | 3,584 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 611 |
| Fair value | $1,000,000 | 617 |
| 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 | $23,531,000 | 3,626 |
| U.S. Government securities | $15,766,000 | 3,259 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $15,766,000 | 3,133 |
| Securities issued by states & political subdivisions | $6,306,000 | 3,276 |
| Other domestic debt securities | $1,459,000 | 1,432 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $499,000 | 128 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $960,000 | 155 |
| 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 | $15,955,000 | 2,386 |
| Mortgage-backed securities | $5,103,000 | 3,400 |
| Certificates of participation in pools of residential mortgages | $2,167,000 | 3,569 |
| Issued or guaranteed by U.S. | $2,167,000 | 3,564 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,437,000 | 2,024 |
| CMOs issued by government agencies or sponsored agencies | $2,437,000 | 1,956 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $499,000 | 1,281 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $499,000 | 844 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $23,531,000 | 3,338 |
| Total debt securities | $22,734,000 | 3,656 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 638 |
| Fair value | $998,000 | 664 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $24,015,000 | 3,587 |
| U.S. Government securities | $16,226,000 | 3,194 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $16,226,000 | 3,070 |
| Securities issued by states & political subdivisions | $6,849,000 | 3,221 |
| Other domestic debt securities | $940,000 | 1,637 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $940,000 | 162 |
| 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 | $15,374,000 | 2,444 |
| Mortgage-backed securities | $5,314,000 | 3,387 |
| Certificates of participation in pools of residential mortgages | $2,806,000 | 3,421 |
| Issued or guaranteed by U.S. | $2,806,000 | 3,416 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,508,000 | 2,019 |
| CMOs issued by government agencies or sponsored agencies | $2,508,000 | 1,948 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $24,015,000 | 3,296 |
| Total debt securities | $23,398,000 | 3,611 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 635 |
| Fair value | $994,000 | 673 |
| 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 | $24,702,000 | 3,542 |
| U.S. Government securities | $16,736,000 | 3,149 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $16,736,000 | 3,039 |
| Securities issued by states & political subdivisions | $7,026,000 | 3,208 |
| Other domestic debt securities | $940,000 | 1,629 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $940,000 | 163 |
| 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 | $15,643,000 | 2,417 |
| Mortgage-backed securities | $5,608,000 | 3,366 |
| Certificates of participation in pools of residential mortgages | $2,898,000 | 3,436 |
| Issued or guaranteed by U.S. | $2,898,000 | 3,434 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,710,000 | 1,986 |
| CMOs issued by government agencies or sponsored agencies | $2,710,000 | 1,917 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $24,702,000 | 3,262 |
| Total debt securities | $24,079,000 | 3,553 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 621 |
| Fair value | $1,000,000 | 653 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $25,945,000 | 3,530 |
| U.S. Government securities | $17,699,000 | 3,151 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $17,699,000 | 3,040 |
| Securities issued by states & political subdivisions | $7,179,000 | 3,183 |
| Other domestic debt securities | $1,067,000 | 1,542 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $98,000 | 343 |
| Structured financial products - Total | $969,000 | 164 |
| 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 | $16,520,000 | 2,385 |
| Mortgage-backed securities | $5,818,000 | 3,365 |
| Certificates of participation in pools of residential mortgages | $3,142,000 | 3,416 |
| Issued or guaranteed by U.S. | $3,142,000 | 3,412 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,676,000 | 2,032 |
| CMOs issued by government agencies or sponsored agencies | $2,676,000 | 1,962 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $25,945,000 | 3,244 |
| Total debt securities | $25,466,000 | 3,526 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 516 |
| Fair value | $2,001,000 | 542 |
| 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 | $23,945,000 | 3,710 |
| U.S. Government securities | $16,039,000 | 3,375 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $16,039,000 | 3,267 |
| Securities issued by states & political subdivisions | $6,623,000 | 3,254 |
| Other domestic debt securities | $1,283,000 | 1,507 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $302,000 | 307 |
| Structured financial products - Total | $981,000 | 160 |
| 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 | $16,428,000 | 2,408 |
| Mortgage-backed securities | $6,259,000 | 3,299 |
| Certificates of participation in pools of residential mortgages | $3,223,000 | 3,423 |
| Issued or guaranteed by U.S. | $3,223,000 | 3,422 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,036,000 | 1,955 |
| CMOs issued by government agencies or sponsored agencies | $3,036,000 | 1,884 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $23,945,000 | 3,397 |
| Total debt securities | $23,297,000 | 3,738 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 864 |
| Fair value | $996,000 | 991 |
| 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 | $23,919,000 | 3,736 |
| U.S. Government securities | $16,176,000 | 3,414 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $16,176,000 | 3,296 |
| Securities issued by states & political subdivisions | $5,984,000 | 3,380 |
| Other domestic debt securities | $1,759,000 | 1,352 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $724,000 | 279 |
| Structured financial products - Total | $1,035,000 | 158 |
| 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 | $16,293,000 | 2,426 |
| Mortgage-backed securities | $6,593,000 | 3,266 |
| Certificates of participation in pools of residential mortgages | $3,309,000 | 3,416 |
| Issued or guaranteed by U.S. | $3,309,000 | 3,413 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,284,000 | 1,927 |
| CMOs issued by government agencies or sponsored agencies | $3,284,000 | 1,861 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $23,919,000 | 3,417 |
| Total debt securities | $23,226,000 | 3,773 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 988 |
| Fair value | $1,003,000 | 989 |
| 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 | $24,549,000 | 3,757 |
| U.S. Government securities | $14,462,000 | 3,665 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $14,462,000 | 3,547 |
| Securities issued by states & political subdivisions | $7,942,000 | 3,119 |
| Other domestic debt securities | $2,145,000 | 1,259 |
| Privately issued residential mortgage-backed securities | $2,000 | 740 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $1,090,000 | 266 |
| Structured financial products - Total | $1,053,000 | 155 |
| 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 | $16,787,000 | 2,416 |
| Mortgage-backed securities | $3,369,000 | 3,872 |
| Certificates of participation in pools of residential mortgages | $3,071,000 | 3,523 |
| Issued or guaranteed by U.S. | $3,071,000 | 3,518 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $298,000 | 3,024 |
| CMOs issued by government agencies or sponsored agencies | $296,000 | 2,930 |
| Privately issued | $2,000 | 700 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $24,549,000 | 3,431 |
| Total debt securities | $23,835,000 | 3,793 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,132 |
| Fair value | $1,000,000 | 1,190 |
| 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 | $19,298,000 | 4,228 |
| U.S. Government securities | $9,529,000 | 4,378 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $9,529,000 | 4,267 |
| Securities issued by states & political subdivisions | $7,302,000 | 3,208 |
| Other domestic debt securities | $2,467,000 | 1,209 |
| Privately issued residential mortgage-backed securities | $2,000 | 765 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $1,374,000 | 254 |
| Structured financial products - Total | $1,091,000 | 159 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,170,000 | 2,879 |
| Mortgage-backed securities | $2,997,000 | 4,027 |
| Certificates of participation in pools of residential mortgages | $2,655,000 | 3,728 |
| Issued or guaranteed by U.S. | $2,655,000 | 3,725 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $342,000 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $340,000 | 2,952 |
| Privately issued | $2,000 | 725 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $19,298,000 | 3,870 |
| Total debt securities | $18,765,000 | 4,247 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,260 |
| Fair value | $991,000 | 1,348 |
| 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 | $19,821,000 | 4,233 |
| U.S. Government securities | $9,804,000 | 4,426 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $9,804,000 | 4,299 |
| Securities issued by states & political subdivisions | $7,502,000 | 3,184 |
| Other domestic debt securities | $2,515,000 | 1,213 |
| Privately issued residential mortgage-backed securities | $2,000 | 808 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $1,436,000 | 262 |
| Structured financial products - Total | $1,077,000 | 149 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,513,000 | 2,890 |
| Mortgage-backed securities | $3,232,000 | 4,038 |
| Certificates of participation in pools of residential mortgages | $2,813,000 | 3,751 |
| Issued or guaranteed by U.S. | $2,813,000 | 3,747 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $419,000 | 3,035 |
| CMOs issued by government agencies or sponsored agencies | $417,000 | 2,936 |
| Privately issued | $2,000 | 764 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $19,821,000 | 3,877 |
| Total debt securities | $19,089,000 | 4,271 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,342 |
| Fair value | $995,000 | 1,470 |
| 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 | $17,618,000 | 4,479 |
| U.S. Government securities | $7,664,000 | 4,779 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $7,664,000 | 4,657 |
| Securities issued by states & political subdivisions | $7,421,000 | 3,225 |
| Other domestic debt securities | $2,533,000 | 1,211 |
| Privately issued residential mortgage-backed securities | $2,000 | 811 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $1,489,000 | 257 |
| Structured financial products - Total | $1,042,000 | 151 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,209,000 | 2,935 |
| Mortgage-backed securities | $3,384,000 | 4,084 |
| Certificates of participation in pools of residential mortgages | $2,947,000 | 3,793 |
| Issued or guaranteed by U.S. | $2,947,000 | 3,788 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $437,000 | 3,077 |
| CMOs issued by government agencies or sponsored agencies | $435,000 | 2,981 |
| Privately issued | $2,000 | 766 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $17,618,000 | 4,112 |
| Total debt securities | $16,921,000 | 4,532 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $19,340,000 | 4,420 |
| U.S. Government securities | $8,773,000 | 4,708 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $8,773,000 | 4,592 |
| Securities issued by states & political subdivisions | $7,996,000 | 3,166 |
| Other domestic debt securities | $2,571,000 | 1,250 |
| Privately issued residential mortgage-backed securities | $2,000 | 843 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $1,492,000 | 263 |
| Structured financial products - Total | $1,077,000 | 154 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,572,000 | 2,911 |
| Mortgage-backed securities | $3,505,000 | 4,134 |
| Certificates of participation in pools of residential mortgages | $3,038,000 | 3,844 |
| Issued or guaranteed by U.S. | $3,038,000 | 3,842 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $467,000 | 3,107 |
| CMOs issued by government agencies or sponsored agencies | $465,000 | 2,995 |
| Privately issued | $2,000 | 802 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $19,340,000 | 4,063 |
| Total debt securities | $18,604,000 | 4,451 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,534 |
| Fair value | $1,000,000 | 1,542 |
| 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 | $18,888,000 | 4,508 |
| U.S. Government securities | $8,857,000 | 4,759 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $8,857,000 | 4,649 |
| Securities issued by states & political subdivisions | $7,434,000 | 3,294 |
| Other domestic debt securities | $2,597,000 | 1,276 |
| Privately issued residential mortgage-backed securities | $2,000 | 865 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $1,520,000 | 274 |
| Structured financial products - Total | $1,075,000 | 152 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,230,000 | 2,852 |
| Mortgage-backed securities | $4,598,000 | 3,972 |
| Certificates of participation in pools of residential mortgages | $4,125,000 | 3,624 |
| Issued or guaranteed by U.S. | $4,125,000 | 3,623 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $473,000 | 3,138 |
| CMOs issued by government agencies or sponsored agencies | $471,000 | 3,032 |
| Privately issued | $2,000 | 824 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $18,888,000 | 4,133 |
| Total debt securities | $18,153,000 | 4,565 |
| 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 | $22,306,000 | 4,269 |
| U.S. Government securities | $11,554,000 | 4,454 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $11,554,000 | 4,353 |
| Securities issued by states & political subdivisions | $8,238,000 | 3,181 |
| Other domestic debt securities | $2,514,000 | 1,324 |
| Privately issued residential mortgage-backed securities | $2,000 | 895 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $1,570,000 | 290 |
| Structured financial products - Total | $942,000 | 161 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,070,000 | 2,777 |
| Mortgage-backed securities | $4,783,000 | 3,966 |
| Certificates of participation in pools of residential mortgages | $4,308,000 | 3,621 |
| Issued or guaranteed by U.S. | $4,308,000 | 3,620 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $475,000 | 3,159 |
| CMOs issued by government agencies or sponsored agencies | $473,000 | 3,055 |
| Privately issued | $2,000 | 852 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $22,306,000 | 3,903 |
| Total debt securities | $21,706,000 | 4,299 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,588 |
| Fair value | $999,000 | 1,610 |
| 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 | $20,599,000 | 4,418 |
| U.S. Government securities | $9,821,000 | 4,652 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,821,000 | 4,553 |
| Securities issued by states & political subdivisions | $8,164,000 | 3,190 |
| Other domestic debt securities | $2,614,000 | 1,336 |
| Privately issued residential mortgage-backed securities | $2,000 | 928 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,603,000 | 289 |
| Structured financial products - Total | $1,009,000 | 176 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,507,000 | 2,832 |
| Mortgage-backed securities | $5,043,000 | 3,940 |
| Certificates of participation in pools of residential mortgages | $4,565,000 | 3,569 |
| Issued or guaranteed by U.S. | $4,565,000 | 3,566 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $478,000 | 3,153 |
| CMOs issued by government agencies or sponsored agencies | $476,000 | 3,039 |
| Privately issued | $2,000 | 882 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $20,599,000 | 4,045 |
| Total debt securities | $19,916,000 | 4,444 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $21,766,000 | 4,348 |
| U.S. Government securities | $11,147,000 | 4,532 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,147,000 | 4,434 |
| Securities issued by states & political subdivisions | $8,050,000 | 3,211 |
| Other domestic debt securities | $2,569,000 | 1,384 |
| Privately issued residential mortgage-backed securities | $2,000 | 964 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $1,618,000 | 293 |
| Structured financial products - Total | $949,000 | 194 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,668,000 | 2,782 |
| Mortgage-backed securities | $5,344,000 | 3,928 |
| Certificates of participation in pools of residential mortgages | $4,862,000 | 3,530 |
| Issued or guaranteed by U.S. | $4,862,000 | 3,526 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $482,000 | 3,185 |
| CMOs issued by government agencies or sponsored agencies | $480,000 | 3,067 |
| Privately issued | $2,000 | 920 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $21,766,000 | 3,986 |
| Total debt securities | $21,107,000 | 4,371 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,570 |
| Fair value | $1,001,000 | 1,571 |
| 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 | $21,303,000 | 4,386 |
| U.S. Government securities | $10,509,000 | 4,583 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $10,509,000 | 4,483 |
| Securities issued by states & political subdivisions | $8,061,000 | 3,206 |
| Other domestic debt securities | $2,733,000 | 1,378 |
| Privately issued residential mortgage-backed securities | $2,000 | 985 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $1,667,000 | 294 |
| Structured financial products - Total | $1,064,000 | 181 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,009,000 | 2,740 |
| Mortgage-backed securities | $5,656,000 | 3,897 |
| Certificates of participation in pools of residential mortgages | $5,169,000 | 3,441 |
| Issued or guaranteed by U.S. | $5,169,000 | 3,437 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $487,000 | 3,203 |
| CMOs issued by government agencies or sponsored agencies | $485,000 | 3,079 |
| Privately issued | $2,000 | 940 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $21,303,000 | 4,037 |
| Total debt securities | $20,558,000 | 4,418 |
| 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 | $22,214,000 | 4,312 |
| U.S. Government securities | $11,728,000 | 4,474 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $11,728,000 | 4,371 |
| Securities issued by states & political subdivisions | $7,924,000 | 3,201 |
| Other domestic debt securities | $2,562,000 | 1,424 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,016 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $1,715,000 | 276 |
| Structured financial products - Total | $844,000 | 197 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,972,000 | 3,033 |
| Mortgage-backed securities | $6,315,000 | 3,833 |
| Certificates of participation in pools of residential mortgages | $5,814,000 | 3,347 |
| Issued or guaranteed by U.S. | $5,814,000 | 3,344 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $501,000 | 3,239 |
| CMOs issued by government agencies or sponsored agencies | $498,000 | 3,102 |
| Privately issued | $3,000 | 971 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $22,214,000 | 3,984 |
| Total debt securities | $21,690,000 | 4,334 |
| 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 | $19,839,000 | 4,487 |
| U.S. Government securities | $11,457,000 | 4,478 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $11,457,000 | 4,379 |
| Securities issued by states & political subdivisions | $5,927,000 | 3,542 |
| Other domestic debt securities | $2,455,000 | 1,439 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,045 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,733,000 | 254 |
| Structured financial products - Total | $720,000 | 208 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,558,000 | 3,213 |
| Mortgage-backed securities | $5,776,000 | 3,942 |
| Certificates of participation in pools of residential mortgages | $5,275,000 | 3,459 |
| Issued or guaranteed by U.S. | $5,275,000 | 3,457 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $501,000 | 3,278 |
| CMOs issued by government agencies or sponsored agencies | $499,000 | 3,140 |
| Privately issued | $2,000 | 1,002 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $19,839,000 | 4,138 |
| Total debt securities | $19,393,000 | 4,494 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,621 |
| Fair value | $1,001,000 | 1,697 |
| 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 | $21,876,000 | 4,358 |
| U.S. Government securities | $12,509,000 | 4,441 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $12,509,000 | 4,350 |
| Securities issued by states & political subdivisions | $6,742,000 | 3,363 |
| Other domestic debt securities | $2,625,000 | 1,432 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,094 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $1,754,000 | 247 |
| Structured financial products - Total | $869,000 | 185 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,595,000 | 3,088 |
| Mortgage-backed securities | $6,306,000 | 3,979 |
| Certificates of participation in pools of residential mortgages | $5,764,000 | 3,517 |
| Issued or guaranteed by U.S. | $5,764,000 | 3,517 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $542,000 | 3,345 |
| CMOs issued by government agencies or sponsored agencies | $540,000 | 3,191 |
| Privately issued | $2,000 | 1,046 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $21,876,000 | 4,007 |
| Total debt securities | $21,297,000 | 4,386 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,762 |
| Fair value | $998,000 | 1,903 |
| 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 | $21,365,000 | 4,454 |
| U.S. Government securities | $12,151,000 | 4,561 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $12,151,000 | 4,468 |
| Securities issued by states & political subdivisions | $6,732,000 | 3,311 |
| Other domestic debt securities | $2,482,000 | 1,492 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,142 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,756,000 | 221 |
| Structured financial products - Total | $724,000 | 211 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,228,000 | 2,509 |
| Mortgage-backed securities | $6,313,000 | 4,015 |
| Certificates of participation in pools of residential mortgages | $6,203,000 | 3,449 |
| Issued or guaranteed by U.S. | $6,203,000 | 3,448 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $110,000 | 3,664 |
| CMOs issued by government agencies or sponsored agencies | $108,000 | 3,494 |
| Privately issued | $2,000 | 1,093 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $21,365,000 | 4,109 |
| Total debt securities | $20,913,000 | 4,470 |
| Structured notes | ||
| Amortized cost | $120,000 | 2,854 |
| Fair value | $121,000 | 2,852 |
| 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 | $21,882,000 | 4,446 |
| U.S. Government securities | $13,504,000 | 4,455 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $13,504,000 | 4,360 |
| Securities issued by states & political subdivisions | $5,777,000 | 3,435 |
| Other domestic debt securities | $2,601,000 | 1,430 |
| Privately issued residential mortgage-backed securities | $160,000 | 1,011 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $1,752,000 | 182 |
| Structured financial products - Total | $689,000 | 210 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,163,000 | 2,498 |
| Mortgage-backed securities | $7,047,000 | 3,936 |
| Certificates of participation in pools of residential mortgages | $6,683,000 | 3,352 |
| Issued or guaranteed by U.S. | $6,683,000 | 3,350 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $364,000 | 3,497 |
| CMOs issued by government agencies or sponsored agencies | $204,000 | 3,449 |
| Privately issued | $160,000 | 975 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $21,882,000 | 4,096 |
| Total debt securities | $21,452,000 | 4,453 |
| Structured notes | ||
| Amortized cost | $133,000 | 3,062 |
| Fair value | $135,000 | 3,061 |
| 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 | $22,482,000 | 4,325 |
| U.S. Government securities | $14,110,000 | 4,322 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $14,110,000 | 4,237 |
| Securities issued by states & political subdivisions | $5,740,000 | 3,405 |
| Other domestic debt securities | $2,632,000 | 1,410 |
| Privately issued residential mortgage-backed securities | $171,000 | 1,097 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $1,769,000 | 134 |
| Structured financial products - Total | $692,000 | 193 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,391,000 | 2,454 |
| Mortgage-backed securities | $7,623,000 | 3,759 |
| Certificates of participation in pools of residential mortgages | $7,164,000 | 3,159 |
| Issued or guaranteed by U.S. | $7,164,000 | 3,159 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $459,000 | 3,386 |
| CMOs issued by government agencies or sponsored agencies | $288,000 | 3,257 |
| Privately issued | $171,000 | 1,042 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $22,482,000 | 3,976 |
| Total debt securities | $22,046,000 | 4,339 |
| Structured notes | ||
| Amortized cost | $143,000 | 2,937 |
| Fair value | $147,000 | 2,935 |
| 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 | $22,211,000 | 4,289 |
| U.S. Government securities | $15,083,000 | 4,160 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $15,083,000 | 4,064 |
| Securities issued by states & political subdivisions | $4,020,000 | 3,784 |
| Other domestic debt securities | $3,108,000 | 1,335 |
| Privately issued residential mortgage-backed securities | $182,000 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $1,786,000 | 124 |
| Structured financial products - Total | $1,140,000 | 159 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,383,000 | 2,333 |
| Mortgage-backed securities | $6,673,000 | 3,872 |
| Certificates of participation in pools of residential mortgages | $6,118,000 | 3,309 |
| Issued or guaranteed by U.S. | $6,118,000 | 3,306 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $555,000 | 3,318 |
| CMOs issued by government agencies or sponsored agencies | $373,000 | 3,184 |
| Privately issued | $182,000 | 1,055 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $22,211,000 | 3,942 |
| Total debt securities | $21,447,000 | 4,324 |
| Structured notes | ||
| Amortized cost | $2,656,000 | 1,536 |
| Fair value | $2,662,000 | 1,541 |
| 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 | $20,869,000 | 4,475 |
| U.S. Government securities | $13,935,000 | 4,424 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $13,935,000 | 4,310 |
| Securities issued by states & political subdivisions | $4,012,000 | 3,739 |
| Other domestic debt securities | $2,922,000 | 1,308 |
| Privately issued residential mortgage-backed securities | $193,000 | 1,130 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $1,751,000 | 118 |
| Structured financial products - Total | $978,000 | 181 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,487,000 | 2,650 |
| Mortgage-backed securities | $6,139,000 | 3,946 |
| Certificates of participation in pools of residential mortgages | $5,480,000 | 3,415 |
| Issued or guaranteed by U.S. | $5,480,000 | 3,406 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $659,000 | 3,236 |
| CMOs issued by government agencies or sponsored agencies | $466,000 | 3,088 |
| Privately issued | $193,000 | 1,075 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $20,869,000 | 4,107 |
| Total debt securities | $20,208,000 | 4,517 |
| Structured notes | ||
| Amortized cost | $3,165,000 | 1,563 |
| Fair value | $3,178,000 | 1,565 |
| 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 | $21,485,000 | 4,374 |
| U.S. Government securities | $14,339,000 | 4,332 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $14,339,000 | 4,208 |
| Securities issued by states & political subdivisions | $4,532,000 | 3,575 |
| Other domestic debt securities | $2,614,000 | 1,395 |
| Privately issued residential mortgage-backed securities | $206,000 | 1,157 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $1,686,000 | 122 |
| Structured financial products - Total | $722,000 | 197 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,409,000 | 2,645 |
| Mortgage-backed securities | $5,628,000 | 3,946 |
| Certificates of participation in pools of residential mortgages | $4,831,000 | 3,494 |
| Issued or guaranteed by U.S. | $4,831,000 | 3,486 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $797,000 | 3,120 |
| CMOs issued by government agencies or sponsored agencies | $591,000 | 2,955 |
| Privately issued | $206,000 | 1,103 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $21,485,000 | 4,027 |
| Total debt securities | $21,017,000 | 4,395 |
| Structured notes | ||
| Amortized cost | $5,174,000 | 1,189 |
| Fair value | $5,147,000 | 1,190 |
| 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 | $19,466,000 | 4,453 |
| U.S. Government securities | $11,930,000 | 4,551 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $11,930,000 | 4,438 |
| Securities issued by states & political subdivisions | $4,284,000 | 3,634 |
| Other domestic debt securities | $3,252,000 | 1,358 |
| Privately issued residential mortgage-backed securities | $221,000 | 1,200 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $1,694,000 | 107 |
| Structured financial products - Total | $837,000 | 188 |
| Other domestic debt securities - All other | $500,000 | 1,678 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,937,000 | 2,759 |
| Mortgage-backed securities | $5,213,000 | 3,955 |
| Certificates of participation in pools of residential mortgages | $4,175,000 | 3,565 |
| Issued or guaranteed by U.S. | $4,175,000 | 3,556 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,038,000 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $817,000 | 2,826 |
| Privately issued | $221,000 | 1,142 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $19,466,000 | 4,088 |
| Total debt securities | $18,801,000 | 4,513 |
| Structured notes | ||
| Amortized cost | $3,693,000 | 1,389 |
| Fair value | $3,662,000 | 1,396 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $17,399,000 | 4,660 |
| U.S. Government securities | $11,751,000 | 4,522 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $11,751,000 | 4,401 |
| Securities issued by states & political subdivisions | $4,025,000 | 3,624 |
| Other domestic debt securities | $1,623,000 | 1,849 |
| Privately issued residential mortgage-backed securities | $236,000 | 1,268 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $888,000 | 198 |
| Other domestic debt securities - All other | $499,000 | 1,742 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,555,000 | 2,724 |
| Mortgage-backed securities | $5,938,000 | 3,818 |
| Certificates of participation in pools of residential mortgages | $4,625,000 | 3,427 |
| Issued or guaranteed by U.S. | $4,625,000 | 3,420 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,313,000 | 2,843 |
| CMOs issued by government agencies or sponsored agencies | $1,077,000 | 2,653 |
| Privately issued | $236,000 | 1,210 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $17,399,000 | 4,264 |
| Total debt securities | $16,741,000 | 4,703 |
| Structured notes | ||
| Amortized cost | $3,217,000 | 1,496 |
| Fair value | $3,231,000 | 1,499 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $16,845,000 | 4,767 |
| U.S. Government securities | $11,526,000 | 4,651 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $11,526,000 | 4,546 |
| Securities issued by states & political subdivisions | $3,500,000 | 3,714 |
| Other domestic debt securities | $1,819,000 | 1,792 |
| Privately issued residential mortgage-backed securities | $253,000 | 1,298 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $1,071,000 | 187 |
| Other domestic debt securities - All other | $495,000 | 1,702 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,047,000 | 2,705 |
| Mortgage-backed securities | $6,688,000 | 3,677 |
| Certificates of participation in pools of residential mortgages | $5,138,000 | 3,329 |
| Issued or guaranteed by U.S. | $5,138,000 | 3,322 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,550,000 | 2,672 |
| CMOs issued by government agencies or sponsored agencies | $1,297,000 | 2,462 |
| Privately issued | $253,000 | 1,242 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $16,845,000 | 4,351 |
| Total debt securities | $16,062,000 | 4,823 |
| Structured notes | ||
| Amortized cost | $1,233,000 | 2,391 |
| Fair value | $1,247,000 | 2,386 |
| 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 | $17,762,000 | 4,698 |
| U.S. Government securities | $12,291,000 | 4,565 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $12,291,000 | 4,452 |
| Securities issued by states & political subdivisions | $3,585,000 | 3,685 |
| Other domestic debt securities | $1,886,000 | 1,818 |
| Privately issued residential mortgage-backed securities | $325,000 | 1,308 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $1,068,000 | 195 |
| Other domestic debt securities - All other | $493,000 | 1,719 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,938,000 | 3,165 |
| Mortgage-backed securities | $7,516,000 | 3,585 |
| Certificates of participation in pools of residential mortgages | $5,673,000 | 3,292 |
| Issued or guaranteed by U.S. | $5,673,000 | 3,285 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,843,000 | 2,531 |
| CMOs issued by government agencies or sponsored agencies | $1,518,000 | 2,334 |
| Privately issued | $325,000 | 1,256 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $17,762,000 | 4,270 |
| Total debt securities | $17,009,000 | 4,746 |
| Structured notes | ||
| Amortized cost | $1,244,000 | 2,182 |
| Fair value | $1,258,000 | 2,163 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $19,622,000 | 4,446 |
| U.S. Government securities | $13,697,000 | 4,328 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $13,697,000 | 4,239 |
| Securities issued by states & political subdivisions | $4,042,000 | 3,559 |
| Other domestic debt securities | $1,883,000 | 1,872 |
| Privately issued residential mortgage-backed securities | $354,000 | 1,337 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $1,051,000 | 205 |
| Other domestic debt securities - All other | $478,000 | 1,773 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,369,000 | 3,448 |
| Mortgage-backed securities | $8,388,000 | 3,495 |
| Certificates of participation in pools of residential mortgages | $6,125,000 | 3,264 |
| Issued or guaranteed by U.S. | $6,125,000 | 3,255 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,263,000 | 2,381 |
| CMOs issued by government agencies or sponsored agencies | $1,909,000 | 2,203 |
| Privately issued | $354,000 | 1,281 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $19,622,000 | 4,040 |
| Total debt securities | $19,157,000 | 4,452 |
| Structured notes | ||
| Amortized cost | $1,258,000 | 1,878 |
| Fair value | $1,275,000 | 1,877 |
| 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 | $20,792,000 | 4,349 |
| U.S. Government securities | $14,789,000 | 4,165 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $14,789,000 | 4,084 |
| Securities issued by states & political subdivisions | $3,996,000 | 3,568 |
| Other domestic debt securities | $2,007,000 | 1,913 |
| Privately issued residential mortgage-backed securities | $370,000 | 1,380 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $1,169,000 | 224 |
| Other domestic debt securities - All other | $468,000 | 1,875 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,197,000 | 3,151 |
| Mortgage-backed securities | $8,938,000 | 3,493 |
| Certificates of participation in pools of residential mortgages | $6,477,000 | 3,259 |
| Issued or guaranteed by U.S. | $6,477,000 | 3,250 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,461,000 | 2,331 |
| CMOs issued by government agencies or sponsored agencies | $2,091,000 | 2,111 |
| Privately issued | $370,000 | 1,319 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $20,792,000 | 3,930 |
| Total debt securities | $20,264,000 | 4,374 |
| Structured notes | ||
| Amortized cost | $1,272,000 | 1,435 |
| Fair value | $1,289,000 | 1,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $21,847,000 | 4,218 |
| U.S. Government securities | $17,274,000 | 3,796 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $17,274,000 | 3,708 |
| Securities issued by states & political subdivisions | $2,460,000 | 4,124 |
| Other domestic debt securities | $2,113,000 | 1,907 |
| Privately issued residential mortgage-backed securities | $394,000 | 1,385 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $1,258,000 | 231 |
| Other domestic debt securities - All other | $461,000 | 1,929 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,736,000 | 2,831 |
| Mortgage-backed securities | $9,633,000 | 3,423 |
| Certificates of participation in pools of residential mortgages | $6,889,000 | 3,236 |
| Issued or guaranteed by U.S. | $6,889,000 | 3,225 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,744,000 | 2,250 |
| CMOs issued by government agencies or sponsored agencies | $2,350,000 | 2,012 |
| Privately issued | $394,000 | 1,319 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $21,847,000 | 3,795 |
| Total debt securities | $21,846,000 | 4,177 |
| Structured notes | ||
| Amortized cost | $1,293,000 | 1,021 |
| Fair value | $1,306,000 | 1,015 |
| 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 | $21,671,000 | 4,239 |
| U.S. Government securities | $16,995,000 | 3,894 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $16,995,000 | 3,819 |
| Securities issued by states & political subdivisions | $2,489,000 | 4,029 |
| Other domestic debt securities | $2,187,000 | 1,810 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,638 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,183,000 | 1,095 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,940,000 | 2,544 |
| Mortgage-backed securities | $9,428,000 | 3,509 |
| Certificates of participation in pools of residential mortgages | $6,919,000 | 3,291 |
| Issued or guaranteed by U.S. | $6,919,000 | 3,278 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,509,000 | 2,353 |
| CMOs issued by government agencies or sponsored agencies | $2,505,000 | 1,976 |
| Privately issued | $4,000 | 1,552 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $21,671,000 | 3,809 |
| Total debt securities | $21,668,000 | 4,204 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,280 |
| Fair value | $500,000 | 1,336 |
| 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 | $21,780,000 | 4,230 |
| U.S. Government securities | $17,026,000 | 3,956 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $17,026,000 | 3,881 |
| Securities issued by states & political subdivisions | $2,451,000 | 3,998 |
| Other domestic debt securities | $2,303,000 | 1,729 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,591 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,299,000 | 1,042 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,084,000 | 2,844 |
| Mortgage-backed securities | $9,837,000 | 3,367 |
| Certificates of participation in pools of residential mortgages | $7,164,000 | 3,214 |
| Issued or guaranteed by U.S. | $7,164,000 | 3,202 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,673,000 | 2,237 |
| CMOs issued by government agencies or sponsored agencies | $2,669,000 | 1,913 |
| Privately issued | $4,000 | 1,506 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $21,780,000 | 3,775 |
| Total debt securities | $21,779,000 | 4,192 |
| 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 | $22,048,000 | 4,141 |
| U.S. Government securities | $17,173,000 | 3,882 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $17,173,000 | 3,807 |
| Securities issued by states & political subdivisions | $2,490,000 | 3,965 |
| Other domestic debt securities | $2,385,000 | 1,673 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,561 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,380,000 | 999 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,020,000 | 2,629 |
| Mortgage-backed securities | $10,059,000 | 3,258 |
| Certificates of participation in pools of residential mortgages | $7,292,000 | 3,083 |
| Issued or guaranteed by U.S. | $7,292,000 | 3,073 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,767,000 | 2,139 |
| CMOs issued by government agencies or sponsored agencies | $2,762,000 | 1,800 |
| Privately issued | $5,000 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $22,048,000 | 3,678 |
| Total debt securities | $22,046,000 | 4,103 |
| 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 | $24,680,000 | 3,909 |
| U.S. Government securities | $19,372,000 | 3,628 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $19,372,000 | 3,553 |
| Securities issued by states & political subdivisions | $2,425,000 | 4,029 |
| Other domestic debt securities | $2,883,000 | 1,601 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,524 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,873,000 | 986 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,291,000 | 2,550 |
| Mortgage-backed securities | $10,316,000 | 3,214 |
| Certificates of participation in pools of residential mortgages | $7,473,000 | 3,046 |
| Issued or guaranteed by U.S. | $7,473,000 | 3,033 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,843,000 | 2,121 |
| CMOs issued by government agencies or sponsored agencies | $2,833,000 | 1,793 |
| Privately issued | $10,000 | 1,434 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $24,680,000 | 3,489 |
| Total debt securities | $24,679,000 | 3,859 |
| 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 | $28,239,000 | 3,574 |
| U.S. Government securities | $22,732,000 | 3,218 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $22,732,000 | 3,163 |
| Securities issued by states & political subdivisions | $2,554,000 | 3,985 |
| Other domestic debt securities | $2,953,000 | 1,509 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,512 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,943,000 | 945 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,147,000 | 2,442 |
| Mortgage-backed securities | $11,146,000 | 3,024 |
| Certificates of participation in pools of residential mortgages | $8,054,000 | 2,845 |
| Issued or guaranteed by U.S. | $8,054,000 | 2,834 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,092,000 | 2,040 |
| CMOs issued by government agencies or sponsored agencies | $3,082,000 | 1,718 |
| Privately issued | $10,000 | 1,422 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $28,239,000 | 3,193 |
| Total debt securities | $28,239,000 | 3,522 |
| 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 | $27,352,000 | 3,664 |
| U.S. Government securities | $22,241,000 | 3,320 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $22,241,000 | 3,252 |
| Securities issued by states & political subdivisions | $2,621,000 | 3,954 |
| Other domestic debt securities | $2,490,000 | 1,499 |
| Privately issued residential mortgage-backed securities | $1,012,000 | 1,001 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,478,000 | 1,231 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,814,000 | 3,818 |
| Mortgage-backed securities | $11,376,000 | 2,715 |
| Certificates of participation in pools of residential mortgages | $7,189,000 | 2,728 |
| Issued or guaranteed by U.S. | $7,189,000 | 2,713 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,187,000 | 1,735 |
| CMOs issued by government agencies or sponsored agencies | $3,175,000 | 1,626 |
| Privately issued | $1,012,000 | 950 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $27,352,000 | 3,247 |
| Total debt securities | $27,352,000 | 3,607 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| 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 | $20,147,000 | 4,466 |
| U.S. Government securities | $16,792,000 | 4,090 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $16,792,000 | 4,005 |
| Securities issued by states & political subdivisions | $840,000 | 5,035 |
| Other domestic debt securities | $2,515,000 | 1,444 |
| Privately issued residential mortgage-backed securities | $1,024,000 | 970 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,491,000 | 1,202 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,266,000 | 3,948 |
| Mortgage-backed securities | $8,595,000 | 2,967 |
| Certificates of participation in pools of residential mortgages | $4,313,000 | 3,264 |
| Issued or guaranteed by U.S. | $4,313,000 | 3,250 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $4,282,000 | 1,675 |
| CMOs issued by government agencies or sponsored agencies | $3,258,000 | 1,565 |
| Privately issued | $1,024,000 | 921 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $20,147,000 | 3,944 |
| Total debt securities | $20,146,000 | 4,412 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| 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 | $17,627,000 | 4,804 |
| U.S. Government securities | $14,763,000 | 4,446 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $14,763,000 | 4,334 |
| Securities issued by states & political subdivisions | $825,000 | 5,070 |
| Other domestic debt securities | $2,039,000 | 1,488 |
| Privately issued residential mortgage-backed securities | $35,000 | 1,300 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,004,000 | 995 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,212,000 | 3,950 |
| Mortgage-backed securities | $6,203,000 | 3,340 |
| Certificates of participation in pools of residential mortgages | $3,920,000 | 3,345 |
| Issued or guaranteed by U.S. | $3,920,000 | 3,332 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,283,000 | 2,071 |
| CMOs issued by government agencies or sponsored agencies | $2,248,000 | 1,802 |
| Privately issued | $35,000 | 1,216 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $17,627,000 | 4,244 |
| Total debt securities | $17,626,000 | 4,761 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| 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 | $16,308,000 | 5,039 |
| U.S. Government securities | $14,424,000 | 4,525 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $14,424,000 | 4,409 |
| Securities issued by states & political subdivisions | $840,000 | 5,095 |
| Other domestic debt securities | $1,044,000 | 1,875 |
| Privately issued residential mortgage-backed securities | $40,000 | 1,262 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,004,000 | 1,343 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,302,000 | 3,728 |
| Mortgage-backed securities | $4,498,000 | 3,766 |
| Certificates of participation in pools of residential mortgages | $3,080,000 | 3,667 |
| Issued or guaranteed by U.S. | $3,080,000 | 3,652 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,418,000 | 2,314 |
| CMOs issued by government agencies or sponsored agencies | $1,378,000 | 2,054 |
| Privately issued | $40,000 | 1,169 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $16,308,000 | 4,443 |
| Total debt securities | $16,307,000 | 4,992 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $14,344,000 | 5,378 |
| U.S. Government securities | $12,982,000 | 4,861 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $12,982,000 | 4,732 |
| Securities issued by states & political subdivisions | $841,000 | 5,123 |
| Other domestic debt securities | $521,000 | 2,247 |
| Privately issued residential mortgage-backed securities | $41,000 | 1,246 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $480,000 | 1,831 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,099,000 | 3,780 |
| Mortgage-backed securities | $3,138,000 | 4,222 |
| Certificates of participation in pools of residential mortgages | $2,170,000 | 4,086 |
| Issued or guaranteed by U.S. | $2,170,000 | 4,074 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $968,000 | 2,554 |
| CMOs issued by government agencies or sponsored agencies | $927,000 | 2,307 |
| Privately issued | $41,000 | 1,161 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $14,344,000 | 4,770 |
| Total debt securities | $14,345,000 | 5,333 |
| Structured notes | ||
| Amortized cost | $244,000 | 2,794 |
| Fair value | $250,000 | 2,748 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $13,014,000 | 5,646 |
| U.S. Government securities | $12,091,000 | 5,079 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $12,091,000 | 4,962 |
| Securities issued by states & political subdivisions | $394,000 | 5,644 |
| Other domestic debt securities | $529,000 | 2,279 |
| Privately issued residential mortgage-backed securities | $50,000 | 1,222 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $479,000 | 1,873 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,139,000 | 3,773 |
| Mortgage-backed securities | $2,312,000 | 4,565 |
| Certificates of participation in pools of residential mortgages | $1,780,000 | 4,314 |
| Issued or guaranteed by U.S. | $1,780,000 | 4,292 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $532,000 | 2,812 |
| CMOs issued by government agencies or sponsored agencies | $482,000 | 2,588 |
| Privately issued | $50,000 | 1,126 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $13,014,000 | 5,009 |
| Total debt securities | $13,013,000 | 5,596 |
| Structured notes | ||
| Amortized cost | $244,000 | 2,915 |
| Fair value | $247,000 | 2,887 |
| 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 | $13,132,000 | 5,671 |
| U.S. Government securities | $12,399,000 | 5,026 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $12,399,000 | 4,892 |
| Securities issued by states & political subdivisions | $131,000 | 6,113 |
| Other domestic debt securities | $602,000 | 2,256 |
| Privately issued residential mortgage-backed securities | $52,000 | 1,216 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $550,000 | 1,728 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,927,000 | 4,067 |
| Mortgage-backed securities | $1,914,000 | 4,766 |
| Certificates of participation in pools of residential mortgages | $1,360,000 | 4,572 |
| Issued or guaranteed by U.S. | $1,360,000 | 4,551 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $554,000 | 2,785 |
| CMOs issued by government agencies or sponsored agencies | $502,000 | 2,539 |
| Privately issued | $52,000 | 1,124 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $13,132,000 | 5,004 |
| Total debt securities | $13,132,000 | 5,616 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| 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 | $9,978,000 | 6,283 |
| U.S. Government securities | $9,306,000 | 5,769 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $9,306,000 | 5,628 |
| Securities issued by states & political subdivisions | $131,000 | 6,131 |
| Other domestic debt securities | $541,000 | 2,360 |
| Privately issued residential mortgage-backed securities | $54,000 | 1,198 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $487,000 | 1,980 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,029,000 | 4,020 |
| Mortgage-backed securities | $1,013,000 | 5,358 |
| Certificates of participation in pools of residential mortgages | $959,000 | 4,926 |
| Issued or guaranteed by U.S. | $959,000 | 4,907 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $54,000 | 3,428 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $54,000 | 1,111 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $9,978,000 | 5,587 |
| Total debt securities | $9,978,000 | 6,221 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| 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 | $10,054,000 | 6,320 |
| U.S. Government securities | $9,377,000 | 5,730 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $9,377,000 | 5,583 |
| Securities issued by states & political subdivisions | $132,000 | 6,177 |
| Other domestic debt securities | $545,000 | 2,438 |
| Privately issued residential mortgage-backed securities | $58,000 | 1,168 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $487,000 | 2,096 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,498,000 | 4,143 |
| Mortgage-backed securities | $1,062,000 | 5,373 |
| Certificates of participation in pools of residential mortgages | $1,004,000 | 4,924 |
| Issued or guaranteed by U.S. | $1,004,000 | 4,906 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $58,000 | 3,436 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $58,000 | 1,077 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $10,054,000 | 5,602 |
| Total debt securities | $10,054,000 | 6,263 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| 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 | $10,193,000 | 6,282 |
| U.S. Government securities | $9,995,000 | 5,559 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $9,995,000 | 5,431 |
| Securities issued by states & political subdivisions | $133,000 | 6,214 |
| Other domestic debt securities | $65,000 | 3,226 |
| Privately issued residential mortgage-backed securities | $65,000 | 1,150 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,074,000 | 4,000 |
| Mortgage-backed securities | $1,126,000 | 5,363 |
| Certificates of participation in pools of residential mortgages | $1,061,000 | 4,914 |
| Issued or guaranteed by U.S. | $1,061,000 | 4,896 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $65,000 | 3,434 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $65,000 | 1,058 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $10,193,000 | 5,564 |
| Total debt securities | $10,193,000 | 6,218 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| 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 | $8,398,000 | 6,732 |
| U.S. Government securities | $8,191,000 | 6,063 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $8,191,000 | 5,921 |
| Securities issued by states & political subdivisions | $134,000 | 6,226 |
| Other domestic debt securities | $73,000 | 3,262 |
| Privately issued residential mortgage-backed securities | $73,000 | 1,109 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,265,000 | 3,940 |
| Mortgage-backed securities | $1,302,000 | 5,318 |
| Certificates of participation in pools of residential mortgages | $1,229,000 | 4,863 |
| Issued or guaranteed by U.S. | $1,229,000 | 4,843 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $73,000 | 3,452 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $73,000 | 1,015 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $8,398,000 | 5,991 |
| Total debt securities | $8,396,000 | 6,672 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| 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 | $8,456,000 | 6,770 |
| U.S. Government securities | $8,242,000 | 6,127 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,242,000 | 5,975 |
| Securities issued by states & political subdivisions | $133,000 | 6,260 |
| Other domestic debt securities | $81,000 | 3,296 |
| Privately issued residential mortgage-backed securities | $81,000 | 1,087 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,828,000 | 3,835 |
| Mortgage-backed securities | $865,000 | 5,689 |
| Certificates of participation in pools of residential mortgages | $784,000 | 5,262 |
| Issued or guaranteed by U.S. | $784,000 | 5,246 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $81,000 | 3,473 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $81,000 | 1,001 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $8,456,000 | 6,022 |
| Total debt securities | $8,456,000 | 6,715 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| 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 | $9,074,000 | 6,665 |
| U.S. Government securities | $8,843,000 | 5,982 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,843,000 | 5,834 |
| Securities issued by states & political subdivisions | $136,000 | 6,291 |
| Other domestic debt securities | $95,000 | 3,344 |
| Privately issued residential mortgage-backed securities | $95,000 | 1,063 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,441,000 | 3,675 |
| Mortgage-backed securities | $943,000 | 5,681 |
| Certificates of participation in pools of residential mortgages | $848,000 | 5,252 |
| Issued or guaranteed by U.S. | $848,000 | 5,236 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $95,000 | 3,482 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $95,000 | 980 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $9,074,000 | 5,904 |
| Total debt securities | $9,074,000 | 6,608 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| 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 | $11,759,000 | 6,147 |
| U.S. Government securities | $11,506,000 | 5,359 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $11,506,000 | 5,200 |
| Securities issued by states & political subdivisions | $137,000 | 6,338 |
| Other domestic debt securities | $116,000 | 3,341 |
| Privately issued residential mortgage-backed securities | $116,000 | 1,003 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,131,000 | 3,092 |
| Mortgage-backed securities | $1,084,000 | 5,583 |
| Certificates of participation in pools of residential mortgages | $968,000 | 5,165 |
| Issued or guaranteed by U.S. | $968,000 | 5,153 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $116,000 | 3,466 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $116,000 | 922 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $11,759,000 | 5,370 |
| Total debt securities | $11,759,000 | 6,078 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| 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 | $9,834,000 | 6,616 |
| U.S. Government securities | $9,566,000 | 5,873 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $9,566,000 | 5,716 |
| Securities issued by states & political subdivisions | $134,000 | 6,391 |
| Other domestic debt securities | $134,000 | 3,420 |
| Privately issued residential mortgage-backed securities | $134,000 | 987 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,217,000 | 3,470 |
| Mortgage-backed securities | $1,182,000 | 5,601 |
| Certificates of participation in pools of residential mortgages | $1,048,000 | 5,167 |
| Issued or guaranteed by U.S. | $1,048,000 | 5,152 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $134,000 | 3,500 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $134,000 | 914 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $9,834,000 | 5,852 |
| Total debt securities | $9,836,000 | 6,538 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| 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 | $9,605,000 | 6,659 |
| U.S. Government securities | $9,432,000 | 5,883 |
| U.S. Treasury securities | $502,000 | 1,704 |
| U.S. Government agency obligations | $8,930,000 | 5,842 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $173,000 | 3,475 |
| Privately issued residential mortgage-backed securities | $173,000 | 1,028 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,115,000 | 3,433 |
| Mortgage-backed securities | $1,439,000 | 5,499 |
| Certificates of participation in pools of residential mortgages | $1,266,000 | 5,059 |
| Issued or guaranteed by U.S. | $1,266,000 | 5,045 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $173,000 | 3,519 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $173,000 | 945 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $9,605,000 | 5,920 |
| Total debt securities | $9,605,000 | 6,572 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| 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 | $9,470,000 | 6,740 |
| U.S. Government securities | $9,272,000 | 5,962 |
| U.S. Treasury securities | $503,000 | 1,785 |
| U.S. Government agency obligations | $8,769,000 | 5,927 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $198,000 | 3,496 |
| Privately issued residential mortgage-backed securities | $198,000 | 866 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,178,000 | 3,337 |
| Mortgage-backed securities | $1,574,000 | 5,435 |
| Certificates of participation in pools of residential mortgages | $1,376,000 | 4,991 |
| Issued or guaranteed by U.S. | $1,376,000 | 4,973 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $198,000 | 3,535 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $198,000 | 753 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $9,470,000 | 5,984 |
| Total debt securities | $9,469,000 | 6,660 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| 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 | $9,212,000 | 6,709 |
| U.S. Government securities | $7,714,000 | 6,256 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $7,714,000 | 6,073 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $1,498,000 | 2,376 |
| Privately issued residential mortgage-backed securities | $241,000 | 908 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,257,000 | 2,178 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,947,000 | 3,303 |
| Mortgage-backed securities | $1,797,000 | 5,312 |
| Certificates of participation in pools of residential mortgages | $1,556,000 | 4,886 |
| Issued or guaranteed by U.S. | $1,556,000 | 4,867 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $241,000 | 3,567 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $241,000 | 796 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $9,212,000 | 5,942 |
| Total debt securities | $9,212,000 | 6,614 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| 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 | $9,307,000 | 6,658 |
| U.S. Government securities | $7,679,000 | 6,201 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $7,679,000 | 6,026 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $1,628,000 | 2,352 |
| Privately issued residential mortgage-backed securities | $355,000 | 883 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,273,000 | 2,237 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,792,000 | 3,293 |
| Mortgage-backed securities | $2,413,000 | 5,104 |
| Certificates of participation in pools of residential mortgages | $2,058,000 | 4,645 |
| Issued or guaranteed by U.S. | $2,058,000 | 4,628 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $355,000 | 3,606 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $355,000 | 779 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $9,307,000 | 5,893 |
| Total debt securities | $9,308,000 | 6,555 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $8,962,000 | 6,734 |
| U.S. Government securities | $7,204,000 | 6,389 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $7,204,000 | 6,210 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $1,758,000 | 2,316 |
| Privately issued residential mortgage-backed securities | $474,000 | 869 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,284,000 | 2,249 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,173,000 | 3,465 |
| Mortgage-backed securities | $3,032,000 | 4,869 |
| Certificates of participation in pools of residential mortgages | $2,558,000 | 4,391 |
| Issued or guaranteed by U.S. | $2,558,000 | 4,374 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $474,000 | 3,601 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $474,000 | 765 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $8,962,000 | 5,953 |
| Total debt securities | $8,962,000 | 6,634 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $9,049,000 | 6,738 |
| U.S. Government securities | $7,653,000 | 6,269 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $7,653,000 | 6,075 |
| Securities issued by states & political subdivisions | $103,000 | 6,595 |
| Other domestic debt securities | $1,293,000 | 2,610 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,293,000 | 2,280 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,847,000 | 3,536 |
| Mortgage-backed securities | $2,925,000 | 4,900 |
| Certificates of participation in pools of residential mortgages | $2,925,000 | 4,204 |
| Issued or guaranteed by U.S. | $2,925,000 | 4,190 |
| 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) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $9,049,000 | 5,937 |
| Total debt securities | $9,049,000 | 6,641 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $14,886,000 | 5,388 |
| U.S. Government securities | $8,907,000 | 5,810 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $8,907,000 | 5,582 |
| Securities issued by states & political subdivisions | $103,000 | 6,758 |
| Other domestic debt securities | $2,359,000 | 2,098 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $337,000 | 425 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,022,000 | 1,907 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $3,517,000 | 811 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,889,000 | 3,724 |
| Mortgage-backed securities | $4,947,000 | 3,998 |
| Certificates of participation in pools of residential mortgages | $3,680,000 | 3,592 |
| Issued or guaranteed by U.S. | $3,680,000 | 3,575 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,267,000 | 3,110 |
| CMOs issued by government agencies or sponsored agencies | $1,267,000 | 2,939 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $14,886,000 | 4,624 |
| Total debt securities | $11,369,000 | 6,068 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $16,058,000 | 5,363 |
| U.S. Government securities | $14,881,000 | 4,562 |
| U.S. Treasury securities | $1,014,000 | 2,566 |
| U.S. Government agency obligations | $13,867,000 | 4,488 |
| Securities issued by states & political subdivisions | $102,000 | 6,964 |
| Other domestic debt securities | $725,000 | 2,711 |
| 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 | $725,000 | 2,381 |
| Foreign debt securities | NA | NA |
| Equity securities | $350,000 | 4,640 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,678,000 | 5,283 |
| Mortgage-backed securities | $6,343,000 | 3,003 |
| Certificates of participation in pools of residential mortgages | $4,614,000 | 2,749 |
| Issued or guaranteed by U.S. | $4,614,000 | 2,730 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,729,000 | 2,412 |
| CMOs issued by government agencies or sponsored agencies | $1,729,000 | 2,272 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $16,058,000 | 4,417 |
| Total debt securities | $15,708,000 | 5,293 |
| 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 | $16,923,000 | 5,396 |
| U.S. Government securities | $16,472,000 | 4,460 |
| U.S. Treasury securities | $1,539,000 | 3,072 |
| U.S. Government agency obligations | $14,933,000 | 4,307 |
| Securities issued by states & political subdivisions | $101,000 | 7,306 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $350,000 | 4,507 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,160,000 | 4,550 |
| Mortgage-backed securities | $7,603,000 | 2,941 |
| Certificates of participation in pools of residential mortgages | $6,089,000 | 2,515 |
| Issued or guaranteed by U.S. | $6,089,000 | 2,504 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,514,000 | 2,678 |
| CMOs issued by government agencies or sponsored agencies | $1,514,000 | 2,538 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $16,923,000 | 4,370 |
| Total debt securities | $16,573,000 | 5,351 |
| 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 | $22,002,000 | 4,537 |
| U.S. Government securities | $21,133,000 | 3,738 |
| U.S. Treasury securities | $1,586,000 | 4,264 |
| U.S. Government agency obligations | $19,547,000 | 3,397 |
| Securities issued by states & political subdivisions | $669,000 | 6,276 |
| 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 | $200,000 | 5,434 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,394,000 | 4,606 |
| Mortgage-backed securities | $9,946,000 | 2,716 |
| Certificates of participation in pools of residential mortgages | $7,998,000 | 2,282 |
| Issued or guaranteed by U.S. | $7,998,000 | 2,268 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,948,000 | 2,671 |
| CMOs issued by government agencies or sponsored agencies | $1,948,000 | 2,542 |
| 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) | $669,000 | 5,695 |
| Available-for-sale securities (fair market value) | $21,333,000 | 3,613 |
| Total debt securities | $21,802,000 | 4,446 |
| 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 | $8,857,000 | 7,801 |
| U.S. Government securities | $8,006,000 | 7,256 |
| U.S. Treasury securities | $2,003,000 | 5,177 |
| U.S. Government agency obligations | $6,003,000 | 6,818 |
| Securities issued by states & political subdivisions | $669,000 | 6,414 |
| 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 | $182,000 | 5,556 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,883,000 | 5,102 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $669,000 | 6,610 |
| Available-for-sale securities (fair market value) | $8,188,000 | 6,300 |
| Total debt securities | $8,675,000 | 7,736 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $11,271,000 | 7,506 |
| U.S. Government securities | $10,552,000 | 6,802 |
| U.S. Treasury securities | $3,009,000 | 5,042 |
| U.S. Government agency obligations | $7,543,000 | 6,464 |
| Securities issued by states & political subdivisions | $719,000 | 6,608 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,731,000 | 4,271 |
| Mortgage-backed securities | $666,000 | 7,269 |
| Certificates of participation in pools of residential mortgages | $1,000 | 8,536 |
| Issued or guaranteed by U.S. | $1,000 | 8,506 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $665,000 | 4,213 |
| CMOs issued by government agencies or sponsored agencies | $665,000 | 4,060 |
| 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) | $719,000 | 7,246 |
| Available-for-sale securities (fair market value) | $10,552,000 | 5,826 |
| Total debt securities | $11,271,000 | 7,370 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $9,961,000 | 8,300 |
| U.S. Government securities | $9,142,000 | 7,659 |
| U.S. Treasury securities | $2,013,000 | 7,053 |
| U.S. Government agency obligations | $7,129,000 | 6,642 |
| Securities issued by states & political subdivisions | $819,000 | 6,677 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,964,000 | 6,005 |
| Mortgage-backed securities | $1,284,000 | 6,962 |
| Certificates of participation in pools of residential mortgages | $3,000 | 8,884 |
| Issued or guaranteed by U.S. | $3,000 | 8,848 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,281,000 | 3,985 |
| CMOs issued by government agencies or sponsored agencies | $1,281,000 | 3,827 |
| 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) | $819,000 | 7,530 |
| Available-for-sale securities (fair market value) | $9,142,000 | 6,409 |
| Total debt securities | $9,961,000 | 8,170 |
| Structured notes | ||
| Amortized cost | $1,400,000 | 2,197 |
| Fair value | $1,399,000 | 2,185 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $7,505,000 | 9,725 |
| U.S. Government securities | $6,825,000 | 9,217 |
| U.S. Treasury securities | $1,759,000 | 8,607 |
| U.S. Government agency obligations | $5,066,000 | 7,655 |
| Securities issued by states & political subdivisions | $680,000 | 7,262 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,869,000 | 7,245 |
| Mortgage-backed securities | $1,389,000 | 7,277 |
| Certificates of participation in pools of residential mortgages | $115,000 | 8,736 |
| Issued or guaranteed by U.S. | $115,000 | 8,707 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,274,000 | 4,228 |
| CMOs issued by government agencies or sponsored agencies | $1,274,000 | 4,044 |
| 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) | $880,000 | 10,842 |
| Available-for-sale securities (fair market value) | $6,625,000 | 6,060 |
| Total debt securities | $7,505,000 | 9,634 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $8,423,000 | 9,707 |
| U.S. Government securities | $7,759,000 | 9,002 |
| U.S. Treasury securities | $2,487,000 | 7,949 |
| U.S. Government agency obligations | $5,272,000 | 7,712 |
| Securities issued by states & political subdivisions | $664,000 | 7,481 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,803,000 | 7,288 |
| Mortgage-backed securities | $1,572,000 | 7,718 |
| Certificates of participation in pools of residential mortgages | $157,000 | 9,187 |
| Issued or guaranteed by U.S. | $157,000 | 9,134 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,415,000 | 4,545 |
| CMOs issued by government agencies or sponsored agencies | $1,415,000 | 4,332 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $8,423,000 | 9,547 |
| 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 | $9,190,000 | 9,497 |
| U.S. Government securities | $8,241,000 | 8,880 |
| U.S. Treasury securities | $2,523,000 | 8,076 |
| U.S. Government agency obligations | $5,718,000 | 7,550 |
| Securities issued by states & political subdivisions | $949,000 | 6,681 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,497,000 | 6,527 |
| Mortgage-backed securities | $2,704,000 | 7,006 |
| Certificates of participation in pools of residential mortgages | $275,000 | 9,228 |
| Issued or guaranteed by U.S. | $275,000 | 9,156 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,429,000 | 3,788 |
| CMOs issued by government agencies or sponsored agencies | $2,429,000 | 3,468 |
| 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 | $9,190,000 | 9,363 |
| 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 |