Home > The North Salem State Bank > Securities
The North Salem State Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $53,067,000 | 2,528 |
| U.S. Government securities | $31,767,000 | 2,403 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $31,767,000 | 2,093 |
| Securities issued by states & political subdivisions | $11,052,000 | 2,361 |
| Other domestic debt securities | $10,248,000 | 1,008 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $5,203,000 | 341 |
| Other domestic debt securities - All other | $5,045,000 | 956 |
| 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 | $3,729,000 | 3,470 |
| Mortgage-backed securities | $27,236,000 | 1,778 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,232,000 | 2,536 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,399,000 | 1,229 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,121,000 | 651 |
| Other commercial mortgage-backed securities | $9,484,000 | 529 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $53,067,000 | 2,312 |
| Total debt securities | $53,067,000 | 2,513 |
| 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 | $54,560,000 | 2,471 |
| U.S. Government securities | $33,762,000 | 2,326 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $33,762,000 | 2,024 |
| Securities issued by states & political subdivisions | $10,362,000 | 2,410 |
| Other domestic debt securities | $10,436,000 | 989 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $5,425,000 | 335 |
| Other domestic debt securities - All other | $5,011,000 | 955 |
| 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 | $983,000 | 3,772 |
| Mortgage-backed securities | $27,355,000 | 1,747 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,258,000 | 2,531 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,526,000 | 1,197 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,153,000 | 646 |
| Other commercial mortgage-backed securities | $9,418,000 | 519 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $54,560,000 | 2,248 |
| Total debt securities | $54,560,000 | 2,454 |
| 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 | $63,636,000 | 2,331 |
| U.S. Government securities | $37,401,000 | 2,250 |
| U.S. Treasury securities | $1,988,000 | 2,355 |
| U.S. Government agency obligations | $35,413,000 | 2,016 |
| Securities issued by states & political subdivisions | $14,086,000 | 2,189 |
| Other domestic debt securities | $12,149,000 | 921 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $6,974,000 | 291 |
| Other domestic debt securities - All other | $5,175,000 | 946 |
| 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 | $978,000 | 3,768 |
| Mortgage-backed securities | $28,932,000 | 1,735 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,628,000 | 2,521 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,087,000 | 1,163 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,398,000 | 627 |
| Other commercial mortgage-backed securities | $9,819,000 | 515 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $63,636,000 | 2,099 |
| Total debt securities | $63,630,000 | 2,317 |
| 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 | $67,132,000 | 2,350 |
| U.S. Government securities | $39,312,000 | 2,263 |
| U.S. Treasury securities | $1,983,000 | 2,429 |
| U.S. Government agency obligations | $37,329,000 | 1,968 |
| Securities issued by states & political subdivisions | $14,153,000 | 2,239 |
| Other domestic debt securities | $13,667,000 | 911 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $8,056,000 | 270 |
| Other domestic debt securities - All other | $5,611,000 | 952 |
| 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 | $990,000 | 3,760 |
| Mortgage-backed securities | $30,769,000 | 1,735 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,004,000 | 2,522 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,667,000 | 1,162 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,716,000 | 649 |
| Other commercial mortgage-backed securities | $10,382,000 | 515 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $67,132,000 | 2,105 |
| Total debt securities | $67,133,000 | 2,331 |
| 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 | $68,095,000 | 2,346 |
| U.S. Government securities | $39,915,000 | 2,268 |
| U.S. Treasury securities | $1,974,000 | 2,459 |
| U.S. Government agency obligations | $37,941,000 | 1,948 |
| Securities issued by states & political subdivisions | $14,090,000 | 2,281 |
| Other domestic debt securities | $14,090,000 | 914 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $8,514,000 | 286 |
| Other domestic debt securities - All other | $5,576,000 | 966 |
| 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 | $977,000 | 3,721 |
| Mortgage-backed securities | $31,379,000 | 1,731 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,172,000 | 2,529 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,932,000 | 1,161 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,735,000 | 640 |
| Other commercial mortgage-backed securities | $10,540,000 | 508 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $68,095,000 | 2,112 |
| Total debt securities | $68,094,000 | 2,331 |
| 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 | $60,436,000 | 2,515 |
| U.S. Government securities | $41,038,000 | 2,275 |
| U.S. Treasury securities | $1,975,000 | 2,488 |
| U.S. Government agency obligations | $39,063,000 | 1,940 |
| Securities issued by states & political subdivisions | $4,498,000 | 3,141 |
| Other domestic debt securities | $14,900,000 | 843 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $9,187,000 | 211 |
| Other domestic debt securities - All other | $5,713,000 | 948 |
| 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 | $971,000 | 3,733 |
| Mortgage-backed securities | $32,556,000 | 1,717 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,299,000 | 2,544 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,513,000 | 1,147 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,808,000 | 641 |
| Other commercial mortgage-backed securities | $10,936,000 | 521 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $60,436,000 | 2,282 |
| Total debt securities | $60,436,000 | 2,496 |
| 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 | $62,363,000 | 2,508 |
| U.S. Government securities | $43,132,000 | 2,233 |
| U.S. Treasury securities | $1,998,000 | 2,438 |
| U.S. Government agency obligations | $41,134,000 | 1,899 |
| Securities issued by states & political subdivisions | $4,989,000 | 3,143 |
| Other domestic debt securities | $13,119,000 | 872 |
| Privately issued residential mortgage-backed securities | $6,920,000 | 319 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $6,199,000 | 921 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,929,000 | 3,428 |
| Mortgage-backed securities | $41,054,000 | 1,554 |
| Certificates of participation in pools of residential mortgages | $6,921,000 | 2,575 |
| Issued or guaranteed by U.S. | $1,000 | 3,850 |
| Privately issued | $6,920,000 | 83 |
| Collaterized mortgage obligations | $10,853,000 | 1,167 |
| CMOs issued by government agencies or sponsored agencies | $10,853,000 | 1,097 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $23,280,000 | 563 |
| Commercial mortgage pass-through securities | $6,121,000 | 640 |
| Other commercial mortgage-backed securities | $17,159,000 | 458 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $61,240,000 | 2,326 |
| Total debt securities | $61,240,000 | 2,512 |
| 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 | $60,878,000 | 2,504 |
| U.S. Government securities | $44,373,000 | 2,138 |
| U.S. Treasury securities | $2,027,000 | 2,204 |
| U.S. Government agency obligations | $42,346,000 | 1,877 |
| Securities issued by states & political subdivisions | $4,112,000 | 3,251 |
| Other domestic debt securities | $9,849,000 | 979 |
| Privately issued residential mortgage-backed securities | $5,487,000 | 324 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $4,362,000 | 1,080 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,981,000 | 3,415 |
| Mortgage-backed securities | $40,713,000 | 1,584 |
| Certificates of participation in pools of residential mortgages | $5,488,000 | 2,752 |
| Issued or guaranteed by U.S. | $1,000 | 3,872 |
| Privately issued | $5,487,000 | 96 |
| Collaterized mortgage obligations | $12,428,000 | 1,092 |
| CMOs issued by government agencies or sponsored agencies | $12,428,000 | 1,030 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $22,797,000 | 571 |
| Commercial mortgage pass-through securities | $6,518,000 | 626 |
| Other commercial mortgage-backed securities | $16,279,000 | 467 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $58,334,000 | 2,383 |
| Total debt securities | $58,332,000 | 2,549 |
| 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 | $55,496,000 | 2,553 |
| U.S. Government securities | $37,346,000 | 2,199 |
| U.S. Treasury securities | $2,078,000 | 1,728 |
| U.S. Government agency obligations | $35,268,000 | 2,056 |
| Securities issued by states & political subdivisions | $2,770,000 | 3,503 |
| Other domestic debt securities | $7,527,000 | 1,086 |
| Privately issued residential mortgage-backed securities | $6,033,000 | 287 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,494,000 | 1,426 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,094,000 | 3,413 |
| Mortgage-backed securities | $33,693,000 | 1,745 |
| Certificates of participation in pools of residential mortgages | $6,041,000 | 2,685 |
| Issued or guaranteed by U.S. | $8,000 | 3,845 |
| Privately issued | $6,033,000 | 100 |
| Collaterized mortgage obligations | $11,523,000 | 1,099 |
| CMOs issued by government agencies or sponsored agencies | $11,523,000 | 1,056 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $16,129,000 | 698 |
| Commercial mortgage pass-through securities | $4,964,000 | 709 |
| Other commercial mortgage-backed securities | $11,165,000 | 558 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $47,643,000 | 2,582 |
| Total debt securities | $47,646,000 | 2,729 |
| 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 | $43,171,000 | 2,823 |
| U.S. Government securities | $24,692,000 | 2,626 |
| U.S. Treasury securities | $1,239,000 | 1,688 |
| U.S. Government agency obligations | $23,453,000 | 2,494 |
| Securities issued by states & political subdivisions | $1,547,000 | 3,726 |
| Other domestic debt securities | $5,835,000 | 1,160 |
| Privately issued residential mortgage-backed securities | $4,319,000 | 293 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,516,000 | 1,348 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,385,000 | 3,391 |
| Mortgage-backed securities | $22,092,000 | 2,109 |
| Certificates of participation in pools of residential mortgages | $4,328,000 | 2,919 |
| Issued or guaranteed by U.S. | $9,000 | 3,896 |
| Privately issued | $4,319,000 | 109 |
| Collaterized mortgage obligations | $8,873,000 | 1,251 |
| CMOs issued by government agencies or sponsored agencies | $8,873,000 | 1,206 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $8,891,000 | 919 |
| Commercial mortgage pass-through securities | $989,000 | 1,228 |
| Other commercial mortgage-backed securities | $7,902,000 | 656 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $32,074,000 | 3,002 |
| Total debt securities | $32,074,000 | 3,165 |
| 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 | $42,007,000 | 2,798 |
| U.S. Government securities | $20,207,000 | 2,819 |
| U.S. Treasury securities | $2,239,000 | 1,396 |
| U.S. Government agency obligations | $17,968,000 | 2,744 |
| Securities issued by states & political subdivisions | $1,555,000 | 3,746 |
| Other domestic debt securities | $3,940,000 | 1,294 |
| Privately issued residential mortgage-backed securities | $2,430,000 | 355 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $1,510,000 | 1,306 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,405,000 | 3,389 |
| Mortgage-backed securities | $18,396,000 | 2,240 |
| Certificates of participation in pools of residential mortgages | $2,440,000 | 3,206 |
| Issued or guaranteed by U.S. | $10,000 | 3,909 |
| Privately issued | $2,430,000 | 147 |
| Collaterized mortgage obligations | $9,010,000 | 1,179 |
| CMOs issued by government agencies or sponsored agencies | $9,010,000 | 1,145 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $6,946,000 | 1,012 |
| Commercial mortgage pass-through securities | $1,020,000 | 1,202 |
| Other commercial mortgage-backed securities | $5,926,000 | 717 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $25,702,000 | 3,181 |
| Total debt securities | $25,703,000 | 3,345 |
| 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 | $39,431,000 | 2,772 |
| U.S. Government securities | $11,331,000 | 3,310 |
| U.S. Treasury securities | $2,239,000 | 1,091 |
| U.S. Government agency obligations | $9,092,000 | 3,310 |
| Securities issued by states & political subdivisions | $2,034,000 | 3,660 |
| Other domestic debt securities | $1,447,000 | 1,638 |
| Privately issued residential mortgage-backed securities | $1,447,000 | 401 |
| 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 | $3,355,000 | 3,381 |
| Mortgage-backed securities | $9,534,000 | 2,779 |
| Certificates of participation in pools of residential mortgages | $1,458,000 | 3,399 |
| Issued or guaranteed by U.S. | $11,000 | 3,894 |
| Privately issued | $1,447,000 | 168 |
| Collaterized mortgage obligations | $5,996,000 | 1,394 |
| CMOs issued by government agencies or sponsored agencies | $5,996,000 | 1,349 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $2,080,000 | 1,443 |
| Commercial mortgage pass-through securities | $1,004,000 | 1,204 |
| Other commercial mortgage-backed securities | $1,076,000 | 1,123 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $14,812,000 | 3,582 |
| Total debt securities | $14,812,000 | 3,780 |
| 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 | $33,757,000 | 2,848 |
| U.S. Government securities | $3,377,000 | 4,009 |
| U.S. Treasury securities | $2,237,000 | 785 |
| U.S. Government agency obligations | $1,140,000 | 4,236 |
| Securities issued by states & political subdivisions | $2,722,000 | 3,522 |
| 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 | $3,991,000 | 3,282 |
| Mortgage-backed securities | $132,000 | 3,999 |
| Certificates of participation in pools of residential mortgages | $120,000 | 3,849 |
| Issued or guaranteed by U.S. | $120,000 | 3,779 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $12,000 | 2,836 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 2,779 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $6,099,000 | 4,075 |
| Total debt securities | $6,099,000 | 4,288 |
| 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 | $31,658,000 | 2,841 |
| U.S. Government securities | $28,151,000 | 2,074 |
| U.S. Treasury securities | $26,998,000 | 220 |
| U.S. Government agency obligations | $1,153,000 | 4,253 |
| Securities issued by states & political subdivisions | $2,733,000 | 3,474 |
| 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 | $2,765,000 | 3,516 |
| Mortgage-backed securities | $142,000 | 3,996 |
| Certificates of participation in pools of residential mortgages | $130,000 | 3,846 |
| Issued or guaranteed by U.S. | $130,000 | 3,774 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $12,000 | 2,838 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 2,782 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $30,884,000 | 2,683 |
| Total debt securities | $30,883,000 | 2,848 |
| 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 | $30,525,000 | 2,853 |
| U.S. Government securities | $24,184,000 | 2,275 |
| U.S. Treasury securities | $22,996,000 | 259 |
| U.S. Government agency obligations | $1,188,000 | 4,277 |
| Securities issued by states & political subdivisions | $3,593,000 | 3,286 |
| 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 | $2,100,000 | 3,677 |
| Mortgage-backed securities | $175,000 | 4,004 |
| Certificates of participation in pools of residential mortgages | $142,000 | 3,844 |
| Issued or guaranteed by U.S. | $142,000 | 3,775 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $33,000 | 2,814 |
| CMOs issued by government agencies or sponsored agencies | $33,000 | 2,768 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $27,777,000 | 2,768 |
| Total debt securities | $27,777,000 | 2,938 |
| 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 | $29,046,000 | 2,876 |
| U.S. Government securities | $2,053,000 | 4,313 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $2,053,000 | 4,175 |
| Securities issued by states & political subdivisions | $4,398,000 | 3,099 |
| 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 | $22,595,000 | 5 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,808,000 | 3,773 |
| Mortgage-backed securities | $190,000 | 4,029 |
| Certificates of participation in pools of residential mortgages | $149,000 | 3,870 |
| Issued or guaranteed by U.S. | $149,000 | 3,791 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $41,000 | 2,811 |
| CMOs issued by government agencies or sponsored agencies | $41,000 | 2,758 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $29,046,000 | 2,705 |
| Total debt securities | $6,452,000 | 4,288 |
| 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 | $28,615,000 | 2,920 |
| U.S. Government securities | $22,776,000 | 2,407 |
| U.S. Treasury securities | $17,474,000 | 311 |
| U.S. Government agency obligations | $5,302,000 | 3,756 |
| Securities issued by states & political subdivisions | $5,835,000 | 2,857 |
| 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 | $4,000 | 347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,313,000 | 3,729 |
| Mortgage-backed securities | $208,000 | 4,041 |
| Certificates of participation in pools of residential mortgages | $159,000 | 3,884 |
| Issued or guaranteed by U.S. | $159,000 | 3,816 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $49,000 | 2,823 |
| CMOs issued by government agencies or sponsored agencies | $49,000 | 2,770 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $28,615,000 | 2,735 |
| Total debt securities | $28,611,000 | 2,903 |
| 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 | $28,879,000 | 2,918 |
| U.S. Government securities | $21,619,000 | 2,504 |
| U.S. Treasury securities | $14,307,000 | 357 |
| U.S. Government agency obligations | $7,312,000 | 3,589 |
| Securities issued by states & political subdivisions | $7,229,000 | 2,659 |
| 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 | $31,000 | 357 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,328,000 | 3,394 |
| Mortgage-backed securities | $228,000 | 4,078 |
| Certificates of participation in pools of residential mortgages | $169,000 | 3,915 |
| Issued or guaranteed by U.S. | $169,000 | 3,842 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $59,000 | 2,836 |
| CMOs issued by government agencies or sponsored agencies | $59,000 | 2,782 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $28,879,000 | 2,716 |
| Total debt securities | $28,848,000 | 2,896 |
| 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 | $27,395,000 | 3,040 |
| U.S. Government securities | $19,639,000 | 2,670 |
| U.S. Treasury securities | $10,309,000 | 447 |
| U.S. Government agency obligations | $9,330,000 | 3,415 |
| Securities issued by states & political subdivisions | $7,746,000 | 2,649 |
| 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 | $10,000 | 445 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,344,000 | 3,434 |
| Mortgage-backed securities | $251,000 | 4,090 |
| Certificates of participation in pools of residential mortgages | $182,000 | 3,928 |
| Issued or guaranteed by U.S. | $182,000 | 3,862 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $69,000 | 2,831 |
| CMOs issued by government agencies or sponsored agencies | $69,000 | 2,773 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $27,395,000 | 2,821 |
| Total debt securities | $27,385,000 | 3,021 |
| 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 | $26,159,000 | 3,160 |
| U.S. Government securities | $9,293,000 | 3,613 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $9,293,000 | 3,443 |
| Securities issued by states & political subdivisions | $8,260,000 | 2,644 |
| 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 | $8,606,000 | 28 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,336,000 | 3,488 |
| Mortgage-backed securities | $277,000 | 4,117 |
| Certificates of participation in pools of residential mortgages | $196,000 | 3,959 |
| Issued or guaranteed by U.S. | $196,000 | 3,887 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $81,000 | 2,845 |
| CMOs issued by government agencies or sponsored agencies | $81,000 | 2,783 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $26,159,000 | 2,928 |
| Total debt securities | $17,553,000 | 3,663 |
| 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 | $24,351,000 | 3,284 |
| U.S. Government securities | $6,260,000 | 4,038 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $6,260,000 | 3,886 |
| Securities issued by states & political subdivisions | $9,865,000 | 2,513 |
| 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 | $8,226,000 | 71 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,863,000 | 3,825 |
| Mortgage-backed securities | $302,000 | 4,136 |
| Certificates of participation in pools of residential mortgages | $210,000 | 3,987 |
| Issued or guaranteed by U.S. | $210,000 | 3,930 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $92,000 | 2,850 |
| CMOs issued by government agencies or sponsored agencies | $92,000 | 2,792 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $24,351,000 | 3,040 |
| Total debt securities | $16,126,000 | 3,786 |
| 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 | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $23,335,000 | 3,366 |
| U.S. Government securities | $6,237,000 | 4,085 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $6,237,000 | 3,943 |
| Securities issued by states & political subdivisions | $10,387,000 | 2,465 |
| 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 | $6,711,000 | 84 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,877,000 | 3,865 |
| Mortgage-backed securities | $329,000 | 4,182 |
| Certificates of participation in pools of residential mortgages | $226,000 | 4,037 |
| Issued or guaranteed by U.S. | $226,000 | 4,016 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $103,000 | 2,849 |
| CMOs issued by government agencies or sponsored agencies | $103,000 | 2,787 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $23,335,000 | 3,110 |
| Total debt securities | $16,625,000 | 3,799 |
| 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 | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $22,212,000 | 3,495 |
| U.S. Government securities | $6,294,000 | 4,102 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $6,294,000 | 3,957 |
| Securities issued by states & political subdivisions | $10,573,000 | 2,496 |
| 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 | $5,345,000 | 102 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,915,000 | 3,887 |
| Mortgage-backed securities | $365,000 | 4,219 |
| Certificates of participation in pools of residential mortgages | $248,000 | 4,074 |
| Issued or guaranteed by U.S. | $248,000 | 3,939 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $117,000 | 2,863 |
| CMOs issued by government agencies or sponsored agencies | $117,000 | 2,793 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $22,212,000 | 3,222 |
| Total debt securities | $16,867,000 | 3,826 |
| 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 | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $18,535,000 | 3,773 |
| U.S. Government securities | $6,947,000 | 4,064 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $6,947,000 | 3,920 |
| Securities issued by states & political subdivisions | $11,586,000 | 2,436 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $2,000 | 764 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,594,000 | 4,004 |
| Mortgage-backed securities | $406,000 | 4,245 |
| Certificates of participation in pools of residential mortgages | $275,000 | 4,100 |
| Issued or guaranteed by U.S. | $275,000 | 4,093 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $131,000 | 2,853 |
| CMOs issued by government agencies or sponsored agencies | $131,000 | 2,782 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $18,535,000 | 3,494 |
| Total debt securities | $18,532,000 | 3,752 |
| 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 | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $20,936,000 | 3,666 |
| U.S. Government securities | $7,286,000 | 4,059 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $7,286,000 | 3,920 |
| Securities issued by states & political subdivisions | $13,650,000 | 2,301 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,346,000 | 3,887 |
| Mortgage-backed securities | $459,000 | 4,263 |
| Certificates of participation in pools of residential mortgages | $311,000 | 4,123 |
| Issued or guaranteed by U.S. | $311,000 | 4,118 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $148,000 | 2,850 |
| CMOs issued by government agencies or sponsored agencies | $148,000 | 2,775 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $20,936,000 | 3,380 |
| Total debt securities | $20,937,000 | 3,641 |
| 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 | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $21,950,000 | 3,644 |
| U.S. Government securities | $7,871,000 | 4,032 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $7,871,000 | 3,895 |
| Securities issued by states & political subdivisions | $14,079,000 | 2,299 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,932,000 | 3,836 |
| Mortgage-backed securities | $511,000 | 4,286 |
| Certificates of participation in pools of residential mortgages | $346,000 | 4,164 |
| Issued or guaranteed by U.S. | $346,000 | 4,160 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $165,000 | 2,857 |
| CMOs issued by government agencies or sponsored agencies | $165,000 | 2,785 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $21,950,000 | 3,352 |
| Total debt securities | $21,950,000 | 3,619 |
| 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 | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $21,656,000 | 3,716 |
| U.S. Government securities | $7,173,000 | 4,171 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $7,173,000 | 4,039 |
| Securities issued by states & political subdivisions | $14,483,000 | 2,288 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,973,000 | 3,854 |
| Mortgage-backed securities | $562,000 | 4,310 |
| Certificates of participation in pools of residential mortgages | $378,000 | 4,176 |
| Issued or guaranteed by U.S. | $378,000 | 4,171 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $184,000 | 2,878 |
| CMOs issued by government agencies or sponsored agencies | $184,000 | 2,797 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $21,656,000 | 3,417 |
| Total debt securities | $21,656,000 | 3,693 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $20,453,000 | 3,813 |
| U.S. Government securities | $5,368,000 | 4,509 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $5,368,000 | 4,381 |
| Securities issued by states & political subdivisions | $15,085,000 | 2,226 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,017,000 | 3,882 |
| Mortgage-backed securities | $620,000 | 4,350 |
| Certificates of participation in pools of residential mortgages | $415,000 | 4,225 |
| Issued or guaranteed by U.S. | $415,000 | 4,221 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $205,000 | 2,902 |
| CMOs issued by government agencies or sponsored agencies | $205,000 | 2,820 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $20,453,000 | 3,515 |
| Total debt securities | $20,453,000 | 3,790 |
| Structured notes | ||
| Amortized cost | $500,000 | 851 |
| Fair value | $500,000 | 853 |
| 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 | $22,170,000 | 3,725 |
| U.S. Government securities | $6,013,000 | 4,431 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,013,000 | 4,305 |
| Securities issued by states & political subdivisions | $16,157,000 | 2,153 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,828,000 | 3,948 |
| Mortgage-backed securities | $682,000 | 4,356 |
| Certificates of participation in pools of residential mortgages | $456,000 | 4,237 |
| Issued or guaranteed by U.S. | $456,000 | 4,231 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $226,000 | 2,896 |
| CMOs issued by government agencies or sponsored agencies | $226,000 | 2,801 |
| 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) | $22,170,000 | 3,419 |
| Total debt securities | $22,170,000 | 3,699 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 618 |
| Fair value | $1,095,000 | 614 |
| 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 | $22,715,000 | 3,682 |
| U.S. Government securities | $6,168,000 | 4,433 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $6,168,000 | 4,310 |
| Securities issued by states & political subdivisions | $16,547,000 | 2,142 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,919,000 | 3,988 |
| Mortgage-backed securities | $764,000 | 4,379 |
| Certificates of participation in pools of residential mortgages | $517,000 | 4,241 |
| Issued or guaranteed by U.S. | $517,000 | 4,237 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $247,000 | 2,912 |
| CMOs issued by government agencies or sponsored agencies | $247,000 | 2,823 |
| 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) | $22,715,000 | 3,386 |
| Total debt securities | $22,715,000 | 3,652 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 606 |
| Fair value | $1,101,000 | 606 |
| 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 | $22,039,000 | 3,787 |
| U.S. Government securities | $5,277,000 | 4,644 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $5,277,000 | 4,521 |
| Securities issued by states & political subdivisions | $16,762,000 | 2,132 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,017,000 | 4,024 |
| Mortgage-backed securities | $870,000 | 4,404 |
| Certificates of participation in pools of residential mortgages | $602,000 | 4,256 |
| Issued or guaranteed by U.S. | $602,000 | 4,251 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $268,000 | 2,931 |
| CMOs issued by government agencies or sponsored agencies | $268,000 | 2,830 |
| 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) | $22,039,000 | 3,482 |
| Total debt securities | $22,039,000 | 3,756 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 708 |
| Fair value | $1,100,000 | 707 |
| 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 | $22,649,000 | 3,806 |
| U.S. Government securities | $5,797,000 | 4,656 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $5,797,000 | 4,543 |
| Securities issued by states & political subdivisions | $16,852,000 | 2,090 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,525,000 | 3,962 |
| Mortgage-backed securities | $945,000 | 4,409 |
| Certificates of participation in pools of residential mortgages | $654,000 | 4,267 |
| Issued or guaranteed by U.S. | $654,000 | 4,263 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $291,000 | 2,947 |
| CMOs issued by government agencies or sponsored agencies | $291,000 | 2,852 |
| 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) | $22,649,000 | 3,480 |
| Total debt securities | $22,649,000 | 3,781 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 814 |
| Fair value | $1,250,000 | 815 |
| 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 | $23,127,000 | 3,801 |
| U.S. Government securities | $4,855,000 | 4,877 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,855,000 | 4,761 |
| Securities issued by states & political subdivisions | $18,087,000 | 2,013 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $185,000 | 771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,567,000 | 4,003 |
| Mortgage-backed securities | $1,014,000 | 4,403 |
| Certificates of participation in pools of residential mortgages | $703,000 | 4,274 |
| Issued or guaranteed by U.S. | $703,000 | 4,271 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $311,000 | 2,965 |
| CMOs issued by government agencies or sponsored agencies | $311,000 | 2,873 |
| 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) | $23,127,000 | 3,479 |
| Total debt securities | $22,942,000 | 3,790 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,171 |
| Fair value | $750,000 | 1,174 |
| 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 | $24,726,000 | 3,745 |
| U.S. Government securities | $5,468,000 | 4,883 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $5,468,000 | 4,769 |
| Securities issued by states & political subdivisions | $19,258,000 | 1,911 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,649,000 | 4,021 |
| Mortgage-backed securities | $1,110,000 | 4,436 |
| Certificates of participation in pools of residential mortgages | $769,000 | 4,307 |
| Issued or guaranteed by U.S. | $769,000 | 4,302 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $341,000 | 2,999 |
| CMOs issued by government agencies or sponsored agencies | $341,000 | 2,905 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $24,726,000 | 3,421 |
| Total debt securities | $24,726,000 | 3,721 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,328 |
| Fair value | $751,000 | 1,331 |
| 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 | $27,003,000 | 3,669 |
| U.S. Government securities | $6,048,000 | 4,896 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $6,048,000 | 4,782 |
| Securities issued by states & political subdivisions | $19,709,000 | 1,862 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $1,246,000 | 507 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,709,000 | 4,061 |
| Mortgage-backed securities | $1,204,000 | 4,492 |
| Certificates of participation in pools of residential mortgages | $837,000 | 4,358 |
| Issued or guaranteed by U.S. | $837,000 | 4,354 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $367,000 | 3,028 |
| CMOs issued by government agencies or sponsored agencies | $367,000 | 2,934 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $27,003,000 | 3,361 |
| Total debt securities | $25,757,000 | 3,721 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,478 |
| Fair value | $748,000 | 1,481 |
| 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 | $29,561,000 | 3,559 |
| U.S. Government securities | $7,649,000 | 4,732 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $7,649,000 | 4,621 |
| Securities issued by states & political subdivisions | $21,912,000 | 1,695 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,050,000 | 4,041 |
| Mortgage-backed securities | $1,317,000 | 4,523 |
| Certificates of participation in pools of residential mortgages | $923,000 | 4,378 |
| Issued or guaranteed by U.S. | $923,000 | 4,372 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $394,000 | 3,046 |
| CMOs issued by government agencies or sponsored agencies | $394,000 | 2,947 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $29,561,000 | 3,250 |
| Total debt securities | $29,561,000 | 3,533 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $31,126,000 | 3,480 |
| U.S. Government securities | $6,763,000 | 4,931 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $6,763,000 | 4,813 |
| Securities issued by states & political subdivisions | $24,363,000 | 1,551 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,396,000 | 3,827 |
| Mortgage-backed securities | $1,440,000 | 4,572 |
| Certificates of participation in pools of residential mortgages | $1,020,000 | 4,409 |
| Issued or guaranteed by U.S. | $1,020,000 | 4,402 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $420,000 | 3,088 |
| CMOs issued by government agencies or sponsored agencies | $420,000 | 2,990 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $31,126,000 | 3,177 |
| Total debt securities | $31,126,000 | 3,454 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $32,034,000 | 3,507 |
| U.S. Government securities | $7,546,000 | 4,910 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $7,546,000 | 4,802 |
| Securities issued by states & political subdivisions | $24,488,000 | 1,549 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,303,000 | 4,322 |
| Mortgage-backed securities | $1,546,000 | 4,619 |
| Certificates of participation in pools of residential mortgages | $1,094,000 | 4,472 |
| Issued or guaranteed by U.S. | $1,094,000 | 4,469 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $452,000 | 3,118 |
| CMOs issued by government agencies or sponsored agencies | $452,000 | 3,005 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $32,034,000 | 3,203 |
| Total debt securities | $32,034,000 | 3,482 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $33,592,000 | 3,465 |
| U.S. Government securities | $8,637,000 | 4,789 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $8,637,000 | 4,680 |
| Securities issued by states & political subdivisions | $24,955,000 | 1,536 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,437,000 | 4,342 |
| Mortgage-backed securities | $1,717,000 | 4,635 |
| Certificates of participation in pools of residential mortgages | $1,233,000 | 4,464 |
| Issued or guaranteed by U.S. | $1,233,000 | 4,462 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $484,000 | 3,127 |
| CMOs issued by government agencies or sponsored agencies | $484,000 | 3,020 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $33,592,000 | 3,158 |
| Total debt securities | $33,592,000 | 3,437 |
| 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 | $33,196,000 | 3,501 |
| U.S. Government securities | $8,241,000 | 4,893 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $8,241,000 | 4,790 |
| Securities issued by states & political subdivisions | $24,955,000 | 1,524 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,009,000 | 4,209 |
| Mortgage-backed securities | $1,834,000 | 4,640 |
| Certificates of participation in pools of residential mortgages | $1,314,000 | 4,469 |
| Issued or guaranteed by U.S. | $1,314,000 | 4,465 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $520,000 | 3,133 |
| CMOs issued by government agencies or sponsored agencies | $520,000 | 3,026 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $33,196,000 | 3,194 |
| Total debt securities | $33,196,000 | 3,475 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $33,463,000 | 3,480 |
| U.S. Government securities | $8,822,000 | 4,795 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,822,000 | 4,705 |
| Securities issued by states & political subdivisions | $24,641,000 | 1,538 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,614,000 | 4,564 |
| Mortgage-backed securities | $1,971,000 | 4,637 |
| Certificates of participation in pools of residential mortgages | $1,407,000 | 4,462 |
| Issued or guaranteed by U.S. | $1,407,000 | 4,456 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $564,000 | 3,109 |
| CMOs issued by government agencies or sponsored agencies | $564,000 | 2,994 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $33,463,000 | 3,188 |
| Total debt securities | $33,463,000 | 3,451 |
| 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 | $33,915,000 | 3,457 |
| U.S. Government securities | $9,947,000 | 4,672 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,947,000 | 4,570 |
| Securities issued by states & political subdivisions | $23,968,000 | 1,585 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,734,000 | 4,594 |
| Mortgage-backed securities | $2,147,000 | 4,626 |
| Certificates of participation in pools of residential mortgages | $1,543,000 | 4,445 |
| Issued or guaranteed by U.S. | $1,543,000 | 4,440 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $604,000 | 3,119 |
| CMOs issued by government agencies or sponsored agencies | $604,000 | 2,998 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $33,915,000 | 3,177 |
| Total debt securities | $33,915,000 | 3,425 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $33,144,000 | 3,498 |
| U.S. Government securities | $8,155,000 | 4,940 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $8,155,000 | 4,835 |
| Securities issued by states & political subdivisions | $24,989,000 | 1,506 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,927,000 | 4,546 |
| Mortgage-backed securities | $2,376,000 | 4,581 |
| Certificates of participation in pools of residential mortgages | $1,716,000 | 4,361 |
| Issued or guaranteed by U.S. | $1,716,000 | 4,357 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $660,000 | 3,116 |
| CMOs issued by government agencies or sponsored agencies | $660,000 | 2,991 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $33,144,000 | 3,222 |
| Total debt securities | $33,144,000 | 3,456 |
| 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 | $34,536,000 | 3,452 |
| U.S. Government securities | $7,625,000 | 5,081 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $7,625,000 | 4,972 |
| Securities issued by states & political subdivisions | $26,192,000 | 1,427 |
| Other domestic debt securities | $719,000 | 2,169 |
| Privately issued residential mortgage-backed securities | $719,000 | 598 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,036,000 | 4,553 |
| Mortgage-backed securities | $2,636,000 | 4,573 |
| Certificates of participation in pools of residential mortgages | $1,917,000 | 4,315 |
| Issued or guaranteed by U.S. | $1,917,000 | 4,312 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $719,000 | 3,131 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $719,000 | 577 |
| 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) | $34,536,000 | 3,201 |
| Total debt securities | $34,536,000 | 3,418 |
| 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 | $34,677,000 | 3,385 |
| U.S. Government securities | $7,566,000 | 5,082 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $7,566,000 | 4,982 |
| Securities issued by states & political subdivisions | $27,111,000 | 1,338 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,390,000 | 4,433 |
| Mortgage-backed securities | $3,057,000 | 4,498 |
| Certificates of participation in pools of residential mortgages | $2,277,000 | 4,227 |
| Issued or guaranteed by U.S. | $2,277,000 | 4,226 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $780,000 | 3,146 |
| CMOs issued by government agencies or sponsored agencies | $780,000 | 3,004 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $34,677,000 | 3,134 |
| Total debt securities | $34,677,000 | 3,354 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $35,294,000 | 3,393 |
| U.S. Government securities | $8,403,000 | 5,039 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $8,403,000 | 4,944 |
| Securities issued by states & political subdivisions | $26,891,000 | 1,329 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,808,000 | 4,395 |
| Mortgage-backed securities | $3,388,000 | 4,543 |
| Certificates of participation in pools of residential mortgages | $2,552,000 | 4,285 |
| Issued or guaranteed by U.S. | $2,552,000 | 4,284 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $836,000 | 3,212 |
| CMOs issued by government agencies or sponsored agencies | $836,000 | 3,064 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $35,294,000 | 3,135 |
| Total debt securities | $35,295,000 | 3,367 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $35,590,000 | 3,377 |
| U.S. Government securities | $8,735,000 | 5,084 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $8,735,000 | 4,994 |
| Securities issued by states & political subdivisions | $26,855,000 | 1,299 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,693,000 | 4,456 |
| Mortgage-backed securities | $3,722,000 | 4,517 |
| Certificates of participation in pools of residential mortgages | $2,811,000 | 4,246 |
| Issued or guaranteed by U.S. | $2,811,000 | 4,245 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $911,000 | 3,187 |
| CMOs issued by government agencies or sponsored agencies | $911,000 | 3,034 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $35,590,000 | 3,126 |
| Total debt securities | $35,588,000 | 3,355 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $34,895,000 | 3,446 |
| U.S. Government securities | $9,560,000 | 5,066 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $9,560,000 | 4,966 |
| Securities issued by states & political subdivisions | $24,334,000 | 1,353 |
| Other domestic debt securities | $1,001,000 | 2,027 |
| Privately issued residential mortgage-backed securities | $1,001,000 | 697 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,803,000 | 4,449 |
| Mortgage-backed securities | $4,045,000 | 4,468 |
| Certificates of participation in pools of residential mortgages | $3,044,000 | 4,194 |
| Issued or guaranteed by U.S. | $3,044,000 | 4,190 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,001,000 | 3,164 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $1,001,000 | 675 |
| 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) | $34,895,000 | 3,187 |
| Total debt securities | $34,895,000 | 3,420 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $37,660,000 | 3,196 |
| U.S. Government securities | $13,433,000 | 4,415 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $13,433,000 | 4,324 |
| Securities issued by states & political subdivisions | $24,227,000 | 1,327 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,331,000 | 4,368 |
| Mortgage-backed securities | $4,397,000 | 4,339 |
| Certificates of participation in pools of residential mortgages | $3,305,000 | 4,041 |
| Issued or guaranteed by U.S. | $3,305,000 | 4,036 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,092,000 | 3,072 |
| CMOs issued by government agencies or sponsored agencies | $1,092,000 | 2,828 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $37,660,000 | 2,930 |
| Total debt securities | $37,660,000 | 3,175 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $36,318,000 | 3,207 |
| U.S. Government securities | $13,384,000 | 4,394 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $13,384,000 | 4,297 |
| Securities issued by states & political subdivisions | $22,934,000 | 1,358 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,475,000 | 4,348 |
| Mortgage-backed securities | $4,828,000 | 4,231 |
| Certificates of participation in pools of residential mortgages | $3,645,000 | 3,894 |
| Issued or guaranteed by U.S. | $3,645,000 | 3,882 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,183,000 | 3,036 |
| CMOs issued by government agencies or sponsored agencies | $1,183,000 | 2,799 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $36,318,000 | 2,934 |
| Total debt securities | $36,319,000 | 3,183 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $34,822,000 | 3,318 |
| U.S. Government securities | $12,637,000 | 4,626 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $12,637,000 | 4,509 |
| Securities issued by states & political subdivisions | $22,185,000 | 1,349 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,633,000 | 4,334 |
| Mortgage-backed securities | $5,194,000 | 4,115 |
| Certificates of participation in pools of residential mortgages | $3,931,000 | 3,795 |
| Issued or guaranteed by U.S. | $3,931,000 | 3,782 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,263,000 | 2,962 |
| CMOs issued by government agencies or sponsored agencies | $1,263,000 | 2,716 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $34,822,000 | 3,031 |
| Total debt securities | $34,823,000 | 3,292 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,790 |
| Fair value | $2,509,000 | 1,792 |
| 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 | $33,686,000 | 3,353 |
| U.S. Government securities | $11,719,000 | 4,748 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $11,719,000 | 4,627 |
| Securities issued by states & political subdivisions | $21,967,000 | 1,335 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,457,000 | 3,130 |
| Mortgage-backed securities | $5,401,000 | 4,007 |
| Certificates of participation in pools of residential mortgages | $4,046,000 | 3,689 |
| Issued or guaranteed by U.S. | $4,046,000 | 3,680 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,355,000 | 2,884 |
| CMOs issued by government agencies or sponsored agencies | $1,355,000 | 2,627 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $33,686,000 | 3,070 |
| Total debt securities | $33,686,000 | 3,325 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 1,328 |
| Fair value | $4,510,000 | 1,323 |
| 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 | $33,128,000 | 3,274 |
| U.S. Government securities | $14,721,000 | 4,095 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $14,721,000 | 3,985 |
| Securities issued by states & political subdivisions | $18,407,000 | 1,532 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,534,000 | 3,083 |
| Mortgage-backed securities | $6,073,000 | 3,792 |
| Certificates of participation in pools of residential mortgages | $4,543,000 | 3,460 |
| Issued or guaranteed by U.S. | $4,543,000 | 3,453 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,530,000 | 2,790 |
| CMOs issued by government agencies or sponsored agencies | $1,530,000 | 2,526 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $33,128,000 | 2,997 |
| Total debt securities | $33,128,000 | 3,248 |
| Structured notes | ||
| Amortized cost | $5,499,000 | 1,056 |
| Fair value | $5,526,000 | 1,032 |
| 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 | $34,430,000 | 3,187 |
| U.S. Government securities | $20,683,000 | 3,354 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $20,683,000 | 3,260 |
| Securities issued by states & political subdivisions | $13,747,000 | 1,892 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,918,000 | 3,068 |
| Mortgage-backed securities | $7,445,000 | 3,530 |
| Certificates of participation in pools of residential mortgages | $5,573,000 | 3,186 |
| Issued or guaranteed by U.S. | $5,573,000 | 3,179 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,872,000 | 2,642 |
| CMOs issued by government agencies or sponsored agencies | $1,872,000 | 2,388 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $34,430,000 | 2,893 |
| Total debt securities | $34,426,000 | 3,158 |
| Structured notes | ||
| Amortized cost | $7,749,000 | 794 |
| Fair value | $7,790,000 | 795 |
| 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 | $33,164,000 | 3,258 |
| U.S. Government securities | $20,556,000 | 3,435 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $20,556,000 | 3,348 |
| Securities issued by states & political subdivisions | $12,608,000 | 1,941 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,691,000 | 2,980 |
| Mortgage-backed securities | $7,088,000 | 3,599 |
| Certificates of participation in pools of residential mortgages | $6,551,000 | 3,004 |
| Issued or guaranteed by U.S. | $6,551,000 | 2,996 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $537,000 | 3,168 |
| CMOs issued by government agencies or sponsored agencies | $537,000 | 2,851 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $33,164,000 | 2,942 |
| Total debt securities | $33,164,000 | 3,223 |
| Structured notes | ||
| Amortized cost | $6,012,000 | 1,015 |
| Fair value | $6,038,000 | 1,027 |
| 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 | $34,705,000 | 3,179 |
| U.S. Government securities | $21,605,000 | 3,392 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $21,605,000 | 3,303 |
| Securities issued by states & political subdivisions | $13,100,000 | 1,857 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,351,000 | 2,854 |
| Mortgage-backed securities | $7,863,000 | 3,527 |
| Certificates of participation in pools of residential mortgages | $7,204,000 | 2,958 |
| Issued or guaranteed by U.S. | $7,204,000 | 2,950 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $659,000 | 3,082 |
| CMOs issued by government agencies or sponsored agencies | $659,000 | 2,745 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $34,705,000 | 2,863 |
| Total debt securities | $34,705,000 | 3,150 |
| Structured notes | ||
| Amortized cost | $5,248,000 | 929 |
| Fair value | $5,256,000 | 928 |
| 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 | $34,006,000 | 3,203 |
| U.S. Government securities | $21,980,000 | 3,317 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $21,980,000 | 3,243 |
| Securities issued by states & political subdivisions | $12,026,000 | 1,990 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,753,000 | 2,828 |
| Mortgage-backed securities | $8,663,000 | 3,456 |
| Certificates of participation in pools of residential mortgages | $7,827,000 | 2,911 |
| Issued or guaranteed by U.S. | $7,827,000 | 2,903 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $836,000 | 2,977 |
| CMOs issued by government agencies or sponsored agencies | $836,000 | 2,634 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $34,006,000 | 2,884 |
| Total debt securities | $34,006,000 | 3,168 |
| Structured notes | ||
| Amortized cost | $5,248,000 | 754 |
| Fair value | $5,238,000 | 751 |
| 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 | $32,368,000 | 3,317 |
| U.S. Government securities | $21,343,000 | 3,353 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $21,343,000 | 3,283 |
| Securities issued by states & political subdivisions | $11,025,000 | 2,112 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,723,000 | 2,699 |
| Mortgage-backed securities | $12,210,000 | 3,044 |
| Certificates of participation in pools of residential mortgages | $11,263,000 | 2,500 |
| Issued or guaranteed by U.S. | $11,263,000 | 2,491 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $947,000 | 2,914 |
| CMOs issued by government agencies or sponsored agencies | $947,000 | 2,560 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $32,368,000 | 2,985 |
| Total debt securities | $32,368,000 | 3,279 |
| Structured notes | ||
| Amortized cost | $4,803,000 | 604 |
| Fair value | $4,815,000 | 600 |
| 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 | $33,059,000 | 3,213 |
| U.S. Government securities | $21,596,000 | 3,299 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $21,596,000 | 3,232 |
| Securities issued by states & political subdivisions | $11,463,000 | 2,022 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,743,000 | 2,712 |
| Mortgage-backed securities | $13,269,000 | 2,949 |
| Certificates of participation in pools of residential mortgages | $12,250,000 | 2,425 |
| Issued or guaranteed by U.S. | $12,250,000 | 2,415 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,019,000 | 2,868 |
| CMOs issued by government agencies or sponsored agencies | $1,019,000 | 2,496 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $33,059,000 | 2,880 |
| Total debt securities | $33,060,000 | 3,178 |
| Structured notes | ||
| Amortized cost | $4,061,000 | 417 |
| Fair value | $4,035,000 | 418 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $30,430,000 | 3,435 |
| U.S. Government securities | $18,252,000 | 3,736 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $18,252,000 | 3,657 |
| Securities issued by states & political subdivisions | $12,178,000 | 1,836 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,504,000 | 2,677 |
| Mortgage-backed securities | $15,517,000 | 2,773 |
| Certificates of participation in pools of residential mortgages | $14,443,000 | 2,235 |
| Issued or guaranteed by U.S. | $14,443,000 | 2,221 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,074,000 | 2,873 |
| CMOs issued by government agencies or sponsored agencies | $1,074,000 | 2,491 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $30,430,000 | 3,061 |
| Total debt securities | $30,431,000 | 3,406 |
| Structured notes | ||
| Amortized cost | $879,000 | 1,093 |
| Fair value | $903,000 | 1,073 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $30,368,000 | 3,426 |
| U.S. Government securities | $17,915,000 | 3,819 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $17,915,000 | 3,744 |
| Securities issued by states & political subdivisions | $12,453,000 | 1,757 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,253,000 | 2,630 |
| Mortgage-backed securities | $15,162,000 | 2,756 |
| Certificates of participation in pools of residential mortgages | $14,054,000 | 2,245 |
| Issued or guaranteed by U.S. | $14,054,000 | 2,235 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,108,000 | 2,788 |
| CMOs issued by government agencies or sponsored agencies | $1,108,000 | 2,447 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $30,368,000 | 3,049 |
| Total debt securities | $30,368,000 | 3,391 |
| Structured notes | ||
| Amortized cost | $919,000 | 1,133 |
| Fair value | $935,000 | 1,117 |
| 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 | $30,107,000 | 3,384 |
| U.S. Government securities | $17,301,000 | 3,858 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $17,301,000 | 3,781 |
| Securities issued by states & political subdivisions | $12,806,000 | 1,694 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,604,000 | 2,568 |
| Mortgage-backed securities | $14,559,000 | 2,729 |
| Certificates of participation in pools of residential mortgages | $13,767,000 | 2,199 |
| Issued or guaranteed by U.S. | $13,767,000 | 2,187 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $792,000 | 2,907 |
| CMOs issued by government agencies or sponsored agencies | $792,000 | 2,573 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $30,107,000 | 3,000 |
| Total debt securities | $30,107,000 | 3,350 |
| Structured notes | ||
| Amortized cost | $940,000 | 1,093 |
| Fair value | $956,000 | 1,071 |
| 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 | $29,827,000 | 3,467 |
| U.S. Government securities | $16,539,000 | 4,003 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $16,539,000 | 3,940 |
| Securities issued by states & political subdivisions | $13,288,000 | 1,661 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,103,000 | 3,221 |
| Mortgage-backed securities | $12,820,000 | 2,865 |
| Certificates of participation in pools of residential mortgages | $12,024,000 | 2,370 |
| Issued or guaranteed by U.S. | $12,024,000 | 2,358 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $796,000 | 2,916 |
| CMOs issued by government agencies or sponsored agencies | $796,000 | 2,585 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $29,827,000 | 3,074 |
| Total debt securities | $29,828,000 | 3,420 |
| Structured notes | ||
| Amortized cost | $967,000 | 1,141 |
| Fair value | $962,000 | 1,133 |
| 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 | $31,012,000 | 3,365 |
| U.S. Government securities | $17,063,000 | 3,924 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $17,063,000 | 3,858 |
| Securities issued by states & political subdivisions | $13,949,000 | 1,601 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,569,000 | 4,052 |
| Mortgage-backed securities | $12,191,000 | 2,868 |
| Certificates of participation in pools of residential mortgages | $11,356,000 | 2,368 |
| Issued or guaranteed by U.S. | $11,356,000 | 2,357 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $835,000 | 2,884 |
| CMOs issued by government agencies or sponsored agencies | $835,000 | 2,549 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $31,012,000 | 2,989 |
| Total debt securities | $31,012,000 | 3,314 |
| Structured notes | ||
| Amortized cost | $1,007,000 | 1,049 |
| Fair value | $1,022,000 | 1,073 |
| 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 | $31,286,000 | 3,351 |
| U.S. Government securities | $17,216,000 | 3,968 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $17,216,000 | 3,884 |
| Securities issued by states & political subdivisions | $14,070,000 | 1,568 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,534,000 | 4,110 |
| Mortgage-backed securities | $12,372,000 | 2,604 |
| Certificates of participation in pools of residential mortgages | $11,530,000 | 2,115 |
| Issued or guaranteed by U.S. | $11,530,000 | 2,103 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $842,000 | 2,753 |
| CMOs issued by government agencies or sponsored agencies | $842,000 | 2,443 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $31,286,000 | 2,956 |
| Total debt securities | $31,136,000 | 3,316 |
| Structured notes | ||
| Amortized cost | $1,039,000 | 1,483 |
| Fair value | $1,037,000 | 1,487 |
| 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 | $29,414,000 | 3,497 |
| U.S. Government securities | $15,307,000 | 4,312 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $15,307,000 | 4,221 |
| Securities issued by states & political subdivisions | $14,107,000 | 1,520 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,726,000 | 3,848 |
| Mortgage-backed securities | $10,978,000 | 2,596 |
| Certificates of participation in pools of residential mortgages | $10,131,000 | 2,120 |
| Issued or guaranteed by U.S. | $10,131,000 | 2,111 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $847,000 | 2,698 |
| CMOs issued by government agencies or sponsored agencies | $847,000 | 2,396 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $29,414,000 | 3,077 |
| Total debt securities | $29,264,000 | 3,467 |
| Structured notes | ||
| Amortized cost | $1,067,000 | 1,675 |
| Fair value | $1,049,000 | 1,681 |
| 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 | $28,807,000 | 3,512 |
| U.S. Government securities | $15,227,000 | 4,360 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $15,227,000 | 4,251 |
| Securities issued by states & political subdivisions | $13,580,000 | 1,549 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,944,000 | 4,030 |
| Mortgage-backed securities | $10,926,000 | 2,553 |
| Certificates of participation in pools of residential mortgages | $10,060,000 | 2,054 |
| Issued or guaranteed by U.S. | $10,060,000 | 2,047 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $866,000 | 2,656 |
| CMOs issued by government agencies or sponsored agencies | $866,000 | 2,366 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $28,807,000 | 3,082 |
| Total debt securities | $28,657,000 | 3,488 |
| Structured notes | ||
| Amortized cost | $1,106,000 | 1,732 |
| Fair value | $1,075,000 | 1,749 |
| 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 | $30,010,000 | 3,452 |
| U.S. Government securities | $15,999,000 | 4,259 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $15,999,000 | 4,158 |
| Securities issued by states & political subdivisions | $14,011,000 | 1,501 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,295,000 | 3,963 |
| Mortgage-backed securities | $11,598,000 | 2,443 |
| Certificates of participation in pools of residential mortgages | $10,705,000 | 1,988 |
| Issued or guaranteed by U.S. | $10,705,000 | 1,981 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $893,000 | 2,609 |
| CMOs issued by government agencies or sponsored agencies | $893,000 | 2,340 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $30,010,000 | 3,006 |
| Total debt securities | $29,770,000 | 3,438 |
| Structured notes | ||
| Amortized cost | $1,150,000 | 1,796 |
| Fair value | $1,134,000 | 1,800 |
| 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 | $29,014,000 | 3,555 |
| U.S. Government securities | $15,328,000 | 4,428 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $15,328,000 | 4,314 |
| Securities issued by states & political subdivisions | $13,686,000 | 1,531 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,029,000 | 4,030 |
| Mortgage-backed securities | $11,009,000 | 2,517 |
| Certificates of participation in pools of residential mortgages | $10,101,000 | 2,061 |
| Issued or guaranteed by U.S. | $10,101,000 | 2,050 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $908,000 | 2,593 |
| CMOs issued by government agencies or sponsored agencies | $908,000 | 2,320 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $29,014,000 | 3,092 |
| Total debt securities | $28,973,000 | 3,508 |
| Structured notes | ||
| Amortized cost | $1,586,000 | 1,677 |
| Fair value | $1,559,000 | 1,684 |
| 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 | $27,673,000 | 3,706 |
| U.S. Government securities | $14,293,000 | 4,651 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $14,293,000 | 4,518 |
| Securities issued by states & political subdivisions | $12,944,000 | 1,588 |
| Other domestic debt securities | $436,000 | 2,488 |
| Privately issued residential mortgage-backed securities | $436,000 | 1,020 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,209,000 | 3,999 |
| Mortgage-backed securities | $11,360,000 | 2,458 |
| Certificates of participation in pools of residential mortgages | $11,360,000 | 1,937 |
| Issued or guaranteed by U.S. | $10,924,000 | 1,968 |
| Privately issued | $436,000 | 148 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $27,673,000 | 3,225 |
| Total debt securities | $27,633,000 | 3,654 |
| Structured notes | ||
| Amortized cost | $1,652,000 | 1,743 |
| Fair value | $1,617,000 | 1,743 |
| 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 | $27,381,000 | 3,716 |
| U.S. Government securities | $13,968,000 | 4,714 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $13,968,000 | 4,573 |
| Securities issued by states & political subdivisions | $12,683,000 | 1,590 |
| Other domestic debt securities | $730,000 | 2,171 |
| Privately issued residential mortgage-backed securities | $455,000 | 995 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $275,000 | 2,069 |
| 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 | $7,413,000 | 3,940 |
| Mortgage-backed securities | $11,017,000 | 2,507 |
| Certificates of participation in pools of residential mortgages | $11,017,000 | 1,983 |
| Issued or guaranteed by U.S. | $10,562,000 | 2,025 |
| Privately issued | $455,000 | 142 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $275,000 | 3,518 |
| Available-for-sale securities (fair market value) | $27,106,000 | 3,272 |
| Total debt securities | $27,341,000 | 3,662 |
| Structured notes | ||
| Amortized cost | $1,725,000 | 1,779 |
| Fair value | $1,674,000 | 1,774 |
| 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 | $32,237,000 | 3,375 |
| U.S. Government securities | $17,628,000 | 4,148 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $17,628,000 | 4,016 |
| Securities issued by states & political subdivisions | $13,634,000 | 1,487 |
| Other domestic debt securities | $975,000 | 2,065 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $975,000 | 1,564 |
| 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 | $6,553,000 | 4,153 |
| Mortgage-backed securities | $12,473,000 | 2,380 |
| Certificates of participation in pools of residential mortgages | $11,988,000 | 1,917 |
| Issued or guaranteed by U.S. | $11,988,000 | 1,905 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $485,000 | 2,857 |
| CMOs issued by government agencies or sponsored agencies | $485,000 | 2,566 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $975,000 | 3,031 |
| Available-for-sale securities (fair market value) | $31,262,000 | 2,992 |
| Total debt securities | $32,197,000 | 3,326 |
| Structured notes | ||
| Amortized cost | $3,461,000 | 1,187 |
| Fair value | $3,403,000 | 1,180 |
| 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 | $32,919,000 | 3,308 |
| U.S. Government securities | $18,092,000 | 4,062 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $18,092,000 | 3,936 |
| Securities issued by states & political subdivisions | $14,552,000 | 1,392 |
| Other domestic debt securities | $275,000 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $275,000 | 2,282 |
| 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 | $6,961,000 | 4,025 |
| Mortgage-backed securities | $13,880,000 | 2,250 |
| Certificates of participation in pools of residential mortgages | $13,368,000 | 1,797 |
| Issued or guaranteed by U.S. | $13,368,000 | 1,787 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $512,000 | 2,822 |
| CMOs issued by government agencies or sponsored agencies | $512,000 | 2,542 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $775,000 | 3,212 |
| Available-for-sale securities (fair market value) | $32,144,000 | 2,912 |
| Total debt securities | $32,919,000 | 3,259 |
| Structured notes | ||
| Amortized cost | $2,493,000 | 1,450 |
| Fair value | $2,454,000 | 1,443 |
| 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 | $30,715,000 | 3,480 |
| U.S. Government securities | $16,779,000 | 4,220 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $16,779,000 | 4,100 |
| Securities issued by states & political subdivisions | $13,661,000 | 1,464 |
| Other domestic debt securities | $275,000 | 2,871 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $275,000 | 2,349 |
| 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 | $7,368,000 | 3,920 |
| Mortgage-backed securities | $12,973,000 | 2,375 |
| Certificates of participation in pools of residential mortgages | $12,427,000 | 1,919 |
| Issued or guaranteed by U.S. | $12,427,000 | 1,904 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $546,000 | 2,825 |
| CMOs issued by government agencies or sponsored agencies | $546,000 | 2,536 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $275,000 | 3,703 |
| Available-for-sale securities (fair market value) | $30,440,000 | 3,030 |
| Total debt securities | $30,715,000 | 3,417 |
| Structured notes | ||
| Amortized cost | $2,050,000 | 1,502 |
| Fair value | $2,028,000 | 1,502 |
| 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 | $30,251,000 | 3,558 |
| U.S. Government securities | $16,739,000 | 4,284 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $16,739,000 | 4,152 |
| Securities issued by states & political subdivisions | $13,237,000 | 1,495 |
| Other domestic debt securities | $275,000 | 2,927 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $275,000 | 2,430 |
| 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 | $8,290,000 | 3,706 |
| Mortgage-backed securities | $11,820,000 | 2,570 |
| Certificates of participation in pools of residential mortgages | $10,870,000 | 2,160 |
| Issued or guaranteed by U.S. | $10,870,000 | 2,147 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $950,000 | 2,635 |
| CMOs issued by government agencies or sponsored agencies | $950,000 | 2,369 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $275,000 | 3,754 |
| Available-for-sale securities (fair market value) | $29,976,000 | 3,108 |
| Total debt securities | $30,251,000 | 3,511 |
| Structured notes | ||
| Amortized cost | $2,080,000 | 1,493 |
| Fair value | $2,062,000 | 1,493 |
| 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 | $30,604,000 | 3,565 |
| U.S. Government securities | $19,105,000 | 4,009 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $19,105,000 | 3,865 |
| Securities issued by states & political subdivisions | $11,224,000 | 1,729 |
| Other domestic debt securities | $275,000 | 2,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $275,000 | 2,516 |
| 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 | $8,984,000 | 3,571 |
| Mortgage-backed securities | $14,007,000 | 2,396 |
| Certificates of participation in pools of residential mortgages | $12,992,000 | 1,981 |
| Issued or guaranteed by U.S. | $12,992,000 | 1,970 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,015,000 | 2,609 |
| CMOs issued by government agencies or sponsored agencies | $1,015,000 | 2,355 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $275,000 | 3,797 |
| Available-for-sale securities (fair market value) | $30,329,000 | 3,100 |
| Total debt securities | $30,604,000 | 3,513 |
| Structured notes | ||
| Amortized cost | $1,150,000 | 1,969 |
| Fair value | $1,125,000 | 1,974 |
| 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 | $28,444,000 | 3,772 |
| U.S. Government securities | $17,082,000 | 4,276 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $17,082,000 | 4,138 |
| Securities issued by states & political subdivisions | $11,087,000 | 1,769 |
| Other domestic debt securities | $275,000 | 3,021 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $275,000 | 2,570 |
| 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 | $9,985,000 | 3,357 |
| Mortgage-backed securities | $13,286,000 | 2,508 |
| Certificates of participation in pools of residential mortgages | $12,222,000 | 2,095 |
| Issued or guaranteed by U.S. | $12,222,000 | 2,086 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,064,000 | 2,622 |
| CMOs issued by government agencies or sponsored agencies | $1,064,000 | 2,369 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $275,000 | 3,859 |
| Available-for-sale securities (fair market value) | $28,169,000 | 3,275 |
| Total debt securities | $28,444,000 | 3,708 |
| Structured notes | ||
| Amortized cost | $1,650,000 | 1,684 |
| Fair value | $1,649,000 | 1,683 |
| 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 | $27,633,000 | 3,842 |
| U.S. Government securities | $16,980,000 | 4,249 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $16,980,000 | 4,120 |
| Securities issued by states & political subdivisions | $10,378,000 | 1,879 |
| Other domestic debt securities | $275,000 | 3,070 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $275,000 | 2,633 |
| 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 | $12,200,000 | 2,915 |
| Mortgage-backed securities | $13,769,000 | 2,457 |
| Certificates of participation in pools of residential mortgages | $12,660,000 | 2,060 |
| Issued or guaranteed by U.S. | $12,660,000 | 2,052 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,109,000 | 2,600 |
| CMOs issued by government agencies or sponsored agencies | $1,109,000 | 2,360 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $275,000 | 3,928 |
| Available-for-sale securities (fair market value) | $27,358,000 | 3,350 |
| Total debt securities | $27,633,000 | 3,772 |
| Structured notes | ||
| Amortized cost | $2,150,000 | 1,451 |
| Fair value | $2,153,000 | 1,450 |
| 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 | $26,609,000 | 3,997 |
| U.S. Government securities | $16,570,000 | 4,398 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $16,570,000 | 4,251 |
| Securities issued by states & political subdivisions | $9,764,000 | 1,959 |
| Other domestic debt securities | $275,000 | 3,166 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $275,000 | 2,745 |
| 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 | $12,942,000 | 2,791 |
| Mortgage-backed securities | $11,855,000 | 2,721 |
| Certificates of participation in pools of residential mortgages | $10,733,000 | 2,306 |
| Issued or guaranteed by U.S. | $10,733,000 | 2,298 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,122,000 | 2,630 |
| CMOs issued by government agencies or sponsored agencies | $1,122,000 | 2,391 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $275,000 | 3,970 |
| Available-for-sale securities (fair market value) | $26,334,000 | 3,478 |
| Total debt securities | $26,609,000 | 3,921 |
| Structured notes | ||
| Amortized cost | $2,650,000 | 1,315 |
| Fair value | $2,625,000 | 1,313 |
| 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 | $27,371,000 | 3,917 |
| U.S. Government securities | $16,788,000 | 4,331 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $16,788,000 | 4,185 |
| Securities issued by states & political subdivisions | $10,308,000 | 1,896 |
| Other domestic debt securities | $275,000 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $275,000 | 2,828 |
| 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 | $1,094,000 | 6,453 |
| Mortgage-backed securities | $11,981,000 | 2,740 |
| Certificates of participation in pools of residential mortgages | $10,736,000 | 2,311 |
| Issued or guaranteed by U.S. | $10,736,000 | 2,301 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,245,000 | 2,638 |
| CMOs issued by government agencies or sponsored agencies | $1,245,000 | 2,383 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $275,000 | 4,023 |
| Available-for-sale securities (fair market value) | $27,096,000 | 3,418 |
| Total debt securities | $27,371,000 | 3,839 |
| Structured notes | ||
| Amortized cost | $2,150,000 | 1,268 |
| Fair value | $2,159,000 | 1,269 |
| 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 | $28,898,000 | 3,818 |
| U.S. Government securities | $17,774,000 | 4,225 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $17,774,000 | 4,078 |
| Securities issued by states & political subdivisions | $10,849,000 | 1,824 |
| Other domestic debt securities | $275,000 | 3,330 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $275,000 | 2,968 |
| 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 | $7,006,000 | 3,852 |
| Mortgage-backed securities | $11,735,000 | 2,759 |
| Certificates of participation in pools of residential mortgages | $10,361,000 | 2,375 |
| Issued or guaranteed by U.S. | $10,361,000 | 2,363 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,374,000 | 2,565 |
| CMOs issued by government agencies or sponsored agencies | $1,374,000 | 2,434 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $275,000 | 4,076 |
| Available-for-sale securities (fair market value) | $28,623,000 | 3,325 |
| Total debt securities | $28,898,000 | 3,756 |
| Structured notes | ||
| Amortized cost | $2,150,000 | 1,151 |
| Fair value | $2,144,000 | 1,153 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $27,177,000 | 3,906 |
| U.S. Government securities | $16,485,000 | 4,308 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $16,485,000 | 4,135 |
| Securities issued by states & political subdivisions | $10,417,000 | 1,885 |
| Other domestic debt securities | $275,000 | 3,452 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $275,000 | 3,074 |
| 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 | $9,517,000 | 3,181 |
| Mortgage-backed securities | $11,857,000 | 2,729 |
| Certificates of participation in pools of residential mortgages | $9,885,000 | 2,411 |
| Issued or guaranteed by U.S. | $9,885,000 | 2,402 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,972,000 | 2,344 |
| CMOs issued by government agencies or sponsored agencies | $1,972,000 | 2,219 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $275,000 | 4,100 |
| Available-for-sale securities (fair market value) | $26,902,000 | 3,412 |
| Total debt securities | $27,177,000 | 3,829 |
| Structured notes | ||
| Amortized cost | $1,650,000 | 1,174 |
| Fair value | $1,635,000 | 1,174 |
| 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 | $27,038,000 | 3,839 |
| U.S. Government securities | $15,456,000 | 4,398 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $15,456,000 | 4,237 |
| Securities issued by states & political subdivisions | $11,307,000 | 1,703 |
| Other domestic debt securities | $275,000 | 3,508 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $275,000 | 3,117 |
| 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 | $8,244,000 | 3,420 |
| Mortgage-backed securities | $12,784,000 | 2,676 |
| Certificates of participation in pools of residential mortgages | $9,096,000 | 2,533 |
| Issued or guaranteed by U.S. | $9,096,000 | 2,519 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $3,688,000 | 1,991 |
| CMOs issued by government agencies or sponsored agencies | $3,688,000 | 1,872 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $275,000 | 4,154 |
| Available-for-sale securities (fair market value) | $26,763,000 | 3,337 |
| Total debt securities | $27,038,000 | 3,755 |
| Structured notes | ||
| Amortized cost | $1,249,000 | 1,111 |
| Fair value | $1,278,000 | 1,105 |
| 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 | $28,423,000 | 3,673 |
| U.S. Government securities | $17,153,000 | 4,124 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $17,153,000 | 3,959 |
| Securities issued by states & political subdivisions | $10,817,000 | 1,694 |
| Other domestic debt securities | $453,000 | 3,387 |
| Privately issued residential mortgage-backed securities | $178,000 | 1,033 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $275,000 | 3,153 |
| 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 | $10,209,000 | 3,043 |
| Mortgage-backed securities | $13,307,000 | 2,643 |
| Certificates of participation in pools of residential mortgages | $9,166,000 | 2,495 |
| Issued or guaranteed by U.S. | $9,166,000 | 2,481 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $4,141,000 | 1,937 |
| CMOs issued by government agencies or sponsored agencies | $3,963,000 | 1,879 |
| Privately issued | $178,000 | 920 |
| 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) | $275,000 | 4,223 |
| Available-for-sale securities (fair market value) | $28,148,000 | 3,180 |
| Total debt securities | $28,423,000 | 3,601 |
| Structured notes | ||
| Amortized cost | $2,100,000 | 579 |
| Fair value | $2,122,000 | 580 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $26,239,000 | 3,877 |
| U.S. Government securities | $15,210,000 | 4,429 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $15,210,000 | 4,259 |
| Securities issued by states & political subdivisions | $10,364,000 | 1,746 |
| Other domestic debt securities | $665,000 | 3,102 |
| Privately issued residential mortgage-backed securities | $390,000 | 934 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $275,000 | 3,186 |
| 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 | $10,220,000 | 3,025 |
| Mortgage-backed securities | $13,322,000 | 2,586 |
| Certificates of participation in pools of residential mortgages | $8,826,000 | 2,513 |
| Issued or guaranteed by U.S. | $8,826,000 | 2,497 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $4,496,000 | 1,918 |
| CMOs issued by government agencies or sponsored agencies | $4,106,000 | 1,885 |
| Privately issued | $390,000 | 835 |
| 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) | $275,000 | 4,298 |
| Available-for-sale securities (fair market value) | $25,964,000 | 3,345 |
| Total debt securities | $26,239,000 | 3,794 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,148 |
| Fair value | $522,000 | 1,138 |
| 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 | $30,396,000 | 3,306 |
| U.S. Government securities | $17,410,000 | 3,939 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $17,410,000 | 3,750 |
| Securities issued by states & political subdivisions | $10,825,000 | 1,598 |
| Other domestic debt securities | $2,161,000 | 2,157 |
| Privately issued residential mortgage-backed securities | $1,589,000 | 683 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $297,000 | 434 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $275,000 | 3,171 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,806,000 | 3,243 |
| Mortgage-backed securities | $17,462,000 | 2,040 |
| Certificates of participation in pools of residential mortgages | $11,388,000 | 1,926 |
| Issued or guaranteed by U.S. | $11,388,000 | 1,914 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $6,074,000 | 1,686 |
| CMOs issued by government agencies or sponsored agencies | $4,485,000 | 1,855 |
| Privately issued | $1,589,000 | 611 |
| 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) | $275,000 | 4,561 |
| Available-for-sale securities (fair market value) | $30,121,000 | 2,800 |
| Total debt securities | $30,396,000 | 3,246 |
| 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 | $27,414,000 | 3,678 |
| U.S. Government securities | $16,972,000 | 4,127 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $16,972,000 | 3,853 |
| Securities issued by states & political subdivisions | $9,554,000 | 1,715 |
| Other domestic debt securities | $212,000 | 3,413 |
| Privately issued residential mortgage-backed securities | $212,000 | 1,091 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $676,000 | 3,200 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,017,000 | 6,233 |
| Mortgage-backed securities | $10,577,000 | 2,264 |
| Certificates of participation in pools of residential mortgages | $7,114,000 | 2,161 |
| Issued or guaranteed by U.S. | $7,114,000 | 2,148 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,463,000 | 1,822 |
| CMOs issued by government agencies or sponsored agencies | $3,251,000 | 1,747 |
| Privately issued | $212,000 | 948 |
| 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) | $27,414,000 | 2,958 |
| Total debt securities | $26,738,000 | 3,653 |
| Structured notes | ||
| Amortized cost | $770,000 | 469 |
| Fair value | $764,000 | 470 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $19,928,000 | 4,868 |
| U.S. Government securities | $13,061,000 | 5,228 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $13,061,000 | 4,735 |
| Securities issued by states & political subdivisions | $6,191,000 | 2,530 |
| 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 | $676,000 | 3,125 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $7,241,000 | 3,021 |
| Certificates of participation in pools of residential mortgages | $6,796,000 | 2,372 |
| Issued or guaranteed by U.S. | $6,796,000 | 2,359 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $445,000 | 3,626 |
| CMOs issued by government agencies or sponsored agencies | $445,000 | 3,466 |
| 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) | $19,928,000 | 3,904 |
| Total debt securities | $19,252,000 | 4,862 |
| Structured notes | ||
| Amortized cost | $799,000 | 662 |
| Fair value | $773,000 | 660 |
| 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 | $18,157,000 | 5,150 |
| U.S. Government securities | $13,088,000 | 5,220 |
| U.S. Treasury securities | $2,109,000 | 3,724 |
| U.S. Government agency obligations | $10,979,000 | 5,001 |
| Securities issued by states & political subdivisions | $4,375,000 | 3,203 |
| Other domestic debt securities | $18,000 | 3,816 |
| Privately issued residential mortgage-backed securities | $18,000 | 1,529 |
| 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 | $676,000 | 3,002 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,587,000 | 5,675 |
| Mortgage-backed securities | $4,129,000 | 4,201 |
| Certificates of participation in pools of residential mortgages | $4,104,000 | 3,304 |
| Issued or guaranteed by U.S. | $4,104,000 | 3,288 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $25,000 | 4,725 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 4,541 |
| Privately issued | $18,000 | 1,318 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $18,157,000 | 4,090 |
| Total debt securities | $17,481,000 | 5,149 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $11,823,000 | 6,865 |
| U.S. Government securities | $7,220,000 | 7,563 |
| U.S. Treasury securities | $2,093,000 | 5,001 |
| U.S. Government agency obligations | $5,127,000 | 7,212 |
| Securities issued by states & political subdivisions | $3,900,000 | 3,269 |
| Other domestic debt securities | $27,000 | 3,642 |
| Privately issued residential mortgage-backed securities | $27,000 | 1,532 |
| 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 | $676,000 | 3,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,147,000 | 5,543 |
| Mortgage-backed securities | $3,902,000 | 4,299 |
| Certificates of participation in pools of residential mortgages | $3,373,000 | 3,554 |
| Issued or guaranteed by U.S. | $3,373,000 | 3,540 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $529,000 | 3,926 |
| CMOs issued by government agencies or sponsored agencies | $502,000 | 3,830 |
| Privately issued | $27,000 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $11,823,000 | 5,219 |
| Total debt securities | $11,147,000 | 6,937 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,431 |
| Fair value | $249,000 | 2,493 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $10,171,000 | 7,885 |
| U.S. Government securities | $7,360,000 | 8,113 |
| U.S. Treasury securities | $3,295,000 | 4,814 |
| U.S. Government agency obligations | $4,065,000 | 8,178 |
| Securities issued by states & political subdivisions | $2,632,000 | 4,232 |
| Other domestic debt securities | $34,000 | 4,175 |
| Privately issued residential mortgage-backed securities | $34,000 | 1,841 |
| 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 | $145,000 | 5,822 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,393,000 | 6,392 |
| Mortgage-backed securities | $2,596,000 | 5,472 |
| Certificates of participation in pools of residential mortgages | $2,059,000 | 4,698 |
| Issued or guaranteed by U.S. | $2,059,000 | 4,675 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $537,000 | 4,373 |
| CMOs issued by government agencies or sponsored agencies | $503,000 | 4,267 |
| Privately issued | $34,000 | 1,556 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $10,171,000 | 5,951 |
| Total debt securities | $10,026,000 | 7,807 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,460 |
| Fair value | $497,000 | 2,611 |
| 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 | $8,850,000 | 8,688 |
| U.S. Government securities | $6,454,000 | 8,862 |
| U.S. Treasury securities | $3,752,000 | 5,434 |
| U.S. Government agency obligations | $2,702,000 | 9,220 |
| Securities issued by states & political subdivisions | $2,226,000 | 4,665 |
| Other domestic debt securities | $43,000 | 4,832 |
| Privately issued residential mortgage-backed securities | $43,000 | 2,198 |
| 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 | $127,000 | 5,821 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,983,000 | 5,996 |
| Mortgage-backed securities | $2,254,000 | 6,038 |
| Certificates of participation in pools of residential mortgages | $1,714,000 | 5,216 |
| Issued or guaranteed by U.S. | $1,714,000 | 5,180 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $540,000 | 4,792 |
| CMOs issued by government agencies or sponsored agencies | $497,000 | 4,716 |
| Privately issued | $43,000 | 1,876 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $8,850,000 | 6,517 |
| Total debt securities | $8,723,000 | 8,613 |
| Structured notes | ||
| Amortized cost | $500,000 | 3,409 |
| Fair value | $491,000 | 3,662 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $9,063,000 | 9,106 |
| U.S. Government securities | $6,714,000 | 9,262 |
| U.S. Treasury securities | $3,898,000 | 6,391 |
| U.S. Government agency obligations | $2,816,000 | 9,285 |
| Securities issued by states & political subdivisions | $2,180,000 | 4,958 |
| Other domestic debt securities | $51,000 | 5,356 |
| Privately issued residential mortgage-backed securities | $51,000 | 2,440 |
| 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 | $118,000 | 5,726 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,123,000 | 5,968 |
| Mortgage-backed securities | $2,318,000 | 6,378 |
| Certificates of participation in pools of residential mortgages | $1,803,000 | 5,394 |
| Issued or guaranteed by U.S. | $1,803,000 | 5,369 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $515,000 | 5,190 |
| CMOs issued by government agencies or sponsored agencies | $464,000 | 5,121 |
| Privately issued | $51,000 | 2,117 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $9,063,000 | 5,060 |
| Total debt securities | $8,945,000 | 9,042 |
| 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 | $7,453,000 | 10,108 |
| U.S. Government securities | $5,563,000 | 10,184 |
| U.S. Treasury securities | $3,429,000 | 6,988 |
| U.S. Government agency obligations | $2,134,000 | 10,113 |
| Securities issued by states & political subdivisions | $1,648,000 | 5,769 |
| Other domestic debt securities | $137,000 | 5,611 |
| Privately issued residential mortgage-backed securities | $137,000 | 2,564 |
| 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 | $105,000 | 5,571 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,430,000 | 6,528 |
| Mortgage-backed securities | $1,771,000 | 7,519 |
| Certificates of participation in pools of residential mortgages | $836,000 | 7,377 |
| Issued or guaranteed by U.S. | $836,000 | 7,326 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $935,000 | 5,117 |
| CMOs issued by government agencies or sponsored agencies | $798,000 | 5,037 |
| Privately issued | $137,000 | 2,158 |
| 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 | $7,348,000 | 10,018 |
| 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 | $7,527,000 | 10,246 |
| U.S. Government securities | $5,733,000 | 10,322 |
| U.S. Treasury securities | $3,409,000 | 7,140 |
| U.S. Government agency obligations | $2,324,000 | 10,197 |
| Securities issued by states & political subdivisions | $1,494,000 | 5,705 |
| Other domestic debt securities | $206,000 | 6,125 |
| Privately issued residential mortgage-backed securities | $206,000 | 3,053 |
| 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 | $94,000 | 5,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $806,000 | 9,087 |
| Mortgage-backed securities | $2,130,000 | 7,511 |
| Certificates of participation in pools of residential mortgages | $1,042,000 | 7,445 |
| Issued or guaranteed by U.S. | $1,042,000 | 7,390 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,088,000 | 4,892 |
| CMOs issued by government agencies or sponsored agencies | $882,000 | 4,889 |
| Privately issued | $206,000 | 2,602 |
| 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 | $7,433,000 | 10,158 |
| 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 |