Home > Bank of Dudley > Securities
Bank of Dudley, Securities
| 2023-12-31 | Rank | |
| Total securities | $48,349,000 | 2,644 |
| U.S. Government securities | $46,640,000 | 1,956 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $46,640,000 | 1,681 |
| Securities issued by states & political subdivisions | $1,709,000 | 3,382 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| 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 | $21,203,000 | 2,327 |
| Mortgage-backed securities | $36,064,000 | 1,544 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $21,186,000 | 1,444 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $14,878,000 | 871 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $48,349,000 | 2,416 |
| Total debt securities | $48,349,000 | 2,628 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 747 |
| Fair value | $995,000 | 751 |
| 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 | $47,666,000 | 2,648 |
| U.S. Government securities | $45,705,000 | 1,977 |
| U.S. Treasury securities | $1,838,000 | 2,413 |
| U.S. Government agency obligations | $43,867,000 | 1,717 |
| Securities issued by states & political subdivisions | $1,961,000 | 3,363 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| 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 | $18,448,000 | 2,423 |
| Mortgage-backed securities | $30,884,000 | 1,645 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $20,988,000 | 1,427 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,896,000 | 1,036 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $47,666,000 | 2,414 |
| Total debt securities | $47,666,000 | 2,633 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 768 |
| Fair value | $987,000 | 773 |
| 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 | $48,932,000 | 2,672 |
| U.S. Government securities | $46,939,000 | 1,987 |
| U.S. Treasury securities | $1,833,000 | 2,438 |
| U.S. Government agency obligations | $45,106,000 | 1,735 |
| Securities issued by states & political subdivisions | $1,993,000 | 3,396 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| 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 | $19,014,000 | 2,378 |
| Mortgage-backed securities | $31,973,000 | 1,650 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,423,000 | 1,415 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,550,000 | 1,064 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $48,932,000 | 2,444 |
| Total debt securities | $48,932,000 | 2,658 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 811 |
| Fair value | $988,000 | 815 |
| 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 | $51,015,000 | 2,698 |
| U.S. Government securities | $48,995,000 | 2,019 |
| U.S. Treasury securities | $1,856,000 | 2,513 |
| U.S. Government agency obligations | $47,139,000 | 1,708 |
| Securities issued by states & political subdivisions | $2,020,000 | 3,444 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| 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 | $19,564,000 | 2,279 |
| Mortgage-backed securities | $33,743,000 | 1,655 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $23,639,000 | 1,425 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,104,000 | 1,077 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $51,015,000 | 2,466 |
| Total debt securities | $51,015,000 | 2,679 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 845 |
| Fair value | $993,000 | 844 |
| 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 | $51,526,000 | 2,718 |
| U.S. Government securities | $49,527,000 | 2,024 |
| U.S. Treasury securities | $1,817,000 | 2,552 |
| U.S. Government agency obligations | $47,710,000 | 1,704 |
| Securities issued by states & political subdivisions | $1,999,000 | 3,499 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| 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 | $15,862,000 | 2,363 |
| Mortgage-backed securities | $34,192,000 | 1,655 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $23,925,000 | 1,433 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,267,000 | 1,074 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $51,526,000 | 2,476 |
| Total debt securities | $51,525,000 | 2,699 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 869 |
| Fair value | $987,000 | 873 |
| 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 | $49,554,000 | 2,782 |
| U.S. Government securities | $47,566,000 | 2,093 |
| U.S. Treasury securities | $1,804,000 | 2,580 |
| U.S. Government agency obligations | $45,762,000 | 1,764 |
| Securities issued by states & political subdivisions | $1,988,000 | 3,540 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| 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 | $16,061,000 | 2,281 |
| Mortgage-backed securities | $34,793,000 | 1,655 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $25,143,000 | 1,414 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,650,000 | 1,141 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $49,554,000 | 2,540 |
| Total debt securities | $49,554,000 | 2,758 |
| 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 | $42,286,000 | 3,019 |
| U.S. Government securities | $40,768,000 | 2,295 |
| U.S. Treasury securities | $931,000 | 2,755 |
| U.S. Government agency obligations | $39,837,000 | 1,944 |
| Securities issued by states & political subdivisions | $1,518,000 | 3,664 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| 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 | $30,556,000 | 1,645 |
| Mortgage-backed securities | $33,460,000 | 1,750 |
| Certificates of participation in pools of residential mortgages | $26,124,000 | 1,445 |
| Issued or guaranteed by U.S. | $26,124,000 | 1,415 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $7,336,000 | 1,370 |
| CMOs issued by government agencies or sponsored agencies | $7,336,000 | 1,300 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $42,286,000 | 2,795 |
| Total debt securities | $42,285,000 | 3,003 |
| 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 | $32,772,000 | 3,285 |
| U.S. Government securities | $32,160,000 | 2,537 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $32,160,000 | 2,180 |
| Securities issued by states & political subdivisions | $612,000 | 3,868 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,230,000 | 1,573 |
| Mortgage-backed securities | $29,035,000 | 1,873 |
| Certificates of participation in pools of residential mortgages | $26,922,000 | 1,448 |
| Issued or guaranteed by U.S. | $26,922,000 | 1,425 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $2,113,000 | 2,021 |
| CMOs issued by government agencies or sponsored agencies | $2,113,000 | 1,956 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $32,772,000 | 3,072 |
| Total debt securities | $32,772,000 | 3,266 |
| 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 | $34,140,000 | 3,162 |
| U.S. Government securities | $33,517,000 | 2,352 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $33,517,000 | 2,123 |
| Securities issued by states & political subdivisions | $623,000 | 3,900 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,562,000 | 1,627 |
| Mortgage-backed securities | $30,108,000 | 1,859 |
| Certificates of participation in pools of residential mortgages | $27,715,000 | 1,424 |
| Issued or guaranteed by U.S. | $27,715,000 | 1,393 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,393,000 | 1,945 |
| CMOs issued by government agencies or sponsored agencies | $2,393,000 | 1,889 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $34,140,000 | 2,989 |
| Total debt securities | $34,140,000 | 3,140 |
| 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 | $30,157,000 | 3,242 |
| U.S. Government securities | $29,528,000 | 2,408 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $29,528,000 | 2,226 |
| Securities issued by states & political subdivisions | $629,000 | 3,946 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,967,000 | 1,647 |
| Mortgage-backed securities | $25,832,000 | 1,982 |
| Certificates of participation in pools of residential mortgages | $23,119,000 | 1,559 |
| Issued or guaranteed by U.S. | $23,119,000 | 1,523 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,713,000 | 1,907 |
| CMOs issued by government agencies or sponsored agencies | $2,713,000 | 1,860 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $30,157,000 | 3,058 |
| Total debt securities | $30,159,000 | 3,220 |
| 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 | $30,929,000 | 3,170 |
| U.S. Government securities | $30,296,000 | 2,319 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $30,296,000 | 2,140 |
| Securities issued by states & political subdivisions | $633,000 | 3,957 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,040,000 | 1,624 |
| Mortgage-backed securities | $26,439,000 | 1,912 |
| Certificates of participation in pools of residential mortgages | $23,392,000 | 1,499 |
| Issued or guaranteed by U.S. | $23,392,000 | 1,464 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $3,047,000 | 1,812 |
| CMOs issued by government agencies or sponsored agencies | $3,047,000 | 1,774 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $30,929,000 | 2,994 |
| Total debt securities | $30,931,000 | 3,151 |
| 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 | $27,529,000 | 3,198 |
| U.S. Government securities | $26,892,000 | 2,326 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $26,892,000 | 2,185 |
| Securities issued by states & political subdivisions | $637,000 | 3,972 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,450,000 | 1,651 |
| Mortgage-backed securities | $22,817,000 | 1,965 |
| Certificates of participation in pools of residential mortgages | $19,306,000 | 1,587 |
| Issued or guaranteed by U.S. | $19,306,000 | 1,538 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $3,511,000 | 1,695 |
| CMOs issued by government agencies or sponsored agencies | $3,511,000 | 1,656 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $27,529,000 | 3,012 |
| Total debt securities | $27,529,000 | 3,177 |
| 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 | $28,140,000 | 3,069 |
| U.S. Government securities | $27,393,000 | 2,164 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $27,393,000 | 2,048 |
| Securities issued by states & political subdivisions | $747,000 | 3,959 |
| 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 | $24,736,000 | 1,687 |
| Mortgage-backed securities | $23,137,000 | 1,882 |
| Certificates of participation in pools of residential mortgages | $18,742,000 | 1,515 |
| Issued or guaranteed by U.S. | $18,742,000 | 1,479 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $4,395,000 | 1,606 |
| CMOs issued by government agencies or sponsored agencies | $4,395,000 | 1,564 |
| 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) | $28,140,000 | 2,881 |
| Total debt securities | $28,141,000 | 3,048 |
| 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 | $25,521,000 | 3,094 |
| U.S. Government securities | $24,770,000 | 2,227 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $24,770,000 | 2,115 |
| Securities issued by states & political subdivisions | $751,000 | 3,938 |
| 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 | $21,569,000 | 1,798 |
| Mortgage-backed securities | $20,316,000 | 1,982 |
| Certificates of participation in pools of residential mortgages | $14,576,000 | 1,725 |
| Issued or guaranteed by U.S. | $14,576,000 | 1,683 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,740,000 | 1,464 |
| CMOs issued by government agencies or sponsored agencies | $5,740,000 | 1,423 |
| 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) | $25,521,000 | 2,906 |
| Total debt securities | $25,521,000 | 3,073 |
| 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 | $26,974,000 | 2,993 |
| U.S. Government securities | $26,218,000 | 2,165 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $26,218,000 | 2,052 |
| Securities issued by states & political subdivisions | $756,000 | 3,948 |
| 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 | $23,715,000 | 1,719 |
| Mortgage-backed securities | $21,140,000 | 1,941 |
| Certificates of participation in pools of residential mortgages | $11,777,000 | 1,891 |
| Issued or guaranteed by U.S. | $11,777,000 | 1,843 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $9,363,000 | 1,191 |
| CMOs issued by government agencies or sponsored agencies | $9,363,000 | 1,154 |
| 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) | $26,974,000 | 2,798 |
| Total debt securities | $26,972,000 | 2,973 |
| 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 | $27,912,000 | 2,928 |
| U.S. Government securities | $27,185,000 | 2,124 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $27,185,000 | 2,017 |
| Securities issued by states & political subdivisions | $727,000 | 3,943 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,915,000 | 1,576 |
| Mortgage-backed securities | $21,908,000 | 1,911 |
| Certificates of participation in pools of residential mortgages | $10,490,000 | 1,995 |
| Issued or guaranteed by U.S. | $10,490,000 | 1,938 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $11,418,000 | 1,096 |
| CMOs issued by government agencies or sponsored agencies | $11,418,000 | 1,062 |
| 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) | $27,912,000 | 2,743 |
| Total debt securities | $27,912,000 | 2,907 |
| 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 | $26,220,000 | 3,047 |
| U.S. Government securities | $25,354,000 | 2,279 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $25,354,000 | 2,146 |
| Securities issued by states & political subdivisions | $866,000 | 3,915 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,620,000 | 1,712 |
| Mortgage-backed securities | $19,771,000 | 1,960 |
| Certificates of participation in pools of residential mortgages | $8,636,000 | 2,128 |
| Issued or guaranteed by U.S. | $8,636,000 | 2,070 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $11,135,000 | 1,114 |
| CMOs issued by government agencies or sponsored agencies | $11,135,000 | 1,083 |
| 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) | $26,220,000 | 2,850 |
| Total debt securities | $26,220,000 | 3,028 |
| 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 | $26,594,000 | 3,054 |
| U.S. Government securities | $25,725,000 | 2,272 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $25,725,000 | 2,155 |
| Securities issued by states & political subdivisions | $869,000 | 3,960 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,686,000 | 1,759 |
| Mortgage-backed securities | $19,778,000 | 1,950 |
| Certificates of participation in pools of residential mortgages | $7,391,000 | 2,243 |
| Issued or guaranteed by U.S. | $7,391,000 | 2,178 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $12,387,000 | 1,057 |
| CMOs issued by government agencies or sponsored agencies | $12,387,000 | 1,026 |
| 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) | $26,594,000 | 2,845 |
| Total debt securities | $26,594,000 | 3,038 |
| 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 | $31,055,000 | 2,866 |
| U.S. Government securities | $29,744,000 | 2,122 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $29,744,000 | 2,011 |
| Securities issued by states & political subdivisions | $1,311,000 | 3,863 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,885,000 | 1,576 |
| Mortgage-backed securities | $22,934,000 | 1,755 |
| Certificates of participation in pools of residential mortgages | $9,459,000 | 2,012 |
| Issued or guaranteed by U.S. | $9,459,000 | 1,973 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $13,475,000 | 986 |
| CMOs issued by government agencies or sponsored agencies | $13,475,000 | 950 |
| 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) | $31,055,000 | 2,663 |
| Total debt securities | $31,055,000 | 2,848 |
| 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 | $32,462,000 | 2,847 |
| U.S. Government securities | $31,162,000 | 2,089 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $31,162,000 | 1,965 |
| Securities issued by states & political subdivisions | $1,300,000 | 3,928 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,102,000 | 1,594 |
| Mortgage-backed securities | $23,933,000 | 1,724 |
| Certificates of participation in pools of residential mortgages | $9,802,000 | 2,004 |
| Issued or guaranteed by U.S. | $9,802,000 | 1,960 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $14,131,000 | 953 |
| CMOs issued by government agencies or sponsored agencies | $14,131,000 | 912 |
| 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) | $32,462,000 | 2,642 |
| Total debt securities | $32,462,000 | 2,831 |
| 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 | $28,554,000 | 3,056 |
| U.S. Government securities | $27,157,000 | 2,269 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $27,157,000 | 2,153 |
| Securities issued by states & political subdivisions | $1,397,000 | 3,959 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,157,000 | 1,669 |
| Mortgage-backed securities | $19,639,000 | 1,924 |
| Certificates of participation in pools of residential mortgages | $7,017,000 | 2,314 |
| Issued or guaranteed by U.S. | $7,017,000 | 2,280 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $12,622,000 | 1,026 |
| CMOs issued by government agencies or sponsored agencies | $12,622,000 | 985 |
| 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) | $28,554,000 | 2,830 |
| Total debt securities | $28,554,000 | 3,036 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $31,326,000 | 2,948 |
| U.S. Government securities | $29,942,000 | 2,175 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $29,942,000 | 2,055 |
| Securities issued by states & political subdivisions | $1,384,000 | 3,999 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,710,000 | 1,638 |
| Mortgage-backed securities | $21,584,000 | 1,814 |
| Certificates of participation in pools of residential mortgages | $7,514,000 | 2,274 |
| Issued or guaranteed by U.S. | $7,514,000 | 2,264 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $14,070,000 | 934 |
| CMOs issued by government agencies or sponsored agencies | $14,070,000 | 898 |
| 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) | $31,326,000 | 2,729 |
| Total debt securities | $31,326,000 | 2,931 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $33,154,000 | 2,907 |
| U.S. Government securities | $31,761,000 | 2,083 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $31,761,000 | 1,973 |
| Securities issued by states & political subdivisions | $1,393,000 | 4,049 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,421,000 | 1,573 |
| Mortgage-backed securities | $22,866,000 | 1,790 |
| Certificates of participation in pools of residential mortgages | $7,929,000 | 2,262 |
| Issued or guaranteed by U.S. | $7,929,000 | 2,159 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $14,937,000 | 894 |
| CMOs issued by government agencies or sponsored agencies | $14,937,000 | 859 |
| 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) | $33,154,000 | 2,688 |
| Total debt securities | $33,154,000 | 2,885 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $34,834,000 | 2,847 |
| U.S. Government securities | $33,431,000 | 2,057 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $33,431,000 | 1,952 |
| Securities issued by states & political subdivisions | $1,403,000 | 4,082 |
| 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 | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,711,000 | 1,582 |
| Mortgage-backed securities | $23,999,000 | 1,728 |
| Certificates of participation in pools of residential mortgages | $8,304,000 | 2,260 |
| Issued or guaranteed by U.S. | $8,304,000 | 2,257 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $15,695,000 | 871 |
| CMOs issued by government agencies or sponsored agencies | $15,695,000 | 830 |
| 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) | $34,834,000 | 2,634 |
| Total debt securities | $34,834,000 | 2,827 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $32,508,000 | 2,998 |
| U.S. Government securities | $30,137,000 | 2,209 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $30,137,000 | 2,114 |
| Securities issued by states & political subdivisions | $2,371,000 | 3,895 |
| 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 | $30,135,000 | 1,560 |
| Mortgage-backed securities | $18,858,000 | 2,012 |
| Certificates of participation in pools of residential mortgages | $7,900,000 | 2,366 |
| Issued or guaranteed by U.S. | $7,900,000 | 2,363 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $9,962,000 | 1,135 |
| CMOs issued by government agencies or sponsored agencies | $9,962,000 | 1,095 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $996,000 | 1,207 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $996,000 | 796 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $32,508,000 | 2,769 |
| Total debt securities | $32,510,000 | 2,978 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $34,348,000 | 2,942 |
| U.S. Government securities | $31,932,000 | 2,156 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $31,932,000 | 2,053 |
| Securities issued by states & political subdivisions | $2,416,000 | 3,943 |
| 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 | $31,900,000 | 1,500 |
| Mortgage-backed securities | $19,947,000 | 1,966 |
| Certificates of participation in pools of residential mortgages | $8,336,000 | 2,353 |
| Issued or guaranteed by U.S. | $8,336,000 | 2,352 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $10,616,000 | 1,106 |
| CMOs issued by government agencies or sponsored agencies | $10,616,000 | 1,065 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $995,000 | 1,202 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $995,000 | 788 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $34,348,000 | 2,709 |
| Total debt securities | $34,348,000 | 2,921 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $35,910,000 | 2,912 |
| U.S. Government securities | $33,479,000 | 2,122 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $33,479,000 | 2,023 |
| Securities issued by states & political subdivisions | $2,431,000 | 3,964 |
| 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 | $32,954,000 | 1,493 |
| Mortgage-backed securities | $20,996,000 | 1,939 |
| Certificates of participation in pools of residential mortgages | $8,745,000 | 2,347 |
| Issued or guaranteed by U.S. | $8,745,000 | 2,346 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,254,000 | 1,068 |
| CMOs issued by government agencies or sponsored agencies | $11,254,000 | 1,022 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $997,000 | 1,165 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $997,000 | 754 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $35,910,000 | 2,677 |
| Total debt securities | $35,911,000 | 2,889 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $35,009,000 | 2,986 |
| U.S. Government securities | $32,606,000 | 2,193 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $32,606,000 | 2,091 |
| Securities issued by states & political subdivisions | $2,403,000 | 4,016 |
| 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 | $31,725,000 | 1,540 |
| Mortgage-backed securities | $20,772,000 | 1,968 |
| Certificates of participation in pools of residential mortgages | $8,016,000 | 2,476 |
| Issued or guaranteed by U.S. | $8,016,000 | 2,476 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $11,761,000 | 1,042 |
| CMOs issued by government agencies or sponsored agencies | $11,761,000 | 996 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $995,000 | 1,126 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $995,000 | 739 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $35,009,000 | 2,734 |
| Total debt securities | $35,009,000 | 2,968 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $34,181,000 | 3,006 |
| U.S. Government securities | $32,027,000 | 2,202 |
| U.S. Treasury securities | $1,008,000 | 1,040 |
| U.S. Government agency obligations | $31,019,000 | 2,154 |
| Securities issued by states & political subdivisions | $2,154,000 | 4,110 |
| 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 | $25,779,000 | 1,763 |
| Mortgage-backed securities | $18,696,000 | 2,100 |
| Certificates of participation in pools of residential mortgages | $5,331,000 | 2,910 |
| Issued or guaranteed by U.S. | $5,331,000 | 2,904 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $12,380,000 | 998 |
| CMOs issued by government agencies or sponsored agencies | $12,380,000 | 951 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $985,000 | 1,110 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $985,000 | 721 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $34,181,000 | 2,753 |
| Total debt securities | $34,181,000 | 2,988 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $31,679,000 | 3,119 |
| U.S. Government securities | $29,730,000 | 2,307 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $29,730,000 | 2,223 |
| Securities issued by states & political subdivisions | $1,949,000 | 4,170 |
| 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 | $26,339,000 | 1,757 |
| Mortgage-backed securities | $17,790,000 | 2,157 |
| Certificates of participation in pools of residential mortgages | $4,734,000 | 3,038 |
| Issued or guaranteed by U.S. | $4,734,000 | 3,037 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $12,065,000 | 1,034 |
| CMOs issued by government agencies or sponsored agencies | $12,065,000 | 979 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $991,000 | 1,079 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $991,000 | 708 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $31,679,000 | 2,859 |
| Total debt securities | $31,679,000 | 3,101 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $31,140,000 | 3,228 |
| U.S. Government securities | $29,179,000 | 2,401 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $29,179,000 | 2,309 |
| Securities issued by states & political subdivisions | $1,961,000 | 4,194 |
| 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 | $29,390,000 | 1,662 |
| Mortgage-backed securities | $16,802,000 | 2,257 |
| Certificates of participation in pools of residential mortgages | $7,150,000 | 2,673 |
| Issued or guaranteed by U.S. | $7,150,000 | 2,669 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $9,652,000 | 1,187 |
| CMOs issued by government agencies or sponsored agencies | $9,652,000 | 1,129 |
| 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) | $31,140,000 | 2,959 |
| Total debt securities | $31,140,000 | 3,203 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $31,001,000 | 3,287 |
| U.S. Government securities | $29,502,000 | 2,452 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $29,502,000 | 2,360 |
| Securities issued by states & political subdivisions | $1,499,000 | 4,373 |
| 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 | $29,831,000 | 1,658 |
| Mortgage-backed securities | $17,776,000 | 2,200 |
| Certificates of participation in pools of residential mortgages | $7,509,000 | 2,623 |
| Issued or guaranteed by U.S. | $7,509,000 | 2,620 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $10,267,000 | 1,152 |
| CMOs issued by government agencies or sponsored agencies | $10,267,000 | 1,096 |
| 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) | $31,001,000 | 3,010 |
| Total debt securities | $31,000,000 | 3,264 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $29,047,000 | 3,422 |
| U.S. Government securities | $26,626,000 | 2,621 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $26,626,000 | 2,529 |
| Securities issued by states & political subdivisions | $2,421,000 | 4,143 |
| 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 | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,038,000 | 1,727 |
| Mortgage-backed securities | $18,561,000 | 2,164 |
| Certificates of participation in pools of residential mortgages | $7,779,000 | 2,617 |
| Issued or guaranteed by U.S. | $7,779,000 | 2,613 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $10,782,000 | 1,132 |
| CMOs issued by government agencies or sponsored agencies | $10,782,000 | 1,079 |
| 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) | $29,047,000 | 3,132 |
| Total debt securities | $29,047,000 | 3,394 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $30,626,000 | 3,373 |
| U.S. Government securities | $28,192,000 | 2,573 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $28,192,000 | 2,486 |
| Securities issued by states & political subdivisions | $2,434,000 | 4,183 |
| 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 | $27,637,000 | 1,756 |
| Mortgage-backed securities | $19,733,000 | 2,110 |
| Certificates of participation in pools of residential mortgages | $8,215,000 | 2,590 |
| Issued or guaranteed by U.S. | $8,215,000 | 2,587 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $11,518,000 | 1,099 |
| CMOs issued by government agencies or sponsored agencies | $11,518,000 | 1,046 |
| 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) | $30,626,000 | 3,087 |
| Total debt securities | $30,626,000 | 3,344 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $31,983,000 | 3,363 |
| U.S. Government securities | $29,546,000 | 2,578 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $29,546,000 | 2,490 |
| Securities issued by states & political subdivisions | $2,437,000 | 4,205 |
| 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 | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,835,000 | 1,711 |
| Mortgage-backed securities | $20,846,000 | 2,102 |
| Certificates of participation in pools of residential mortgages | $8,600,000 | 2,599 |
| Issued or guaranteed by U.S. | $8,600,000 | 2,595 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $12,246,000 | 1,114 |
| CMOs issued by government agencies or sponsored agencies | $12,246,000 | 1,064 |
| 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) | $31,983,000 | 3,076 |
| Total debt securities | $31,983,000 | 3,332 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $31,994,000 | 3,399 |
| U.S. Government securities | $29,223,000 | 2,635 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $29,223,000 | 2,550 |
| Securities issued by states & political subdivisions | $2,771,000 | 4,125 |
| 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 | $28,153,000 | 1,766 |
| Mortgage-backed securities | $20,024,000 | 2,196 |
| Certificates of participation in pools of residential mortgages | $6,935,000 | 2,900 |
| Issued or guaranteed by U.S. | $6,935,000 | 2,899 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $13,089,000 | 1,107 |
| CMOs issued by government agencies or sponsored agencies | $13,089,000 | 1,056 |
| 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) | $31,994,000 | 3,108 |
| Total debt securities | $31,994,000 | 3,371 |
| 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 | $31,587,000 | 3,449 |
| U.S. Government securities | $28,493,000 | 2,703 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $28,493,000 | 2,620 |
| Securities issued by states & political subdivisions | $3,094,000 | 4,087 |
| 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 | $27,736,000 | 1,785 |
| Mortgage-backed securities | $21,098,000 | 2,177 |
| Certificates of participation in pools of residential mortgages | $7,201,000 | 2,906 |
| Issued or guaranteed by U.S. | $7,201,000 | 2,905 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $13,897,000 | 1,099 |
| CMOs issued by government agencies or sponsored agencies | $13,897,000 | 1,043 |
| 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) | $31,587,000 | 3,155 |
| Total debt securities | $31,587,000 | 3,426 |
| 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 | $31,877,000 | 3,520 |
| U.S. Government securities | $28,770,000 | 2,772 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $28,770,000 | 2,684 |
| Securities issued by states & political subdivisions | $3,107,000 | 4,121 |
| 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 | $25,684,000 | 1,892 |
| Mortgage-backed securities | $21,021,000 | 2,237 |
| Certificates of participation in pools of residential mortgages | $9,033,000 | 2,717 |
| Issued or guaranteed by U.S. | $9,033,000 | 2,715 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $11,988,000 | 1,211 |
| CMOs issued by government agencies or sponsored agencies | $11,988,000 | 1,152 |
| 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) | $31,877,000 | 3,216 |
| Total debt securities | $31,877,000 | 3,495 |
| 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 | $31,929,000 | 3,567 |
| U.S. Government securities | $28,831,000 | 2,816 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $28,831,000 | 2,729 |
| Securities issued by states & political subdivisions | $3,098,000 | 4,167 |
| 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 | $26,852,000 | 1,841 |
| Mortgage-backed securities | $20,887,000 | 2,281 |
| Certificates of participation in pools of residential mortgages | $9,566,000 | 2,696 |
| Issued or guaranteed by U.S. | $9,566,000 | 2,696 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $11,321,000 | 1,279 |
| CMOs issued by government agencies or sponsored agencies | $11,321,000 | 1,215 |
| 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) | $31,929,000 | 3,246 |
| Total debt securities | $31,929,000 | 3,539 |
| 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 | $33,275,000 | 3,496 |
| U.S. Government securities | $30,189,000 | 2,755 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $30,189,000 | 2,676 |
| Securities issued by states & political subdivisions | $3,086,000 | 4,202 |
| 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 | $29,046,000 | 1,746 |
| Mortgage-backed securities | $21,887,000 | 2,223 |
| Certificates of participation in pools of residential mortgages | $10,047,000 | 2,650 |
| Issued or guaranteed by U.S. | $10,047,000 | 2,650 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $11,840,000 | 1,247 |
| CMOs issued by government agencies or sponsored agencies | $11,840,000 | 1,180 |
| 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) | $33,275,000 | 3,190 |
| Total debt securities | $33,276,000 | 3,470 |
| 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 | $32,203,000 | 3,556 |
| U.S. Government securities | $29,264,000 | 2,783 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $29,264,000 | 2,712 |
| Securities issued by states & political subdivisions | $2,939,000 | 4,276 |
| 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 | $25,038,000 | 1,939 |
| Mortgage-backed securities | $20,711,000 | 2,294 |
| Certificates of participation in pools of residential mortgages | $8,441,000 | 2,878 |
| Issued or guaranteed by U.S. | $8,441,000 | 2,877 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $12,270,000 | 1,221 |
| CMOs issued by government agencies or sponsored agencies | $12,270,000 | 1,158 |
| 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) | $32,203,000 | 3,261 |
| Total debt securities | $32,202,000 | 3,526 |
| 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 | $33,083,000 | 3,516 |
| U.S. Government securities | $30,112,000 | 2,763 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $30,112,000 | 2,694 |
| Securities issued by states & political subdivisions | $2,971,000 | 4,280 |
| 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 | $25,198,000 | 1,918 |
| Mortgage-backed securities | $21,096,000 | 2,286 |
| Certificates of participation in pools of residential mortgages | $6,720,000 | 3,149 |
| Issued or guaranteed by U.S. | $6,720,000 | 3,145 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $14,376,000 | 1,143 |
| CMOs issued by government agencies or sponsored agencies | $14,376,000 | 1,073 |
| 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) | $33,083,000 | 3,233 |
| Total debt securities | $33,082,000 | 3,486 |
| 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 | $33,890,000 | 3,450 |
| U.S. Government securities | $31,140,000 | 2,690 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $31,140,000 | 2,624 |
| Securities issued by states & political subdivisions | $2,750,000 | 4,349 |
| 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 | $25,505,000 | 1,866 |
| Mortgage-backed securities | $21,604,000 | 2,266 |
| Certificates of participation in pools of residential mortgages | $6,181,000 | 3,234 |
| Issued or guaranteed by U.S. | $6,181,000 | 3,231 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $15,423,000 | 1,115 |
| CMOs issued by government agencies or sponsored agencies | $15,423,000 | 1,051 |
| 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) | $33,890,000 | 3,178 |
| Total debt securities | $33,889,000 | 3,410 |
| 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 | $34,451,000 | 3,454 |
| U.S. Government securities | $31,621,000 | 2,717 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $31,621,000 | 2,656 |
| Securities issued by states & political subdivisions | $2,830,000 | 4,311 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $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 | $27,319,000 | 1,821 |
| Mortgage-backed securities | $21,318,000 | 2,324 |
| Certificates of participation in pools of residential mortgages | $4,579,000 | 3,626 |
| Issued or guaranteed by U.S. | $4,579,000 | 3,622 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $16,739,000 | 1,109 |
| CMOs issued by government agencies or sponsored agencies | $16,739,000 | 1,045 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $34,451,000 | 3,204 |
| Total debt securities | $34,451,000 | 3,421 |
| 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 | $35,289,000 | 3,352 |
| U.S. Government securities | $32,111,000 | 2,617 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $32,111,000 | 2,558 |
| Securities issued by states & political subdivisions | $3,178,000 | 4,208 |
| 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 | $19,398,000 | 2,249 |
| Mortgage-backed securities | $21,399,000 | 2,308 |
| Certificates of participation in pools of residential mortgages | $3,705,000 | 3,831 |
| Issued or guaranteed by U.S. | $3,705,000 | 3,828 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $17,694,000 | 1,094 |
| CMOs issued by government agencies or sponsored agencies | $17,694,000 | 1,018 |
| 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) | $35,289,000 | 3,100 |
| Total debt securities | $35,289,000 | 3,321 |
| 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 | $36,424,000 | 3,324 |
| U.S. Government securities | $33,562,000 | 2,606 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $33,562,000 | 2,547 |
| Securities issued by states & political subdivisions | $2,862,000 | 4,298 |
| 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 | $20,127,000 | 2,213 |
| Mortgage-backed securities | $22,371,000 | 2,349 |
| Certificates of participation in pools of residential mortgages | $3,915,000 | 3,917 |
| Issued or guaranteed by U.S. | $3,915,000 | 3,915 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $18,456,000 | 1,113 |
| CMOs issued by government agencies or sponsored agencies | $18,456,000 | 1,041 |
| 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) | $36,424,000 | 3,067 |
| Total debt securities | $36,424,000 | 3,296 |
| 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 | $33,600,000 | 3,509 |
| U.S. Government securities | $30,723,000 | 2,790 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $30,723,000 | 2,733 |
| Securities issued by states & political subdivisions | $2,877,000 | 4,268 |
| 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 | $31,869,000 | 1,621 |
| Mortgage-backed securities | $21,197,000 | 2,443 |
| Certificates of participation in pools of residential mortgages | $3,987,000 | 3,941 |
| Issued or guaranteed by U.S. | $3,987,000 | 3,939 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $17,210,000 | 1,181 |
| CMOs issued by government agencies or sponsored agencies | $17,210,000 | 1,093 |
| 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) | $33,600,000 | 3,248 |
| Total debt securities | $33,600,000 | 3,485 |
| 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 | $38,737,000 | 3,231 |
| U.S. Government securities | $36,164,000 | 2,532 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $36,164,000 | 2,477 |
| Securities issued by states & political subdivisions | $2,573,000 | 4,282 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $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 | $34,420,000 | 1,520 |
| Mortgage-backed securities | $27,951,000 | 2,090 |
| Certificates of participation in pools of residential mortgages | $4,102,000 | 3,915 |
| Issued or guaranteed by U.S. | $4,102,000 | 3,910 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $23,849,000 | 972 |
| CMOs issued by government agencies or sponsored agencies | $23,849,000 | 908 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $38,737,000 | 2,975 |
| Total debt securities | $38,737,000 | 3,204 |
| 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 | $29,229,000 | 3,736 |
| U.S. Government securities | $26,644,000 | 3,033 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $26,644,000 | 2,964 |
| Securities issued by states & political subdivisions | $2,585,000 | 4,266 |
| 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 | $25,623,000 | 1,815 |
| Mortgage-backed securities | $19,422,000 | 2,513 |
| Certificates of participation in pools of residential mortgages | $3,089,000 | 4,104 |
| Issued or guaranteed by U.S. | $3,089,000 | 4,098 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $16,333,000 | 1,216 |
| CMOs issued by government agencies or sponsored agencies | $16,333,000 | 1,083 |
| 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) | $29,229,000 | 3,449 |
| Total debt securities | $29,229,000 | 3,712 |
| 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 | $27,638,000 | 3,786 |
| U.S. Government securities | $25,584,000 | 3,054 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $25,584,000 | 2,975 |
| Securities issued by states & political subdivisions | $2,054,000 | 4,432 |
| 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 | $23,322,000 | 1,898 |
| Mortgage-backed securities | $20,039,000 | 2,428 |
| Certificates of participation in pools of residential mortgages | $3,116,000 | 4,045 |
| Issued or guaranteed by U.S. | $3,116,000 | 4,029 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $16,923,000 | 1,186 |
| CMOs issued by government agencies or sponsored agencies | $16,923,000 | 1,052 |
| 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) | $27,638,000 | 3,491 |
| Total debt securities | $27,638,000 | 3,755 |
| 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 | $39,913,000 | 3,013 |
| U.S. Government securities | $37,678,000 | 2,339 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $37,678,000 | 2,272 |
| Securities issued by states & political subdivisions | $2,235,000 | 4,353 |
| 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 | $30,735,000 | 1,557 |
| Mortgage-backed securities | $33,062,000 | 1,691 |
| Certificates of participation in pools of residential mortgages | $18,298,000 | 1,796 |
| Issued or guaranteed by U.S. | $18,298,000 | 1,793 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $14,764,000 | 1,267 |
| CMOs issued by government agencies or sponsored agencies | $14,764,000 | 1,107 |
| 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) | $39,913,000 | 2,750 |
| Total debt securities | $39,913,000 | 2,990 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| 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 | $41,065,000 | 2,917 |
| U.S. Government securities | $38,819,000 | 2,270 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $38,819,000 | 2,202 |
| Securities issued by states & political subdivisions | $2,246,000 | 4,327 |
| 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 | $30,102,000 | 1,605 |
| Mortgage-backed securities | $34,246,000 | 1,611 |
| Certificates of participation in pools of residential mortgages | $26,430,000 | 1,314 |
| Issued or guaranteed by U.S. | $26,430,000 | 1,307 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $7,816,000 | 1,704 |
| CMOs issued by government agencies or sponsored agencies | $7,816,000 | 1,520 |
| 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) | $41,065,000 | 2,646 |
| Total debt securities | $41,066,000 | 2,896 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| 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 | $35,787,000 | 3,124 |
| U.S. Government securities | $33,559,000 | 2,437 |
| U.S. Treasury securities | $2,867,000 | 656 |
| U.S. Government agency obligations | $30,692,000 | 2,509 |
| Securities issued by states & political subdivisions | $2,228,000 | 4,325 |
| 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 | $5,972,000 | 3,966 |
| Mortgage-backed securities | $30,692,000 | 1,699 |
| Certificates of participation in pools of residential mortgages | $23,838,000 | 1,384 |
| Issued or guaranteed by U.S. | $23,838,000 | 1,377 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,854,000 | 1,757 |
| CMOs issued by government agencies or sponsored agencies | $6,854,000 | 1,569 |
| 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) | $35,787,000 | 2,847 |
| Total debt securities | $35,787,000 | 3,101 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| 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 | $31,337,000 | 3,379 |
| U.S. Government securities | $17,956,000 | 3,662 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $17,956,000 | 3,557 |
| Securities issued by states & political subdivisions | $2,286,000 | 4,232 |
| Other domestic debt securities | $11,095,000 | 712 |
| Privately issued residential mortgage-backed securities | $11,095,000 | 378 |
| 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 | $6,169,000 | 3,953 |
| Mortgage-backed securities | $24,105,000 | 1,973 |
| Certificates of participation in pools of residential mortgages | $13,010,000 | 2,066 |
| Issued or guaranteed by U.S. | $13,010,000 | 2,060 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $11,095,000 | 1,399 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $11,095,000 | 363 |
| 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) | $31,337,000 | 3,078 |
| Total debt securities | $31,335,000 | 3,349 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| 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 | $37,967,000 | 2,944 |
| U.S. Government securities | $32,586,000 | 2,516 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $32,586,000 | 2,435 |
| Securities issued by states & political subdivisions | $5,381,000 | 3,178 |
| 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 | $8,195,000 | 3,576 |
| Mortgage-backed securities | $27,444,000 | 1,794 |
| Certificates of participation in pools of residential mortgages | $22,199,000 | 1,431 |
| Issued or guaranteed by U.S. | $22,199,000 | 1,424 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $5,245,000 | 1,870 |
| CMOs issued by government agencies or sponsored agencies | $5,245,000 | 1,625 |
| 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) | $37,967,000 | 2,650 |
| Total debt securities | $37,966,000 | 2,917 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| 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 | $30,699,000 | 3,450 |
| U.S. Government securities | $25,276,000 | 3,061 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $25,276,000 | 2,981 |
| Securities issued by states & political subdivisions | $5,423,000 | 3,139 |
| 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 | $8,582,000 | 3,584 |
| Mortgage-backed securities | $23,073,000 | 2,065 |
| Certificates of participation in pools of residential mortgages | $22,193,000 | 1,499 |
| Issued or guaranteed by U.S. | $22,193,000 | 1,495 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $880,000 | 2,952 |
| CMOs issued by government agencies or sponsored agencies | $880,000 | 2,625 |
| 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) | $30,699,000 | 3,131 |
| Total debt securities | $30,698,000 | 3,419 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $24,997,000 | 3,890 |
| U.S. Government securities | $19,335,000 | 3,598 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $19,335,000 | 3,521 |
| Securities issued by states & political subdivisions | $5,662,000 | 3,077 |
| 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 | $4,369,000 | 4,579 |
| Mortgage-backed securities | $19,335,000 | 2,339 |
| Certificates of participation in pools of residential mortgages | $18,182,000 | 1,810 |
| Issued or guaranteed by U.S. | $18,182,000 | 1,804 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,153,000 | 2,812 |
| CMOs issued by government agencies or sponsored agencies | $1,153,000 | 2,478 |
| 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) | $24,997,000 | 3,524 |
| Total debt securities | $24,996,000 | 3,859 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| 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 | $24,427,000 | 3,965 |
| U.S. Government securities | $17,771,000 | 3,750 |
| U.S. Treasury securities | $3,009,000 | 480 |
| U.S. Government agency obligations | $14,762,000 | 4,089 |
| Securities issued by states & political subdivisions | $6,656,000 | 2,852 |
| 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 | $7,995,000 | 3,720 |
| Mortgage-backed securities | $13,756,000 | 2,858 |
| Certificates of participation in pools of residential mortgages | $3,483,000 | 4,051 |
| Issued or guaranteed by U.S. | $3,483,000 | 4,043 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $10,273,000 | 1,358 |
| CMOs issued by government agencies or sponsored agencies | $10,273,000 | 1,103 |
| 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) | $24,427,000 | 3,581 |
| Total debt securities | $24,426,000 | 3,927 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $23,594,000 | 4,005 |
| U.S. Government securities | $16,455,000 | 3,908 |
| U.S. Treasury securities | $2,991,000 | 465 |
| U.S. Government agency obligations | $13,464,000 | 4,284 |
| Securities issued by states & political subdivisions | $7,139,000 | 2,701 |
| 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 | $6,302,000 | 4,051 |
| Mortgage-backed securities | $11,448,000 | 3,155 |
| Certificates of participation in pools of residential mortgages | $2,761,000 | 4,389 |
| Issued or guaranteed by U.S. | $2,761,000 | 4,376 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $8,687,000 | 1,464 |
| CMOs issued by government agencies or sponsored agencies | $8,687,000 | 1,178 |
| 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) | $23,594,000 | 3,611 |
| Total debt securities | $23,593,000 | 3,968 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| 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 | $28,702,000 | 3,584 |
| U.S. Government securities | $21,190,000 | 3,398 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $21,190,000 | 3,333 |
| Securities issued by states & political subdivisions | $7,512,000 | 2,549 |
| 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 | $7,545,000 | 3,841 |
| Mortgage-backed securities | $16,642,000 | 2,671 |
| Certificates of participation in pools of residential mortgages | $12,670,000 | 2,424 |
| Issued or guaranteed by U.S. | $12,670,000 | 2,412 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,972,000 | 2,026 |
| CMOs issued by government agencies or sponsored agencies | $3,972,000 | 1,689 |
| 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) | $28,702,000 | 3,206 |
| Total debt securities | $28,703,000 | 3,555 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $27,463,000 | 3,654 |
| U.S. Government securities | $20,409,000 | 3,509 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $20,409,000 | 3,436 |
| Securities issued by states & political subdivisions | $7,054,000 | 2,608 |
| 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 | $10,653,000 | 3,335 |
| Mortgage-backed securities | $8,699,000 | 3,556 |
| Certificates of participation in pools of residential mortgages | $6,748,000 | 3,306 |
| Issued or guaranteed by U.S. | $6,748,000 | 3,293 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,951,000 | 2,449 |
| CMOs issued by government agencies or sponsored agencies | $1,951,000 | 2,132 |
| 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) | $27,463,000 | 3,270 |
| Total debt securities | $27,463,000 | 3,615 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $33,895,000 | 3,103 |
| U.S. Government securities | $26,230,000 | 2,871 |
| U.S. Treasury securities | $998,000 | 685 |
| U.S. Government agency obligations | $25,232,000 | 2,882 |
| Securities issued by states & political subdivisions | $7,665,000 | 2,459 |
| 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 | $23,937,000 | 2,003 |
| Mortgage-backed securities | $4,049,000 | 4,468 |
| Certificates of participation in pools of residential mortgages | $2,073,000 | 4,664 |
| Issued or guaranteed by U.S. | $2,073,000 | 4,649 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,976,000 | 2,366 |
| CMOs issued by government agencies or sponsored agencies | $1,976,000 | 2,037 |
| 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) | $33,895,000 | 2,753 |
| Total debt securities | $33,894,000 | 3,071 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $37,832,000 | 2,905 |
| U.S. Government securities | $29,995,000 | 2,637 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $29,995,000 | 2,587 |
| Securities issued by states & political subdivisions | $7,837,000 | 2,449 |
| 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 | $27,777,000 | 1,744 |
| Mortgage-backed securities | $9,784,000 | 3,290 |
| Certificates of participation in pools of residential mortgages | $8,886,000 | 2,821 |
| Issued or guaranteed by U.S. | $8,886,000 | 2,808 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $898,000 | 2,850 |
| CMOs issued by government agencies or sponsored agencies | $898,000 | 2,522 |
| 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) | $37,832,000 | 2,580 |
| Total debt securities | $37,832,000 | 2,872 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $38,481,000 | 2,856 |
| U.S. Government securities | $30,415,000 | 2,590 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $30,415,000 | 2,537 |
| Securities issued by states & political subdivisions | $7,565,000 | 2,528 |
| Other domestic debt securities | $501,000 | 2,562 |
| 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 | $501,000 | 1,847 |
| 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 | $25,646,000 | 1,843 |
| Mortgage-backed securities | $10,710,000 | 3,087 |
| Certificates of participation in pools of residential mortgages | $9,737,000 | 2,585 |
| Issued or guaranteed by U.S. | $9,737,000 | 2,573 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $973,000 | 2,807 |
| CMOs issued by government agencies or sponsored agencies | $973,000 | 2,472 |
| 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) | $38,481,000 | 2,541 |
| Total debt securities | $38,482,000 | 2,814 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $34,358,000 | 3,126 |
| U.S. Government securities | $27,457,000 | 2,859 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $27,457,000 | 2,802 |
| Securities issued by states & political subdivisions | $6,400,000 | 2,751 |
| Other domestic debt securities | $501,000 | 2,385 |
| 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 | $501,000 | 1,713 |
| 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 | $19,886,000 | 2,228 |
| Mortgage-backed securities | $10,003,000 | 2,914 |
| Certificates of participation in pools of residential mortgages | $9,002,000 | 2,420 |
| Issued or guaranteed by U.S. | $9,002,000 | 2,406 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,001,000 | 2,643 |
| CMOs issued by government agencies or sponsored agencies | $1,001,000 | 2,339 |
| 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) | $34,358,000 | 2,746 |
| Total debt securities | $34,357,000 | 3,083 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $29,623,000 | 3,483 |
| U.S. Government securities | $23,671,000 | 3,218 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $23,671,000 | 3,152 |
| Securities issued by states & political subdivisions | $5,448,000 | 2,946 |
| Other domestic debt securities | $504,000 | 2,310 |
| 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 | $504,000 | 1,665 |
| 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 | $19,811,000 | 2,204 |
| Mortgage-backed securities | $8,369,000 | 3,002 |
| Certificates of participation in pools of residential mortgages | $7,338,000 | 2,539 |
| Issued or guaranteed by U.S. | $7,338,000 | 2,525 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,031,000 | 2,557 |
| CMOs issued by government agencies or sponsored agencies | $1,031,000 | 2,259 |
| 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) | $29,623,000 | 3,062 |
| Total debt securities | $29,622,000 | 3,444 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $32,478,000 | 3,253 |
| U.S. Government securities | $25,739,000 | 3,044 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $25,739,000 | 2,968 |
| Securities issued by states & political subdivisions | $6,236,000 | 2,755 |
| Other domestic debt securities | $503,000 | 2,256 |
| 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 | $503,000 | 1,631 |
| 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 | $22,307,000 | 2,003 |
| Mortgage-backed securities | $8,658,000 | 2,890 |
| Certificates of participation in pools of residential mortgages | $5,568,000 | 2,853 |
| Issued or guaranteed by U.S. | $5,568,000 | 2,840 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,090,000 | 1,858 |
| CMOs issued by government agencies or sponsored agencies | $3,090,000 | 1,585 |
| 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) | $32,478,000 | 2,846 |
| Total debt securities | $32,475,000 | 3,214 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $32,422,000 | 3,270 |
| U.S. Government securities | $25,852,000 | 3,035 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $25,852,000 | 2,956 |
| Securities issued by states & political subdivisions | $6,064,000 | 2,804 |
| Other domestic debt securities | $506,000 | 2,251 |
| 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 | $506,000 | 1,652 |
| 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 | $22,082,000 | 2,026 |
| Mortgage-backed securities | $8,631,000 | 2,862 |
| Certificates of participation in pools of residential mortgages | $5,906,000 | 2,770 |
| Issued or guaranteed by U.S. | $5,906,000 | 2,759 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,725,000 | 1,925 |
| CMOs issued by government agencies or sponsored agencies | $2,725,000 | 1,661 |
| 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) | $32,422,000 | 2,836 |
| Total debt securities | $32,423,000 | 3,227 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $29,452,000 | 3,519 |
| U.S. Government securities | $23,878,000 | 3,272 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $23,878,000 | 3,179 |
| Securities issued by states & political subdivisions | $5,068,000 | 3,092 |
| Other domestic debt securities | $506,000 | 2,267 |
| 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 | $506,000 | 1,686 |
| 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 | $21,243,000 | 2,096 |
| Mortgage-backed securities | $8,201,000 | 2,912 |
| Certificates of participation in pools of residential mortgages | $5,359,000 | 2,917 |
| Issued or guaranteed by U.S. | $5,359,000 | 2,903 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,842,000 | 1,903 |
| CMOs issued by government agencies or sponsored agencies | $2,842,000 | 1,649 |
| 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) | $29,452,000 | 3,056 |
| Total debt securities | $29,453,000 | 3,472 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| 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 | $26,497,000 | 3,810 |
| U.S. Government securities | $21,080,000 | 3,618 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $21,080,000 | 3,513 |
| Securities issued by states & political subdivisions | $4,909,000 | 3,122 |
| Other domestic debt securities | $508,000 | 2,300 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $508,000 | 1,719 |
| 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 | $18,409,000 | 2,322 |
| Mortgage-backed securities | $8,449,000 | 2,852 |
| Certificates of participation in pools of residential mortgages | $5,496,000 | 2,887 |
| Issued or guaranteed by U.S. | $5,496,000 | 2,872 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,953,000 | 1,839 |
| CMOs issued by government agencies or sponsored agencies | $2,953,000 | 1,595 |
| 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) | $26,497,000 | 3,326 |
| Total debt securities | $26,496,000 | 3,750 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $25,937,000 | 3,855 |
| U.S. Government securities | $20,730,000 | 3,676 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $20,730,000 | 3,562 |
| Securities issued by states & political subdivisions | $4,201,000 | 3,334 |
| Other domestic debt securities | $1,006,000 | 1,938 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,006,000 | 1,409 |
| 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 | $18,774,000 | 2,275 |
| Mortgage-backed securities | $8,765,000 | 2,798 |
| Certificates of participation in pools of residential mortgages | $5,728,000 | 2,842 |
| Issued or guaranteed by U.S. | $5,728,000 | 2,829 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,037,000 | 1,806 |
| CMOs issued by government agencies or sponsored agencies | $3,037,000 | 1,572 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $25,937,000 | 3,366 |
| Total debt securities | $25,936,000 | 3,793 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $26,929,000 | 3,824 |
| U.S. Government securities | $21,735,000 | 3,575 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $21,735,000 | 3,455 |
| Securities issued by states & political subdivisions | $4,180,000 | 3,347 |
| Other domestic debt securities | $1,014,000 | 1,973 |
| 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 | $1,014,000 | 1,454 |
| 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 | $18,552,000 | 2,278 |
| Mortgage-backed securities | $9,194,000 | 2,788 |
| Certificates of participation in pools of residential mortgages | $6,031,000 | 2,814 |
| Issued or guaranteed by U.S. | $6,031,000 | 2,799 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,163,000 | 1,781 |
| CMOs issued by government agencies or sponsored agencies | $3,163,000 | 1,544 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $26,929,000 | 3,332 |
| Total debt securities | $26,928,000 | 3,767 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $23,860,000 | 4,164 |
| U.S. Government securities | $17,863,000 | 4,103 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $17,863,000 | 3,972 |
| Securities issued by states & political subdivisions | $4,726,000 | 3,177 |
| Other domestic debt securities | $1,271,000 | 1,930 |
| 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 | $1,271,000 | 1,447 |
| 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 | $17,976,000 | 2,324 |
| Mortgage-backed securities | $7,542,000 | 3,097 |
| Certificates of participation in pools of residential mortgages | $4,268,000 | 3,295 |
| Issued or guaranteed by U.S. | $4,268,000 | 3,284 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,274,000 | 1,752 |
| CMOs issued by government agencies or sponsored agencies | $3,274,000 | 1,529 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $23,860,000 | 3,593 |
| Total debt securities | $23,860,000 | 4,106 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $23,826,000 | 4,119 |
| U.S. Government securities | $18,384,000 | 3,982 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $18,384,000 | 3,858 |
| Securities issued by states & political subdivisions | $4,159,000 | 3,354 |
| Other domestic debt securities | $1,283,000 | 1,961 |
| 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 | $1,283,000 | 1,501 |
| 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 | $14,510,000 | 2,669 |
| Mortgage-backed securities | $7,996,000 | 3,035 |
| Certificates of participation in pools of residential mortgages | $4,544,000 | 3,263 |
| Issued or guaranteed by U.S. | $4,544,000 | 3,252 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,452,000 | 1,734 |
| CMOs issued by government agencies or sponsored agencies | $3,452,000 | 1,498 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $23,826,000 | 3,560 |
| Total debt securities | $23,824,000 | 4,067 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $22,184,000 | 4,348 |
| U.S. Government securities | $16,464,000 | 4,318 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $16,464,000 | 4,189 |
| Securities issued by states & political subdivisions | $4,173,000 | 3,330 |
| Other domestic debt securities | $1,547,000 | 1,877 |
| 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 | $1,547,000 | 1,451 |
| 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 | $14,977,000 | 2,611 |
| Mortgage-backed securities | $7,585,000 | 3,193 |
| Certificates of participation in pools of residential mortgages | $4,870,000 | 3,236 |
| Issued or guaranteed by U.S. | $4,870,000 | 3,224 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,715,000 | 1,932 |
| CMOs issued by government agencies or sponsored agencies | $2,715,000 | 1,704 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $22,184,000 | 3,766 |
| Total debt securities | $22,184,000 | 4,283 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $22,825,000 | 4,356 |
| U.S. Government securities | $16,856,000 | 4,318 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $16,856,000 | 4,181 |
| Securities issued by states & political subdivisions | $4,170,000 | 3,324 |
| Other domestic debt securities | $1,799,000 | 1,826 |
| 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 | $1,799,000 | 1,441 |
| 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 | $13,345,000 | 2,812 |
| Mortgage-backed securities | $8,067,000 | 3,185 |
| Certificates of participation in pools of residential mortgages | $5,121,000 | 3,241 |
| Issued or guaranteed by U.S. | $5,121,000 | 3,235 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,946,000 | 1,909 |
| CMOs issued by government agencies or sponsored agencies | $2,946,000 | 1,689 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $22,825,000 | 3,774 |
| Total debt securities | $22,825,000 | 4,299 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $19,055,000 | 4,864 |
| U.S. Government securities | $12,489,000 | 5,127 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,489,000 | 4,964 |
| Securities issued by states & political subdivisions | $4,226,000 | 3,318 |
| Other domestic debt securities | $2,340,000 | 1,677 |
| 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 | $2,340,000 | 1,299 |
| 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 | $12,437,000 | 2,919 |
| Mortgage-backed securities | $4,074,000 | 4,221 |
| Certificates of participation in pools of residential mortgages | $2,821,000 | 4,083 |
| Issued or guaranteed by U.S. | $2,821,000 | 4,071 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,253,000 | 2,528 |
| CMOs issued by government agencies or sponsored agencies | $1,253,000 | 2,281 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $19,055,000 | 4,222 |
| Total debt securities | $19,055,000 | 4,806 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $18,775,000 | 4,874 |
| U.S. Government securities | $12,694,000 | 5,095 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $12,694,000 | 4,942 |
| Securities issued by states & political subdivisions | $4,257,000 | 3,325 |
| Other domestic debt securities | $1,824,000 | 1,884 |
| 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 | $1,824,000 | 1,540 |
| 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 | $12,515,000 | 2,862 |
| Mortgage-backed securities | $2,209,000 | 4,986 |
| Certificates of participation in pools of residential mortgages | $1,955,000 | 4,536 |
| Issued or guaranteed by U.S. | $1,955,000 | 4,522 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $254,000 | 3,274 |
| CMOs issued by government agencies or sponsored agencies | $254,000 | 2,990 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $18,775,000 | 4,240 |
| Total debt securities | $18,775,000 | 4,811 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $19,375,000 | 4,888 |
| U.S. Government securities | $12,691,000 | 5,158 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $12,691,000 | 5,002 |
| Securities issued by states & political subdivisions | $4,143,000 | 3,371 |
| Other domestic debt securities | $2,541,000 | 1,694 |
| 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 | $2,541,000 | 1,349 |
| 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 | $12,361,000 | 2,882 |
| Mortgage-backed securities | $2,357,000 | 4,978 |
| Certificates of participation in pools of residential mortgages | $2,091,000 | 4,505 |
| Issued or guaranteed by U.S. | $2,091,000 | 4,489 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $266,000 | 3,316 |
| CMOs issued by government agencies or sponsored agencies | $266,000 | 3,038 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $19,375,000 | 4,264 |
| Total debt securities | $19,375,000 | 4,823 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $19,717,000 | 4,804 |
| U.S. Government securities | $12,787,000 | 5,062 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $12,787,000 | 4,928 |
| Securities issued by states & political subdivisions | $4,333,000 | 3,314 |
| Other domestic debt securities | $2,597,000 | 1,769 |
| 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 | $2,597,000 | 1,420 |
| 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 | $12,359,000 | 2,858 |
| Mortgage-backed securities | $2,712,000 | 4,883 |
| Certificates of participation in pools of residential mortgages | $2,442,000 | 4,387 |
| Issued or guaranteed by U.S. | $2,442,000 | 4,373 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $270,000 | 3,389 |
| CMOs issued by government agencies or sponsored agencies | $270,000 | 3,098 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $19,717,000 | 4,194 |
| Total debt securities | $19,717,000 | 4,732 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $11,231,000 | 6,354 |
| U.S. Government securities | $4,355,000 | 7,434 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $4,355,000 | 7,260 |
| Securities issued by states & political subdivisions | $4,267,000 | 3,340 |
| Other domestic debt securities | $2,609,000 | 1,807 |
| 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 | $2,609,000 | 1,525 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,108,000 | 3,353 |
| Mortgage-backed securities | $1,328,000 | 5,557 |
| Certificates of participation in pools of residential mortgages | $996,000 | 5,286 |
| Issued or guaranteed by U.S. | $996,000 | 5,264 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $332,000 | 3,350 |
| CMOs issued by government agencies or sponsored agencies | $332,000 | 3,188 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $11,231,000 | 5,621 |
| Total debt securities | $11,231,000 | 6,268 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $10,434,000 | 6,458 |
| U.S. Government securities | $3,199,000 | 7,750 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $3,199,000 | 7,563 |
| Securities issued by states & political subdivisions | $4,609,000 | 3,211 |
| Other domestic debt securities | $2,626,000 | 1,876 |
| 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 | $2,626,000 | 1,601 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,552,000 | 3,385 |
| Mortgage-backed securities | $1,665,000 | 5,391 |
| Certificates of participation in pools of residential mortgages | $1,152,000 | 5,160 |
| Issued or guaranteed by U.S. | $1,152,000 | 5,138 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $513,000 | 3,202 |
| CMOs issued by government agencies or sponsored agencies | $513,000 | 3,043 |
| 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) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $10,434,000 | 5,722 |
| Total debt securities | $10,434,000 | 6,361 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $10,879,000 | 6,277 |
| U.S. Government securities | $4,913,000 | 7,124 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,913,000 | 6,944 |
| Securities issued by states & political subdivisions | $3,307,000 | 3,690 |
| Other domestic debt securities | $2,659,000 | 1,934 |
| 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 | $2,659,000 | 1,656 |
| 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 | $10,233,000 | 2,994 |
| Mortgage-backed securities | $1,861,000 | 5,392 |
| Certificates of participation in pools of residential mortgages | $1,582,000 | 4,918 |
| Issued or guaranteed by U.S. | $1,582,000 | 4,899 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $279,000 | 3,696 |
| CMOs issued by government agencies or sponsored agencies | $279,000 | 3,526 |
| 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) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $10,879,000 | 5,540 |
| Total debt securities | $10,879,000 | 6,192 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $11,663,000 | 6,175 |
| U.S. Government securities | $6,031,000 | 6,784 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $6,031,000 | 6,597 |
| Securities issued by states & political subdivisions | $2,997,000 | 3,766 |
| Other domestic debt securities | $2,635,000 | 1,946 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,635,000 | 1,664 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,959,000 | 3,300 |
| Mortgage-backed securities | $2,481,000 | 5,109 |
| Certificates of participation in pools of residential mortgages | $2,004,000 | 4,656 |
| Issued or guaranteed by U.S. | $2,004,000 | 4,639 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $477,000 | 3,598 |
| CMOs issued by government agencies or sponsored agencies | $477,000 | 3,433 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $11,663,000 | 5,395 |
| Total debt securities | $11,663,000 | 6,082 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $9,774,000 | 6,558 |
| U.S. Government securities | $4,202,000 | 7,445 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,202,000 | 7,240 |
| Securities issued by states & political subdivisions | $2,958,000 | 3,776 |
| Other domestic debt securities | $2,614,000 | 1,949 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,614,000 | 1,684 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,252,000 | 3,671 |
| Mortgage-backed securities | $1,905,000 | 5,364 |
| Certificates of participation in pools of residential mortgages | $1,202,000 | 5,187 |
| Issued or guaranteed by U.S. | $1,202,000 | 5,168 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $703,000 | 3,395 |
| CMOs issued by government agencies or sponsored agencies | $703,000 | 3,248 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $9,774,000 | 5,767 |
| Total debt securities | $9,774,000 | 6,455 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $10,222,000 | 6,454 |
| U.S. Government securities | $5,323,000 | 7,088 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $5,323,000 | 6,854 |
| Securities issued by states & political subdivisions | $2,850,000 | 3,833 |
| Other domestic debt securities | $2,049,000 | 2,219 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,049,000 | 1,884 |
| 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 | $6,885,000 | 3,726 |
| Mortgage-backed securities | $3,059,000 | 4,694 |
| Certificates of participation in pools of residential mortgages | $2,011,000 | 4,477 |
| Issued or guaranteed by U.S. | $2,011,000 | 4,457 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,048,000 | 3,233 |
| CMOs issued by government agencies or sponsored agencies | $1,048,000 | 3,071 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $10,222,000 | 5,569 |
| Total debt securities | $10,222,000 | 6,356 |
| 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 | $18,688,000 | 4,868 |
| U.S. Government securities | $14,835,000 | 4,569 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $14,835,000 | 4,268 |
| Securities issued by states & political subdivisions | $3,536,000 | 3,406 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $317,000 | 4,845 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,748,000 | 2,670 |
| Mortgage-backed securities | $2,185,000 | 4,667 |
| Certificates of participation in pools of residential mortgages | $269,000 | 5,895 |
| Issued or guaranteed by U.S. | $269,000 | 5,874 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,916,000 | 2,342 |
| CMOs issued by government agencies or sponsored agencies | $1,916,000 | 2,207 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $18,688,000 | 3,991 |
| Total debt securities | $18,371,000 | 4,801 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $18,563,000 | 5,099 |
| U.S. Government securities | $14,796,000 | 4,817 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $14,796,000 | 4,341 |
| Securities issued by states & political subdivisions | $3,450,000 | 3,645 |
| 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 | $317,000 | 4,731 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,365,000 | 3,300 |
| Mortgage-backed securities | $2,347,000 | 4,861 |
| Certificates of participation in pools of residential mortgages | $331,000 | 6,068 |
| Issued or guaranteed by U.S. | $331,000 | 6,053 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,016,000 | 2,429 |
| CMOs issued by government agencies or sponsored agencies | $2,016,000 | 2,290 |
| 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) | $18,563,000 | 4,111 |
| Total debt securities | $18,246,000 | 5,042 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $13,318,000 | 6,188 |
| U.S. Government securities | $9,145,000 | 6,363 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $9,145,000 | 5,536 |
| Securities issued by states & political subdivisions | $3,899,000 | 3,456 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $274,000 | 4,812 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,874,000 | 3,055 |
| Mortgage-backed securities | $3,514,000 | 4,478 |
| Certificates of participation in pools of residential mortgages | $542,000 | 5,905 |
| Issued or guaranteed by U.S. | $542,000 | 5,891 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,972,000 | 2,231 |
| CMOs issued by government agencies or sponsored agencies | $2,972,000 | 2,106 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $13,318,000 | 4,959 |
| Total debt securities | $13,044,000 | 6,146 |
| 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 | $13,934,000 | 6,257 |
| U.S. Government securities | $11,678,000 | 5,917 |
| U.S. Treasury securities | $1,002,000 | 6,378 |
| U.S. Government agency obligations | $10,676,000 | 5,021 |
| Securities issued by states & political subdivisions | $2,011,000 | 4,605 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $245,000 | 5,044 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,814,000 | 2,936 |
| Mortgage-backed securities | $4,677,000 | 3,947 |
| Certificates of participation in pools of residential mortgages | $1,152,000 | 5,186 |
| Issued or guaranteed by U.S. | $1,152,000 | 5,168 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $3,525,000 | 2,067 |
| CMOs issued by government agencies or sponsored agencies | $3,525,000 | 1,987 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $13,934,000 | 4,724 |
| Total debt securities | $13,689,000 | 6,201 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $13,630,000 | 6,819 |
| U.S. Government securities | $12,027,000 | 6,320 |
| U.S. Treasury securities | $1,505,000 | 6,529 |
| U.S. Government agency obligations | $10,522,000 | 5,341 |
| Securities issued by states & political subdivisions | $1,368,000 | 5,531 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $235,000 | 5,006 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,294,000 | 3,113 |
| Mortgage-backed securities | $5,032,000 | 4,235 |
| Certificates of participation in pools of residential mortgages | $1,498,000 | 5,199 |
| Issued or guaranteed by U.S. | $1,498,000 | 5,183 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $3,534,000 | 2,341 |
| CMOs issued by government agencies or sponsored agencies | $3,534,000 | 2,239 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $13,630,000 | 5,039 |
| Total debt securities | $13,395,000 | 6,745 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $10,836,000 | 7,987 |
| U.S. Government securities | $9,220,000 | 7,623 |
| U.S. Treasury securities | $507,000 | 9,294 |
| U.S. Government agency obligations | $8,713,000 | 5,965 |
| Securities issued by states & political subdivisions | $1,556,000 | 5,474 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $60,000 | 6,788 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,461,000 | 4,989 |
| Mortgage-backed securities | $5,698,000 | 4,221 |
| Certificates of participation in pools of residential mortgages | $1,821,000 | 5,090 |
| Issued or guaranteed by U.S. | $1,821,000 | 5,057 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $3,877,000 | 2,506 |
| CMOs issued by government agencies or sponsored agencies | $3,877,000 | 2,372 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $10,836,000 | 5,903 |
| Total debt securities | $10,776,000 | 7,874 |
| Structured notes | ||
| Amortized cost | $500,000 | 3,409 |
| Fair value | $505,000 | 3,387 |
| 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 | $10,157,000 | 8,697 |
| U.S. Government securities | $8,176,000 | 8,572 |
| U.S. Treasury securities | $992,000 | 9,683 |
| U.S. Government agency obligations | $7,184,000 | 6,560 |
| Securities issued by states & political subdivisions | $1,921,000 | 5,305 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $60,000 | 6,679 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,663,000 | 4,925 |
| Mortgage-backed securities | $5,952,000 | 4,334 |
| Certificates of participation in pools of residential mortgages | $2,036,000 | 5,161 |
| Issued or guaranteed by U.S. | $2,036,000 | 5,136 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $3,916,000 | 2,649 |
| CMOs issued by government agencies or sponsored agencies | $3,916,000 | 2,511 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,153,000 | 9,218 |
| Available-for-sale securities (fair market value) | $7,004,000 | 5,881 |
| Total debt securities | $10,097,000 | 8,599 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $8,532,000 | 9,656 |
| U.S. Government securities | $7,473,000 | 9,162 |
| U.S. Treasury securities | $1,009,000 | 9,881 |
| U.S. Government agency obligations | $6,464,000 | 7,096 |
| Securities issued by states & political subdivisions | $999,000 | 6,816 |
| Other domestic debt securities | $60,000 | 6,085 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $60,000 | 4,766 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $920,000 | 8,736 |
| Mortgage-backed securities | $6,464,000 | 4,634 |
| Certificates of participation in pools of residential mortgages | $2,549,000 | 5,236 |
| Issued or guaranteed by U.S. | $2,549,000 | 5,197 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $3,915,000 | 3,019 |
| CMOs issued by government agencies or sponsored agencies | $3,915,000 | 2,857 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $8,532,000 | 9,511 |
| 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 | $10,083,000 | 9,113 |
| U.S. Government securities | $9,745,000 | 8,167 |
| U.S. Treasury securities | $1,015,000 | 10,257 |
| U.S. Government agency obligations | $8,730,000 | 6,024 |
| Securities issued by states & political subdivisions | $278,000 | 8,437 |
| Other domestic debt securities | $60,000 | 6,990 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $60,000 | 5,443 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,231,000 | 4,981 |
| Mortgage-backed securities | $7,886,000 | 4,316 |
| Certificates of participation in pools of residential mortgages | $5,347,000 | 3,812 |
| Issued or guaranteed by U.S. | $5,347,000 | 3,762 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,539,000 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $2,539,000 | 3,392 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $10,083,000 | 8,987 |
| 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 |