Home > The First National Bank of Waynesboro > Securities
The First National Bank of Waynesboro, Securities
| 2023-12-31 | Rank | |
| Total securities | $26,652,000 | 3,314 |
| U.S. Government securities | $7,687,000 | 3,761 |
| U.S. Treasury securities | $2,904,000 | 2,126 |
| U.S. Government agency obligations | $4,783,000 | 3,683 |
| Securities issued by states & political subdivisions | $18,965,000 | 1,836 |
| 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 | $25,949,000 | 2,110 |
| Mortgage-backed securities | $2,966,000 | 3,235 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,966,000 | 2,859 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| 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) | $26,652,000 | 3,059 |
| Total debt securities | $26,652,000 | 3,289 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 539 |
| Fair value | $1,817,000 | 593 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $24,923,000 | 3,390 |
| U.S. Government securities | $7,622,000 | 3,783 |
| U.S. Treasury securities | $2,822,000 | 2,200 |
| U.S. Government agency obligations | $4,800,000 | 3,689 |
| Securities issued by states & political subdivisions | $17,301,000 | 1,918 |
| 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 | $24,923,000 | 2,098 |
| Mortgage-backed securities | $3,036,000 | 3,226 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,036,000 | 2,845 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| 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) | $24,923,000 | 3,133 |
| Total debt securities | $24,923,000 | 3,369 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 558 |
| Fair value | $1,764,000 | 603 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $26,019,000 | 3,408 |
| U.S. Government securities | $7,954,000 | 3,805 |
| U.S. Treasury securities | $2,872,000 | 2,226 |
| U.S. Government agency obligations | $5,082,000 | 3,700 |
| Securities issued by states & political subdivisions | $18,065,000 | 1,933 |
| 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 | $22,172,000 | 2,226 |
| Mortgage-backed securities | $3,296,000 | 3,215 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,296,000 | 2,832 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| 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) | $26,019,000 | 3,144 |
| Total debt securities | $26,019,000 | 3,384 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 597 |
| Fair value | $1,786,000 | 637 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $26,591,000 | 3,459 |
| U.S. Government securities | $8,328,000 | 3,851 |
| U.S. Treasury securities | $2,940,000 | 2,276 |
| U.S. Government agency obligations | $5,388,000 | 3,687 |
| Securities issued by states & political subdivisions | $18,263,000 | 1,981 |
| 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 | $22,106,000 | 2,162 |
| Mortgage-backed securities | $3,569,000 | 3,244 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,569,000 | 2,845 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| 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) | $26,591,000 | 3,194 |
| Total debt securities | $26,591,000 | 3,433 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 626 |
| Fair value | $1,819,000 | 673 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $26,404,000 | 3,497 |
| U.S. Government securities | $8,424,000 | 3,870 |
| U.S. Treasury securities | $2,897,000 | 2,322 |
| U.S. Government agency obligations | $5,527,000 | 3,671 |
| Securities issued by states & political subdivisions | $17,980,000 | 2,045 |
| 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 | $15,908,000 | 2,357 |
| Mortgage-backed securities | $3,745,000 | 3,249 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,745,000 | 2,834 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| 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) | $26,404,000 | 3,232 |
| Total debt securities | $26,404,000 | 3,471 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 654 |
| Fair value | $1,782,000 | 696 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-06-30 | Rank | |
| Total securities | $27,032,000 | 3,519 |
| U.S. Government securities | $9,089,000 | 3,843 |
| U.S. Treasury securities | $2,969,000 | 2,303 |
| U.S. Government agency obligations | $6,120,000 | 3,674 |
| Securities issued by states & political subdivisions | $17,943,000 | 2,098 |
| 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 | $15,540,000 | 2,318 |
| Mortgage-backed securities | $4,287,000 | 3,267 |
| Certificates of participation in pools of residential mortgages | $4,287,000 | 2,884 |
| Issued or guaranteed by U.S. | $4,287,000 | 2,801 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| 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) | $27,032,000 | 3,264 |
| Total debt securities | $27,032,000 | 3,501 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 622 |
| Fair value | $1,833,000 | 675 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $27,812,000 | 3,441 |
| U.S. Government securities | $9,781,000 | 3,728 |
| U.S. Treasury securities | $3,099,000 | 2,057 |
| U.S. Government agency obligations | $6,682,000 | 3,610 |
| Securities issued by states & political subdivisions | $18,031,000 | 2,106 |
| 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 | $16,338,000 | 2,216 |
| Mortgage-backed securities | $4,776,000 | 3,212 |
| Certificates of participation in pools of residential mortgages | $4,776,000 | 2,833 |
| Issued or guaranteed by U.S. | $4,776,000 | 2,755 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| 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) | $27,812,000 | 3,219 |
| Total debt securities | $27,812,000 | 3,420 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 544 |
| Fair value | $1,906,000 | 570 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $29,730,000 | 3,297 |
| U.S. Government securities | $10,611,000 | 3,547 |
| U.S. Treasury securities | $3,280,000 | 1,585 |
| U.S. Government agency obligations | $7,331,000 | 3,528 |
| Securities issued by states & political subdivisions | $19,119,000 | 2,090 |
| 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 | $17,357,000 | 2,159 |
| Mortgage-backed securities | $5,343,000 | 3,152 |
| Certificates of participation in pools of residential mortgages | $5,343,000 | 2,754 |
| Issued or guaranteed by U.S. | $5,343,000 | 2,670 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| 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) | $29,730,000 | 3,110 |
| Total debt securities | $29,730,000 | 3,275 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 475 |
| Fair value | $1,988,000 | 490 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $29,459,000 | 3,266 |
| U.S. Government securities | $10,148,000 | 3,540 |
| U.S. Treasury securities | $2,272,000 | 1,493 |
| U.S. Government agency obligations | $7,876,000 | 3,482 |
| Securities issued by states & political subdivisions | $19,311,000 | 2,046 |
| 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 | $17,543,000 | 2,116 |
| Mortgage-backed securities | $5,878,000 | 3,134 |
| Certificates of participation in pools of residential mortgages | $5,878,000 | 2,713 |
| Issued or guaranteed by U.S. | $5,878,000 | 2,639 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| 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) | $29,459,000 | 3,086 |
| Total debt securities | $29,459,000 | 3,247 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 418 |
| Fair value | $1,999,000 | 435 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $30,268,000 | 3,185 |
| U.S. Government securities | $10,628,000 | 3,468 |
| U.S. Treasury securities | $2,262,000 | 1,389 |
| U.S. Government agency obligations | $8,366,000 | 3,417 |
| Securities issued by states & political subdivisions | $19,640,000 | 1,998 |
| 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 | $17,431,000 | 2,108 |
| Mortgage-backed securities | $6,368,000 | 3,065 |
| Certificates of participation in pools of residential mortgages | $6,368,000 | 2,635 |
| Issued or guaranteed by U.S. | $6,368,000 | 2,560 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| 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) | $30,268,000 | 3,008 |
| Total debt securities | $30,268,000 | 3,164 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 366 |
| Fair value | $1,999,000 | 393 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $27,283,000 | 3,212 |
| U.S. Government securities | $9,205,000 | 3,475 |
| U.S. Treasury securities | $2,257,000 | 1,084 |
| U.S. Government agency obligations | $6,948,000 | 3,483 |
| Securities issued by states & political subdivisions | $18,078,000 | 2,043 |
| 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 | $15,901,000 | 2,182 |
| Mortgage-backed securities | $6,948,000 | 2,985 |
| Certificates of participation in pools of residential mortgages | $6,948,000 | 2,515 |
| Issued or guaranteed by U.S. | $6,948,000 | 2,441 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| 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) | $27,283,000 | 3,024 |
| Total debt securities | $27,283,000 | 3,190 |
| 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 | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $23,203,000 | 3,261 |
| U.S. Government securities | $6,437,000 | 3,624 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $6,437,000 | 3,472 |
| Securities issued by states & political subdivisions | $16,766,000 | 2,075 |
| 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 | $16,094,000 | 2,138 |
| Mortgage-backed securities | $6,437,000 | 2,990 |
| Certificates of participation in pools of residential mortgages | $6,437,000 | 2,492 |
| Issued or guaranteed by U.S. | $6,437,000 | 2,421 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| 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) | $23,203,000 | 3,066 |
| Total debt securities | $23,203,000 | 3,241 |
| 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 | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $17,989,000 | 3,481 |
| U.S. Government securities | $4,812,000 | 3,833 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $4,812,000 | 3,675 |
| Securities issued by states & political subdivisions | $13,177,000 | 2,227 |
| 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 | $11,532,000 | 2,463 |
| Mortgage-backed securities | $4,812,000 | 3,171 |
| Certificates of participation in pools of residential mortgages | $4,812,000 | 2,712 |
| Issued or guaranteed by U.S. | $4,812,000 | 2,629 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| 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) | $17,989,000 | 3,265 |
| Total debt securities | $17,989,000 | 3,457 |
| 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 | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $17,841,000 | 3,446 |
| U.S. Government securities | $5,146,000 | 3,812 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $5,146,000 | 3,651 |
| Securities issued by states & political subdivisions | $12,695,000 | 2,190 |
| 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 | $11,543,000 | 2,466 |
| Mortgage-backed securities | $5,146,000 | 3,134 |
| Certificates of participation in pools of residential mortgages | $5,146,000 | 2,640 |
| Issued or guaranteed by U.S. | $5,146,000 | 2,566 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| 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) | $17,841,000 | 3,231 |
| Total debt securities | $17,841,000 | 3,421 |
| 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 | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $13,368,000 | 3,743 |
| U.S. Government securities | $1,020,000 | 4,516 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,020,000 | 4,394 |
| Securities issued by states & political subdivisions | $12,348,000 | 2,097 |
| 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 | $13,013,000 | 2,289 |
| Mortgage-backed securities | $1,020,000 | 3,812 |
| Certificates of participation in pools of residential mortgages | $1,020,000 | 3,527 |
| Issued or guaranteed by U.S. | $1,020,000 | 3,425 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| 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) | $13,368,000 | 3,513 |
| Total debt securities | $13,368,000 | 3,724 |
| 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 | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $14,686,000 | 3,702 |
| U.S. Government securities | $1,819,000 | 4,450 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,819,000 | 4,309 |
| Securities issued by states & political subdivisions | $12,867,000 | 2,033 |
| 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 | $14,366,000 | 2,196 |
| Mortgage-backed securities | $820,000 | 3,855 |
| Certificates of participation in pools of residential mortgages | $820,000 | 3,585 |
| Issued or guaranteed by U.S. | $820,000 | 3,498 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| 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) | $14,686,000 | 3,465 |
| Total debt securities | $14,686,000 | 3,680 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 399 |
| Fair value | $999,000 | 423 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $15,768,000 | 3,684 |
| U.S. Government securities | $2,861,000 | 4,367 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,861,000 | 4,203 |
| Securities issued by states & political subdivisions | $12,907,000 | 2,029 |
| 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 | $15,338,000 | 2,154 |
| Mortgage-backed securities | $862,000 | 3,876 |
| Certificates of participation in pools of residential mortgages | $862,000 | 3,597 |
| Issued or guaranteed by U.S. | $862,000 | 3,510 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| 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) | $15,768,000 | 3,429 |
| Total debt securities | $15,768,000 | 3,663 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 357 |
| Fair value | $1,999,000 | 379 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $16,043,000 | 3,721 |
| U.S. Government securities | $2,917,000 | 4,425 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,917,000 | 4,263 |
| Securities issued by states & political subdivisions | $13,126,000 | 2,051 |
| 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 | $14,046,000 | 2,311 |
| Mortgage-backed securities | $920,000 | 3,864 |
| Certificates of participation in pools of residential mortgages | $920,000 | 3,591 |
| Issued or guaranteed by U.S. | $920,000 | 3,511 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| 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) | $16,043,000 | 3,462 |
| Total debt securities | $16,043,000 | 3,701 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 391 |
| Fair value | $1,997,000 | 416 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $16,187,000 | 3,765 |
| U.S. Government securities | $2,940,000 | 4,482 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,940,000 | 4,314 |
| Securities issued by states & political subdivisions | $13,247,000 | 2,103 |
| 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 | $14,336,000 | 2,327 |
| Mortgage-backed securities | $953,000 | 3,888 |
| Certificates of participation in pools of residential mortgages | $953,000 | 3,601 |
| Issued or guaranteed by U.S. | $953,000 | 3,516 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| 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) | $16,187,000 | 3,499 |
| Total debt securities | $16,187,000 | 3,746 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 404 |
| Fair value | $1,987,000 | 431 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $16,926,000 | 3,760 |
| U.S. Government securities | $2,961,000 | 4,513 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $2,961,000 | 4,344 |
| Securities issued by states & political subdivisions | $13,965,000 | 2,095 |
| 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 | $13,440,000 | 2,427 |
| Mortgage-backed securities | $982,000 | 3,899 |
| Certificates of participation in pools of residential mortgages | $982,000 | 3,612 |
| Issued or guaranteed by U.S. | $982,000 | 3,540 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| 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) | $16,926,000 | 3,486 |
| Total debt securities | $16,925,000 | 3,739 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 420 |
| Fair value | $1,979,000 | 443 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $16,776,000 | 3,808 |
| U.S. Government securities | $2,983,000 | 4,571 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,983,000 | 4,408 |
| Securities issued by states & political subdivisions | $13,793,000 | 2,128 |
| 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 | $12,181,000 | 2,523 |
| Mortgage-backed securities | $1,018,000 | 3,930 |
| Certificates of participation in pools of residential mortgages | $1,018,000 | 3,643 |
| Issued or guaranteed by U.S. | $1,018,000 | 3,614 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| 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) | $16,776,000 | 3,527 |
| Total debt securities | $16,776,000 | 3,787 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 417 |
| Fair value | $1,965,000 | 441 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $16,665,000 | 3,866 |
| U.S. Government securities | $3,055,000 | 4,591 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $3,055,000 | 4,425 |
| Securities issued by states & political subdivisions | $13,610,000 | 2,196 |
| 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 | $12,238,000 | 2,561 |
| Mortgage-backed securities | $1,089,000 | 3,956 |
| Certificates of participation in pools of residential mortgages | $1,089,000 | 3,675 |
| Issued or guaranteed by U.S. | $1,089,000 | 3,500 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| 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) | $16,665,000 | 3,589 |
| Total debt securities | $16,665,000 | 3,846 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 425 |
| Fair value | $1,966,000 | 452 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $16,725,000 | 3,896 |
| U.S. Government securities | $3,117,000 | 4,640 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $3,117,000 | 4,494 |
| Securities issued by states & political subdivisions | $13,608,000 | 2,237 |
| 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 | $15,180,000 | 2,349 |
| Mortgage-backed securities | $1,153,000 | 3,978 |
| Certificates of participation in pools of residential mortgages | $1,153,000 | 3,703 |
| Issued or guaranteed by U.S. | $1,153,000 | 3,696 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| 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) | $16,725,000 | 3,618 |
| Total debt securities | $16,725,000 | 3,874 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 418 |
| Fair value | $1,964,000 | 448 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $16,616,000 | 3,977 |
| U.S. Government securities | $3,207,000 | 4,662 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $3,207,000 | 4,531 |
| Securities issued by states & political subdivisions | $13,409,000 | 2,323 |
| 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 | $14,760,000 | 2,422 |
| Mortgage-backed securities | $1,234,000 | 3,997 |
| Certificates of participation in pools of residential mortgages | $1,234,000 | 3,724 |
| Issued or guaranteed by U.S. | $1,234,000 | 3,718 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $16,616,000 | 3,697 |
| Total debt securities | $16,616,000 | 3,953 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 411 |
| Fair value | $1,973,000 | 449 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $17,173,000 | 3,967 |
| U.S. Government securities | $4,295,000 | 4,578 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $4,295,000 | 4,458 |
| Securities issued by states & political subdivisions | $12,878,000 | 2,411 |
| 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 | $14,208,000 | 2,492 |
| Mortgage-backed securities | $1,315,000 | 4,024 |
| Certificates of participation in pools of residential mortgages | $1,315,000 | 3,753 |
| Issued or guaranteed by U.S. | $1,315,000 | 3,747 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $17,173,000 | 3,675 |
| Total debt securities | $17,172,000 | 3,941 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 335 |
| Fair value | $2,979,000 | 351 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $17,267,000 | 4,021 |
| U.S. Government securities | $4,369,000 | 4,603 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $4,369,000 | 4,478 |
| Securities issued by states & political subdivisions | $12,898,000 | 2,440 |
| 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 | $14,295,000 | 2,496 |
| Mortgage-backed securities | $1,387,000 | 4,056 |
| Certificates of participation in pools of residential mortgages | $1,387,000 | 3,769 |
| Issued or guaranteed by U.S. | $1,387,000 | 3,763 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $17,267,000 | 3,722 |
| Total debt securities | $17,267,000 | 3,995 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 356 |
| Fair value | $2,982,000 | 369 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $17,189,000 | 4,065 |
| U.S. Government securities | $4,430,000 | 4,650 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $4,430,000 | 4,518 |
| Securities issued by states & political subdivisions | $12,759,000 | 2,464 |
| 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 | $13,589,000 | 2,591 |
| Mortgage-backed securities | $1,466,000 | 4,104 |
| Certificates of participation in pools of residential mortgages | $1,466,000 | 3,812 |
| Issued or guaranteed by U.S. | $1,466,000 | 3,807 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $17,189,000 | 3,752 |
| Total debt securities | $17,189,000 | 4,039 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 373 |
| Fair value | $2,965,000 | 390 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $17,367,000 | 4,055 |
| U.S. Government securities | $4,481,000 | 4,647 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,481,000 | 4,521 |
| Securities issued by states & political subdivisions | $12,886,000 | 2,463 |
| 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 | $13,529,000 | 2,588 |
| Mortgage-backed securities | $1,529,000 | 4,113 |
| Certificates of participation in pools of residential mortgages | $1,529,000 | 3,824 |
| Issued or guaranteed by U.S. | $1,529,000 | 3,818 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $17,367,000 | 3,740 |
| Total debt securities | $17,367,000 | 4,027 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 358 |
| Fair value | $2,952,000 | 378 |
| 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 | $18,469,000 | 3,971 |
| U.S. Government securities | $4,660,000 | 4,647 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $4,660,000 | 4,529 |
| Securities issued by states & political subdivisions | $13,809,000 | 2,384 |
| 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 | $13,961,000 | 2,546 |
| Mortgage-backed securities | $1,654,000 | 4,123 |
| Certificates of participation in pools of residential mortgages | $1,654,000 | 3,813 |
| Issued or guaranteed by U.S. | $1,654,000 | 3,810 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $18,469,000 | 3,657 |
| Total debt securities | $18,469,000 | 3,945 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 348 |
| Fair value | $3,006,000 | 356 |
| 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 | $17,292,000 | 4,130 |
| U.S. Government securities | $4,729,000 | 4,735 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $4,729,000 | 4,614 |
| Securities issued by states & political subdivisions | $12,563,000 | 2,497 |
| 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 | $13,414,000 | 2,645 |
| Mortgage-backed securities | $1,724,000 | 4,152 |
| Certificates of participation in pools of residential mortgages | $1,724,000 | 3,824 |
| Issued or guaranteed by U.S. | $1,724,000 | 3,819 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| 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) | $17,292,000 | 3,798 |
| Total debt securities | $17,292,000 | 4,109 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 400 |
| Fair value | $3,005,000 | 406 |
| 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 | $14,511,000 | 4,411 |
| U.S. Government securities | $2,810,000 | 5,147 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $2,810,000 | 5,043 |
| Securities issued by states & political subdivisions | $11,701,000 | 2,584 |
| 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 | $12,901,000 | 2,757 |
| Mortgage-backed securities | $1,807,000 | 4,164 |
| Certificates of participation in pools of residential mortgages | $1,807,000 | 3,831 |
| Issued or guaranteed by U.S. | $1,807,000 | 3,826 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| 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) | $14,511,000 | 4,068 |
| Total debt securities | $14,512,000 | 4,393 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 864 |
| Fair value | $1,004,000 | 870 |
| 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 | $17,014,000 | 4,255 |
| U.S. Government securities | $4,860,000 | 4,875 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,860,000 | 4,759 |
| Securities issued by states & political subdivisions | $12,154,000 | 2,552 |
| 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 | $15,244,000 | 2,541 |
| Mortgage-backed securities | $1,869,000 | 4,160 |
| Certificates of participation in pools of residential mortgages | $1,869,000 | 3,830 |
| Issued or guaranteed by U.S. | $1,869,000 | 3,826 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| 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) | $17,014,000 | 3,911 |
| Total debt securities | $17,015,000 | 4,230 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 559 |
| Fair value | $2,991,000 | 574 |
| 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 | $17,343,000 | 4,317 |
| U.S. Government securities | $4,959,000 | 4,965 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $4,959,000 | 4,852 |
| Securities issued by states & political subdivisions | $12,384,000 | 2,547 |
| 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 | $15,176,000 | 2,575 |
| Mortgage-backed securities | $1,958,000 | 4,198 |
| Certificates of participation in pools of residential mortgages | $1,958,000 | 3,851 |
| Issued or guaranteed by U.S. | $1,958,000 | 3,848 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| 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) | $17,343,000 | 3,957 |
| Total debt securities | $17,343,000 | 4,293 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 659 |
| Fair value | $3,001,000 | 680 |
| 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 | $16,525,000 | 4,462 |
| U.S. Government securities | $4,002,000 | 5,219 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $4,002,000 | 5,105 |
| Securities issued by states & political subdivisions | $12,523,000 | 2,540 |
| 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 | $12,153,000 | 2,882 |
| Mortgage-backed securities | $2,022,000 | 4,264 |
| Certificates of participation in pools of residential mortgages | $2,022,000 | 3,911 |
| Issued or guaranteed by U.S. | $2,022,000 | 3,907 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| 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) | $16,525,000 | 4,106 |
| Total debt securities | $16,525,000 | 4,443 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 930 |
| Fair value | $1,981,000 | 988 |
| 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 | $17,407,000 | 4,434 |
| U.S. Government securities | $4,950,000 | 5,147 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $4,950,000 | 5,038 |
| Securities issued by states & political subdivisions | $12,457,000 | 2,528 |
| 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 | $11,725,000 | 2,972 |
| Mortgage-backed securities | $2,941,000 | 4,104 |
| Certificates of participation in pools of residential mortgages | $2,941,000 | 3,713 |
| Issued or guaranteed by U.S. | $2,941,000 | 3,709 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| 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) | $17,407,000 | 4,073 |
| Total debt securities | $17,407,000 | 4,414 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 987 |
| Fair value | $2,009,000 | 990 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $17,476,000 | 4,497 |
| U.S. Government securities | $5,072,000 | 5,213 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $5,072,000 | 5,091 |
| Securities issued by states & political subdivisions | $12,404,000 | 2,546 |
| 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 | $12,778,000 | 2,881 |
| Mortgage-backed securities | $3,072,000 | 4,156 |
| Certificates of participation in pools of residential mortgages | $3,072,000 | 3,745 |
| Issued or guaranteed by U.S. | $3,072,000 | 3,741 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $17,476,000 | 4,129 |
| Total debt securities | $17,476,000 | 4,478 |
| Structured notes | ||
| Amortized cost | $1,997,000 | 1,155 |
| Fair value | $2,000,000 | 1,073 |
| 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 | $16,621,000 | 4,661 |
| U.S. Government securities | $4,195,000 | 5,430 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $4,195,000 | 5,323 |
| Securities issued by states & political subdivisions | $12,426,000 | 2,562 |
| 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 | $12,857,000 | 2,873 |
| Mortgage-backed securities | $3,202,000 | 4,211 |
| Certificates of participation in pools of residential mortgages | $3,202,000 | 3,803 |
| Issued or guaranteed by U.S. | $3,202,000 | 3,802 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| 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) | $16,621,000 | 4,282 |
| Total debt securities | $16,621,000 | 4,643 |
| Structured notes | ||
| Amortized cost | $997,000 | 1,672 |
| Fair value | $994,000 | 1,587 |
| 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 | $16,154,000 | 4,769 |
| U.S. Government securities | $4,093,000 | 5,528 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $4,093,000 | 5,422 |
| Securities issued by states & political subdivisions | $12,061,000 | 2,609 |
| 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 | $14,540,000 | 2,705 |
| Mortgage-backed securities | $3,101,000 | 4,293 |
| Certificates of participation in pools of residential mortgages | $3,101,000 | 3,876 |
| Issued or guaranteed by U.S. | $3,101,000 | 3,875 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| 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) | $16,154,000 | 4,373 |
| Total debt securities | $16,154,000 | 4,750 |
| Structured notes | ||
| Amortized cost | $997,000 | 1,709 |
| Fair value | $992,000 | 1,642 |
| 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 | $15,834,000 | 4,849 |
| U.S. Government securities | $3,327,000 | 5,684 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $3,327,000 | 5,586 |
| Securities issued by states & political subdivisions | $12,507,000 | 2,560 |
| 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 | $15,091,000 | 2,681 |
| Mortgage-backed securities | $3,327,000 | 4,281 |
| Certificates of participation in pools of residential mortgages | $3,327,000 | 3,857 |
| Issued or guaranteed by U.S. | $3,327,000 | 3,857 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| 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) | $15,834,000 | 4,451 |
| Total debt securities | $15,834,000 | 4,819 |
| 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 | $17,192,000 | 4,724 |
| U.S. Government securities | $4,562,000 | 5,521 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,562,000 | 5,423 |
| Securities issued by states & political subdivisions | $12,630,000 | 2,548 |
| 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 | $16,406,000 | 2,559 |
| Mortgage-backed securities | $3,557,000 | 4,245 |
| Certificates of participation in pools of residential mortgages | $3,557,000 | 3,814 |
| Issued or guaranteed by U.S. | $3,557,000 | 3,811 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| 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) | $17,192,000 | 4,337 |
| Total debt securities | $17,192,000 | 4,699 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $19,008,000 | 4,591 |
| U.S. Government securities | $6,356,000 | 5,250 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,356,000 | 5,151 |
| Securities issued by states & political subdivisions | $12,652,000 | 2,523 |
| 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 | $15,945,000 | 2,547 |
| Mortgage-backed securities | $3,852,000 | 4,234 |
| Certificates of participation in pools of residential mortgages | $3,852,000 | 3,750 |
| Issued or guaranteed by U.S. | $3,852,000 | 3,746 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| 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) | $19,008,000 | 4,216 |
| Total debt securities | $19,007,000 | 4,556 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,570 |
| Fair value | $993,000 | 1,609 |
| 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 | $17,357,000 | 4,753 |
| U.S. Government securities | $4,788,000 | 5,541 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $4,788,000 | 5,429 |
| Securities issued by states & political subdivisions | $12,569,000 | 2,523 |
| 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 | $16,080,000 | 2,525 |
| Mortgage-backed securities | $3,270,000 | 4,367 |
| Certificates of participation in pools of residential mortgages | $3,270,000 | 3,904 |
| Issued or guaranteed by U.S. | $3,270,000 | 3,898 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| 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) | $17,357,000 | 4,384 |
| Total debt securities | $17,357,000 | 4,717 |
| 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 | $18,703,000 | 4,636 |
| U.S. Government securities | $5,720,000 | 5,417 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $5,720,000 | 5,299 |
| Securities issued by states & political subdivisions | $12,983,000 | 2,478 |
| 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 | $18,064,000 | 2,374 |
| Mortgage-backed securities | $3,695,000 | 4,328 |
| Certificates of participation in pools of residential mortgages | $3,695,000 | 3,839 |
| Issued or guaranteed by U.S. | $3,695,000 | 3,835 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| 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) | $18,703,000 | 4,279 |
| Total debt securities | $18,703,000 | 4,602 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $19,776,000 | 4,494 |
| U.S. Government securities | $6,202,000 | 5,331 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $6,202,000 | 5,218 |
| Securities issued by states & political subdivisions | $13,574,000 | 2,367 |
| 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 | $18,281,000 | 2,328 |
| Mortgage-backed securities | $4,169,000 | 4,261 |
| Certificates of participation in pools of residential mortgages | $4,169,000 | 3,725 |
| Issued or guaranteed by U.S. | $4,169,000 | 3,722 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| 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) | $19,776,000 | 4,143 |
| Total debt securities | $19,776,000 | 4,463 |
| 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 | $21,487,000 | 4,399 |
| U.S. Government securities | $6,753,000 | 5,354 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $6,753,000 | 5,253 |
| Securities issued by states & political subdivisions | $14,185,000 | 2,269 |
| Other domestic debt securities | $549,000 | 2,334 |
| 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 | $549,000 | 1,786 |
| 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 | $18,563,000 | 2,333 |
| Mortgage-backed securities | $4,713,000 | 4,271 |
| Certificates of participation in pools of residential mortgages | $4,713,000 | 3,755 |
| Issued or guaranteed by U.S. | $4,713,000 | 3,754 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| 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) | $21,487,000 | 4,048 |
| Total debt securities | $21,487,000 | 4,360 |
| 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 | $21,728,000 | 4,430 |
| U.S. Government securities | $7,218,000 | 5,368 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $7,218,000 | 5,264 |
| Securities issued by states & political subdivisions | $13,962,000 | 2,267 |
| Other domestic debt securities | $548,000 | 2,320 |
| 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 | $548,000 | 1,776 |
| 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 | $18,921,000 | 2,361 |
| Mortgage-backed securities | $5,179,000 | 4,210 |
| Certificates of participation in pools of residential mortgages | $5,179,000 | 3,655 |
| Issued or guaranteed by U.S. | $5,179,000 | 3,652 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| 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) | $21,728,000 | 4,083 |
| Total debt securities | $21,728,000 | 4,399 |
| 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 | $24,210,000 | 4,230 |
| U.S. Government securities | $9,813,000 | 5,018 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $9,813,000 | 4,921 |
| Securities issued by states & political subdivisions | $13,850,000 | 2,202 |
| Other domestic debt securities | $547,000 | 2,291 |
| 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 | $547,000 | 1,760 |
| 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 | $23,663,000 | 2,041 |
| Mortgage-backed securities | $5,762,000 | 4,131 |
| Certificates of participation in pools of residential mortgages | $5,762,000 | 3,534 |
| Issued or guaranteed by U.S. | $5,762,000 | 3,530 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| 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) | $24,210,000 | 3,890 |
| Total debt securities | $24,210,000 | 4,192 |
| Structured notes | ||
| Amortized cost | $1,995,000 | 1,798 |
| Fair value | $2,002,000 | 1,719 |
| 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 | $25,870,000 | 4,013 |
| U.S. Government securities | $11,498,000 | 4,703 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $11,498,000 | 4,616 |
| Securities issued by states & political subdivisions | $13,829,000 | 2,159 |
| Other domestic debt securities | $543,000 | 2,271 |
| 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 | $543,000 | 1,674 |
| 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 | $23,577,000 | 1,923 |
| Mortgage-backed securities | $6,437,000 | 3,970 |
| Certificates of participation in pools of residential mortgages | $6,437,000 | 3,318 |
| Issued or guaranteed by U.S. | $6,437,000 | 3,317 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| 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) | $25,870,000 | 3,680 |
| Total debt securities | $25,870,000 | 3,985 |
| Structured notes | ||
| Amortized cost | $2,995,000 | 1,414 |
| Fair value | $3,007,000 | 1,370 |
| 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 | $27,361,000 | 3,808 |
| U.S. Government securities | $14,750,000 | 4,196 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $14,750,000 | 4,099 |
| Securities issued by states & political subdivisions | $12,067,000 | 2,292 |
| Other domestic debt securities | $544,000 | 2,256 |
| 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 | $544,000 | 1,639 |
| 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 | $23,842,000 | 1,869 |
| Mortgage-backed securities | $7,167,000 | 3,787 |
| Certificates of participation in pools of residential mortgages | $7,167,000 | 3,112 |
| Issued or guaranteed by U.S. | $7,167,000 | 3,109 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| 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) | $27,361,000 | 3,508 |
| Total debt securities | $27,361,000 | 3,775 |
| Structured notes | ||
| Amortized cost | $5,486,000 | 967 |
| Fair value | $5,520,000 | 958 |
| 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 | $29,151,000 | 3,694 |
| U.S. Government securities | $15,318,000 | 4,220 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $15,318,000 | 4,118 |
| Securities issued by states & political subdivisions | $13,283,000 | 2,097 |
| Other domestic debt securities | $550,000 | 2,189 |
| 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 | $550,000 | 1,547 |
| 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 | $26,644,000 | 1,752 |
| Mortgage-backed securities | $7,741,000 | 3,651 |
| Certificates of participation in pools of residential mortgages | $7,741,000 | 2,946 |
| Issued or guaranteed by U.S. | $7,741,000 | 2,940 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $29,151,000 | 3,397 |
| Total debt securities | $29,151,000 | 3,660 |
| Structured notes | ||
| Amortized cost | $5,486,000 | 1,107 |
| Fair value | $5,518,000 | 1,100 |
| 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 | $26,548,000 | 3,899 |
| U.S. Government securities | $12,548,000 | 4,629 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $12,548,000 | 4,509 |
| Securities issued by states & political subdivisions | $12,974,000 | 2,083 |
| Other domestic debt securities | $1,026,000 | 1,962 |
| 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 | $1,026,000 | 1,350 |
| 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 | $23,269,000 | 1,965 |
| Mortgage-backed securities | $6,010,000 | 3,893 |
| Certificates of participation in pools of residential mortgages | $6,010,000 | 3,242 |
| Issued or guaranteed by U.S. | $6,010,000 | 3,235 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $26,548,000 | 3,592 |
| Total debt securities | $26,548,000 | 3,866 |
| Structured notes | ||
| Amortized cost | $4,505,000 | 1,324 |
| Fair value | $4,491,000 | 1,333 |
| 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 | $22,234,000 | 4,157 |
| U.S. Government securities | $8,792,000 | 5,090 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $8,792,000 | 4,976 |
| Securities issued by states & political subdivisions | $12,404,000 | 2,121 |
| Other domestic debt securities | $1,038,000 | 2,067 |
| 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 | $1,038,000 | 1,342 |
| 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 | $16,336,000 | 2,430 |
| Mortgage-backed securities | $5,781,000 | 3,868 |
| Certificates of participation in pools of residential mortgages | $5,781,000 | 3,186 |
| Issued or guaranteed by U.S. | $5,781,000 | 3,179 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $22,234,000 | 3,830 |
| Total debt securities | $22,234,000 | 4,125 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,852 |
| Fair value | $2,007,000 | 1,868 |
| 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 | $24,241,000 | 3,935 |
| U.S. Government securities | $10,432,000 | 4,747 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $10,432,000 | 4,624 |
| Securities issued by states & political subdivisions | $12,749,000 | 2,021 |
| Other domestic debt securities | $1,060,000 | 2,115 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $1,060,000 | 1,332 |
| 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 | $18,401,000 | 2,248 |
| Mortgage-backed securities | $6,405,000 | 3,728 |
| Certificates of participation in pools of residential mortgages | $6,405,000 | 2,990 |
| Issued or guaranteed by U.S. | $6,405,000 | 2,980 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $24,241,000 | 3,617 |
| Total debt securities | $24,241,000 | 3,897 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,542 |
| Fair value | $3,014,000 | 1,579 |
| 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 | $28,144,000 | 3,622 |
| U.S. Government securities | $14,968,000 | 4,112 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $14,968,000 | 4,002 |
| Securities issued by states & political subdivisions | $12,128,000 | 1,992 |
| Other domestic debt securities | $1,048,000 | 2,114 |
| 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 | $1,048,000 | 1,293 |
| 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 | $22,215,000 | 2,016 |
| Mortgage-backed securities | $6,919,000 | 3,634 |
| Certificates of participation in pools of residential mortgages | $6,919,000 | 2,929 |
| Issued or guaranteed by U.S. | $6,919,000 | 2,920 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $28,144,000 | 3,305 |
| Total debt securities | $28,144,000 | 3,590 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 1,020 |
| Fair value | $6,023,000 | 1,040 |
| 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 | $24,404,000 | 3,968 |
| U.S. Government securities | $12,122,000 | 4,588 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $12,122,000 | 4,474 |
| Securities issued by states & political subdivisions | $11,237,000 | 2,079 |
| Other domestic debt securities | $1,045,000 | 2,181 |
| 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 | $1,045,000 | 1,329 |
| 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 | $18,366,000 | 2,337 |
| Mortgage-backed securities | $7,196,000 | 3,643 |
| Certificates of participation in pools of residential mortgages | $7,196,000 | 2,960 |
| Issued or guaranteed by U.S. | $7,196,000 | 2,952 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $24,404,000 | 3,604 |
| Total debt securities | $24,404,000 | 3,938 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,398 |
| Fair value | $2,940,000 | 1,496 |
| 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 | $22,830,000 | 4,097 |
| U.S. Government securities | $10,325,000 | 4,921 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $10,325,000 | 4,818 |
| Securities issued by states & political subdivisions | $11,475,000 | 2,052 |
| Other domestic debt securities | $1,030,000 | 2,256 |
| 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 | $1,030,000 | 1,377 |
| 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 | $14,168,000 | 2,765 |
| Mortgage-backed securities | $7,598,000 | 3,621 |
| Certificates of participation in pools of residential mortgages | $7,598,000 | 2,948 |
| Issued or guaranteed by U.S. | $7,598,000 | 2,940 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $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) | $22,830,000 | 3,717 |
| Total debt securities | $22,830,000 | 4,069 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,295 |
| Fair value | $733,000 | 2,316 |
| 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 | $26,379,000 | 3,783 |
| U.S. Government securities | $13,823,000 | 4,307 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $13,823,000 | 4,222 |
| Securities issued by states & political subdivisions | $11,510,000 | 2,055 |
| Other domestic debt securities | $1,046,000 | 2,363 |
| 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 | $1,046,000 | 1,443 |
| 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 | $19,359,000 | 2,277 |
| Mortgage-backed securities | $8,062,000 | 3,619 |
| Certificates of participation in pools of residential mortgages | $8,062,000 | 2,963 |
| Issued or guaranteed by U.S. | $8,062,000 | 2,953 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $26,379,000 | 3,418 |
| Total debt securities | $26,379,000 | 3,751 |
| Structured notes | ||
| Amortized cost | $2,750,000 | 919 |
| Fair value | $2,746,000 | 923 |
| 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 | $27,650,000 | 3,633 |
| U.S. Government securities | $15,553,000 | 4,040 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $15,553,000 | 3,949 |
| Securities issued by states & political subdivisions | $11,179,000 | 2,054 |
| Other domestic debt securities | $918,000 | 2,510 |
| 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 | $918,000 | 1,592 |
| 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 | $20,551,000 | 2,181 |
| Mortgage-backed securities | $8,796,000 | 3,541 |
| Certificates of participation in pools of residential mortgages | $8,796,000 | 2,902 |
| Issued or guaranteed by U.S. | $8,796,000 | 2,888 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $27,650,000 | 3,267 |
| Total debt securities | $27,650,000 | 3,591 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,387 |
| Fair value | $750,000 | 1,393 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $30,624,000 | 3,417 |
| U.S. Government securities | $18,806,000 | 3,665 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $18,806,000 | 3,596 |
| Securities issued by states & political subdivisions | $10,876,000 | 2,014 |
| Other domestic debt securities | $942,000 | 2,403 |
| 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 | $942,000 | 1,613 |
| 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 | $23,047,000 | 2,041 |
| Mortgage-backed securities | $9,782,000 | 3,452 |
| Certificates of participation in pools of residential mortgages | $9,782,000 | 2,802 |
| Issued or guaranteed by U.S. | $9,782,000 | 2,786 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| 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) | $175,000 | 3,104 |
| Available-for-sale securities (fair market value) | $30,449,000 | 3,060 |
| Total debt securities | $30,624,000 | 3,383 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 693 |
| Fair value | $1,743,000 | 695 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $30,629,000 | 3,405 |
| U.S. Government securities | $19,824,000 | 3,593 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $19,824,000 | 3,521 |
| Securities issued by states & political subdivisions | $9,852,000 | 2,096 |
| Other domestic debt securities | $953,000 | 2,346 |
| 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 | $953,000 | 1,576 |
| 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 | $21,050,000 | 2,213 |
| Mortgage-backed securities | $10,225,000 | 3,310 |
| Certificates of participation in pools of residential mortgages | $10,225,000 | 2,693 |
| Issued or guaranteed by U.S. | $10,225,000 | 2,677 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| 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) | $175,000 | 3,131 |
| Available-for-sale securities (fair market value) | $30,454,000 | 3,041 |
| Total debt securities | $30,629,000 | 3,367 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 729 |
| Fair value | $1,762,000 | 726 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $31,780,000 | 3,256 |
| U.S. Government securities | $20,777,000 | 3,405 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $20,777,000 | 3,341 |
| Securities issued by states & political subdivisions | $10,045,000 | 2,042 |
| Other domestic debt securities | $958,000 | 2,277 |
| 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 | $958,000 | 1,524 |
| 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 | $25,040,000 | 1,939 |
| Mortgage-backed securities | $10,227,000 | 3,238 |
| Certificates of participation in pools of residential mortgages | $10,227,000 | 2,643 |
| Issued or guaranteed by U.S. | $10,227,000 | 2,626 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $175,000 | 3,151 |
| Available-for-sale securities (fair market value) | $31,605,000 | 2,909 |
| Total debt securities | $31,780,000 | 3,227 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 712 |
| Fair value | $1,724,000 | 719 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $31,748,000 | 3,297 |
| U.S. Government securities | $20,671,000 | 3,464 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $20,671,000 | 3,402 |
| Securities issued by states & political subdivisions | $10,029,000 | 2,068 |
| Other domestic debt securities | $1,048,000 | 2,198 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,048,000 | 1,493 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,904,000 | 2,491 |
| Mortgage-backed securities | $10,248,000 | 3,222 |
| Certificates of participation in pools of residential mortgages | $10,248,000 | 2,617 |
| Issued or guaranteed by U.S. | $10,248,000 | 2,599 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| 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) | $175,000 | 3,171 |
| Available-for-sale securities (fair market value) | $31,573,000 | 2,957 |
| Total debt securities | $31,748,000 | 3,260 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 747 |
| Fair value | $1,701,000 | 755 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $32,802,000 | 3,225 |
| U.S. Government securities | $21,778,000 | 3,320 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $21,778,000 | 3,266 |
| Securities issued by states & political subdivisions | $9,950,000 | 2,077 |
| Other domestic debt securities | $1,074,000 | 2,117 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,074,000 | 1,440 |
| 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 | $18,012,000 | 2,377 |
| Mortgage-backed securities | $11,054,000 | 3,034 |
| Certificates of participation in pools of residential mortgages | $11,054,000 | 2,408 |
| Issued or guaranteed by U.S. | $11,054,000 | 2,394 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| 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) | $175,000 | 3,220 |
| Available-for-sale securities (fair market value) | $32,627,000 | 2,884 |
| Total debt securities | $32,802,000 | 3,183 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,057 |
| Fair value | $996,000 | 1,227 |
| 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 | $25,990,000 | 3,789 |
| U.S. Government securities | $15,171,000 | 4,254 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $15,171,000 | 4,163 |
| Securities issued by states & political subdivisions | $9,745,000 | 2,110 |
| Other domestic debt securities | $1,074,000 | 1,946 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,074,000 | 1,344 |
| 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 | $18,342,000 | 2,363 |
| Mortgage-backed securities | $6,279,000 | 3,544 |
| Certificates of participation in pools of residential mortgages | $6,279,000 | 2,918 |
| Issued or guaranteed by U.S. | $6,279,000 | 2,903 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| 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) | $175,000 | 3,273 |
| Available-for-sale securities (fair market value) | $25,815,000 | 3,375 |
| Total debt securities | $25,990,000 | 3,735 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,799 |
| Fair value | $751,000 | 1,799 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $25,934,000 | 3,792 |
| U.S. Government securities | $16,014,000 | 4,210 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $16,014,000 | 4,122 |
| Securities issued by states & political subdivisions | $9,364,000 | 2,132 |
| Other domestic debt securities | $556,000 | 2,259 |
| 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 | $556,000 | 1,624 |
| 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 | $18,988,000 | 2,271 |
| Mortgage-backed securities | $6,471,000 | 3,352 |
| Certificates of participation in pools of residential mortgages | $6,471,000 | 2,720 |
| Issued or guaranteed by U.S. | $6,471,000 | 2,707 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| 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) | $175,000 | 3,334 |
| Available-for-sale securities (fair market value) | $25,759,000 | 3,358 |
| Total debt securities | $25,934,000 | 3,738 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,021 |
| Fair value | $752,000 | 2,023 |
| 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 | $26,282,000 | 3,762 |
| U.S. Government securities | $16,574,000 | 4,141 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $16,574,000 | 4,045 |
| Securities issued by states & political subdivisions | $9,139,000 | 2,162 |
| Other domestic debt securities | $569,000 | 2,191 |
| 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 | $569,000 | 1,573 |
| 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 | $16,554,000 | 2,500 |
| Mortgage-backed securities | $6,702,000 | 3,250 |
| Certificates of participation in pools of residential mortgages | $6,702,000 | 2,614 |
| Issued or guaranteed by U.S. | $6,702,000 | 2,601 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| 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) | $175,000 | 3,366 |
| Available-for-sale securities (fair market value) | $26,107,000 | 3,326 |
| Total debt securities | $26,282,000 | 3,713 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,116 |
| Fair value | $749,000 | 2,113 |
| 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 | $25,633,000 | 3,834 |
| U.S. Government securities | $17,237,000 | 4,062 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $17,237,000 | 3,960 |
| Securities issued by states & political subdivisions | $7,819,000 | 2,420 |
| Other domestic debt securities | $577,000 | 2,198 |
| 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 | $577,000 | 1,600 |
| 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 | $17,100,000 | 2,443 |
| Mortgage-backed securities | $7,179,000 | 3,135 |
| Certificates of participation in pools of residential mortgages | $7,179,000 | 2,505 |
| Issued or guaranteed by U.S. | $7,179,000 | 2,495 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $175,000 | 3,436 |
| Available-for-sale securities (fair market value) | $25,458,000 | 3,385 |
| Total debt securities | $25,633,000 | 3,789 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,520 |
| Fair value | $1,742,000 | 1,517 |
| 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 | $25,144,000 | 3,916 |
| U.S. Government securities | $17,509,000 | 4,070 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $17,509,000 | 3,969 |
| Securities issued by states & political subdivisions | $7,388,000 | 2,500 |
| Other domestic debt securities | $247,000 | 2,647 |
| 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 | $247,000 | 2,047 |
| 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 | $17,714,000 | 2,389 |
| Mortgage-backed securities | $7,481,000 | 3,056 |
| Certificates of participation in pools of residential mortgages | $7,481,000 | 2,449 |
| Issued or guaranteed by U.S. | $7,481,000 | 2,437 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| 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) | $305,000 | 3,337 |
| Available-for-sale securities (fair market value) | $24,839,000 | 3,459 |
| Total debt securities | $25,144,000 | 3,863 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,619 |
| Fair value | $1,734,000 | 1,623 |
| 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 | $25,332,000 | 3,937 |
| U.S. Government securities | $9,972,000 | 5,523 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $9,972,000 | 5,399 |
| Securities issued by states & political subdivisions | $7,395,000 | 2,492 |
| Other domestic debt securities | $7,965,000 | 807 |
| Privately issued residential mortgage-backed securities | $7,721,000 | 444 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $244,000 | 2,088 |
| 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 | $17,707,000 | 2,384 |
| Mortgage-backed securities | $7,721,000 | 2,990 |
| Certificates of participation in pools of residential mortgages | $7,721,000 | 2,433 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $7,721,000 | 63 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $305,000 | 3,420 |
| Available-for-sale securities (fair market value) | $25,027,000 | 3,459 |
| Total debt securities | $25,332,000 | 3,875 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,698 |
| Fair value | $1,722,000 | 1,709 |
| 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 | $26,024,000 | 3,847 |
| U.S. Government securities | $17,987,000 | 4,050 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $17,987,000 | 3,924 |
| Securities issued by states & political subdivisions | $7,290,000 | 2,497 |
| Other domestic debt securities | $747,000 | 2,159 |
| 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 | $747,000 | 1,622 |
| 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 | $18,543,000 | 2,297 |
| Mortgage-backed securities | $6,983,000 | 3,137 |
| Certificates of participation in pools of residential mortgages | $6,983,000 | 2,581 |
| Issued or guaranteed by U.S. | $6,983,000 | 2,567 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $305,000 | 3,478 |
| Available-for-sale securities (fair market value) | $25,719,000 | 3,389 |
| Total debt securities | $26,022,000 | 3,786 |
| Structured notes | ||
| Amortized cost | $3,236,000 | 1,199 |
| Fair value | $3,185,000 | 1,186 |
| 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 | $24,593,000 | 4,075 |
| U.S. Government securities | $16,490,000 | 4,319 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $16,490,000 | 4,184 |
| Securities issued by states & political subdivisions | $7,348,000 | 2,469 |
| Other domestic debt securities | $755,000 | 2,206 |
| 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 | $755,000 | 1,679 |
| 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 | $18,804,000 | 2,254 |
| Mortgage-backed securities | $7,417,000 | 3,082 |
| Certificates of participation in pools of residential mortgages | $7,417,000 | 2,542 |
| Issued or guaranteed by U.S. | $7,417,000 | 2,529 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| 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) | $304,000 | 3,538 |
| Available-for-sale securities (fair market value) | $24,289,000 | 3,560 |
| Total debt securities | $24,593,000 | 4,017 |
| Structured notes | ||
| Amortized cost | $2,750,000 | 1,364 |
| Fair value | $2,695,000 | 1,364 |
| 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 | $23,006,000 | 4,248 |
| U.S. Government securities | $15,890,000 | 4,403 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $15,890,000 | 4,263 |
| Securities issued by states & political subdivisions | $6,357,000 | 2,689 |
| Other domestic debt securities | $759,000 | 2,289 |
| 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 | $759,000 | 1,784 |
| 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 | $18,495,000 | 2,274 |
| Mortgage-backed securities | $7,789,000 | 3,050 |
| Certificates of participation in pools of residential mortgages | $7,789,000 | 2,488 |
| Issued or guaranteed by U.S. | $7,789,000 | 2,478 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $305,000 | 3,607 |
| Available-for-sale securities (fair market value) | $22,701,000 | 3,690 |
| Total debt securities | $23,003,000 | 4,193 |
| Structured notes | ||
| Amortized cost | $2,750,000 | 1,367 |
| Fair value | $2,695,000 | 1,372 |
| 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 | $23,517,000 | 4,156 |
| U.S. Government securities | $19,826,000 | 3,789 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $19,826,000 | 3,652 |
| Securities issued by states & political subdivisions | $2,927,000 | 3,860 |
| Other domestic debt securities | $764,000 | 2,314 |
| 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 | $764,000 | 1,840 |
| 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 | $19,034,000 | 2,187 |
| Mortgage-backed securities | $11,657,000 | 2,517 |
| Certificates of participation in pools of residential mortgages | $11,657,000 | 2,001 |
| Issued or guaranteed by U.S. | $11,657,000 | 1,990 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $305,000 | 3,662 |
| Available-for-sale securities (fair market value) | $23,212,000 | 3,626 |
| Total debt securities | $23,516,000 | 4,104 |
| Structured notes | ||
| Amortized cost | $2,750,000 | 1,337 |
| Fair value | $2,711,000 | 1,344 |
| 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 | $24,363,000 | 4,106 |
| U.S. Government securities | $17,089,000 | 4,231 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $17,089,000 | 4,094 |
| Securities issued by states & political subdivisions | $6,257,000 | 2,659 |
| Other domestic debt securities | $1,017,000 | 2,147 |
| 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 | $1,017,000 | 1,694 |
| 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 | $19,723,000 | 2,107 |
| Mortgage-backed securities | $8,880,000 | 2,966 |
| Certificates of participation in pools of residential mortgages | $8,880,000 | 2,413 |
| Issued or guaranteed by U.S. | $8,880,000 | 2,404 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $305,000 | 3,712 |
| Available-for-sale securities (fair market value) | $24,058,000 | 3,578 |
| Total debt securities | $24,363,000 | 4,051 |
| Structured notes | ||
| Amortized cost | $2,750,000 | 1,333 |
| Fair value | $2,716,000 | 1,339 |
| 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 | $25,421,000 | 4,059 |
| U.S. Government securities | $16,823,000 | 4,326 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $16,823,000 | 4,187 |
| Securities issued by states & political subdivisions | $6,179,000 | 2,687 |
| Other domestic debt securities | $2,419,000 | 1,605 |
| 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 | $2,419,000 | 1,225 |
| 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 | $19,601,000 | 2,122 |
| Mortgage-backed securities | $9,626,000 | 2,926 |
| Certificates of participation in pools of residential mortgages | $9,626,000 | 2,373 |
| Issued or guaranteed by U.S. | $9,626,000 | 2,365 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $304,000 | 3,764 |
| Available-for-sale securities (fair market value) | $25,117,000 | 3,544 |
| Total debt securities | $25,421,000 | 4,000 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,108 |
| Fair value | $3,439,000 | 1,127 |
| 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 | $24,664,000 | 4,168 |
| U.S. Government securities | $16,001,000 | 4,458 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $16,001,000 | 4,326 |
| Securities issued by states & political subdivisions | $6,202,000 | 2,712 |
| Other domestic debt securities | $2,461,000 | 1,643 |
| 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 | $2,461,000 | 1,271 |
| 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 | $16,198,000 | 2,429 |
| Mortgage-backed securities | $9,153,000 | 3,075 |
| Certificates of participation in pools of residential mortgages | $9,153,000 | 2,487 |
| Issued or guaranteed by U.S. | $9,153,000 | 2,478 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $454,000 | 3,653 |
| Available-for-sale securities (fair market value) | $24,210,000 | 3,665 |
| Total debt securities | $24,664,000 | 4,101 |
| Structured notes | ||
| Amortized cost | $2,750,000 | 1,287 |
| Fair value | $2,728,000 | 1,298 |
| 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 | $21,665,000 | 4,494 |
| U.S. Government securities | $13,693,000 | 4,887 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $13,693,000 | 4,738 |
| Securities issued by states & political subdivisions | $5,482,000 | 2,930 |
| Other domestic debt securities | $2,490,000 | 1,641 |
| 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 | $2,490,000 | 1,301 |
| 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 | $16,254,000 | 2,379 |
| Mortgage-backed securities | $8,604,000 | 3,173 |
| Certificates of participation in pools of residential mortgages | $8,604,000 | 2,565 |
| Issued or guaranteed by U.S. | $8,604,000 | 2,556 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $554,000 | 3,613 |
| Available-for-sale securities (fair market value) | $21,111,000 | 3,961 |
| Total debt securities | $21,665,000 | 4,431 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,355 |
| Fair value | $2,495,000 | 1,379 |
| 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 | $23,985,000 | 4,290 |
| U.S. Government securities | $16,411,000 | 4,424 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $16,411,000 | 4,279 |
| Securities issued by states & political subdivisions | $5,096,000 | 3,038 |
| Other domestic debt securities | $2,478,000 | 1,718 |
| 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 | $2,478,000 | 1,378 |
| 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 | $18,235,000 | 2,189 |
| Mortgage-backed securities | $8,857,000 | 3,160 |
| Certificates of participation in pools of residential mortgages | $8,857,000 | 2,555 |
| Issued or guaranteed by U.S. | $8,857,000 | 2,548 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $554,000 | 3,646 |
| Available-for-sale securities (fair market value) | $23,431,000 | 3,773 |
| Total debt securities | $23,985,000 | 4,218 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,333 |
| Fair value | $2,439,000 | 1,361 |
| 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 | $26,963,000 | 3,947 |
| U.S. Government securities | $18,172,000 | 4,101 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $18,172,000 | 3,952 |
| Securities issued by states & political subdivisions | $5,968,000 | 2,776 |
| Other domestic debt securities | $2,823,000 | 1,714 |
| 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 | $2,823,000 | 1,366 |
| 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 | $21,115,000 | 1,925 |
| Mortgage-backed securities | $9,961,000 | 3,025 |
| Certificates of participation in pools of residential mortgages | $9,961,000 | 2,413 |
| Issued or guaranteed by U.S. | $9,961,000 | 2,402 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $725,000 | 3,554 |
| Available-for-sale securities (fair market value) | $26,238,000 | 3,499 |
| Total debt securities | $26,963,000 | 3,869 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,504 |
| Fair value | $1,516,000 | 1,519 |
| 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 | $24,762,000 | 4,238 |
| U.S. Government securities | $17,054,000 | 4,330 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $17,054,000 | 4,187 |
| Securities issued by states & political subdivisions | $4,892,000 | 3,136 |
| Other domestic debt securities | $2,816,000 | 1,747 |
| 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 | $2,816,000 | 1,466 |
| 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 | $20,070,000 | 1,948 |
| Mortgage-backed securities | $9,380,000 | 3,118 |
| Certificates of participation in pools of residential mortgages | $9,380,000 | 2,515 |
| Issued or guaranteed by U.S. | $9,380,000 | 2,503 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,034,000 | 3,350 |
| Available-for-sale securities (fair market value) | $23,728,000 | 3,775 |
| Total debt securities | $24,762,000 | 4,171 |
| Structured notes | ||
| Amortized cost | $1,498,000 | 1,436 |
| Fair value | $1,515,000 | 1,375 |
| 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 | $25,532,000 | 4,084 |
| U.S. Government securities | $18,130,000 | 4,046 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $18,130,000 | 3,889 |
| Securities issued by states & political subdivisions | $4,561,000 | 3,227 |
| Other domestic debt securities | $2,841,000 | 1,822 |
| 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 | $2,841,000 | 1,544 |
| 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 | $16,096,000 | 2,223 |
| Mortgage-backed securities | $9,886,000 | 3,006 |
| Certificates of participation in pools of residential mortgages | $9,886,000 | 2,410 |
| Issued or guaranteed by U.S. | $9,886,000 | 2,401 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,034,000 | 3,384 |
| Available-for-sale securities (fair market value) | $24,498,000 | 3,616 |
| Total debt securities | $25,532,000 | 3,996 |
| Structured notes | ||
| Amortized cost | $1,498,000 | 1,248 |
| Fair value | $1,517,000 | 1,197 |
| 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 | $23,406,000 | 4,232 |
| U.S. Government securities | $15,708,000 | 4,350 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $15,708,000 | 4,192 |
| Securities issued by states & political subdivisions | $4,784,000 | 3,118 |
| Other domestic debt securities | $2,914,000 | 1,879 |
| 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 | $2,914,000 | 1,592 |
| 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 | $15,812,000 | 2,189 |
| Mortgage-backed securities | $9,442,000 | 3,149 |
| Certificates of participation in pools of residential mortgages | $9,442,000 | 2,488 |
| Issued or guaranteed by U.S. | $9,442,000 | 2,475 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,034,000 | 3,417 |
| Available-for-sale securities (fair market value) | $22,372,000 | 3,786 |
| Total debt securities | $23,406,000 | 4,142 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,576 |
| Fair value | $520,000 | 1,567 |
| 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 | $24,519,000 | 4,076 |
| U.S. Government securities | $16,712,000 | 4,214 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $16,712,000 | 4,031 |
| Securities issued by states & political subdivisions | $4,924,000 | 2,985 |
| Other domestic debt securities | $2,883,000 | 1,887 |
| 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 | $2,883,000 | 1,610 |
| 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 | $15,652,000 | 2,240 |
| Mortgage-backed securities | $10,011,000 | 3,058 |
| Certificates of participation in pools of residential mortgages | $10,011,000 | 2,378 |
| Issued or guaranteed by U.S. | $10,011,000 | 2,365 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,234,000 | 3,357 |
| Available-for-sale securities (fair market value) | $23,285,000 | 3,636 |
| Total debt securities | $24,519,000 | 3,998 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 792 |
| Fair value | $1,516,000 | 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 | $24,534,000 | 4,051 |
| U.S. Government securities | $16,652,000 | 4,176 |
| U.S. Treasury securities | $502,000 | 2,079 |
| U.S. Government agency obligations | $16,150,000 | 4,089 |
| Securities issued by states & political subdivisions | $5,316,000 | 2,820 |
| Other domestic debt securities | $2,566,000 | 1,975 |
| 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 | $2,566,000 | 1,709 |
| 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 | $15,490,000 | 2,231 |
| Mortgage-backed securities | $10,172,000 | 2,985 |
| Certificates of participation in pools of residential mortgages | $10,172,000 | 2,319 |
| Issued or guaranteed by U.S. | $10,172,000 | 2,306 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,459,000 | 3,281 |
| Available-for-sale securities (fair market value) | $23,075,000 | 3,625 |
| Total debt securities | $24,534,000 | 3,973 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,148 |
| Fair value | $515,000 | 1,155 |
| 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 | $17,618,000 | 4,910 |
| U.S. Government securities | $9,738,000 | 5,584 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $9,738,000 | 5,348 |
| Securities issued by states & political subdivisions | $4,134,000 | 3,194 |
| Other domestic debt securities | $3,746,000 | 1,674 |
| 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 | $3,746,000 | 1,368 |
| 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 | $17,301,000 | 1,974 |
| Mortgage-backed securities | $3,004,000 | 4,717 |
| Certificates of participation in pools of residential mortgages | $3,004,000 | 3,881 |
| Issued or guaranteed by U.S. | $3,004,000 | 3,865 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,781,000 | 3,326 |
| Available-for-sale securities (fair market value) | $15,837,000 | 4,469 |
| Total debt securities | $17,618,000 | 4,816 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 188 |
| Fair value | $1,977,000 | 209 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $20,089,000 | 4,606 |
| U.S. Government securities | $15,679,000 | 4,384 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $15,679,000 | 4,081 |
| Securities issued by states & political subdivisions | $3,731,000 | 3,327 |
| Other domestic debt securities | $460,000 | 3,055 |
| 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 | $460,000 | 2,686 |
| Foreign debt securities | NA | NA |
| Equity securities | $219,000 | 5,636 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,240,000 | 2,323 |
| Mortgage-backed securities | $2,808,000 | 4,300 |
| Certificates of participation in pools of residential mortgages | $2,808,000 | 3,461 |
| Issued or guaranteed by U.S. | $2,808,000 | 3,445 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,135,000 | 3,781 |
| Available-for-sale securities (fair market value) | $17,954,000 | 4,097 |
| Total debt securities | $19,870,000 | 4,513 |
| 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 | $17,718,000 | 5,238 |
| U.S. Government securities | $13,586,000 | 5,087 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $13,586,000 | 4,611 |
| Securities issued by states & political subdivisions | $3,913,000 | 3,396 |
| 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 | $219,000 | 5,531 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,099,000 | 2,201 |
| Mortgage-backed securities | $3,493,000 | 4,232 |
| Certificates of participation in pools of residential mortgages | $3,493,000 | 3,355 |
| Issued or guaranteed by U.S. | $3,493,000 | 3,342 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,769,000 | 3,867 |
| Available-for-sale securities (fair market value) | $14,949,000 | 4,767 |
| Total debt securities | $17,499,000 | 5,163 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $16,184,000 | 5,550 |
| U.S. Government securities | $12,062,000 | 5,504 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $12,062,000 | 4,725 |
| Securities issued by states & political subdivisions | $3,878,000 | 3,464 |
| 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 | $244,000 | 5,062 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,764,000 | 2,323 |
| Mortgage-backed securities | $1,931,000 | 5,367 |
| Certificates of participation in pools of residential mortgages | $1,931,000 | 4,445 |
| Issued or guaranteed by U.S. | $1,931,000 | 4,426 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,070,000 | 3,741 |
| Available-for-sale securities (fair market value) | $12,114,000 | 5,234 |
| Total debt securities | $15,940,000 | 5,474 |
| 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 | $15,846,000 | 5,787 |
| U.S. Government securities | $12,252,000 | 5,742 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $12,252,000 | 4,604 |
| Securities issued by states & political subdivisions | $3,381,000 | 3,568 |
| 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 | $213,000 | 5,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,099,000 | 2,325 |
| Mortgage-backed securities | $1,285,000 | 6,013 |
| Certificates of participation in pools of residential mortgages | $1,285,000 | 5,017 |
| Issued or guaranteed by U.S. | $1,285,000 | 5,000 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,105,000 | 3,187 |
| Available-for-sale securities (fair market value) | $7,741,000 | 6,446 |
| Total debt securities | $15,633,000 | 5,716 |
| 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 | $12,586,000 | 7,098 |
| U.S. Government securities | $8,740,000 | 7,510 |
| U.S. Treasury securities | $1,501,000 | 6,568 |
| U.S. Government agency obligations | $7,239,000 | 6,590 |
| Securities issued by states & political subdivisions | $3,635,000 | 3,487 |
| 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 | $211,000 | 5,184 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,659,000 | 3,573 |
| Mortgage-backed securities | $1,808,000 | 6,043 |
| Certificates of participation in pools of residential mortgages | $1,586,000 | 5,111 |
| Issued or guaranteed by U.S. | $1,586,000 | 5,094 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $222,000 | 4,970 |
| CMOs issued by government agencies or sponsored agencies | $222,000 | 4,781 |
| 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) | $10,871,000 | 2,977 |
| Available-for-sale securities (fair market value) | $1,715,000 | 9,170 |
| Total debt securities | $12,375,000 | 7,025 |
| 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 | $10,248,000 | 8,187 |
| U.S. Government securities | $7,026,000 | 8,613 |
| U.S. Treasury securities | $2,028,000 | 6,985 |
| U.S. Government agency obligations | $4,998,000 | 7,715 |
| Securities issued by states & political subdivisions | $3,070,000 | 3,937 |
| 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 | $152,000 | 5,521 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,804,000 | 2,989 |
| Mortgage-backed securities | $1,346,000 | 6,888 |
| Certificates of participation in pools of residential mortgages | $851,000 | 6,320 |
| Issued or guaranteed by U.S. | $851,000 | 6,288 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $495,000 | 4,931 |
| CMOs issued by government agencies or sponsored agencies | $495,000 | 4,733 |
| 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) | $8,068,000 | 3,885 |
| Available-for-sale securities (fair market value) | $2,180,000 | 9,318 |
| Total debt securities | $10,096,000 | 8,122 |
| Structured notes | ||
| Amortized cost | $200,000 | 4,276 |
| Fair value | $200,000 | 4,289 |
| 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 | $6,670,000 | 10,068 |
| U.S. Government securities | $3,915,000 | 10,729 |
| U.S. Treasury securities | $980,000 | 9,755 |
| U.S. Government agency obligations | $2,935,000 | 9,178 |
| Securities issued by states & political subdivisions | $2,604,000 | 4,534 |
| 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 | $151,000 | 5,281 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,017,000 | 5,337 |
| Mortgage-backed securities | $1,085,000 | 7,640 |
| Certificates of participation in pools of residential mortgages | $1,085,000 | 6,288 |
| Issued or guaranteed by U.S. | $1,085,000 | 6,261 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,539,000 | 7,695 |
| Available-for-sale securities (fair market value) | $1,131,000 | 9,549 |
| Total debt securities | $6,519,000 | 10,032 |
| 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 | $4,991,000 | 11,284 |
| U.S. Government securities | $2,584,000 | 11,867 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $2,584,000 | 9,735 |
| Securities issued by states & political subdivisions | $2,393,000 | 4,853 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $14,000 | 8,062 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,417,000 | 4,967 |
| Mortgage-backed securities | $1,158,000 | 8,191 |
| Certificates of participation in pools of residential mortgages | $1,158,000 | 6,810 |
| Issued or guaranteed by U.S. | $1,158,000 | 6,764 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,977,000 | 11,154 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $7,898,000 | 10,074 |
| U.S. Government securities | $5,644,000 | 10,378 |
| U.S. Treasury securities | $2,481,000 | 8,181 |
| U.S. Government agency obligations | $3,163,000 | 9,389 |
| Securities issued by states & political subdivisions | $2,240,000 | 4,781 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $14,000 | 7,919 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,870,000 | 3,253 |
| Mortgage-backed securities | $1,937,000 | 7,731 |
| Certificates of participation in pools of residential mortgages | $1,937,000 | 6,210 |
| Issued or guaranteed by U.S. | $1,937,000 | 6,142 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,884,000 | 9,955 |
| 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 |