Home > Valley Premier Bank > Securities
Valley Premier Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $42,652,000 | 2,802 |
| U.S. Government securities | $31,090,000 | 2,438 |
| U.S. Treasury securities | $337,000 | 2,716 |
| U.S. Government agency obligations | $30,753,000 | 2,134 |
| Securities issued by states & political subdivisions | $11,042,000 | 2,362 |
| Other domestic debt securities | $449,000 | 2,173 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $449,000 | 651 |
| 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 | $7,034,000 | 3,170 |
| Mortgage-backed securities | $25,398,000 | 1,825 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,701,000 | 1,579 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,792,000 | 1,264 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $905,000 | 1,261 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $42,581,000 | 2,572 |
| Total debt securities | $42,581,000 | 2,784 |
| Structured notes | ||
| Amortized cost | $500,000 | 939 |
| Fair value | $466,000 | 991 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $43,398,000 | 2,767 |
| U.S. Government securities | $31,443,000 | 2,409 |
| U.S. Treasury securities | $332,000 | 2,774 |
| U.S. Government agency obligations | $31,111,000 | 2,104 |
| Securities issued by states & political subdivisions | $11,461,000 | 2,319 |
| Other domestic debt securities | $434,000 | 2,176 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $434,000 | 646 |
| 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 | $6,851,000 | 3,158 |
| Mortgage-backed securities | $25,294,000 | 1,808 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,614,000 | 1,561 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,795,000 | 1,235 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $885,000 | 1,241 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $43,338,000 | 2,530 |
| Total debt securities | $43,338,000 | 2,751 |
| Structured notes | ||
| Amortized cost | $500,000 | 962 |
| Fair value | $453,000 | 1,009 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $43,415,000 | 2,824 |
| U.S. Government securities | $31,079,000 | 2,479 |
| U.S. Treasury securities | $331,000 | 2,797 |
| U.S. Government agency obligations | $30,748,000 | 2,147 |
| Securities issued by states & political subdivisions | $11,837,000 | 2,346 |
| Other domestic debt securities | $444,000 | 2,192 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $444,000 | 632 |
| 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 | $7,308,000 | 3,092 |
| Mortgage-backed securities | $24,865,000 | 1,861 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $18,822,000 | 1,544 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,137,000 | 1,402 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $906,000 | 1,232 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $43,360,000 | 2,587 |
| Total debt securities | $43,360,000 | 2,810 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,012 |
| Fair value | $456,000 | 1,054 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $45,270,000 | 2,849 |
| U.S. Government securities | $32,456,000 | 2,508 |
| U.S. Treasury securities | $333,000 | 2,864 |
| U.S. Government agency obligations | $32,123,000 | 2,112 |
| Securities issued by states & political subdivisions | $12,320,000 | 2,363 |
| Other domestic debt securities | $445,000 | 2,253 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $445,000 | 630 |
| 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 | $7,348,000 | 3,027 |
| Mortgage-backed securities | $25,969,000 | 1,872 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $19,647,000 | 1,554 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,400,000 | 1,413 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $922,000 | 1,248 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $45,221,000 | 2,609 |
| Total debt securities | $45,221,000 | 2,833 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,040 |
| Fair value | $460,000 | 1,083 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $46,030,000 | 2,860 |
| U.S. Government securities | $33,174,000 | 2,479 |
| U.S. Treasury securities | $330,000 | 2,905 |
| U.S. Government agency obligations | $32,844,000 | 2,101 |
| Securities issued by states & political subdivisions | $12,368,000 | 2,399 |
| Other domestic debt securities | $443,000 | 2,286 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $443,000 | 650 |
| 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 | $7,277,000 | 2,949 |
| Mortgage-backed securities | $26,694,000 | 1,863 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $20,267,000 | 1,557 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,506,000 | 1,419 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $921,000 | 1,233 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $45,985,000 | 2,618 |
| Total debt securities | $45,985,000 | 2,842 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,066 |
| Fair value | $455,000 | 1,106 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $45,518,000 | 2,887 |
| U.S. Government securities | $32,636,000 | 2,535 |
| U.S. Treasury securities | $330,000 | 2,921 |
| U.S. Government agency obligations | $32,306,000 | 2,133 |
| Securities issued by states & political subdivisions | $12,400,000 | 2,396 |
| Other domestic debt securities | $439,000 | 2,253 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $439,000 | 480 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,302,000 | 2,901 |
| Mortgage-backed securities | $27,014,000 | 1,860 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $20,790,000 | 1,546 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,299,000 | 1,452 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $925,000 | 1,243 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $45,475,000 | 2,645 |
| Total debt securities | $45,475,000 | 2,867 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,055 |
| Fair value | $453,000 | 1,089 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $45,744,000 | 2,924 |
| U.S. Government securities | $33,119,000 | 2,545 |
| U.S. Treasury securities | $333,000 | 2,885 |
| U.S. Government agency obligations | $32,786,000 | 2,152 |
| Securities issued by states & political subdivisions | $12,586,000 | 2,441 |
| 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 | $7,693,000 | 2,863 |
| Mortgage-backed securities | $28,584,000 | 1,869 |
| Certificates of participation in pools of residential mortgages | $22,082,000 | 1,574 |
| Issued or guaranteed by U.S. | $22,082,000 | 1,540 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $5,111,000 | 1,568 |
| CMOs issued by government agencies or sponsored agencies | $5,111,000 | 1,496 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,391,000 | 1,632 |
| Commercial mortgage pass-through securities | $943,000 | 1,232 |
| Other commercial mortgage-backed securities | $448,000 | 1,361 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $45,705,000 | 2,705 |
| Total debt securities | $45,705,000 | 2,910 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,031 |
| Fair value | $469,000 | 1,068 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $48,253,000 | 2,815 |
| U.S. Government securities | $34,836,000 | 2,431 |
| U.S. Treasury securities | $341,000 | 2,626 |
| U.S. Government agency obligations | $34,495,000 | 2,108 |
| Securities issued by states & political subdivisions | $13,371,000 | 2,397 |
| 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 | $8,085,000 | 2,811 |
| Mortgage-backed securities | $30,993,000 | 1,817 |
| Certificates of participation in pools of residential mortgages | $24,700,000 | 1,523 |
| Issued or guaranteed by U.S. | $24,700,000 | 1,497 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $4,827,000 | 1,594 |
| CMOs issued by government agencies or sponsored agencies | $4,827,000 | 1,528 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $1,466,000 | 1,602 |
| Commercial mortgage pass-through securities | $994,000 | 1,196 |
| Other commercial mortgage-backed securities | $472,000 | 1,335 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $48,207,000 | 2,621 |
| Total debt securities | $48,207,000 | 2,795 |
| Structured notes | ||
| Amortized cost | $500,000 | 914 |
| Fair value | $487,000 | 931 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $48,861,000 | 2,720 |
| U.S. Government securities | $34,303,000 | 2,314 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $34,303,000 | 2,086 |
| Securities issued by states & political subdivisions | $14,510,000 | 2,373 |
| 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 | $7,899,000 | 2,842 |
| Mortgage-backed securities | $32,164,000 | 1,795 |
| Certificates of participation in pools of residential mortgages | $24,561,000 | 1,537 |
| Issued or guaranteed by U.S. | $24,561,000 | 1,506 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $5,846,000 | 1,490 |
| CMOs issued by government agencies or sponsored agencies | $5,846,000 | 1,434 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $1,757,000 | 1,532 |
| Commercial mortgage pass-through securities | $1,056,000 | 1,177 |
| Other commercial mortgage-backed securities | $701,000 | 1,266 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $48,813,000 | 2,552 |
| Total debt securities | $48,813,000 | 2,700 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $50,643,000 | 2,601 |
| U.S. Government securities | $36,404,000 | 2,157 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $36,404,000 | 1,992 |
| Securities issued by states & political subdivisions | $14,197,000 | 2,363 |
| 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 | $9,080,000 | 2,735 |
| Mortgage-backed securities | $34,548,000 | 1,700 |
| Certificates of participation in pools of residential mortgages | $26,416,000 | 1,438 |
| Issued or guaranteed by U.S. | $26,416,000 | 1,404 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $6,335,000 | 1,448 |
| CMOs issued by government agencies or sponsored agencies | $6,335,000 | 1,403 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $1,797,000 | 1,537 |
| Commercial mortgage pass-through securities | $1,080,000 | 1,176 |
| Other commercial mortgage-backed securities | $717,000 | 1,273 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $50,601,000 | 2,449 |
| Total debt securities | $50,601,000 | 2,586 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $48,374,000 | 2,613 |
| U.S. Government securities | $35,798,000 | 2,118 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $35,798,000 | 1,965 |
| Securities issued by states & political subdivisions | $12,536,000 | 2,468 |
| 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 | $10,772,000 | 2,559 |
| Mortgage-backed securities | $34,740,000 | 1,653 |
| Certificates of participation in pools of residential mortgages | $31,042,000 | 1,236 |
| Issued or guaranteed by U.S. | $31,042,000 | 1,209 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,932,000 | 1,836 |
| CMOs issued by government agencies or sponsored agencies | $2,932,000 | 1,794 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $766,000 | 1,778 |
| Commercial mortgage pass-through securities | $541,000 | 1,360 |
| Other commercial mortgage-backed securities | $225,000 | 1,363 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $48,334,000 | 2,456 |
| Total debt securities | $48,334,000 | 2,597 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $47,141,000 | 2,526 |
| U.S. Government securities | $36,114,000 | 1,982 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $36,114,000 | 1,864 |
| Securities issued by states & political subdivisions | $10,990,000 | 2,547 |
| 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 | $7,473,000 | 2,877 |
| Mortgage-backed securities | $35,357,000 | 1,581 |
| Certificates of participation in pools of residential mortgages | $30,357,000 | 1,202 |
| Issued or guaranteed by U.S. | $30,357,000 | 1,170 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $4,232,000 | 1,603 |
| CMOs issued by government agencies or sponsored agencies | $4,232,000 | 1,563 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $768,000 | 1,760 |
| Commercial mortgage pass-through securities | $537,000 | 1,359 |
| Other commercial mortgage-backed securities | $231,000 | 1,343 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $47,104,000 | 2,375 |
| Total debt securities | $47,104,000 | 2,510 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $50,080,000 | 2,331 |
| U.S. Government securities | $38,829,000 | 1,757 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $38,829,000 | 1,670 |
| Securities issued by states & political subdivisions | $11,223,000 | 2,500 |
| 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 | $7,351,000 | 2,877 |
| Mortgage-backed securities | $38,314,000 | 1,415 |
| Certificates of participation in pools of residential mortgages | $32,702,000 | 1,040 |
| Issued or guaranteed by U.S. | $32,702,000 | 1,019 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $4,802,000 | 1,555 |
| CMOs issued by government agencies or sponsored agencies | $4,802,000 | 1,512 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $810,000 | 1,710 |
| Commercial mortgage pass-through securities | $555,000 | 1,312 |
| Other commercial mortgage-backed securities | $255,000 | 1,303 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $50,052,000 | 2,182 |
| Total debt securities | $50,052,000 | 2,311 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $36,544,000 | 2,651 |
| U.S. Government securities | $26,897,000 | 2,130 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $26,897,000 | 2,027 |
| Securities issued by states & political subdivisions | $9,622,000 | 2,520 |
| 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 | $7,055,000 | 2,910 |
| Mortgage-backed securities | $26,381,000 | 1,744 |
| Certificates of participation in pools of residential mortgages | $20,621,000 | 1,381 |
| Issued or guaranteed by U.S. | $20,621,000 | 1,346 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,921,000 | 1,570 |
| CMOs issued by government agencies or sponsored agencies | $4,921,000 | 1,532 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $839,000 | 1,688 |
| Commercial mortgage pass-through securities | $563,000 | 1,294 |
| Other commercial mortgage-backed securities | $276,000 | 1,266 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $36,519,000 | 2,485 |
| Total debt securities | $36,519,000 | 2,635 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $34,260,000 | 2,696 |
| U.S. Government securities | $24,229,000 | 2,271 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $24,229,000 | 2,152 |
| Securities issued by states & political subdivisions | $10,006,000 | 2,423 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,970,000 | 3,066 |
| Mortgage-backed securities | $23,195,000 | 1,848 |
| Certificates of participation in pools of residential mortgages | $16,763,000 | 1,570 |
| Issued or guaranteed by U.S. | $16,763,000 | 1,526 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,515,000 | 1,533 |
| CMOs issued by government agencies or sponsored agencies | $5,515,000 | 1,493 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $917,000 | 1,648 |
| Commercial mortgage pass-through securities | $559,000 | 1,288 |
| Other commercial mortgage-backed securities | $358,000 | 1,229 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $34,235,000 | 2,518 |
| Total debt securities | $34,235,000 | 2,676 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $34,937,000 | 2,613 |
| U.S. Government securities | $24,794,000 | 2,249 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $24,794,000 | 2,131 |
| Securities issued by states & political subdivisions | $10,122,000 | 2,305 |
| 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 | $5,809,000 | 3,039 |
| Mortgage-backed securities | $23,511,000 | 1,839 |
| Certificates of participation in pools of residential mortgages | $16,700,000 | 1,551 |
| Issued or guaranteed by U.S. | $16,700,000 | 1,509 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $5,906,000 | 1,524 |
| CMOs issued by government agencies or sponsored agencies | $5,906,000 | 1,480 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $905,000 | 1,640 |
| Commercial mortgage pass-through securities | $537,000 | 1,257 |
| Other commercial mortgage-backed securities | $368,000 | 1,205 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $34,916,000 | 2,442 |
| Total debt securities | $34,916,000 | 2,596 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $34,299,000 | 2,659 |
| U.S. Government securities | $22,864,000 | 2,397 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $22,864,000 | 2,268 |
| Securities issued by states & political subdivisions | $11,433,000 | 2,152 |
| 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 | $2,000 | 360 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,804,000 | 3,108 |
| Mortgage-backed securities | $21,592,000 | 1,888 |
| Certificates of participation in pools of residential mortgages | $14,404,000 | 1,627 |
| Issued or guaranteed by U.S. | $14,404,000 | 1,582 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $6,280,000 | 1,467 |
| CMOs issued by government agencies or sponsored agencies | $6,280,000 | 1,427 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $908,000 | 1,614 |
| Commercial mortgage pass-through securities | $523,000 | 1,260 |
| Other commercial mortgage-backed securities | $385,000 | 1,169 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $34,299,000 | 2,481 |
| Total debt securities | $34,297,000 | 2,641 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $34,236,000 | 2,684 |
| U.S. Government securities | $23,034,000 | 2,406 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $23,034,000 | 2,277 |
| Securities issued by states & political subdivisions | $11,200,000 | 2,192 |
| 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 | $2,000 | 456 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,853,000 | 3,011 |
| Mortgage-backed securities | $20,261,000 | 1,921 |
| Certificates of participation in pools of residential mortgages | $12,640,000 | 1,770 |
| Issued or guaranteed by U.S. | $12,640,000 | 1,717 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $6,699,000 | 1,431 |
| CMOs issued by government agencies or sponsored agencies | $6,699,000 | 1,393 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $922,000 | 1,588 |
| Commercial mortgage pass-through securities | $529,000 | 1,248 |
| Other commercial mortgage-backed securities | $393,000 | 1,132 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $34,236,000 | 2,501 |
| Total debt securities | $34,234,000 | 2,667 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $33,278,000 | 2,772 |
| U.S. Government securities | $22,569,000 | 2,477 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $22,569,000 | 2,350 |
| Securities issued by states & political subdivisions | $10,707,000 | 2,291 |
| 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 | $2,000 | 487 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,793,000 | 3,076 |
| Mortgage-backed securities | $21,033,000 | 1,855 |
| Certificates of participation in pools of residential mortgages | $13,864,000 | 1,660 |
| Issued or guaranteed by U.S. | $13,864,000 | 1,631 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $6,769,000 | 1,420 |
| CMOs issued by government agencies or sponsored agencies | $6,769,000 | 1,376 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $400,000 | 1,724 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $400,000 | 1,107 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $33,278,000 | 2,580 |
| Total debt securities | $33,276,000 | 2,756 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $33,087,000 | 2,821 |
| U.S. Government securities | $22,630,000 | 2,511 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $22,630,000 | 2,376 |
| Securities issued by states & political subdivisions | $10,455,000 | 2,377 |
| 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 | $2,000 | 502 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,616,000 | 3,143 |
| Mortgage-backed securities | $21,372,000 | 1,836 |
| Certificates of participation in pools of residential mortgages | $14,392,000 | 1,619 |
| Issued or guaranteed by U.S. | $14,392,000 | 1,588 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $6,980,000 | 1,401 |
| CMOs issued by government agencies or sponsored agencies | $6,980,000 | 1,354 |
| 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) | $33,087,000 | 2,615 |
| Total debt securities | $33,085,000 | 2,805 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $35,031,000 | 2,768 |
| U.S. Government securities | $23,662,000 | 2,475 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $23,662,000 | 2,336 |
| Securities issued by states & political subdivisions | $11,367,000 | 2,344 |
| 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 | $2,000 | 670 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,793,000 | 3,151 |
| Mortgage-backed securities | $22,425,000 | 1,794 |
| Certificates of participation in pools of residential mortgages | $14,839,000 | 1,591 |
| Issued or guaranteed by U.S. | $14,839,000 | 1,576 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $7,586,000 | 1,337 |
| CMOs issued by government agencies or sponsored agencies | $7,586,000 | 1,291 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $35,031,000 | 2,565 |
| Total debt securities | $35,029,000 | 2,751 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $35,165,000 | 2,777 |
| U.S. Government securities | $23,931,000 | 2,457 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $23,931,000 | 2,346 |
| Securities issued by states & political subdivisions | $11,232,000 | 2,392 |
| 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 | $2,000 | 701 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,960,000 | 3,142 |
| Mortgage-backed securities | $22,966,000 | 1,766 |
| Certificates of participation in pools of residential mortgages | $15,126,000 | 1,596 |
| Issued or guaranteed by U.S. | $15,126,000 | 1,589 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $7,840,000 | 1,294 |
| CMOs issued by government agencies or sponsored agencies | $7,840,000 | 1,252 |
| 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) | $35,165,000 | 2,570 |
| Total debt securities | $35,162,000 | 2,760 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $36,837,000 | 2,723 |
| U.S. Government securities | $24,788,000 | 2,416 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $24,788,000 | 2,305 |
| Securities issued by states & political subdivisions | $12,047,000 | 2,355 |
| 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 | $2,000 | 735 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,459,000 | 3,112 |
| Mortgage-backed securities | $24,309,000 | 1,737 |
| Certificates of participation in pools of residential mortgages | $16,037,000 | 1,580 |
| Issued or guaranteed by U.S. | $16,037,000 | 1,515 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $8,272,000 | 1,269 |
| CMOs issued by government agencies or sponsored agencies | $8,272,000 | 1,228 |
| 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) | $36,837,000 | 2,524 |
| Total debt securities | $36,835,000 | 2,708 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $37,647,000 | 2,719 |
| U.S. Government securities | $25,598,000 | 2,435 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $25,598,000 | 2,330 |
| Securities issued by states & political subdivisions | $12,047,000 | 2,393 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $2,000 | 764 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,493,000 | 3,149 |
| Mortgage-backed securities | $25,117,000 | 1,684 |
| Certificates of participation in pools of residential mortgages | $16,952,000 | 1,558 |
| Issued or guaranteed by U.S. | $16,952,000 | 1,555 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,165,000 | 1,269 |
| CMOs issued by government agencies or sponsored agencies | $8,165,000 | 1,220 |
| 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) | $37,647,000 | 2,517 |
| Total debt securities | $37,645,000 | 2,703 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $35,267,000 | 2,851 |
| U.S. Government securities | $23,701,000 | 2,562 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $23,701,000 | 2,450 |
| Securities issued by states & political subdivisions | $11,564,000 | 2,491 |
| 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 | $2,000 | 1,043 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,577,000 | 3,170 |
| Mortgage-backed securities | $23,211,000 | 1,775 |
| Certificates of participation in pools of residential mortgages | $15,584,000 | 1,673 |
| Issued or guaranteed by U.S. | $15,584,000 | 1,672 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $7,627,000 | 1,284 |
| CMOs issued by government agencies or sponsored agencies | $7,627,000 | 1,240 |
| 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) | $35,267,000 | 2,629 |
| Total debt securities | $35,265,000 | 2,835 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $29,943,000 | 3,163 |
| U.S. Government securities | $18,512,000 | 2,922 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $18,512,000 | 2,812 |
| Securities issued by states & political subdivisions | $11,429,000 | 2,546 |
| 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 | $2,000 | 1,069 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,272,000 | 3,269 |
| Mortgage-backed securities | $18,016,000 | 2,070 |
| Certificates of participation in pools of residential mortgages | $14,844,000 | 1,768 |
| Issued or guaranteed by U.S. | $14,844,000 | 1,767 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $3,172,000 | 1,853 |
| CMOs issued by government agencies or sponsored agencies | $3,172,000 | 1,793 |
| 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) | $29,943,000 | 2,909 |
| Total debt securities | $29,941,000 | 3,139 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $28,926,000 | 3,265 |
| U.S. Government securities | $17,694,000 | 3,050 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $17,694,000 | 2,927 |
| Securities issued by states & political subdivisions | $11,230,000 | 2,594 |
| 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 | $2,000 | 1,063 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,138,000 | 3,474 |
| Mortgage-backed securities | $17,195,000 | 2,178 |
| Certificates of participation in pools of residential mortgages | $14,853,000 | 1,800 |
| Issued or guaranteed by U.S. | $14,853,000 | 1,799 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,342,000 | 2,036 |
| CMOs issued by government agencies or sponsored agencies | $2,342,000 | 1,973 |
| 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) | $28,926,000 | 3,004 |
| Total debt securities | $28,924,000 | 3,244 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $30,713,000 | 3,186 |
| U.S. Government securities | $19,164,000 | 2,979 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $19,164,000 | 2,852 |
| Securities issued by states & political subdivisions | $11,547,000 | 2,590 |
| 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 | $2,000 | 1,078 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,990,000 | 3,541 |
| Mortgage-backed securities | $18,173,000 | 2,137 |
| Certificates of participation in pools of residential mortgages | $15,715,000 | 1,785 |
| Issued or guaranteed by U.S. | $15,715,000 | 1,785 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,458,000 | 2,019 |
| CMOs issued by government agencies or sponsored agencies | $2,458,000 | 1,951 |
| 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) | $30,713,000 | 2,928 |
| Total debt securities | $30,711,000 | 3,165 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $32,900,000 | 3,067 |
| U.S. Government securities | $19,805,000 | 2,922 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $19,805,000 | 2,796 |
| Securities issued by states & political subdivisions | $13,093,000 | 2,444 |
| 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 | $2,000 | 1,085 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,969,000 | 3,555 |
| Mortgage-backed securities | $18,818,000 | 2,090 |
| Certificates of participation in pools of residential mortgages | $16,228,000 | 1,763 |
| Issued or guaranteed by U.S. | $16,228,000 | 1,762 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,590,000 | 1,992 |
| CMOs issued by government agencies or sponsored agencies | $2,590,000 | 1,923 |
| 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) | $32,900,000 | 2,817 |
| Total debt securities | $32,897,000 | 3,048 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $32,252,000 | 3,086 |
| U.S. Government securities | $19,048,000 | 2,960 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $19,048,000 | 2,851 |
| Securities issued by states & political subdivisions | $13,202,000 | 2,443 |
| 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 | $2,000 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,064,000 | 3,574 |
| Mortgage-backed securities | $18,547,000 | 2,105 |
| Certificates of participation in pools of residential mortgages | $16,022,000 | 1,780 |
| Issued or guaranteed by U.S. | $16,022,000 | 1,780 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,525,000 | 2,037 |
| CMOs issued by government agencies or sponsored agencies | $2,525,000 | 1,970 |
| 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) | $32,252,000 | 2,827 |
| Total debt securities | $32,250,000 | 3,067 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $34,303,000 | 3,049 |
| U.S. Government securities | $21,054,000 | 2,880 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $21,054,000 | 2,766 |
| Securities issued by states & political subdivisions | $13,247,000 | 2,428 |
| 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 | $2,000 | 1,110 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,087,000 | 3,624 |
| Mortgage-backed securities | $18,306,000 | 2,155 |
| Certificates of participation in pools of residential mortgages | $16,204,000 | 1,784 |
| Issued or guaranteed by U.S. | $16,204,000 | 1,780 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,102,000 | 2,163 |
| CMOs issued by government agencies or sponsored agencies | $2,102,000 | 2,092 |
| 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) | $34,303,000 | 2,785 |
| Total debt securities | $34,301,000 | 3,029 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $33,586,000 | 3,145 |
| U.S. Government securities | $20,448,000 | 3,010 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $20,448,000 | 2,901 |
| Securities issued by states & political subdivisions | $13,136,000 | 2,433 |
| 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 | $2,000 | 1,117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,062,000 | 3,686 |
| Mortgage-backed securities | $17,719,000 | 2,204 |
| Certificates of participation in pools of residential mortgages | $15,508,000 | 1,830 |
| Issued or guaranteed by U.S. | $15,508,000 | 1,829 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,211,000 | 2,158 |
| CMOs issued by government agencies or sponsored agencies | $2,211,000 | 2,096 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $33,586,000 | 2,865 |
| Total debt securities | $33,584,000 | 3,124 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $36,224,000 | 3,023 |
| U.S. Government securities | $22,520,000 | 2,882 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $22,520,000 | 2,777 |
| Securities issued by states & political subdivisions | $13,702,000 | 2,397 |
| 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 | $2,000 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,030,000 | 3,719 |
| Mortgage-backed securities | $19,293,000 | 2,105 |
| Certificates of participation in pools of residential mortgages | $17,006,000 | 1,733 |
| Issued or guaranteed by U.S. | $17,006,000 | 1,731 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,287,000 | 2,153 |
| CMOs issued by government agencies or sponsored agencies | $2,287,000 | 2,093 |
| 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) | $36,224,000 | 2,756 |
| Total debt securities | $36,222,000 | 3,003 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $35,475,000 | 3,101 |
| U.S. Government securities | $22,114,000 | 2,969 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $22,114,000 | 2,879 |
| Securities issued by states & political subdivisions | $13,359,000 | 2,445 |
| 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 | $2,000 | 1,154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,063,000 | 3,762 |
| Mortgage-backed securities | $19,380,000 | 2,136 |
| Certificates of participation in pools of residential mortgages | $16,962,000 | 1,750 |
| Issued or guaranteed by U.S. | $16,962,000 | 1,750 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,418,000 | 2,132 |
| CMOs issued by government agencies or sponsored agencies | $2,418,000 | 2,070 |
| 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) | $35,475,000 | 2,828 |
| Total debt securities | $35,473,000 | 3,076 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $34,528,000 | 3,212 |
| U.S. Government securities | $22,490,000 | 3,035 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $22,490,000 | 2,945 |
| Securities issued by states & political subdivisions | $12,036,000 | 2,587 |
| 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 | $2,000 | 1,167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,097,000 | 3,795 |
| Mortgage-backed securities | $19,275,000 | 2,202 |
| Certificates of participation in pools of residential mortgages | $17,448,000 | 1,779 |
| Issued or guaranteed by U.S. | $17,448,000 | 1,778 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,827,000 | 2,377 |
| CMOs issued by government agencies or sponsored agencies | $1,827,000 | 2,302 |
| 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) | $34,528,000 | 2,931 |
| Total debt securities | $34,526,000 | 3,185 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,561 |
| Fair value | $500,000 | 1,576 |
| 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 | $33,537,000 | 3,324 |
| U.S. Government securities | $22,196,000 | 3,109 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $22,196,000 | 3,020 |
| Securities issued by states & political subdivisions | $11,339,000 | 2,653 |
| 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 | $2,000 | 1,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,139,000 | 3,836 |
| Mortgage-backed securities | $18,967,000 | 2,265 |
| Certificates of participation in pools of residential mortgages | $17,024,000 | 1,825 |
| Issued or guaranteed by U.S. | $17,024,000 | 1,825 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,943,000 | 2,381 |
| CMOs issued by government agencies or sponsored agencies | $1,943,000 | 2,300 |
| 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) | $33,537,000 | 3,033 |
| Total debt securities | $33,535,000 | 3,294 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,664 |
| Fair value | $500,000 | 1,700 |
| 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 | $32,631,000 | 3,385 |
| U.S. Government securities | $21,345,000 | 3,233 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $21,345,000 | 3,130 |
| Securities issued by states & political subdivisions | $11,284,000 | 2,671 |
| 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 | $2,000 | 1,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,102,000 | 3,879 |
| Mortgage-backed securities | $18,907,000 | 2,297 |
| Certificates of participation in pools of residential mortgages | $16,710,000 | 1,899 |
| Issued or guaranteed by U.S. | $16,710,000 | 1,897 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,197,000 | 2,335 |
| CMOs issued by government agencies or sponsored agencies | $2,197,000 | 2,258 |
| 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) | $32,631,000 | 3,097 |
| Total debt securities | $32,629,000 | 3,368 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $33,110,000 | 3,446 |
| U.S. Government securities | $22,256,000 | 3,248 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $22,256,000 | 3,148 |
| Securities issued by states & political subdivisions | $10,852,000 | 2,752 |
| 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 | $2,000 | 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 | $6,065,000 | 3,941 |
| Mortgage-backed securities | $18,837,000 | 2,366 |
| Certificates of participation in pools of residential mortgages | $17,019,000 | 1,934 |
| Issued or guaranteed by U.S. | $17,019,000 | 1,933 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,818,000 | 2,520 |
| CMOs issued by government agencies or sponsored agencies | $1,818,000 | 2,430 |
| 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) | $33,110,000 | 3,148 |
| Total debt securities | $33,108,000 | 3,422 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $32,426,000 | 3,534 |
| U.S. Government securities | $21,423,000 | 3,359 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $21,423,000 | 3,259 |
| Securities issued by states & political subdivisions | $11,001,000 | 2,739 |
| 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 | $2,000 | 1,219 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,093,000 | 3,966 |
| Mortgage-backed securities | $18,492,000 | 2,427 |
| Certificates of participation in pools of residential mortgages | $17,179,000 | 1,954 |
| Issued or guaranteed by U.S. | $17,179,000 | 1,954 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,313,000 | 2,727 |
| CMOs issued by government agencies or sponsored agencies | $1,313,000 | 2,635 |
| 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) | $32,426,000 | 3,215 |
| Total debt securities | $32,424,000 | 3,505 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $32,481,000 | 3,542 |
| U.S. Government securities | $21,163,000 | 3,394 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $21,163,000 | 3,294 |
| Securities issued by states & political subdivisions | $11,316,000 | 2,714 |
| 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 | $2,000 | 1,235 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,127,000 | 3,984 |
| Mortgage-backed securities | $18,268,000 | 2,451 |
| Certificates of participation in pools of residential mortgages | $16,858,000 | 1,985 |
| Issued or guaranteed by U.S. | $16,858,000 | 1,985 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,410,000 | 2,703 |
| CMOs issued by government agencies or sponsored agencies | $1,410,000 | 2,611 |
| 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) | $32,481,000 | 3,230 |
| Total debt securities | $32,479,000 | 3,513 |
| Structured notes | ||
| Amortized cost | $320,000 | 2,165 |
| Fair value | $318,000 | 2,165 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $33,122,000 | 3,498 |
| U.S. Government securities | $22,415,000 | 3,266 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $22,415,000 | 3,177 |
| Securities issued by states & political subdivisions | $10,705,000 | 2,793 |
| 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 | $2,000 | 1,259 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,022,000 | 4,012 |
| Mortgage-backed securities | $18,149,000 | 2,457 |
| Certificates of participation in pools of residential mortgages | $16,648,000 | 2,018 |
| Issued or guaranteed by U.S. | $16,648,000 | 2,018 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,501,000 | 2,659 |
| CMOs issued by government agencies or sponsored agencies | $1,501,000 | 2,562 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $33,122,000 | 3,209 |
| Total debt securities | $33,120,000 | 3,468 |
| Structured notes | ||
| Amortized cost | $320,000 | 2,161 |
| Fair value | $318,000 | 2,166 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $33,138,000 | 3,514 |
| U.S. Government securities | $22,529,000 | 3,295 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $22,529,000 | 3,213 |
| Securities issued by states & political subdivisions | $10,607,000 | 2,818 |
| 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 | $2,000 | 1,267 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,042,000 | 4,016 |
| Mortgage-backed securities | $18,694,000 | 2,444 |
| Certificates of participation in pools of residential mortgages | $17,086,000 | 1,992 |
| Issued or guaranteed by U.S. | $17,086,000 | 1,988 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,608,000 | 2,639 |
| CMOs issued by government agencies or sponsored agencies | $1,608,000 | 2,533 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $33,138,000 | 3,230 |
| Total debt securities | $33,136,000 | 3,483 |
| Structured notes | ||
| Amortized cost | $371,000 | 2,139 |
| Fair value | $366,000 | 2,137 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $33,650,000 | 3,460 |
| U.S. Government securities | $23,267,000 | 3,228 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $23,267,000 | 3,146 |
| Securities issued by states & political subdivisions | $10,381,000 | 2,831 |
| 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 | $2,000 | 1,271 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,435,000 | 4,412 |
| Mortgage-backed securities | $19,771,000 | 2,375 |
| Certificates of participation in pools of residential mortgages | $18,041,000 | 1,924 |
| Issued or guaranteed by U.S. | $18,041,000 | 1,923 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,730,000 | 2,645 |
| CMOs issued by government agencies or sponsored agencies | $1,730,000 | 2,540 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $33,650,000 | 3,190 |
| Total debt securities | $33,649,000 | 3,421 |
| Structured notes | ||
| Amortized cost | $452,000 | 2,086 |
| Fair value | $451,000 | 2,081 |
| 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 | $33,684,000 | 3,495 |
| U.S. Government securities | $23,740,000 | 3,209 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $23,740,000 | 3,129 |
| Securities issued by states & political subdivisions | $9,942,000 | 2,855 |
| 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 | $2,000 | 1,285 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,502,000 | 4,415 |
| Mortgage-backed securities | $19,440,000 | 2,432 |
| Certificates of participation in pools of residential mortgages | $17,505,000 | 1,971 |
| Issued or guaranteed by U.S. | $17,505,000 | 1,970 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,935,000 | 2,640 |
| CMOs issued by government agencies or sponsored agencies | $1,935,000 | 2,533 |
| 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) | $33,684,000 | 3,239 |
| Total debt securities | $33,683,000 | 3,461 |
| Structured notes | ||
| Amortized cost | $550,000 | 1,938 |
| Fair value | $553,000 | 1,938 |
| 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 | $32,823,000 | 3,509 |
| U.S. Government securities | $23,349,000 | 3,200 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $23,349,000 | 3,129 |
| Securities issued by states & political subdivisions | $9,472,000 | 2,926 |
| 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 | $2,000 | 1,265 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,511,000 | 4,410 |
| Mortgage-backed securities | $18,700,000 | 2,485 |
| Certificates of participation in pools of residential mortgages | $16,595,000 | 2,022 |
| Issued or guaranteed by U.S. | $16,595,000 | 2,019 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,105,000 | 2,640 |
| CMOs issued by government agencies or sponsored agencies | $2,105,000 | 2,534 |
| 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) | $32,823,000 | 3,249 |
| Total debt securities | $32,821,000 | 3,475 |
| Structured notes | ||
| Amortized cost | $647,000 | 1,938 |
| Fair value | $652,000 | 1,935 |
| 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 | $31,154,000 | 3,649 |
| U.S. Government securities | $22,656,000 | 3,324 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $22,656,000 | 3,258 |
| Securities issued by states & political subdivisions | $8,496,000 | 3,043 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,000 | 1,286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,791,000 | 4,399 |
| Mortgage-backed securities | $17,618,000 | 2,691 |
| Certificates of participation in pools of residential mortgages | $13,118,000 | 2,438 |
| Issued or guaranteed by U.S. | $13,118,000 | 2,436 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,500,000 | 2,202 |
| CMOs issued by government agencies or sponsored agencies | $4,500,000 | 2,101 |
| 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) | $31,154,000 | 3,365 |
| Total debt securities | $31,152,000 | 3,624 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,477 |
| Fair value | $1,758,000 | 1,479 |
| 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 | $31,458,000 | 3,633 |
| U.S. Government securities | $22,944,000 | 3,359 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $22,944,000 | 3,288 |
| Securities issued by states & political subdivisions | $8,512,000 | 2,978 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $2,000 | 1,289 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,324,000 | 4,295 |
| Mortgage-backed securities | $16,292,000 | 2,826 |
| Certificates of participation in pools of residential mortgages | $12,125,000 | 2,580 |
| Issued or guaranteed by U.S. | $12,125,000 | 2,577 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,167,000 | 2,267 |
| CMOs issued by government agencies or sponsored agencies | $4,167,000 | 2,164 |
| 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) | $31,458,000 | 3,366 |
| Total debt securities | $31,455,000 | 3,606 |
| Structured notes | ||
| Amortized cost | $2,360,000 | 1,406 |
| Fair value | $2,366,000 | 1,409 |
| 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 | $29,163,000 | 3,791 |
| U.S. Government securities | $20,675,000 | 3,654 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $20,675,000 | 3,573 |
| Securities issued by states & political subdivisions | $8,486,000 | 2,897 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $2,000 | 1,277 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,221,000 | 4,346 |
| Mortgage-backed securities | $12,917,000 | 3,147 |
| Certificates of participation in pools of residential mortgages | $10,568,000 | 2,765 |
| Issued or guaranteed by U.S. | $10,568,000 | 2,763 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,349,000 | 2,702 |
| CMOs issued by government agencies or sponsored agencies | $2,349,000 | 2,577 |
| 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) | $29,163,000 | 3,517 |
| Total debt securities | $29,160,000 | 3,764 |
| Structured notes | ||
| Amortized cost | $2,464,000 | 1,577 |
| Fair value | $2,472,000 | 1,574 |
| 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 | $26,986,000 | 3,928 |
| U.S. Government securities | $18,834,000 | 3,764 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $18,834,000 | 3,691 |
| Securities issued by states & political subdivisions | $8,150,000 | 2,919 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $2,000 | 1,292 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,278,000 | 4,117 |
| Mortgage-backed securities | $11,506,000 | 3,229 |
| Certificates of participation in pools of residential mortgages | $9,956,000 | 2,748 |
| Issued or guaranteed by U.S. | $9,956,000 | 2,748 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,550,000 | 2,916 |
| CMOs issued by government agencies or sponsored agencies | $1,550,000 | 2,698 |
| 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) | $26,986,000 | 3,613 |
| Total debt securities | $26,982,000 | 3,899 |
| Structured notes | ||
| Amortized cost | $2,003,000 | 1,663 |
| Fair value | $2,020,000 | 1,674 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $25,734,000 | 3,946 |
| U.S. Government securities | $17,178,000 | 3,902 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $17,178,000 | 3,810 |
| Securities issued by states & political subdivisions | $8,554,000 | 2,797 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $2,000 | 1,348 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,975,000 | 4,216 |
| Mortgage-backed securities | $10,701,000 | 3,261 |
| Certificates of participation in pools of residential mortgages | $9,659,000 | 2,707 |
| Issued or guaranteed by U.S. | $9,659,000 | 2,703 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,042,000 | 3,087 |
| CMOs issued by government agencies or sponsored agencies | $1,042,000 | 2,846 |
| 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) | $25,734,000 | 3,629 |
| Total debt securities | $25,732,000 | 3,906 |
| Structured notes | ||
| Amortized cost | $3,130,000 | 1,406 |
| Fair value | $3,157,000 | 1,409 |
| 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 | $26,315,000 | 3,923 |
| U.S. Government securities | $17,499,000 | 3,954 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $17,499,000 | 3,856 |
| Securities issued by states & political subdivisions | $8,814,000 | 2,707 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $2,000 | 1,369 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,887,000 | 4,275 |
| Mortgage-backed securities | $10,250,000 | 3,284 |
| Certificates of participation in pools of residential mortgages | $10,250,000 | 2,582 |
| Issued or guaranteed by U.S. | $10,250,000 | 2,575 |
| 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) | $26,315,000 | 3,607 |
| Total debt securities | $26,312,000 | 3,885 |
| Structured notes | ||
| Amortized cost | $3,131,000 | 1,569 |
| Fair value | $3,167,000 | 1,569 |
| 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 | $24,770,000 | 4,042 |
| U.S. Government securities | $15,701,000 | 4,138 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $15,701,000 | 4,016 |
| Securities issued by states & political subdivisions | $9,067,000 | 2,627 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $2,000 | 1,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,964,000 | 4,236 |
| Mortgage-backed securities | $9,490,000 | 3,350 |
| Certificates of participation in pools of residential mortgages | $9,490,000 | 2,645 |
| Issued or guaranteed by U.S. | $9,490,000 | 2,640 |
| 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) | $24,770,000 | 3,726 |
| Total debt securities | $24,767,000 | 4,008 |
| Structured notes | ||
| Amortized cost | $3,132,000 | 1,631 |
| Fair value | $3,170,000 | 1,620 |
| 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 | $22,230,000 | 4,159 |
| U.S. Government securities | $13,384,000 | 4,327 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $13,384,000 | 4,198 |
| Securities issued by states & political subdivisions | $8,844,000 | 2,645 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,000 | 1,402 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,831,000 | 4,253 |
| Mortgage-backed securities | $8,189,000 | 3,440 |
| Certificates of participation in pools of residential mortgages | $8,189,000 | 2,724 |
| Issued or guaranteed by U.S. | $8,189,000 | 2,716 |
| 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) | $22,230,000 | 3,832 |
| Total debt securities | $22,228,000 | 4,128 |
| Structured notes | ||
| Amortized cost | $3,133,000 | 1,496 |
| Fair value | $3,166,000 | 1,491 |
| 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 | $22,492,000 | 4,090 |
| U.S. Government securities | $13,068,000 | 4,320 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $13,068,000 | 4,207 |
| Securities issued by states & political subdivisions | $9,422,000 | 2,469 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,000 | 1,451 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,017,000 | 4,238 |
| Mortgage-backed securities | $8,326,000 | 3,384 |
| Certificates of participation in pools of residential mortgages | $8,326,000 | 2,662 |
| Issued or guaranteed by U.S. | $8,326,000 | 2,654 |
| 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) | $22,492,000 | 3,759 |
| Total debt securities | $22,490,000 | 4,049 |
| Structured notes | ||
| Amortized cost | $2,635,000 | 1,673 |
| Fair value | $2,684,000 | 1,672 |
| 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 | $22,386,000 | 4,128 |
| U.S. Government securities | $13,133,000 | 4,374 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $13,133,000 | 4,268 |
| Securities issued by states & political subdivisions | $9,251,000 | 2,375 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,000 | 1,501 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,885,000 | 4,661 |
| Mortgage-backed securities | $8,951,000 | 3,297 |
| Certificates of participation in pools of residential mortgages | $8,951,000 | 2,589 |
| Issued or guaranteed by U.S. | $8,951,000 | 2,583 |
| 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) | $22,386,000 | 3,769 |
| Total debt securities | $22,384,000 | 4,089 |
| Structured notes | ||
| Amortized cost | $2,636,000 | 1,758 |
| Fair value | $2,658,000 | 1,757 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $19,617,000 | 4,497 |
| U.S. Government securities | $10,152,000 | 4,972 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $10,152,000 | 4,872 |
| Securities issued by states & political subdivisions | $9,463,000 | 2,316 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $2,000 | 1,546 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,881,000 | 4,718 |
| Mortgage-backed securities | $3,757,000 | 4,409 |
| Certificates of participation in pools of residential mortgages | $3,757,000 | 3,801 |
| Issued or guaranteed by U.S. | $3,757,000 | 3,794 |
| 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) | $19,617,000 | 4,092 |
| Total debt securities | $19,615,000 | 4,461 |
| Structured notes | ||
| Amortized cost | $3,625,000 | 1,255 |
| Fair value | $3,623,000 | 1,255 |
| 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 | $17,320,000 | 4,706 |
| U.S. Government securities | $7,797,000 | 5,422 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $7,797,000 | 5,324 |
| Securities issued by states & political subdivisions | $9,521,000 | 2,314 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $2,000 | 1,613 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,857,000 | 4,756 |
| Mortgage-backed securities | $321,000 | 5,804 |
| Certificates of participation in pools of residential mortgages | $321,000 | 5,442 |
| Issued or guaranteed by U.S. | $321,000 | 5,429 |
| 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) | $17,320,000 | 4,284 |
| Total debt securities | $17,318,000 | 4,667 |
| Structured notes | ||
| Amortized cost | $3,625,000 | 1,046 |
| Fair value | $3,592,000 | 1,053 |
| 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 | $16,835,000 | 4,812 |
| U.S. Government securities | $6,949,000 | 5,658 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $6,949,000 | 5,566 |
| Securities issued by states & political subdivisions | $9,884,000 | 2,281 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $2,000 | 1,661 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,030,000 | 4,716 |
| Mortgage-backed securities | $349,000 | 5,842 |
| Certificates of participation in pools of residential mortgages | $349,000 | 5,486 |
| Issued or guaranteed by U.S. | $349,000 | 5,470 |
| 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) | $16,835,000 | 4,387 |
| Total debt securities | $16,832,000 | 4,766 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,528 |
| Fair value | $1,002,000 | 1,606 |
| 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 | $18,162,000 | 4,666 |
| U.S. Government securities | $7,668,000 | 5,464 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $7,668,000 | 5,379 |
| Securities issued by states & political subdivisions | $10,492,000 | 2,142 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $2,000 | 1,704 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,028,000 | 4,717 |
| Mortgage-backed securities | $364,000 | 5,903 |
| Certificates of participation in pools of residential mortgages | $364,000 | 5,540 |
| Issued or guaranteed by U.S. | $364,000 | 5,522 |
| 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) | $18,162,000 | 4,212 |
| Total debt securities | $18,161,000 | 4,621 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,740 |
| Fair value | $400,000 | 1,739 |
| 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 | $17,124,000 | 4,788 |
| U.S. Government securities | $8,865,000 | 5,321 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $8,865,000 | 5,242 |
| Securities issued by states & political subdivisions | $8,257,000 | 2,409 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $2,000 | 1,729 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,059,000 | 4,789 |
| Mortgage-backed securities | $394,000 | 5,929 |
| Certificates of participation in pools of residential mortgages | $394,000 | 5,582 |
| Issued or guaranteed by U.S. | $394,000 | 5,567 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $17,124,000 | 4,315 |
| Total debt securities | $17,122,000 | 4,747 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $18,688,000 | 4,604 |
| U.S. Government securities | $12,720,000 | 4,625 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $12,720,000 | 4,538 |
| Securities issued by states & political subdivisions | $5,966,000 | 2,878 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $2,000 | 1,725 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,127,000 | 4,814 |
| Mortgage-backed securities | $420,000 | 5,914 |
| Certificates of participation in pools of residential mortgages | $420,000 | 5,566 |
| Issued or guaranteed by U.S. | $420,000 | 5,550 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $18,688,000 | 4,134 |
| Total debt securities | $18,686,000 | 4,570 |
| Structured notes | ||
| Amortized cost | $67,000 | 1,729 |
| Fair value | $67,000 | 1,728 |
| 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 | $17,422,000 | 4,703 |
| U.S. Government securities | $13,342,000 | 4,473 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $13,342,000 | 4,395 |
| Securities issued by states & political subdivisions | $4,078,000 | 3,375 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $2,000 | 1,830 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,434,000 | 4,706 |
| Mortgage-backed securities | $423,000 | 5,903 |
| Certificates of participation in pools of residential mortgages | $423,000 | 5,554 |
| Issued or guaranteed by U.S. | $423,000 | 5,538 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $17,422,000 | 4,222 |
| Total debt securities | $17,420,000 | 4,662 |
| Structured notes | ||
| Amortized cost | $67,000 | 1,726 |
| Fair value | $66,000 | 1,726 |
| 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 | $16,271,000 | 4,939 |
| U.S. Government securities | $12,801,000 | 4,592 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $12,801,000 | 4,515 |
| Securities issued by states & political subdivisions | $3,468,000 | 3,589 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $2,000 | 1,933 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,423,000 | 4,699 |
| Mortgage-backed securities | $446,000 | 5,907 |
| Certificates of participation in pools of residential mortgages | $446,000 | 5,552 |
| Issued or guaranteed by U.S. | $446,000 | 5,528 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $16,271,000 | 4,442 |
| Total debt securities | $16,269,000 | 4,888 |
| Structured notes | ||
| Amortized cost | $67,000 | 1,769 |
| Fair value | $66,000 | 1,771 |
| 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 | $15,369,000 | 5,052 |
| U.S. Government securities | $12,406,000 | 4,672 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $12,406,000 | 4,588 |
| Securities issued by states & political subdivisions | $2,961,000 | 3,817 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $2,000 | 1,914 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,450,000 | 4,659 |
| Mortgage-backed securities | $585,000 | 5,789 |
| Certificates of participation in pools of residential mortgages | $585,000 | 5,403 |
| Issued or guaranteed by U.S. | $585,000 | 5,377 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $15,369,000 | 4,562 |
| Total debt securities | $15,367,000 | 5,001 |
| Structured notes | ||
| Amortized cost | $448,000 | 1,662 |
| Fair value | $450,000 | 1,661 |
| 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 | $17,483,000 | 4,785 |
| U.S. Government securities | $14,258,000 | 4,430 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $14,258,000 | 4,339 |
| Securities issued by states & political subdivisions | $3,223,000 | 3,699 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $2,000 | 1,862 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,626,000 | 4,623 |
| Mortgage-backed securities | $630,000 | 5,613 |
| Certificates of participation in pools of residential mortgages | $630,000 | 5,207 |
| Issued or guaranteed by U.S. | $630,000 | 5,186 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $17,483,000 | 4,248 |
| Total debt securities | $17,480,000 | 4,733 |
| Structured notes | ||
| Amortized cost | $1,447,000 | 1,343 |
| Fair value | $1,447,000 | 1,343 |
| 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 | $16,890,000 | 4,906 |
| U.S. Government securities | $13,712,000 | 4,619 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $13,712,000 | 4,521 |
| Securities issued by states & political subdivisions | $3,176,000 | 3,714 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $2,000 | 1,799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,576,000 | 4,665 |
| Mortgage-backed securities | $659,000 | 5,523 |
| Certificates of participation in pools of residential mortgages | $659,000 | 5,084 |
| Issued or guaranteed by U.S. | $659,000 | 5,067 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $16,890,000 | 4,345 |
| Total debt securities | $16,888,000 | 4,858 |
| Structured notes | ||
| Amortized cost | $1,447,000 | 1,532 |
| Fair value | $1,433,000 | 1,538 |
| 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 | $16,534,000 | 4,956 |
| U.S. Government securities | $13,560,000 | 4,674 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $13,560,000 | 4,565 |
| Securities issued by states & political subdivisions | $2,972,000 | 3,811 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $2,000 | 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 | $5,017,000 | 4,544 |
| Mortgage-backed securities | $699,000 | 5,494 |
| Certificates of participation in pools of residential mortgages | $699,000 | 5,053 |
| Issued or guaranteed by U.S. | $699,000 | 5,036 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $16,534,000 | 4,388 |
| Total debt securities | $16,532,000 | 4,916 |
| Structured notes | ||
| Amortized cost | $1,450,000 | 1,615 |
| Fair value | $1,409,000 | 1,626 |
| 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 | $15,754,000 | 5,134 |
| U.S. Government securities | $12,713,000 | 4,856 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $12,713,000 | 4,729 |
| Securities issued by states & political subdivisions | $3,039,000 | 3,779 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $2,000 | 1,862 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,036,000 | 4,559 |
| Mortgage-backed securities | $252,000 | 5,935 |
| Certificates of participation in pools of residential mortgages | $252,000 | 5,580 |
| Issued or guaranteed by U.S. | $252,000 | 5,557 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $15,754,000 | 4,540 |
| Total debt securities | $15,752,000 | 5,097 |
| Structured notes | ||
| Amortized cost | $1,450,000 | 1,697 |
| Fair value | $1,422,000 | 1,703 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $14,804,000 | 5,319 |
| U.S. Government securities | $11,207,000 | 5,221 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $11,207,000 | 5,095 |
| Securities issued by states & political subdivisions | $3,595,000 | 3,574 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $2,000 | 1,910 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,016,000 | 4,563 |
| Mortgage-backed securities | $267,000 | 5,927 |
| Certificates of participation in pools of residential mortgages | $267,000 | 5,565 |
| Issued or guaranteed by U.S. | $267,000 | 5,543 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $14,804,000 | 4,710 |
| Total debt securities | $14,802,000 | 5,275 |
| Structured notes | ||
| Amortized cost | $1,450,000 | 1,790 |
| Fair value | $1,416,000 | 1,803 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $13,865,000 | 5,499 |
| U.S. Government securities | $10,131,000 | 5,492 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $10,131,000 | 5,364 |
| Securities issued by states & political subdivisions | $3,732,000 | 3,502 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $2,000 | 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 | $4,956,000 | 4,617 |
| Mortgage-backed securities | $284,000 | 5,932 |
| Certificates of participation in pools of residential mortgages | $284,000 | 5,566 |
| Issued or guaranteed by U.S. | $284,000 | 5,539 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $13,865,000 | 4,861 |
| Total debt securities | $13,863,000 | 5,452 |
| Structured notes | ||
| Amortized cost | $1,450,000 | 1,886 |
| Fair value | $1,406,000 | 1,903 |
| 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 | $14,319,000 | 5,428 |
| U.S. Government securities | $10,506,000 | 5,434 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $10,506,000 | 5,296 |
| Securities issued by states & political subdivisions | $3,811,000 | 3,478 |
| Other domestic debt securities | $0 | 3,172 |
| 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 | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,000 | 1,978 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,280,000 | 5,234 |
| Mortgage-backed securities | $300,000 | 5,946 |
| Certificates of participation in pools of residential mortgages | $300,000 | 5,575 |
| Issued or guaranteed by U.S. | $300,000 | 5,550 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $14,319,000 | 4,775 |
| Total debt securities | $14,318,000 | 5,375 |
| Structured notes | ||
| Amortized cost | $1,950,000 | 1,694 |
| Fair value | $1,870,000 | 1,698 |
| 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 | $15,557,000 | 5,279 |
| U.S. Government securities | $11,643,000 | 5,222 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $11,643,000 | 5,085 |
| Securities issued by states & political subdivisions | $3,912,000 | 3,443 |
| Other domestic debt securities | $0 | 3,249 |
| 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 | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $2,000 | 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 | $3,307,000 | 5,234 |
| Mortgage-backed securities | $326,000 | 5,950 |
| Certificates of participation in pools of residential mortgages | $326,000 | 5,558 |
| Issued or guaranteed by U.S. | $326,000 | 5,535 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $15,557,000 | 4,634 |
| Total debt securities | $15,555,000 | 5,228 |
| Structured notes | ||
| Amortized cost | $1,950,000 | 1,697 |
| Fair value | $1,894,000 | 1,706 |
| 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 | $15,805,000 | 5,237 |
| U.S. Government securities | $11,692,000 | 5,193 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $11,692,000 | 5,045 |
| Securities issued by states & political subdivisions | $4,111,000 | 3,378 |
| Other domestic debt securities | $0 | 3,344 |
| 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 | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,000 | 2,038 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,294,000 | 4,843 |
| Mortgage-backed securities | $351,000 | 5,987 |
| Certificates of participation in pools of residential mortgages | $351,000 | 5,572 |
| Issued or guaranteed by U.S. | $351,000 | 5,546 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $15,805,000 | 4,569 |
| Total debt securities | $15,803,000 | 5,186 |
| Structured notes | ||
| Amortized cost | $1,950,000 | 1,694 |
| Fair value | $1,894,000 | 1,699 |
| 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 | $16,100,000 | 5,194 |
| U.S. Government securities | $11,844,000 | 5,131 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $11,844,000 | 4,977 |
| Securities issued by states & political subdivisions | $4,254,000 | 3,308 |
| Other domestic debt securities | $0 | 3,411 |
| 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 | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $2,000 | 2,057 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,348,000 | 5,224 |
| Mortgage-backed securities | $384,000 | 5,991 |
| Certificates of participation in pools of residential mortgages | $384,000 | 5,567 |
| Issued or guaranteed by U.S. | $384,000 | 5,547 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $16,100,000 | 4,526 |
| Total debt securities | $16,098,000 | 5,141 |
| Structured notes | ||
| Amortized cost | $1,950,000 | 1,672 |
| Fair value | $1,917,000 | 1,678 |
| 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 | $16,215,000 | 5,209 |
| U.S. Government securities | $11,930,000 | 5,152 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $11,930,000 | 5,011 |
| Securities issued by states & political subdivisions | $4,283,000 | 3,290 |
| Other domestic debt securities | $0 | 3,466 |
| 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 | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $2,000 | 2,071 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,686,000 | 5,494 |
| Mortgage-backed securities | $425,000 | 6,004 |
| Certificates of participation in pools of residential mortgages | $425,000 | 5,575 |
| Issued or guaranteed by U.S. | $425,000 | 5,549 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $16,215,000 | 4,547 |
| Total debt securities | $16,213,000 | 5,157 |
| Structured notes | ||
| Amortized cost | $1,950,000 | 1,674 |
| Fair value | $1,925,000 | 1,681 |
| 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 | $16,768,000 | 5,186 |
| U.S. Government securities | $12,370,000 | 5,133 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,370,000 | 4,991 |
| Securities issued by states & political subdivisions | $4,396,000 | 3,235 |
| Other domestic debt securities | $0 | 3,519 |
| 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 | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $2,000 | 2,121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,667,000 | 5,562 |
| Mortgage-backed securities | $464,000 | 6,031 |
| Certificates of participation in pools of residential mortgages | $464,000 | 5,598 |
| Issued or guaranteed by U.S. | $464,000 | 5,579 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $16,768,000 | 4,527 |
| Total debt securities | $16,767,000 | 5,129 |
| Structured notes | ||
| Amortized cost | $1,950,000 | 1,652 |
| Fair value | $1,899,000 | 1,655 |
| 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 | $17,281,000 | 5,126 |
| U.S. Government securities | $12,316,000 | 5,163 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,316,000 | 5,002 |
| Securities issued by states & political subdivisions | $4,963,000 | 3,082 |
| Other domestic debt securities | $0 | 3,573 |
| 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 | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $2,000 | 2,153 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,713,000 | 5,540 |
| Mortgage-backed securities | $501,000 | 6,028 |
| Certificates of participation in pools of residential mortgages | $501,000 | 5,585 |
| Issued or guaranteed by U.S. | $501,000 | 5,568 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $17,281,000 | 4,474 |
| Total debt securities | $17,278,000 | 5,059 |
| Structured notes | ||
| Amortized cost | $1,950,000 | 1,614 |
| Fair value | $1,921,000 | 1,618 |
| 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 | $16,244,000 | 5,314 |
| U.S. Government securities | $11,267,000 | 5,421 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $11,267,000 | 5,265 |
| Securities issued by states & political subdivisions | $4,975,000 | 3,085 |
| Other domestic debt securities | $0 | 3,638 |
| 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 | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $2,000 | 2,185 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,735,000 | 5,535 |
| Mortgage-backed securities | $545,000 | 6,024 |
| Certificates of participation in pools of residential mortgages | $545,000 | 5,560 |
| Issued or guaranteed by U.S. | $545,000 | 5,543 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $16,244,000 | 4,621 |
| Total debt securities | $16,244,000 | 5,242 |
| Structured notes | ||
| Amortized cost | $1,950,000 | 1,614 |
| Fair value | $1,930,000 | 1,620 |
| 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 | $16,964,000 | 5,259 |
| U.S. Government securities | $12,077,000 | 5,283 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $12,077,000 | 5,127 |
| Securities issued by states & political subdivisions | $4,885,000 | 3,115 |
| Other domestic debt securities | $0 | 3,741 |
| 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 | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $2,000 | 2,229 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,665,000 | 5,568 |
| Mortgage-backed securities | $590,000 | 6,058 |
| Certificates of participation in pools of residential mortgages | $590,000 | 5,575 |
| Issued or guaranteed by U.S. | $590,000 | 5,559 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $16,964,000 | 4,594 |
| Total debt securities | $16,962,000 | 5,186 |
| Structured notes | ||
| Amortized cost | $1,950,000 | 1,596 |
| Fair value | $1,859,000 | 1,600 |
| 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 | $15,885,000 | 5,398 |
| U.S. Government securities | $10,745,000 | 5,557 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $10,745,000 | 5,415 |
| Securities issued by states & political subdivisions | $5,138,000 | 3,039 |
| Other domestic debt securities | $0 | 3,839 |
| 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 | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $2,000 | 2,250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,764,000 | 5,491 |
| Mortgage-backed securities | $676,000 | 6,028 |
| Certificates of participation in pools of residential mortgages | $676,000 | 5,530 |
| Issued or guaranteed by U.S. | $676,000 | 5,512 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $15,885,000 | 4,740 |
| Total debt securities | $15,882,000 | 5,314 |
| Structured notes | ||
| Amortized cost | $1,950,000 | 1,414 |
| Fair value | $1,946,000 | 1,416 |
| 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 | $18,058,000 | 5,094 |
| U.S. Government securities | $12,880,000 | 5,107 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $12,880,000 | 4,960 |
| Securities issued by states & political subdivisions | $5,176,000 | 3,045 |
| Other domestic debt securities | $0 | 3,890 |
| 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 | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $2,000 | 2,304 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,760,000 | 5,446 |
| Mortgage-backed securities | $1,609,000 | 5,404 |
| Certificates of participation in pools of residential mortgages | $1,609,000 | 4,849 |
| Issued or guaranteed by U.S. | $1,609,000 | 4,830 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $18,058,000 | 4,451 |
| Total debt securities | $18,056,000 | 5,012 |
| Structured notes | ||
| Amortized cost | $1,950,000 | 1,307 |
| Fair value | $1,903,000 | 1,313 |
| 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 | $16,174,000 | 5,325 |
| U.S. Government securities | $11,471,000 | 5,276 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $11,471,000 | 5,115 |
| Securities issued by states & political subdivisions | $4,701,000 | 3,181 |
| Other domestic debt securities | $0 | 3,996 |
| 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 | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $2,000 | 2,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,780,000 | 5,410 |
| Mortgage-backed securities | $1,843,000 | 5,284 |
| Certificates of participation in pools of residential mortgages | $1,843,000 | 4,702 |
| Issued or guaranteed by U.S. | $1,843,000 | 4,681 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $16,174,000 | 4,665 |
| Total debt securities | $16,172,000 | 5,238 |
| Structured notes | ||
| Amortized cost | $1,950,000 | 1,131 |
| Fair value | $1,890,000 | 1,134 |
| 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 | $14,481,000 | 5,578 |
| U.S. Government securities | $10,227,000 | 5,501 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $10,227,000 | 5,333 |
| Securities issued by states & political subdivisions | $4,252,000 | 3,307 |
| Other domestic debt securities | $0 | 4,051 |
| 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 | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,000 | 2,352 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,827,000 | 5,379 |
| Mortgage-backed securities | $2,371,000 | 5,127 |
| Certificates of participation in pools of residential mortgages | $2,318,000 | 4,489 |
| Issued or guaranteed by U.S. | $2,318,000 | 4,471 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $53,000 | 4,083 |
| CMOs issued by government agencies or sponsored agencies | $53,000 | 3,886 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $14,481,000 | 4,871 |
| Total debt securities | $14,479,000 | 5,473 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,048 |
| Fair value | $1,499,000 | 1,069 |
| 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 | $12,488,000 | 5,975 |
| U.S. Government securities | $9,094,000 | 5,824 |
| U.S. Treasury securities | $828,000 | 1,685 |
| U.S. Government agency obligations | $8,266,000 | 5,865 |
| Securities issued by states & political subdivisions | $3,392,000 | 3,595 |
| Other domestic debt securities | $0 | 4,116 |
| 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 | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,000 | 2,368 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,662,000 | 4,974 |
| Mortgage-backed securities | $2,445,000 | 5,122 |
| Certificates of participation in pools of residential mortgages | $2,258,000 | 4,533 |
| Issued or guaranteed by U.S. | $2,258,000 | 4,517 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $187,000 | 3,929 |
| CMOs issued by government agencies or sponsored agencies | $187,000 | 3,745 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $12,488,000 | 5,227 |
| Total debt securities | $12,486,000 | 5,874 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $12,299,000 | 5,999 |
| U.S. Government securities | $8,874,000 | 5,898 |
| U.S. Treasury securities | $831,000 | 1,771 |
| U.S. Government agency obligations | $8,043,000 | 5,954 |
| Securities issued by states & political subdivisions | $3,423,000 | 3,562 |
| Other domestic debt securities | $0 | 4,152 |
| 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 | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,000 | 2,368 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,687,000 | 4,967 |
| Mortgage-backed securities | $2,484,000 | 5,090 |
| Certificates of participation in pools of residential mortgages | $2,141,000 | 4,574 |
| Issued or guaranteed by U.S. | $2,141,000 | 4,557 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $343,000 | 3,775 |
| CMOs issued by government agencies or sponsored agencies | $343,000 | 3,610 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $12,299,000 | 5,217 |
| Total debt securities | $12,297,000 | 5,906 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $16,467,000 | 5,118 |
| U.S. Government securities | $13,288,000 | 4,697 |
| U.S. Treasury securities | $1,298,000 | 1,706 |
| U.S. Government agency obligations | $11,990,000 | 4,808 |
| Securities issued by states & political subdivisions | $3,177,000 | 3,652 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $2,000 | 2,342 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,030,000 | 5,341 |
| Mortgage-backed securities | $2,583,000 | 4,940 |
| Certificates of participation in pools of residential mortgages | $1,976,000 | 4,507 |
| Issued or guaranteed by U.S. | $1,976,000 | 4,487 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $607,000 | 3,619 |
| CMOs issued by government agencies or sponsored agencies | $607,000 | 3,453 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $16,467,000 | 4,365 |
| Total debt securities | $16,465,000 | 5,029 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $16,062,000 | 5,361 |
| U.S. Government securities | $13,864,000 | 4,813 |
| U.S. Treasury securities | $1,508,000 | 2,244 |
| U.S. Government agency obligations | $12,356,000 | 4,852 |
| Securities issued by states & political subdivisions | $2,051,000 | 4,367 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $147,000 | 6,307 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,917,000 | 5,750 |
| Mortgage-backed securities | $790,000 | 5,747 |
| Certificates of participation in pools of residential mortgages | $519,000 | 5,382 |
| Issued or guaranteed by U.S. | $519,000 | 5,366 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $271,000 | 3,638 |
| CMOs issued by government agencies or sponsored agencies | $271,000 | 3,464 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $16,062,000 | 4,416 |
| Total debt securities | $15,915,000 | 5,258 |
| 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 | $14,072,000 | 6,011 |
| U.S. Government securities | $12,838,000 | 5,293 |
| U.S. Treasury securities | $2,502,000 | 2,420 |
| U.S. Government agency obligations | $10,336,000 | 5,479 |
| Securities issued by states & political subdivisions | $1,232,000 | 5,336 |
| 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 | $2,000 | 8,150 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,754,000 | 5,866 |
| Mortgage-backed securities | $569,000 | 6,358 |
| Certificates of participation in pools of residential mortgages | $124,000 | 6,634 |
| Issued or guaranteed by U.S. | $124,000 | 6,615 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $445,000 | 3,626 |
| CMOs issued by government agencies or sponsored agencies | $445,000 | 3,466 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $14,072,000 | 4,921 |
| Total debt securities | $14,070,000 | 5,895 |
| 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 | $14,983,000 | 5,817 |
| U.S. Government securities | $14,199,000 | 4,953 |
| U.S. Treasury securities | $3,613,000 | 2,775 |
| U.S. Government agency obligations | $10,586,000 | 5,103 |
| Securities issued by states & political subdivisions | $782,000 | 6,096 |
| 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 | $2,000 | 8,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,850,000 | 5,497 |
| Mortgage-backed securities | $981,000 | 6,129 |
| Certificates of participation in pools of residential mortgages | $296,000 | 6,385 |
| Issued or guaranteed by U.S. | $296,000 | 6,366 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $685,000 | 3,580 |
| CMOs issued by government agencies or sponsored agencies | $685,000 | 3,437 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $14,983,000 | 4,653 |
| Total debt securities | $14,981,000 | 5,693 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,336 |
| Fair value | $249,000 | 1,385 |
| 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 | $14,407,000 | 6,122 |
| U.S. Government securities | $12,088,000 | 5,791 |
| U.S. Treasury securities | $3,792,000 | 3,803 |
| U.S. Government agency obligations | $8,296,000 | 5,843 |
| Securities issued by states & political subdivisions | $2,317,000 | 4,338 |
| 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 | $2,000 | 8,208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $805,000 | 7,775 |
| Mortgage-backed securities | $730,000 | 6,658 |
| Certificates of participation in pools of residential mortgages | $482,000 | 6,193 |
| Issued or guaranteed by U.S. | $482,000 | 6,173 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $248,000 | 4,422 |
| CMOs issued by government agencies or sponsored agencies | $248,000 | 4,258 |
| 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) | $2,669,000 | 5,220 |
| Available-for-sale securities (fair market value) | $11,738,000 | 5,244 |
| Total debt securities | $14,405,000 | 6,012 |
| Structured notes | ||
| Amortized cost | $396,000 | 2,290 |
| Fair value | $397,000 | 2,273 |
| 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 | $14,927,000 | 6,441 |
| U.S. Government securities | $13,288,000 | 5,953 |
| U.S. Treasury securities | $4,005,000 | 4,362 |
| U.S. Government agency obligations | $9,283,000 | 5,751 |
| Securities issued by states & political subdivisions | $1,637,000 | 5,185 |
| 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 | $2,000 | 8,367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $756,000 | 8,200 |
| Mortgage-backed securities | $990,000 | 6,859 |
| Certificates of participation in pools of residential mortgages | $743,000 | 6,215 |
| Issued or guaranteed by U.S. | $743,000 | 6,198 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $247,000 | 4,906 |
| CMOs issued by government agencies or sponsored agencies | $247,000 | 4,720 |
| 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) | $2,223,000 | 6,129 |
| Available-for-sale securities (fair market value) | $12,704,000 | 5,254 |
| Total debt securities | $14,925,000 | 6,312 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,181 |
| Fair value | $740,000 | 2,211 |
| 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 | $10,870,000 | 7,974 |
| U.S. Government securities | $9,916,000 | 7,357 |
| U.S. Treasury securities | $3,039,000 | 5,946 |
| U.S. Government agency obligations | $6,877,000 | 6,775 |
| Securities issued by states & political subdivisions | $952,000 | 6,429 |
| 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 | $2,000 | 8,510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,270,000 | 7,725 |
| Mortgage-backed securities | $1,064,000 | 7,212 |
| Certificates of participation in pools of residential mortgages | $817,000 | 6,381 |
| Issued or guaranteed by U.S. | $817,000 | 6,349 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $247,000 | 5,365 |
| CMOs issued by government agencies or sponsored agencies | $247,000 | 5,146 |
| 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) | $1,536,000 | 6,994 |
| Available-for-sale securities (fair market value) | $9,334,000 | 6,334 |
| Total debt securities | $10,868,000 | 7,842 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 2,311 |
| Fair value | $1,240,000 | 2,304 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $9,135,000 | 9,079 |
| U.S. Government securities | $8,764,000 | 8,314 |
| U.S. Treasury securities | $1,652,000 | 8,706 |
| U.S. Government agency obligations | $7,112,000 | 6,603 |
| Securities issued by states & political subdivisions | $369,000 | 8,071 |
| 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 | $2,000 | 8,694 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,190,000 | 8,146 |
| Mortgage-backed securities | $1,706,000 | 6,943 |
| Certificates of participation in pools of residential mortgages | $1,706,000 | 5,515 |
| Issued or guaranteed by U.S. | $1,706,000 | 5,490 |
| 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) | $2,265,000 | 9,829 |
| Available-for-sale securities (fair market value) | $6,870,000 | 5,951 |
| Total debt securities | $9,133,000 | 8,976 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $7,668,000 | 10,020 |
| U.S. Government securities | $7,333,000 | 9,244 |
| U.S. Treasury securities | $1,756,000 | 8,844 |
| U.S. Government agency obligations | $5,577,000 | 7,539 |
| Securities issued by states & political subdivisions | $276,000 | 8,551 |
| Other domestic debt securities | $57,000 | 6,100 |
| Privately issued residential mortgage-backed securities | $57,000 | 2,979 |
| 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 | $2,000 | 8,799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,450,000 | 7,829 |
| Mortgage-backed securities | $1,885,000 | 7,403 |
| Certificates of participation in pools of residential mortgages | $1,828,000 | 5,940 |
| Issued or guaranteed by U.S. | $1,828,000 | 5,889 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $57,000 | 6,784 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $57,000 | 2,541 |
| 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 | $7,666,000 | 9,879 |
| 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 | $7,376,000 | 10,333 |
| U.S. Government securities | $6,886,000 | 9,666 |
| U.S. Treasury securities | $1,006,000 | 10,316 |
| U.S. Government agency obligations | $5,880,000 | 7,441 |
| Securities issued by states & political subdivisions | $259,000 | 8,509 |
| Other domestic debt securities | $229,000 | 6,044 |
| Privately issued residential mortgage-backed securities | $229,000 | 2,982 |
| 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 | $2,000 | 8,771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 9,719 |
| Mortgage-backed securities | $2,858,000 | 6,874 |
| Certificates of participation in pools of residential mortgages | $1,917,000 | 6,239 |
| Issued or guaranteed by U.S. | $1,917,000 | 6,173 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $941,000 | 5,196 |
| CMOs issued by government agencies or sponsored agencies | $712,000 | 5,095 |
| Privately issued | $229,000 | 2,540 |
| 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 | $7,374,000 | 10,192 |
| 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 |