Home > Washington State Bank > Securities
Washington State Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $38,762,000 | 2,917 |
| U.S. Government securities | $27,983,000 | 2,562 |
| U.S. Treasury securities | $1,390,000 | 2,441 |
| U.S. Government agency obligations | $26,593,000 | 2,283 |
| Securities issued by states & political subdivisions | $10,219,000 | 2,427 |
| Other domestic debt securities | $560,000 | 2,108 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $560,000 | 622 |
| 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 | $26,941,000 | 2,062 |
| Mortgage-backed securities | $24,108,000 | 1,865 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $18,366,000 | 1,553 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,190,000 | 1,404 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $552,000 | 1,216 |
| Held to maturity securities (book value) | $3,283,000 | 1,267 |
| Available-for-sale securities (fair market value) | $35,479,000 | 2,775 |
| Total debt securities | $38,762,000 | 2,897 |
| Structured notes | ||
| Amortized cost | $908,000 | 893 |
| Fair value | $906,000 | 843 |
| 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 | $37,705,000 | 2,933 |
| U.S. Government securities | $25,827,000 | 2,651 |
| U.S. Treasury securities | $1,358,000 | 2,504 |
| U.S. Government agency obligations | $24,469,000 | 2,356 |
| Securities issued by states & political subdivisions | $11,330,000 | 2,330 |
| Other domestic debt securities | $548,000 | 2,106 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $548,000 | 617 |
| 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 | $26,572,000 | 2,020 |
| Mortgage-backed securities | $22,383,000 | 1,909 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,262,000 | 1,576 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,560,000 | 1,450 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $561,000 | 1,210 |
| Held to maturity securities (book value) | $4,142,000 | 1,237 |
| Available-for-sale securities (fair market value) | $33,563,000 | 2,831 |
| Total debt securities | $37,705,000 | 2,913 |
| Structured notes | ||
| Amortized cost | $566,000 | 957 |
| Fair value | $547,000 | 951 |
| 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 | $37,609,000 | 2,994 |
| U.S. Government securities | $25,584,000 | 2,710 |
| U.S. Treasury securities | $1,364,000 | 2,520 |
| U.S. Government agency obligations | $24,220,000 | 2,409 |
| Securities issued by states & political subdivisions | $11,472,000 | 2,371 |
| Other domestic debt securities | $553,000 | 2,121 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $553,000 | 605 |
| 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 | $27,802,000 | 1,981 |
| Mortgage-backed securities | $22,113,000 | 1,945 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $18,058,000 | 1,580 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,914,000 | 1,549 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $141,000 | 1,315 |
| Held to maturity securities (book value) | $4,152,000 | 1,256 |
| Available-for-sale securities (fair market value) | $33,457,000 | 2,880 |
| Total debt securities | $37,609,000 | 2,976 |
| Structured notes | ||
| Amortized cost | $561,000 | 1,009 |
| Fair value | $560,000 | 1,003 |
| 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 | $38,530,000 | 3,051 |
| U.S. Government securities | $26,386,000 | 2,754 |
| U.S. Treasury securities | $1,375,000 | 2,598 |
| U.S. Government agency obligations | $25,011,000 | 2,384 |
| Securities issued by states & political subdivisions | $11,586,000 | 2,420 |
| Other domestic debt securities | $558,000 | 2,176 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $558,000 | 603 |
| 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 | $24,268,000 | 2,068 |
| Mortgage-backed securities | $23,199,000 | 1,963 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $18,870,000 | 1,584 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,182,000 | 1,548 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $147,000 | 1,320 |
| Held to maturity securities (book value) | $4,162,000 | 1,292 |
| Available-for-sale securities (fair market value) | $34,368,000 | 2,921 |
| Total debt securities | $38,530,000 | 3,030 |
| Structured notes | ||
| Amortized cost | $255,000 | 1,169 |
| Fair value | $254,000 | 1,167 |
| 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 | $38,545,000 | 3,085 |
| U.S. Government securities | $27,010,000 | 2,758 |
| U.S. Treasury securities | $1,359,000 | 2,640 |
| U.S. Government agency obligations | $25,651,000 | 2,359 |
| Securities issued by states & political subdivisions | $10,979,000 | 2,505 |
| Other domestic debt securities | $556,000 | 2,202 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $556,000 | 617 |
| 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 | $24,801,000 | 1,942 |
| Mortgage-backed securities | $24,098,000 | 1,956 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $19,604,000 | 1,575 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,343,000 | 1,544 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $151,000 | 1,319 |
| Held to maturity securities (book value) | $4,402,000 | 1,298 |
| Available-for-sale securities (fair market value) | $34,143,000 | 2,965 |
| Total debt securities | $38,545,000 | 3,064 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $39,119,000 | 3,084 |
| U.S. Government securities | $26,809,000 | 2,785 |
| U.S. Treasury securities | $1,351,000 | 2,659 |
| U.S. Government agency obligations | $25,458,000 | 2,401 |
| Securities issued by states & political subdivisions | $11,753,000 | 2,445 |
| Other domestic debt securities | $557,000 | 2,162 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $557,000 | 452 |
| 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 | $22,041,000 | 1,991 |
| Mortgage-backed securities | $23,905,000 | 1,969 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $20,387,000 | 1,565 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,362,000 | 1,695 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $156,000 | 1,352 |
| Held to maturity securities (book value) | $5,080,000 | 1,236 |
| Available-for-sale securities (fair market value) | $34,039,000 | 2,990 |
| Total debt securities | $39,119,000 | 3,062 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $40,137,000 | 3,090 |
| U.S. Government securities | $28,301,000 | 2,748 |
| U.S. Treasury securities | $1,365,000 | 2,622 |
| U.S. Government agency obligations | $26,936,000 | 2,373 |
| Securities issued by states & political subdivisions | $11,836,000 | 2,491 |
| 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 | $22,521,000 | 1,963 |
| Mortgage-backed securities | $25,343,000 | 1,973 |
| Certificates of participation in pools of residential mortgages | $21,362,000 | 1,604 |
| Issued or guaranteed by U.S. | $21,362,000 | 1,570 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $3,125,000 | 1,844 |
| CMOs issued by government agencies or sponsored agencies | $3,125,000 | 1,768 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $856,000 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $856,000 | 1,247 |
| Held to maturity securities (book value) | $5,094,000 | 1,160 |
| Available-for-sale securities (fair market value) | $35,043,000 | 3,010 |
| Total debt securities | $40,137,000 | 3,075 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $42,412,000 | 2,986 |
| U.S. Government securities | $8,773,000 | 3,803 |
| U.S. Treasury securities | $945,000 | 2,499 |
| U.S. Government agency obligations | $7,828,000 | 3,496 |
| Securities issued by states & political subdivisions | $11,884,000 | 2,506 |
| Other domestic debt securities | $21,755,000 | 640 |
| Privately issued residential mortgage-backed securities | $21,755,000 | 163 |
| 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 | $12,565,000 | 2,460 |
| Mortgage-backed securities | $27,913,000 | 1,910 |
| Certificates of participation in pools of residential mortgages | $23,363,000 | 1,562 |
| Issued or guaranteed by U.S. | $1,608,000 | 3,261 |
| Privately issued | $21,755,000 | 34 |
| Collaterized mortgage obligations | $3,536,000 | 1,794 |
| CMOs issued by government agencies or sponsored agencies | $3,536,000 | 1,723 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $1,014,000 | 1,685 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $1,014,000 | 1,188 |
| Held to maturity securities (book value) | $5,588,000 | 1,046 |
| Available-for-sale securities (fair market value) | $36,824,000 | 2,944 |
| Total debt securities | $42,412,000 | 2,972 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $41,628,000 | 2,918 |
| U.S. Government securities | $7,276,000 | 3,805 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $7,276,000 | 3,533 |
| Securities issued by states & political subdivisions | $11,544,000 | 2,574 |
| Other domestic debt securities | $22,808,000 | 605 |
| Privately issued residential mortgage-backed securities | $22,808,000 | 150 |
| 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 | $14,592,000 | 2,324 |
| Mortgage-backed securities | $29,358,000 | 1,879 |
| Certificates of participation in pools of residential mortgages | $24,595,000 | 1,534 |
| Issued or guaranteed by U.S. | $1,787,000 | 3,213 |
| Privately issued | $22,808,000 | 40 |
| Collaterized mortgage obligations | $3,437,000 | 1,778 |
| CMOs issued by government agencies or sponsored agencies | $3,437,000 | 1,724 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $1,326,000 | 1,595 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $1,326,000 | 1,118 |
| Held to maturity securities (book value) | $5,977,000 | 912 |
| Available-for-sale securities (fair market value) | $35,651,000 | 2,935 |
| Total debt securities | $41,628,000 | 2,901 |
| 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 | $37,814,000 | 2,983 |
| U.S. Government securities | $26,387,000 | 2,545 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $26,387,000 | 2,353 |
| Securities issued by states & political subdivisions | $11,427,000 | 2,561 |
| 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 | $15,844,000 | 2,223 |
| Mortgage-backed securities | $25,652,000 | 1,987 |
| Certificates of participation in pools of residential mortgages | $21,704,000 | 1,613 |
| Issued or guaranteed by U.S. | $21,704,000 | 1,577 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,135,000 | 2,025 |
| CMOs issued by government agencies or sponsored agencies | $2,135,000 | 1,972 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $1,813,000 | 1,535 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $1,813,000 | 1,062 |
| Held to maturity securities (book value) | $5,993,000 | 883 |
| Available-for-sale securities (fair market value) | $31,821,000 | 3,010 |
| Total debt securities | $37,814,000 | 2,963 |
| 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 | $34,276,000 | 3,052 |
| U.S. Government securities | $23,623,000 | 2,617 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $23,623,000 | 2,437 |
| Securities issued by states & political subdivisions | $10,653,000 | 2,607 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,054,000 | 2,124 |
| Mortgage-backed securities | $22,881,000 | 2,041 |
| Certificates of participation in pools of residential mortgages | $20,498,000 | 1,617 |
| Issued or guaranteed by U.S. | $20,498,000 | 1,577 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $449,000 | 2,539 |
| CMOs issued by government agencies or sponsored agencies | $449,000 | 2,486 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $1,934,000 | 1,504 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $1,934,000 | 1,031 |
| Held to maturity securities (book value) | $6,009,000 | 861 |
| Available-for-sale securities (fair market value) | $28,267,000 | 3,072 |
| Total debt securities | $34,276,000 | 3,030 |
| 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 | $30,875,000 | 3,068 |
| U.S. Government securities | $20,895,000 | 2,613 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $20,895,000 | 2,452 |
| Securities issued by states & political subdivisions | $9,980,000 | 2,656 |
| 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 | $17,903,000 | 2,051 |
| Mortgage-backed securities | $20,152,000 | 2,075 |
| Certificates of participation in pools of residential mortgages | $17,709,000 | 1,663 |
| Issued or guaranteed by U.S. | $17,709,000 | 1,610 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $507,000 | 2,477 |
| CMOs issued by government agencies or sponsored agencies | $507,000 | 2,427 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,936,000 | 1,480 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $1,936,000 | 987 |
| Held to maturity securities (book value) | $6,226,000 | 820 |
| Available-for-sale securities (fair market value) | $24,649,000 | 3,119 |
| Total debt securities | $30,875,000 | 3,048 |
| 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 | $29,945,000 | 3,006 |
| U.S. Government securities | $20,255,000 | 2,512 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $20,255,000 | 2,387 |
| Securities issued by states & political subdivisions | $9,690,000 | 2,646 |
| 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 | $18,994,000 | 1,970 |
| Mortgage-backed securities | $19,504,000 | 2,040 |
| Certificates of participation in pools of residential mortgages | $16,948,000 | 1,622 |
| Issued or guaranteed by U.S. | $16,948,000 | 1,583 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $561,000 | 2,470 |
| CMOs issued by government agencies or sponsored agencies | $561,000 | 2,417 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $1,995,000 | 1,428 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $1,995,000 | 943 |
| Held to maturity securities (book value) | $6,241,000 | 814 |
| Available-for-sale securities (fair market value) | $23,704,000 | 3,050 |
| Total debt securities | $29,945,000 | 2,983 |
| 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 | $26,345,000 | 3,061 |
| U.S. Government securities | $17,592,000 | 2,632 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $17,592,000 | 2,506 |
| Securities issued by states & political subdivisions | $8,753,000 | 2,606 |
| 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 | $18,531,000 | 1,978 |
| Mortgage-backed securities | $16,831,000 | 2,170 |
| Certificates of participation in pools of residential mortgages | $14,735,000 | 1,713 |
| Issued or guaranteed by U.S. | $14,735,000 | 1,671 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $632,000 | 2,474 |
| CMOs issued by government agencies or sponsored agencies | $632,000 | 2,422 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $1,464,000 | 1,510 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $1,464,000 | 1,002 |
| Held to maturity securities (book value) | $5,292,000 | 844 |
| Available-for-sale securities (fair market value) | $21,053,000 | 3,092 |
| Total debt securities | $26,345,000 | 3,041 |
| 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 | $25,677,000 | 3,063 |
| U.S. Government securities | $16,979,000 | 2,669 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $16,979,000 | 2,537 |
| Securities issued by states & political subdivisions | $8,698,000 | 2,551 |
| 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 | $18,781,000 | 1,966 |
| Mortgage-backed securities | $16,230,000 | 2,191 |
| Certificates of participation in pools of residential mortgages | $14,086,000 | 1,722 |
| Issued or guaranteed by U.S. | $14,086,000 | 1,674 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $687,000 | 2,460 |
| CMOs issued by government agencies or sponsored agencies | $687,000 | 2,420 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $1,457,000 | 1,496 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $1,457,000 | 974 |
| Held to maturity securities (book value) | $5,496,000 | 853 |
| Available-for-sale securities (fair market value) | $20,181,000 | 3,095 |
| Total debt securities | $25,677,000 | 3,043 |
| 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 | $25,815,000 | 3,024 |
| U.S. Government securities | $17,943,000 | 2,635 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $17,943,000 | 2,501 |
| Securities issued by states & political subdivisions | $7,872,000 | 2,581 |
| 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 | $17,641,000 | 1,969 |
| Mortgage-backed securities | $16,199,000 | 2,189 |
| Certificates of participation in pools of residential mortgages | $14,081,000 | 1,714 |
| Issued or guaranteed by U.S. | $14,081,000 | 1,666 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $718,000 | 2,454 |
| CMOs issued by government agencies or sponsored agencies | $718,000 | 2,406 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,400,000 | 1,487 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $1,400,000 | 960 |
| Held to maturity securities (book value) | $5,357,000 | 873 |
| Available-for-sale securities (fair market value) | $20,458,000 | 3,069 |
| Total debt securities | $25,815,000 | 3,004 |
| Structured notes | ||
| Amortized cost | $494,000 | 463 |
| Fair value | $500,000 | 430 |
| 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 | $24,330,000 | 3,139 |
| U.S. Government securities | $17,330,000 | 2,760 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $17,330,000 | 2,602 |
| Securities issued by states & political subdivisions | $7,000,000 | 2,682 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,444,000 | 1,988 |
| Mortgage-backed securities | $14,507,000 | 2,275 |
| Certificates of participation in pools of residential mortgages | $13,128,000 | 1,720 |
| Issued or guaranteed by U.S. | $13,128,000 | 1,674 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $772,000 | 2,434 |
| CMOs issued by government agencies or sponsored agencies | $772,000 | 2,392 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $607,000 | 1,695 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $607,000 | 1,108 |
| Held to maturity securities (book value) | $5,372,000 | 914 |
| Available-for-sale securities (fair market value) | $18,958,000 | 3,196 |
| Total debt securities | $24,330,000 | 3,119 |
| Structured notes | ||
| Amortized cost | $1,093,000 | 391 |
| Fair value | $1,095,000 | 390 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $23,375,000 | 3,201 |
| U.S. Government securities | $15,544,000 | 2,915 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $15,544,000 | 2,756 |
| Securities issued by states & political subdivisions | $7,831,000 | 2,578 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,508,000 | 2,074 |
| Mortgage-backed securities | $12,212,000 | 2,434 |
| Certificates of participation in pools of residential mortgages | $11,369,000 | 1,861 |
| Issued or guaranteed by U.S. | $11,369,000 | 1,806 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $843,000 | 2,432 |
| CMOs issued by government agencies or sponsored agencies | $843,000 | 2,391 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $6,208,000 | 918 |
| Available-for-sale securities (fair market value) | $17,167,000 | 3,323 |
| Total debt securities | $23,375,000 | 3,181 |
| Structured notes | ||
| Amortized cost | $1,092,000 | 483 |
| Fair value | $1,096,000 | 483 |
| 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 | $21,685,000 | 3,349 |
| U.S. Government securities | $14,085,000 | 3,090 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $14,085,000 | 2,922 |
| Securities issued by states & political subdivisions | $7,600,000 | 2,671 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,098,000 | 2,150 |
| Mortgage-backed securities | $11,498,000 | 2,487 |
| Certificates of participation in pools of residential mortgages | $11,498,000 | 1,835 |
| Issued or guaranteed by U.S. | $11,498,000 | 1,800 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $5,975,000 | 965 |
| Available-for-sale securities (fair market value) | $15,710,000 | 3,485 |
| Total debt securities | $21,685,000 | 3,327 |
| Structured notes | ||
| Amortized cost | $1,091,000 | 536 |
| Fair value | $1,092,000 | 535 |
| 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 | $21,809,000 | 3,389 |
| U.S. Government securities | $14,553,000 | 3,081 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $14,553,000 | 2,906 |
| Securities issued by states & political subdivisions | $7,256,000 | 2,768 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,492,000 | 2,166 |
| Mortgage-backed securities | $11,994,000 | 2,441 |
| Certificates of participation in pools of residential mortgages | $11,994,000 | 1,800 |
| Issued or guaranteed by U.S. | $11,994,000 | 1,763 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $5,647,000 | 997 |
| Available-for-sale securities (fair market value) | $16,162,000 | 3,502 |
| Total debt securities | $21,809,000 | 3,369 |
| Structured notes | ||
| Amortized cost | $1,090,000 | 551 |
| Fair value | $1,076,000 | 550 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $21,480,000 | 3,449 |
| U.S. Government securities | $13,977,000 | 3,177 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $13,977,000 | 3,008 |
| Securities issued by states & political subdivisions | $7,503,000 | 2,803 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,967,000 | 2,208 |
| Mortgage-backed securities | $11,923,000 | 2,443 |
| Certificates of participation in pools of residential mortgages | $11,923,000 | 1,811 |
| Issued or guaranteed by U.S. | $11,923,000 | 1,789 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $5,911,000 | 1,019 |
| Available-for-sale securities (fair market value) | $15,569,000 | 3,582 |
| Total debt securities | $21,480,000 | 3,429 |
| Structured notes | ||
| Amortized cost | $600,000 | 751 |
| Fair value | $578,000 | 755 |
| 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 | $22,085,000 | 3,446 |
| U.S. Government securities | $13,769,000 | 3,237 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $13,769,000 | 3,079 |
| Securities issued by states & political subdivisions | $8,316,000 | 2,729 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,798,000 | 2,229 |
| Mortgage-backed securities | $11,723,000 | 2,470 |
| Certificates of participation in pools of residential mortgages | $11,723,000 | 1,864 |
| Issued or guaranteed by U.S. | $11,723,000 | 1,851 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $6,156,000 | 1,028 |
| Available-for-sale securities (fair market value) | $15,929,000 | 3,578 |
| Total debt securities | $22,085,000 | 3,423 |
| Structured notes | ||
| Amortized cost | $600,000 | 734 |
| Fair value | $576,000 | 734 |
| 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 | $21,212,000 | 3,559 |
| U.S. Government securities | $13,517,000 | 3,244 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $13,517,000 | 3,096 |
| Securities issued by states & political subdivisions | $7,695,000 | 2,861 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,411,000 | 2,221 |
| Mortgage-backed securities | $11,469,000 | 2,539 |
| Certificates of participation in pools of residential mortgages | $11,469,000 | 1,938 |
| Issued or guaranteed by U.S. | $11,469,000 | 1,857 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $5,523,000 | 1,081 |
| Available-for-sale securities (fair market value) | $15,689,000 | 3,650 |
| Total debt securities | $21,212,000 | 3,534 |
| Structured notes | ||
| Amortized cost | $600,000 | 735 |
| Fair value | $578,000 | 736 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $21,765,000 | 3,557 |
| U.S. Government securities | $14,346,000 | 3,243 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $14,346,000 | 3,078 |
| Securities issued by states & political subdivisions | $7,419,000 | 2,930 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,992,000 | 2,199 |
| Mortgage-backed securities | $12,170,000 | 2,482 |
| Certificates of participation in pools of residential mortgages | $12,170,000 | 1,911 |
| Issued or guaranteed by U.S. | $12,170,000 | 1,909 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $5,541,000 | 1,095 |
| Available-for-sale securities (fair market value) | $16,224,000 | 3,646 |
| Total debt securities | $21,765,000 | 3,533 |
| Structured notes | ||
| Amortized cost | $728,000 | 699 |
| Fair value | $706,000 | 696 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $22,596,000 | 3,564 |
| U.S. Government securities | $15,141,000 | 3,199 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $15,141,000 | 3,046 |
| Securities issued by states & political subdivisions | $7,455,000 | 2,997 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,326,000 | 2,372 |
| Mortgage-backed securities | $12,935,000 | 2,439 |
| Certificates of participation in pools of residential mortgages | $12,935,000 | 1,879 |
| Issued or guaranteed by U.S. | $12,935,000 | 1,878 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $5,559,000 | 1,124 |
| Available-for-sale securities (fair market value) | $17,037,000 | 3,649 |
| Total debt securities | $22,596,000 | 3,538 |
| Structured notes | ||
| Amortized cost | $735,000 | 702 |
| Fair value | $721,000 | 699 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $23,354,000 | 3,553 |
| U.S. Government securities | $15,251,000 | 3,216 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $15,251,000 | 3,087 |
| Securities issued by states & political subdivisions | $8,103,000 | 2,937 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,991,000 | 2,429 |
| Mortgage-backed securities | $13,020,000 | 2,464 |
| Certificates of participation in pools of residential mortgages | $13,020,000 | 1,899 |
| Issued or guaranteed by U.S. | $13,020,000 | 1,897 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $6,043,000 | 1,128 |
| Available-for-sale securities (fair market value) | $17,311,000 | 3,664 |
| Total debt securities | $23,354,000 | 3,527 |
| Structured notes | ||
| Amortized cost | $744,000 | 729 |
| Fair value | $734,000 | 724 |
| 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 | $22,122,000 | 3,688 |
| U.S. Government securities | $13,777,000 | 3,397 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $13,777,000 | 3,272 |
| Securities issued by states & political subdivisions | $8,345,000 | 2,942 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,196,000 | 2,420 |
| Mortgage-backed securities | $11,532,000 | 2,616 |
| Certificates of participation in pools of residential mortgages | $11,532,000 | 2,058 |
| Issued or guaranteed by U.S. | $11,532,000 | 2,057 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $5,878,000 | 1,161 |
| Available-for-sale securities (fair market value) | $16,244,000 | 3,802 |
| Total debt securities | $22,122,000 | 3,665 |
| Structured notes | ||
| Amortized cost | $753,000 | 757 |
| Fair value | $745,000 | 765 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $23,319,000 | 3,641 |
| U.S. Government securities | $14,433,000 | 3,372 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $14,433,000 | 3,252 |
| Securities issued by states & political subdivisions | $8,886,000 | 2,907 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,916,000 | 2,559 |
| Mortgage-backed securities | $12,202,000 | 2,588 |
| Certificates of participation in pools of residential mortgages | $12,202,000 | 2,037 |
| Issued or guaranteed by U.S. | $12,202,000 | 2,037 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $6,448,000 | 1,143 |
| Available-for-sale securities (fair market value) | $16,871,000 | 3,780 |
| Total debt securities | $23,319,000 | 3,617 |
| Structured notes | ||
| Amortized cost | $763,000 | 787 |
| Fair value | $747,000 | 790 |
| 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 | $23,516,000 | 3,628 |
| U.S. Government securities | $14,385,000 | 3,355 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $14,385,000 | 3,232 |
| Securities issued by states & political subdivisions | $9,131,000 | 2,908 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,277,000 | 2,523 |
| Mortgage-backed securities | $12,147,000 | 2,581 |
| Certificates of participation in pools of residential mortgages | $12,147,000 | 2,053 |
| Issued or guaranteed by U.S. | $12,147,000 | 2,052 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $7,069,000 | 1,104 |
| Available-for-sale securities (fair market value) | $16,447,000 | 3,806 |
| Total debt securities | $23,516,000 | 3,600 |
| Structured notes | ||
| Amortized cost | $776,000 | 784 |
| Fair value | $757,000 | 783 |
| 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 | $21,618,000 | 3,749 |
| U.S. Government securities | $12,721,000 | 3,530 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $12,721,000 | 3,410 |
| Securities issued by states & political subdivisions | $8,897,000 | 2,939 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,489,000 | 2,427 |
| Mortgage-backed securities | $10,418,000 | 2,742 |
| Certificates of participation in pools of residential mortgages | $10,418,000 | 2,218 |
| Issued or guaranteed by U.S. | $10,418,000 | 2,216 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $6,578,000 | 1,149 |
| Available-for-sale securities (fair market value) | $15,040,000 | 3,932 |
| Total debt securities | $21,619,000 | 3,717 |
| Structured notes | ||
| Amortized cost | $786,000 | 767 |
| Fair value | $787,000 | 767 |
| 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 | $21,453,000 | 3,822 |
| U.S. Government securities | $12,901,000 | 3,604 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $12,901,000 | 3,490 |
| Securities issued by states & political subdivisions | $8,552,000 | 2,990 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,360,000 | 2,568 |
| Mortgage-backed securities | $11,078,000 | 2,723 |
| Certificates of participation in pools of residential mortgages | $11,078,000 | 2,202 |
| Issued or guaranteed by U.S. | $11,078,000 | 2,197 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $6,681,000 | 1,171 |
| Available-for-sale securities (fair market value) | $14,772,000 | 4,002 |
| Total debt securities | $21,453,000 | 3,792 |
| Structured notes | ||
| Amortized cost | $798,000 | 891 |
| Fair value | $801,000 | 887 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $22,786,000 | 3,802 |
| U.S. Government securities | $13,343,000 | 3,654 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $13,343,000 | 3,529 |
| Securities issued by states & political subdivisions | $9,443,000 | 2,869 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,445,000 | 2,798 |
| Mortgage-backed securities | $11,123,000 | 2,745 |
| Certificates of participation in pools of residential mortgages | $11,123,000 | 2,210 |
| Issued or guaranteed by U.S. | $11,123,000 | 2,208 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $7,574,000 | 1,137 |
| Available-for-sale securities (fair market value) | $15,212,000 | 4,007 |
| Total debt securities | $22,786,000 | 3,777 |
| Structured notes | ||
| Amortized cost | $212,000 | 1,366 |
| Fair value | $214,000 | 1,366 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $23,699,000 | 3,753 |
| U.S. Government securities | $13,814,000 | 3,645 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $13,814,000 | 3,514 |
| Securities issued by states & political subdivisions | $9,885,000 | 2,820 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,092,000 | 2,854 |
| Mortgage-backed securities | $11,582,000 | 2,696 |
| Certificates of participation in pools of residential mortgages | $11,582,000 | 2,165 |
| Issued or guaranteed by U.S. | $11,582,000 | 2,163 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $8,019,000 | 1,130 |
| Available-for-sale securities (fair market value) | $15,680,000 | 4,014 |
| Total debt securities | $23,699,000 | 3,732 |
| Structured notes | ||
| Amortized cost | $227,000 | 1,520 |
| Fair value | $230,000 | 1,520 |
| 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 | $25,307,000 | 3,708 |
| U.S. Government securities | $13,934,000 | 3,716 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $13,934,000 | 3,594 |
| Securities issued by states & political subdivisions | $11,373,000 | 2,655 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,610,000 | 2,705 |
| Mortgage-backed securities | $11,676,000 | 2,726 |
| Certificates of participation in pools of residential mortgages | $11,676,000 | 2,184 |
| Issued or guaranteed by U.S. | $11,676,000 | 2,183 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $9,262,000 | 1,081 |
| Available-for-sale securities (fair market value) | $16,045,000 | 4,065 |
| Total debt securities | $25,307,000 | 3,684 |
| Structured notes | ||
| Amortized cost | $743,000 | 1,353 |
| Fair value | $745,000 | 1,348 |
| 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 | $25,956,000 | 3,731 |
| U.S. Government securities | $15,556,000 | 3,642 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $15,556,000 | 3,525 |
| Securities issued by states & political subdivisions | $10,400,000 | 2,796 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,201,000 | 2,874 |
| Mortgage-backed securities | $12,544,000 | 2,697 |
| Certificates of participation in pools of residential mortgages | $12,544,000 | 2,158 |
| Issued or guaranteed by U.S. | $12,544,000 | 2,157 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $8,736,000 | 1,110 |
| Available-for-sale securities (fair market value) | $17,220,000 | 4,041 |
| Total debt securities | $25,956,000 | 3,706 |
| Structured notes | ||
| Amortized cost | $762,000 | 1,475 |
| Fair value | $758,000 | 1,475 |
| 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 | $27,375,000 | 3,690 |
| U.S. Government securities | $16,515,000 | 3,607 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $16,515,000 | 3,494 |
| Securities issued by states & political subdivisions | $10,860,000 | 2,711 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,696,000 | 2,873 |
| Mortgage-backed securities | $13,472,000 | 2,650 |
| Certificates of participation in pools of residential mortgages | $13,472,000 | 2,087 |
| Issued or guaranteed by U.S. | $13,472,000 | 2,087 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $8,761,000 | 1,120 |
| Available-for-sale securities (fair market value) | $18,614,000 | 3,968 |
| Total debt securities | $27,375,000 | 3,661 |
| Structured notes | ||
| Amortized cost | $1,260,000 | 1,288 |
| Fair value | $1,275,000 | 1,287 |
| 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 | $29,039,000 | 3,619 |
| U.S. Government securities | $17,546,000 | 3,563 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $17,546,000 | 3,454 |
| Securities issued by states & political subdivisions | $11,493,000 | 2,640 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,647,000 | 2,889 |
| Mortgage-backed securities | $14,005,000 | 2,652 |
| Certificates of participation in pools of residential mortgages | $14,005,000 | 2,099 |
| Issued or guaranteed by U.S. | $14,005,000 | 2,097 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $9,190,000 | 1,118 |
| Available-for-sale securities (fair market value) | $19,849,000 | 3,933 |
| Total debt securities | $29,039,000 | 3,598 |
| Structured notes | ||
| Amortized cost | $1,765,000 | 1,208 |
| Fair value | $1,787,000 | 1,201 |
| 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 | $30,712,000 | 3,599 |
| U.S. Government securities | $17,396,000 | 3,663 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $17,396,000 | 3,548 |
| Securities issued by states & political subdivisions | $13,316,000 | 2,457 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,305,000 | 2,945 |
| Mortgage-backed securities | $13,857,000 | 2,733 |
| Certificates of participation in pools of residential mortgages | $13,857,000 | 2,190 |
| Issued or guaranteed by U.S. | $13,857,000 | 2,189 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $9,438,000 | 1,117 |
| Available-for-sale securities (fair market value) | $21,274,000 | 3,914 |
| Total debt securities | $30,712,000 | 3,575 |
| Structured notes | ||
| Amortized cost | $1,782,000 | 1,310 |
| Fair value | $1,792,000 | 1,303 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $31,761,000 | 3,575 |
| U.S. Government securities | $18,396,000 | 3,616 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $18,396,000 | 3,509 |
| Securities issued by states & political subdivisions | $13,365,000 | 2,453 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,965,000 | 3,005 |
| Mortgage-backed securities | $14,840,000 | 2,686 |
| Certificates of participation in pools of residential mortgages | $14,840,000 | 2,137 |
| Issued or guaranteed by U.S. | $14,840,000 | 2,136 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $9,470,000 | 1,126 |
| Available-for-sale securities (fair market value) | $22,291,000 | 3,887 |
| Total debt securities | $31,761,000 | 3,547 |
| Structured notes | ||
| Amortized cost | $1,801,000 | 1,345 |
| Fair value | $1,802,000 | 1,338 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $33,354,000 | 3,489 |
| U.S. Government securities | $19,680,000 | 3,516 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $19,680,000 | 3,416 |
| Securities issued by states & political subdivisions | $13,674,000 | 2,435 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,724,000 | 3,179 |
| Mortgage-backed securities | $15,142,000 | 2,669 |
| Certificates of participation in pools of residential mortgages | $15,142,000 | 2,127 |
| Issued or guaranteed by U.S. | $15,142,000 | 2,125 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $9,743,000 | 1,109 |
| Available-for-sale securities (fair market value) | $23,611,000 | 3,800 |
| Total debt securities | $33,354,000 | 3,464 |
| Structured notes | ||
| Amortized cost | $2,316,000 | 1,166 |
| Fair value | $2,295,000 | 1,161 |
| 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 | $29,262,000 | 3,751 |
| U.S. Government securities | $16,551,000 | 3,835 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $16,551,000 | 3,735 |
| Securities issued by states & political subdivisions | $12,711,000 | 2,539 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,154,000 | 3,132 |
| Mortgage-backed securities | $12,515,000 | 2,911 |
| Certificates of participation in pools of residential mortgages | $12,515,000 | 2,362 |
| Issued or guaranteed by U.S. | $12,515,000 | 2,362 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $8,524,000 | 1,165 |
| Available-for-sale securities (fair market value) | $20,738,000 | 4,034 |
| Total debt securities | $29,262,000 | 3,723 |
| Structured notes | ||
| Amortized cost | $1,841,000 | 1,334 |
| Fair value | $1,799,000 | 1,317 |
| 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 | $26,194,000 | 3,998 |
| U.S. Government securities | $14,007,000 | 4,156 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $14,007,000 | 4,055 |
| Securities issued by states & political subdivisions | $12,187,000 | 2,589 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,438,000 | 3,073 |
| Mortgage-backed securities | $10,844,000 | 3,120 |
| Certificates of participation in pools of residential mortgages | $10,844,000 | 2,560 |
| Issued or guaranteed by U.S. | $10,844,000 | 2,558 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $7,298,000 | 1,211 |
| Available-for-sale securities (fair market value) | $18,896,000 | 4,226 |
| Total debt securities | $26,194,000 | 3,970 |
| Structured notes | ||
| Amortized cost | $967,000 | 1,767 |
| Fair value | $926,000 | 1,743 |
| 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 | $25,403,000 | 4,053 |
| U.S. Government securities | $13,545,000 | 4,201 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $13,545,000 | 4,098 |
| Securities issued by states & political subdivisions | $11,858,000 | 2,622 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,989,000 | 3,256 |
| Mortgage-backed securities | $11,305,000 | 3,080 |
| Certificates of participation in pools of residential mortgages | $11,305,000 | 2,484 |
| Issued or guaranteed by U.S. | $11,305,000 | 2,483 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $7,155,000 | 1,155 |
| Available-for-sale securities (fair market value) | $18,248,000 | 4,285 |
| Total debt securities | $25,403,000 | 4,018 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,704 |
| Fair value | $976,000 | 1,646 |
| 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 | $26,403,000 | 3,969 |
| U.S. Government securities | $14,977,000 | 4,071 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $14,977,000 | 3,970 |
| Securities issued by states & political subdivisions | $11,426,000 | 2,667 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,786,000 | 5,260 |
| Mortgage-backed securities | $12,700,000 | 2,973 |
| Certificates of participation in pools of residential mortgages | $12,700,000 | 2,351 |
| Issued or guaranteed by U.S. | $12,700,000 | 2,351 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $7,170,000 | 1,117 |
| Available-for-sale securities (fair market value) | $19,233,000 | 4,232 |
| Total debt securities | $26,403,000 | 3,944 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,431 |
| Fair value | $1,486,000 | 1,446 |
| 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 | $26,587,000 | 3,918 |
| U.S. Government securities | $15,688,000 | 3,941 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $15,688,000 | 3,843 |
| Securities issued by states & political subdivisions | $10,899,000 | 2,715 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,025,000 | 5,194 |
| Mortgage-backed securities | $13,398,000 | 2,940 |
| Certificates of participation in pools of residential mortgages | $13,398,000 | 2,281 |
| Issued or guaranteed by U.S. | $13,398,000 | 2,280 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $6,653,000 | 1,153 |
| Available-for-sale securities (fair market value) | $19,934,000 | 4,132 |
| Total debt securities | $26,587,000 | 3,890 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,473 |
| Fair value | $1,496,000 | 1,484 |
| 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 | $26,579,000 | 3,952 |
| U.S. Government securities | $15,108,000 | 4,092 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $15,108,000 | 4,010 |
| Securities issued by states & political subdivisions | $11,471,000 | 2,595 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,275,000 | 5,164 |
| Mortgage-backed securities | $12,558,000 | 3,152 |
| Certificates of participation in pools of residential mortgages | $12,558,000 | 2,500 |
| Issued or guaranteed by U.S. | $12,558,000 | 2,500 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $6,913,000 | 1,169 |
| Available-for-sale securities (fair market value) | $19,666,000 | 4,223 |
| Total debt securities | $26,579,000 | 3,922 |
| Structured notes | ||
| Amortized cost | $1,749,000 | 1,485 |
| Fair value | $1,749,000 | 1,487 |
| 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 | $24,990,000 | 4,116 |
| U.S. Government securities | $15,292,000 | 4,143 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $15,292,000 | 4,057 |
| Securities issued by states & political subdivisions | $9,698,000 | 2,800 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,005,000 | 4,963 |
| Mortgage-backed securities | $12,539,000 | 3,190 |
| Certificates of participation in pools of residential mortgages | $12,539,000 | 2,520 |
| Issued or guaranteed by U.S. | $12,539,000 | 2,517 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $6,230,000 | 1,205 |
| Available-for-sale securities (fair market value) | $18,760,000 | 4,323 |
| Total debt securities | $24,990,000 | 4,079 |
| Structured notes | ||
| Amortized cost | $1,736,000 | 1,666 |
| Fair value | $1,747,000 | 1,663 |
| 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 | $26,190,000 | 4,034 |
| U.S. Government securities | $16,872,000 | 4,050 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $16,872,000 | 3,960 |
| Securities issued by states & political subdivisions | $9,318,000 | 2,776 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,286,000 | 4,906 |
| Mortgage-backed securities | $12,836,000 | 3,160 |
| Certificates of participation in pools of residential mortgages | $12,836,000 | 2,492 |
| Issued or guaranteed by U.S. | $12,836,000 | 2,486 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $8,959,000 | 1,044 |
| Available-for-sale securities (fair market value) | $17,231,000 | 4,500 |
| Total debt securities | $26,190,000 | 4,002 |
| Structured notes | ||
| Amortized cost | $2,501,000 | 1,523 |
| Fair value | $2,505,000 | 1,532 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $25,358,000 | 4,060 |
| U.S. Government securities | $16,088,000 | 4,073 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $16,088,000 | 3,982 |
| Securities issued by states & political subdivisions | $9,270,000 | 2,753 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,605,000 | 4,600 |
| Mortgage-backed securities | $12,019,000 | 3,176 |
| Certificates of participation in pools of residential mortgages | $12,019,000 | 2,485 |
| Issued or guaranteed by U.S. | $12,019,000 | 2,481 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $8,908,000 | 1,062 |
| Available-for-sale securities (fair market value) | $16,450,000 | 4,513 |
| Total debt securities | $25,358,000 | 4,033 |
| Structured notes | ||
| Amortized cost | $2,501,000 | 1,514 |
| Fair value | $2,507,000 | 1,535 |
| 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 | $26,315,000 | 3,893 |
| U.S. Government securities | $17,164,000 | 3,903 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $17,164,000 | 3,811 |
| Securities issued by states & political subdivisions | $9,151,000 | 2,710 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,197,000 | 4,138 |
| Mortgage-backed securities | $12,314,000 | 3,093 |
| Certificates of participation in pools of residential mortgages | $12,314,000 | 2,380 |
| Issued or guaranteed by U.S. | $12,314,000 | 2,375 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $8,755,000 | 1,082 |
| Available-for-sale securities (fair market value) | $17,560,000 | 4,369 |
| Total debt securities | $26,315,000 | 3,853 |
| Structured notes | ||
| Amortized cost | $2,752,000 | 1,522 |
| Fair value | $2,759,000 | 1,524 |
| 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 | $24,901,000 | 4,068 |
| U.S. Government securities | $18,015,000 | 3,892 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $18,015,000 | 3,794 |
| Securities issued by states & political subdivisions | $6,886,000 | 3,051 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,015,000 | 3,993 |
| Mortgage-backed securities | $12,617,000 | 3,004 |
| Certificates of participation in pools of residential mortgages | $12,617,000 | 2,298 |
| Issued or guaranteed by U.S. | $12,617,000 | 2,292 |
| 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) | $6,501,000 | 1,255 |
| Available-for-sale securities (fair market value) | $18,400,000 | 4,348 |
| Total debt securities | $24,901,000 | 4,030 |
| Structured notes | ||
| Amortized cost | $1,753,000 | 2,112 |
| Fair value | $1,757,000 | 2,120 |
| 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 | $27,075,000 | 3,847 |
| U.S. Government securities | $20,606,000 | 3,590 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $20,606,000 | 3,484 |
| Securities issued by states & political subdivisions | $6,469,000 | 3,092 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,612,000 | 3,834 |
| Mortgage-backed securities | $13,692,000 | 2,804 |
| Certificates of participation in pools of residential mortgages | $13,692,000 | 2,117 |
| Issued or guaranteed by U.S. | $13,692,000 | 2,113 |
| 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) | $6,063,000 | 1,303 |
| Available-for-sale securities (fair market value) | $21,012,000 | 4,069 |
| Total debt securities | $27,075,000 | 3,814 |
| Structured notes | ||
| Amortized cost | $3,253,000 | 1,603 |
| Fair value | $3,260,000 | 1,606 |
| 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 | $27,977,000 | 3,655 |
| U.S. Government securities | $21,907,000 | 3,283 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $21,907,000 | 3,180 |
| Securities issued by states & political subdivisions | $6,070,000 | 3,160 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,974,000 | 3,548 |
| Mortgage-backed securities | $14,210,000 | 2,674 |
| Certificates of participation in pools of residential mortgages | $14,210,000 | 1,991 |
| Issued or guaranteed by U.S. | $14,210,000 | 1,985 |
| 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) | $5,672,000 | 1,347 |
| Available-for-sale securities (fair market value) | $22,305,000 | 3,824 |
| Total debt securities | $27,978,000 | 3,627 |
| Structured notes | ||
| Amortized cost | $4,004,000 | 1,296 |
| Fair value | $4,018,000 | 1,300 |
| 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 | $27,718,000 | 3,647 |
| U.S. Government securities | $22,525,000 | 3,180 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $22,525,000 | 3,076 |
| Securities issued by states & political subdivisions | $5,193,000 | 3,324 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,311,000 | 3,325 |
| Mortgage-backed securities | $13,353,000 | 2,755 |
| Certificates of participation in pools of residential mortgages | $13,353,000 | 2,021 |
| Issued or guaranteed by U.S. | $13,353,000 | 2,015 |
| 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) | $4,752,000 | 1,486 |
| Available-for-sale securities (fair market value) | $22,966,000 | 3,716 |
| Total debt securities | $27,718,000 | 3,618 |
| Structured notes | ||
| Amortized cost | $4,753,000 | 1,186 |
| Fair value | $4,780,000 | 1,186 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $28,535,000 | 3,582 |
| U.S. Government securities | $23,347,000 | 3,145 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $23,347,000 | 3,062 |
| Securities issued by states & political subdivisions | $5,188,000 | 3,226 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,325,000 | 3,354 |
| Mortgage-backed securities | $13,865,000 | 2,683 |
| Certificates of participation in pools of residential mortgages | $13,865,000 | 2,003 |
| Issued or guaranteed by U.S. | $13,865,000 | 1,997 |
| 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) | $4,761,000 | 1,535 |
| Available-for-sale securities (fair market value) | $23,774,000 | 3,657 |
| Total debt securities | $28,535,000 | 3,554 |
| Structured notes | ||
| Amortized cost | $4,747,000 | 1,235 |
| Fair value | $4,782,000 | 1,234 |
| 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 | $28,030,000 | 3,643 |
| U.S. Government securities | $23,511,000 | 3,207 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $23,511,000 | 3,125 |
| Securities issued by states & political subdivisions | $4,519,000 | 3,398 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,855,000 | 3,528 |
| Mortgage-backed securities | $15,760,000 | 2,587 |
| Certificates of participation in pools of residential mortgages | $15,760,000 | 1,919 |
| Issued or guaranteed by U.S. | $15,760,000 | 1,916 |
| 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) | $4,064,000 | 1,647 |
| Available-for-sale securities (fair market value) | $23,966,000 | 3,635 |
| Total debt securities | $28,030,000 | 3,615 |
| Structured notes | ||
| Amortized cost | $3,249,000 | 1,349 |
| Fair value | $3,244,000 | 1,347 |
| 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 | $27,536,000 | 3,662 |
| U.S. Government securities | $24,256,000 | 3,096 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $24,256,000 | 3,023 |
| Securities issued by states & political subdivisions | $3,280,000 | 3,808 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,753,000 | 3,561 |
| Mortgage-backed securities | $13,650,000 | 2,842 |
| Certificates of participation in pools of residential mortgages | $13,650,000 | 2,182 |
| Issued or guaranteed by U.S. | $13,650,000 | 2,173 |
| 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) | $2,835,000 | 1,864 |
| Available-for-sale securities (fair market value) | $24,701,000 | 3,546 |
| Total debt securities | $27,536,000 | 3,625 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 938 |
| Fair value | $3,988,000 | 961 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $24,945,000 | 3,915 |
| U.S. Government securities | $22,383,000 | 3,252 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $22,383,000 | 3,180 |
| Securities issued by states & political subdivisions | $2,562,000 | 4,094 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,264,000 | 3,470 |
| Mortgage-backed securities | $14,051,000 | 2,834 |
| Certificates of participation in pools of residential mortgages | $14,051,000 | 2,203 |
| Issued or guaranteed by U.S. | $14,051,000 | 2,193 |
| 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) | $2,084,000 | 2,113 |
| Available-for-sale securities (fair market value) | $22,861,000 | 3,727 |
| Total debt securities | $24,945,000 | 3,879 |
| Structured notes | ||
| Amortized cost | $3,251,000 | 791 |
| Fair value | $3,251,000 | 794 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $21,992,000 | 4,202 |
| U.S. Government securities | $19,456,000 | 3,524 |
| U.S. Treasury securities | $753,000 | 770 |
| U.S. Government agency obligations | $18,703,000 | 3,541 |
| Securities issued by states & political subdivisions | $2,536,000 | 4,086 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,026,000 | 3,904 |
| Mortgage-backed securities | $12,108,000 | 3,083 |
| Certificates of participation in pools of residential mortgages | $12,108,000 | 2,445 |
| Issued or guaranteed by U.S. | $12,108,000 | 2,436 |
| 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) | $2,060,000 | 2,121 |
| Available-for-sale securities (fair market value) | $19,932,000 | 4,002 |
| Total debt securities | $21,992,000 | 4,159 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,032 |
| Fair value | $1,236,000 | 1,040 |
| 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 | $20,797,000 | 4,351 |
| U.S. Government securities | $18,455,000 | 3,708 |
| U.S. Treasury securities | $761,000 | 706 |
| U.S. Government agency obligations | $17,694,000 | 3,730 |
| Securities issued by states & political subdivisions | $2,342,000 | 4,096 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,413,000 | 3,863 |
| Mortgage-backed securities | $11,857,000 | 3,166 |
| Certificates of participation in pools of residential mortgages | $11,857,000 | 2,522 |
| Issued or guaranteed by U.S. | $11,857,000 | 2,509 |
| 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) | $1,869,000 | 2,215 |
| Available-for-sale securities (fair market value) | $18,928,000 | 4,111 |
| Total debt securities | $20,791,000 | 4,313 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,280 |
| Fair value | $499,000 | 1,360 |
| 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 | $20,942,000 | 4,340 |
| U.S. Government securities | $18,845,000 | 3,704 |
| U.S. Treasury securities | $770,000 | 675 |
| U.S. Government agency obligations | $18,075,000 | 3,723 |
| Securities issued by states & political subdivisions | $2,097,000 | 4,159 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,567,000 | 3,878 |
| Mortgage-backed securities | $11,277,000 | 3,187 |
| Certificates of participation in pools of residential mortgages | $11,277,000 | 2,571 |
| Issued or guaranteed by U.S. | $11,277,000 | 2,556 |
| 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) | $1,616,000 | 2,299 |
| Available-for-sale securities (fair market value) | $19,326,000 | 4,061 |
| Total debt securities | $20,942,000 | 4,307 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $17,677,000 | 4,671 |
| U.S. Government securities | $14,462,000 | 4,277 |
| U.S. Treasury securities | $767,000 | 710 |
| U.S. Government agency obligations | $13,695,000 | 4,340 |
| Securities issued by states & political subdivisions | $3,215,000 | 3,669 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,167,000 | 3,977 |
| Mortgage-backed securities | $9,967,000 | 3,269 |
| Certificates of participation in pools of residential mortgages | $9,967,000 | 2,668 |
| Issued or guaranteed by U.S. | $9,967,000 | 2,653 |
| 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) | $2,701,000 | 2,035 |
| Available-for-sale securities (fair market value) | $14,976,000 | 4,572 |
| Total debt securities | $17,677,000 | 4,626 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,651 |
| Fair value | $200,000 | 1,654 |
| 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 | $15,985,000 | 4,983 |
| U.S. Government securities | $13,001,000 | 4,554 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $13,001,000 | 4,477 |
| Securities issued by states & political subdivisions | $2,984,000 | 3,783 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,893,000 | 4,271 |
| Mortgage-backed securities | $9,489,000 | 3,330 |
| Certificates of participation in pools of residential mortgages | $9,489,000 | 2,721 |
| Issued or guaranteed by U.S. | $9,489,000 | 2,705 |
| 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) | $2,471,000 | 2,088 |
| Available-for-sale securities (fair market value) | $13,514,000 | 4,833 |
| Total debt securities | $15,985,000 | 4,923 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $16,360,000 | 4,917 |
| U.S. Government securities | $13,539,000 | 4,466 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $13,539,000 | 4,389 |
| Securities issued by states & political subdivisions | $2,821,000 | 3,884 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,128,000 | 4,159 |
| Mortgage-backed securities | $9,495,000 | 3,250 |
| Certificates of participation in pools of residential mortgages | $9,495,000 | 2,628 |
| Issued or guaranteed by U.S. | $9,495,000 | 2,617 |
| 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) | $2,268,000 | 2,173 |
| Available-for-sale securities (fair market value) | $14,092,000 | 4,742 |
| Total debt securities | $16,360,000 | 4,861 |
| Structured notes | ||
| Amortized cost | $992,000 | 1,229 |
| Fair value | $1,002,000 | 1,148 |
| 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 | $16,265,000 | 4,977 |
| U.S. Government securities | $13,725,000 | 4,537 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $13,725,000 | 4,450 |
| Securities issued by states & political subdivisions | $2,540,000 | 3,996 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,413,000 | 3,906 |
| Mortgage-backed securities | $8,172,000 | 3,201 |
| Certificates of participation in pools of residential mortgages | $8,172,000 | 2,557 |
| Issued or guaranteed by U.S. | $8,172,000 | 2,542 |
| 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) | $1,997,000 | 2,310 |
| Available-for-sale securities (fair market value) | $14,268,000 | 4,721 |
| Total debt securities | $16,265,000 | 4,929 |
| Structured notes | ||
| Amortized cost | $1,989,000 | 1,114 |
| Fair value | $1,998,000 | 1,085 |
| 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 | $17,598,000 | 4,811 |
| U.S. Government securities | $14,712,000 | 4,430 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $14,712,000 | 4,331 |
| Securities issued by states & political subdivisions | $2,886,000 | 3,844 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,261,000 | 3,732 |
| Mortgage-backed securities | $6,565,000 | 3,325 |
| Certificates of participation in pools of residential mortgages | $6,565,000 | 2,698 |
| Issued or guaranteed by U.S. | $6,565,000 | 2,685 |
| 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) | $2,320,000 | 2,264 |
| Available-for-sale securities (fair market value) | $15,278,000 | 4,571 |
| Total debt securities | $17,598,000 | 4,764 |
| Structured notes | ||
| Amortized cost | $1,390,000 | 1,552 |
| Fair value | $1,395,000 | 1,549 |
| 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 | $16,722,000 | 4,925 |
| U.S. Government securities | $13,846,000 | 4,613 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $13,846,000 | 4,506 |
| Securities issued by states & political subdivisions | $2,876,000 | 3,854 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,780,000 | 3,626 |
| Mortgage-backed securities | $4,741,000 | 3,710 |
| Certificates of participation in pools of residential mortgages | $4,741,000 | 3,078 |
| Issued or guaranteed by U.S. | $4,741,000 | 3,064 |
| 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) | $2,323,000 | 2,287 |
| Available-for-sale securities (fair market value) | $14,399,000 | 4,710 |
| Total debt securities | $16,722,000 | 4,883 |
| Structured notes | ||
| Amortized cost | $891,000 | 2,050 |
| Fair value | $891,000 | 2,045 |
| 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 | $15,565,000 | 5,159 |
| U.S. Government securities | $12,648,000 | 4,871 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $12,648,000 | 4,744 |
| Securities issued by states & political subdivisions | $2,917,000 | 3,837 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,278,000 | 3,966 |
| Mortgage-backed securities | $4,291,000 | 3,831 |
| Certificates of participation in pools of residential mortgages | $4,291,000 | 3,212 |
| Issued or guaranteed by U.S. | $4,291,000 | 3,196 |
| 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) | $2,324,000 | 2,324 |
| Available-for-sale securities (fair market value) | $13,241,000 | 4,929 |
| Total debt securities | $15,565,000 | 5,119 |
| Structured notes | ||
| Amortized cost | $890,000 | 2,119 |
| Fair value | $887,000 | 2,115 |
| 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 | $15,983,000 | 5,133 |
| U.S. Government securities | $13,602,000 | 4,736 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $13,602,000 | 4,611 |
| Securities issued by states & political subdivisions | $2,381,000 | 4,104 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,651,000 | 3,655 |
| Mortgage-backed securities | $3,778,000 | 4,007 |
| Certificates of participation in pools of residential mortgages | $3,778,000 | 3,393 |
| Issued or guaranteed by U.S. | $3,778,000 | 3,379 |
| 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) | $1,792,000 | 2,542 |
| Available-for-sale securities (fair market value) | $14,191,000 | 4,803 |
| Total debt securities | $15,983,000 | 5,093 |
| Structured notes | ||
| Amortized cost | $1,874,000 | 1,580 |
| Fair value | $1,880,000 | 1,571 |
| 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 | $16,225,000 | 5,147 |
| U.S. Government securities | $13,586,000 | 4,792 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $13,586,000 | 4,666 |
| Securities issued by states & political subdivisions | $2,639,000 | 3,961 |
| 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 | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,648,000 | 3,673 |
| Mortgage-backed securities | $2,508,000 | 4,476 |
| Certificates of participation in pools of residential mortgages | $2,508,000 | 3,913 |
| Issued or guaranteed by U.S. | $2,508,000 | 3,891 |
| 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) | $2,020,000 | 2,504 |
| Available-for-sale securities (fair market value) | $14,205,000 | 4,796 |
| Total debt securities | $16,225,000 | 5,109 |
| Structured notes | ||
| Amortized cost | $1,873,000 | 1,667 |
| Fair value | $1,871,000 | 1,663 |
| 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 | $15,485,000 | 5,247 |
| U.S. Government securities | $12,862,000 | 4,933 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $12,862,000 | 4,798 |
| Securities issued by states & political subdivisions | $2,623,000 | 3,949 |
| 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 | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,365,000 | 3,946 |
| Mortgage-backed securities | $2,098,000 | 4,666 |
| Certificates of participation in pools of residential mortgages | $2,098,000 | 4,125 |
| Issued or guaranteed by U.S. | $2,098,000 | 4,111 |
| 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) | $2,023,000 | 2,524 |
| Available-for-sale securities (fair market value) | $13,462,000 | 4,919 |
| Total debt securities | $15,485,000 | 5,189 |
| Structured notes | ||
| Amortized cost | $1,871,000 | 1,715 |
| Fair value | $1,845,000 | 1,711 |
| 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 | $15,486,000 | 5,293 |
| U.S. Government securities | $12,818,000 | 4,975 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $12,818,000 | 4,836 |
| Securities issued by states & political subdivisions | $2,668,000 | 3,968 |
| 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 | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,444,000 | 3,925 |
| Mortgage-backed securities | $2,266,000 | 4,607 |
| Certificates of participation in pools of residential mortgages | $2,266,000 | 4,065 |
| Issued or guaranteed by U.S. | $2,266,000 | 4,051 |
| 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) | $2,026,000 | 2,571 |
| Available-for-sale securities (fair market value) | $13,460,000 | 4,972 |
| Total debt securities | $15,486,000 | 5,241 |
| Structured notes | ||
| Amortized cost | $1,870,000 | 1,722 |
| Fair value | $1,854,000 | 1,718 |
| 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 | $15,622,000 | 5,271 |
| U.S. Government securities | $13,321,000 | 4,871 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $13,321,000 | 4,722 |
| Securities issued by states & political subdivisions | $2,301,000 | 4,180 |
| 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 | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,193,000 | 5,291 |
| Mortgage-backed securities | $2,762,000 | 4,438 |
| Certificates of participation in pools of residential mortgages | $2,762,000 | 3,848 |
| Issued or guaranteed by U.S. | $2,762,000 | 3,833 |
| 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) | $1,659,000 | 2,774 |
| Available-for-sale securities (fair market value) | $13,963,000 | 4,883 |
| Total debt securities | $15,622,000 | 5,221 |
| Structured notes | ||
| Amortized cost | $1,379,000 | 1,957 |
| Fair value | $1,368,000 | 1,954 |
| 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 | $16,210,000 | 5,174 |
| U.S. Government securities | $12,737,000 | 4,958 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $12,737,000 | 4,812 |
| Securities issued by states & political subdivisions | $3,473,000 | 3,628 |
| 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 | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,954,000 | 5,413 |
| Mortgage-backed securities | $2,403,000 | 4,623 |
| Certificates of participation in pools of residential mortgages | $2,403,000 | 4,058 |
| Issued or guaranteed by U.S. | $2,403,000 | 4,045 |
| 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) | $2,798,000 | 2,424 |
| Available-for-sale securities (fair market value) | $13,412,000 | 4,959 |
| Total debt securities | $16,210,000 | 5,124 |
| Structured notes | ||
| Amortized cost | $1,385,000 | 1,914 |
| Fair value | $1,386,000 | 1,907 |
| 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 | $15,708,000 | 5,290 |
| U.S. Government securities | $12,494,000 | 5,036 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $12,494,000 | 4,896 |
| Securities issued by states & political subdivisions | $3,214,000 | 3,699 |
| 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 | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,957,000 | 5,391 |
| Mortgage-backed securities | $2,640,000 | 4,615 |
| Certificates of participation in pools of residential mortgages | $2,640,000 | 4,031 |
| Issued or guaranteed by U.S. | $2,640,000 | 4,017 |
| 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) | $2,548,000 | 2,528 |
| Available-for-sale securities (fair market value) | $13,160,000 | 5,034 |
| Total debt securities | $15,708,000 | 5,237 |
| Structured notes | ||
| Amortized cost | $1,384,000 | 1,902 |
| Fair value | $1,391,000 | 1,894 |
| 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 | $15,361,000 | 5,402 |
| U.S. Government securities | $12,134,000 | 5,184 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,134,000 | 5,034 |
| Securities issued by states & political subdivisions | $3,227,000 | 3,689 |
| 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 | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,451,000 | 5,662 |
| Mortgage-backed securities | $2,818,000 | 4,628 |
| Certificates of participation in pools of residential mortgages | $2,818,000 | 4,044 |
| Issued or guaranteed by U.S. | $2,818,000 | 4,033 |
| 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) | $2,553,000 | 2,552 |
| Available-for-sale securities (fair market value) | $12,808,000 | 5,160 |
| Total debt securities | $15,361,000 | 5,345 |
| Structured notes | ||
| Amortized cost | $1,383,000 | 1,883 |
| Fair value | $1,380,000 | 1,874 |
| 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 | $15,627,000 | 5,388 |
| U.S. Government securities | $12,475,000 | 5,132 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,475,000 | 4,969 |
| Securities issued by states & political subdivisions | $3,152,000 | 3,752 |
| 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 | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,474,000 | 5,654 |
| Mortgage-backed securities | $3,070,000 | 4,589 |
| Certificates of participation in pools of residential mortgages | $3,070,000 | 3,999 |
| Issued or guaranteed by U.S. | $3,070,000 | 3,987 |
| 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) | $2,462,000 | 2,612 |
| Available-for-sale securities (fair market value) | $13,165,000 | 5,117 |
| Total debt securities | $15,627,000 | 5,319 |
| Structured notes | ||
| Amortized cost | $1,383,000 | 1,840 |
| Fair value | $1,395,000 | 1,835 |
| 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 | $14,945,000 | 5,521 |
| U.S. Government securities | $11,433,000 | 5,374 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $11,433,000 | 5,220 |
| Securities issued by states & political subdivisions | $3,512,000 | 3,614 |
| 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 | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,695,000 | 6,096 |
| Mortgage-backed securities | $2,783,000 | 4,722 |
| Certificates of participation in pools of residential mortgages | $2,783,000 | 4,120 |
| Issued or guaranteed by U.S. | $2,783,000 | 4,108 |
| 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) | $2,796,000 | 2,547 |
| Available-for-sale securities (fair market value) | $12,149,000 | 5,303 |
| Total debt securities | $14,945,000 | 5,457 |
| Structured notes | ||
| Amortized cost | $1,382,000 | 1,834 |
| Fair value | $1,399,000 | 1,830 |
| 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 | $15,386,000 | 5,502 |
| U.S. Government securities | $11,627,000 | 5,400 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $11,627,000 | 5,245 |
| Securities issued by states & political subdivisions | $3,759,000 | 3,515 |
| 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 | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,981,000 | 5,943 |
| Mortgage-backed securities | $3,037,000 | 4,669 |
| Certificates of participation in pools of residential mortgages | $3,037,000 | 4,060 |
| Issued or guaranteed by U.S. | $3,037,000 | 4,052 |
| 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) | $3,073,000 | 2,478 |
| Available-for-sale securities (fair market value) | $12,313,000 | 5,350 |
| Total debt securities | $15,387,000 | 5,431 |
| Structured notes | ||
| Amortized cost | $1,381,000 | 1,819 |
| Fair value | $1,378,000 | 1,816 |
| 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 | $15,153,000 | 5,536 |
| U.S. Government securities | $11,318,000 | 5,423 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $11,318,000 | 5,271 |
| Securities issued by states & political subdivisions | $3,835,000 | 3,476 |
| 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 | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,525,000 | 6,182 |
| Mortgage-backed securities | $3,456,000 | 4,574 |
| Certificates of participation in pools of residential mortgages | $3,456,000 | 3,934 |
| Issued or guaranteed by U.S. | $3,456,000 | 3,926 |
| 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) | $3,080,000 | 2,463 |
| Available-for-sale securities (fair market value) | $12,073,000 | 5,395 |
| Total debt securities | $15,153,000 | 5,448 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $15,645,000 | 5,514 |
| U.S. Government securities | $12,153,000 | 5,282 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $12,153,000 | 5,118 |
| Securities issued by states & political subdivisions | $3,492,000 | 3,655 |
| 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 | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,532,000 | 6,143 |
| Mortgage-backed securities | $3,807,000 | 4,439 |
| Certificates of participation in pools of residential mortgages | $3,807,000 | 3,803 |
| Issued or guaranteed by U.S. | $3,807,000 | 3,790 |
| 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) | $2,751,000 | 2,595 |
| Available-for-sale securities (fair market value) | $12,894,000 | 5,270 |
| Total debt securities | $15,645,000 | 5,418 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $15,766,000 | 5,398 |
| U.S. Government securities | $11,984,000 | 5,158 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $11,984,000 | 5,000 |
| Securities issued by states & political subdivisions | $3,782,000 | 3,516 |
| 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 | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,545,000 | 6,131 |
| Mortgage-backed securities | $4,364,000 | 4,246 |
| Certificates of participation in pools of residential mortgages | $4,364,000 | 3,616 |
| Issued or guaranteed by U.S. | $4,364,000 | 3,604 |
| 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) | $3,024,000 | 2,514 |
| Available-for-sale securities (fair market value) | $12,742,000 | 5,243 |
| Total debt securities | $15,766,000 | 5,312 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $14,263,000 | 5,623 |
| U.S. Government securities | $10,738,000 | 5,379 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $10,738,000 | 5,212 |
| Securities issued by states & political subdivisions | $3,525,000 | 3,601 |
| 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 | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,566,000 | 6,112 |
| Mortgage-backed securities | $5,387,000 | 4,020 |
| Certificates of participation in pools of residential mortgages | $5,387,000 | 3,327 |
| Issued or guaranteed by U.S. | $5,387,000 | 3,316 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,734,000 | 2,648 |
| Available-for-sale securities (fair market value) | $11,529,000 | 5,406 |
| Total debt securities | $14,262,000 | 5,517 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $16,525,000 | 5,247 |
| U.S. Government securities | $12,989,000 | 4,888 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $12,989,000 | 4,710 |
| Securities issued by states & political subdivisions | $3,536,000 | 3,531 |
| 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 | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,548,000 | 6,173 |
| Mortgage-backed securities | $6,416,000 | 3,773 |
| Certificates of participation in pools of residential mortgages | $6,416,000 | 3,028 |
| Issued or guaranteed by U.S. | $6,416,000 | 3,014 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,738,000 | 2,674 |
| Available-for-sale securities (fair market value) | $13,787,000 | 4,991 |
| Total debt securities | $16,525,000 | 5,149 |
| 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 | $17,451,000 | 5,037 |
| U.S. Government securities | $14,251,000 | 4,611 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $14,251,000 | 4,441 |
| Securities issued by states & political subdivisions | $3,200,000 | 3,658 |
| 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 | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,536,000 | 6,197 |
| Mortgage-backed securities | $6,857,000 | 3,651 |
| Certificates of participation in pools of residential mortgages | $6,857,000 | 2,885 |
| Issued or guaranteed by U.S. | $6,857,000 | 2,875 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,867,000 | 2,698 |
| Available-for-sale securities (fair market value) | $14,584,000 | 4,798 |
| Total debt securities | $17,451,000 | 4,954 |
| 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 | $18,987,000 | 4,683 |
| U.S. Government securities | $17,088,000 | 3,990 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $17,088,000 | 3,797 |
| Securities issued by states & political subdivisions | $1,899,000 | 4,396 |
| 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 | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,553,000 | 6,284 |
| Mortgage-backed securities | $4,119,000 | 4,258 |
| Certificates of participation in pools of residential mortgages | $4,119,000 | 3,422 |
| Issued or guaranteed by U.S. | $4,119,000 | 3,409 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,899,000 | 3,264 |
| Available-for-sale securities (fair market value) | $17,088,000 | 4,255 |
| Total debt securities | $18,987,000 | 4,594 |
| 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 | $16,557,000 | 5,251 |
| U.S. Government securities | $15,007,000 | 4,526 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $15,007,000 | 4,231 |
| Securities issued by states & political subdivisions | $1,550,000 | 4,780 |
| 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 | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,110,000 | 6,941 |
| Mortgage-backed securities | $1,098,000 | 5,438 |
| Certificates of participation in pools of residential mortgages | $1,098,000 | 4,687 |
| Issued or guaranteed by U.S. | $1,098,000 | 4,672 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,050,000 | 3,812 |
| Available-for-sale securities (fair market value) | $14,507,000 | 4,696 |
| Total debt securities | $16,557,000 | 5,125 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $16,492,000 | 5,491 |
| U.S. Government securities | $15,351,000 | 4,701 |
| U.S. Treasury securities | $500,000 | 4,448 |
| U.S. Government agency obligations | $14,851,000 | 4,329 |
| Securities issued by states & political subdivisions | $1,141,000 | 5,418 |
| 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 | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,112,000 | 7,039 |
| Mortgage-backed securities | $1,237,000 | 5,646 |
| Certificates of participation in pools of residential mortgages | $1,237,000 | 4,806 |
| Issued or guaranteed by U.S. | $1,237,000 | 4,790 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,141,000 | 4,158 |
| Available-for-sale securities (fair market value) | $14,351,000 | 4,877 |
| Total debt securities | $16,492,000 | 5,370 |
| 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 | $14,075,000 | 6,004 |
| U.S. Government securities | $12,587,000 | 5,362 |
| U.S. Treasury securities | $4,256,000 | 2,496 |
| U.S. Government agency obligations | $8,331,000 | 5,784 |
| Securities issued by states & political subdivisions | $1,488,000 | 5,186 |
| 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 | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,209,000 | 6,908 |
| Mortgage-backed securities | $1,175,000 | 5,921 |
| Certificates of participation in pools of residential mortgages | $1,175,000 | 5,070 |
| Issued or guaranteed by U.S. | $1,175,000 | 5,054 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,127,000 | 3,377 |
| Available-for-sale securities (fair market value) | $8,948,000 | 6,056 |
| Total debt securities | $14,075,000 | 5,892 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $13,788,000 | 6,310 |
| U.S. Government securities | $12,957,000 | 5,557 |
| U.S. Treasury securities | $9,244,000 | 1,970 |
| U.S. Government agency obligations | $3,713,000 | 7,989 |
| Securities issued by states & political subdivisions | $831,000 | 6,118 |
| 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 | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,208,000 | 7,271 |
| Mortgage-backed securities | $715,000 | 6,675 |
| Certificates of participation in pools of residential mortgages | $715,000 | 5,802 |
| Issued or guaranteed by U.S. | $715,000 | 5,783 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,787,000 | 2,648 |
| Available-for-sale securities (fair market value) | $3,001,000 | 8,324 |
| Total debt securities | $13,788,000 | 6,177 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $14,537,000 | 6,551 |
| U.S. Government securities | $13,504,000 | 5,892 |
| U.S. Treasury securities | $9,480,000 | 2,343 |
| U.S. Government agency obligations | $4,024,000 | 8,203 |
| Securities issued by states & political subdivisions | $1,033,000 | 6,036 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,210,000 | 7,578 |
| Mortgage-backed securities | $1,022,000 | 6,802 |
| Certificates of participation in pools of residential mortgages | $1,022,000 | 5,789 |
| Issued or guaranteed by U.S. | $1,022,000 | 5,773 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| 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) | $12,536,000 | 2,725 |
| Available-for-sale securities (fair market value) | $2,001,000 | 9,019 |
| Total debt securities | $14,537,000 | 6,417 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $14,985,000 | 6,714 |
| U.S. Government securities | $13,383,000 | 6,152 |
| U.S. Treasury securities | $8,006,000 | 3,274 |
| U.S. Government agency obligations | $5,377,000 | 7,494 |
| Securities issued by states & political subdivisions | $1,333,000 | 5,799 |
| 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 | $269,000 | 4,480 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,189,000 | 7,854 |
| Mortgage-backed securities | $1,282,000 | 6,964 |
| Certificates of participation in pools of residential mortgages | $1,282,000 | 5,717 |
| Issued or guaranteed by U.S. | $1,282,000 | 5,687 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| 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) | $12,624,000 | 2,871 |
| Available-for-sale securities (fair market value) | $2,361,000 | 9,239 |
| Total debt securities | $14,716,000 | 6,658 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| 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 | $15,363,000 | 7,028 |
| U.S. Government securities | $13,123,000 | 6,605 |
| U.S. Treasury securities | $7,964,000 | 4,041 |
| U.S. Government agency obligations | $5,159,000 | 7,610 |
| Securities issued by states & political subdivisions | $2,107,000 | 5,054 |
| 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 | $133,000 | 5,518 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,110,000 | 8,229 |
| Mortgage-backed securities | $1,569,000 | 7,070 |
| Certificates of participation in pools of residential mortgages | $1,569,000 | 5,673 |
| Issued or guaranteed by U.S. | $1,569,000 | 5,647 |
| 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) | $13,155,000 | 4,740 |
| Available-for-sale securities (fair market value) | $2,208,000 | 8,679 |
| Total debt securities | $15,230,000 | 6,952 |
| 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 | $11,593,000 | 8,502 |
| U.S. Government securities | $8,743,000 | 8,563 |
| U.S. Treasury securities | $5,196,000 | 5,550 |
| U.S. Government agency obligations | $3,547,000 | 8,948 |
| Securities issued by states & political subdivisions | $2,431,000 | 4,819 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $419,000 | 3,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,110,000 | 8,326 |
| Mortgage-backed securities | $1,529,000 | 7,756 |
| Certificates of participation in pools of residential mortgages | $1,529,000 | 6,273 |
| Issued or guaranteed by U.S. | $1,529,000 | 6,229 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $11,174,000 | 8,512 |
| 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 | $12,501,000 | 8,192 |
| U.S. Government securities | $8,230,000 | 8,888 |
| U.S. Treasury securities | $3,295,000 | 7,212 |
| U.S. Government agency obligations | $4,935,000 | 8,030 |
| Securities issued by states & political subdivisions | $3,221,000 | 3,878 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,050,000 | 1,819 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,210,000 | 8,284 |
| Mortgage-backed securities | $935,000 | 9,038 |
| Certificates of participation in pools of residential mortgages | $935,000 | 7,647 |
| Issued or guaranteed by U.S. | $935,000 | 7,588 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $11,451,000 | 8,464 |
| 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 |