Home > Blue Ridge Bank > Securities
Blue Ridge Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $321,246,000 | 642 |
| U.S. Government securities | $234,477,000 | 581 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $234,477,000 | 511 |
| Securities issued by states & political subdivisions | $43,324,000 | 1,008 |
| Other domestic debt securities | $43,280,000 | 444 |
| Privately issued residential mortgage-backed securities | $761,000 | 515 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,605,000 | 234 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $31,914,000 | 279 |
| 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 | $254,632,000 | 422 |
| Mortgage-backed securities | $166,367,000 | 514 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $137,689,000 | 396 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,556,000 | 1,141 |
| Privately issued | $761,000 | 382 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $9,312,000 | 481 |
| Other commercial mortgage-backed securities | $10,049,000 | 514 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $321,081,000 | 534 |
| Total debt securities | $321,081,000 | 633 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $314,145,000 | 658 |
| U.S. Government securities | $231,480,000 | 595 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $231,480,000 | 517 |
| Securities issued by states & political subdivisions | $41,276,000 | 1,036 |
| Other domestic debt securities | $41,174,000 | 442 |
| Privately issued residential mortgage-backed securities | $2,766,000 | 409 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,900,000 | 299 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $32,508,000 | 267 |
| 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 | $252,206,000 | 410 |
| Mortgage-backed securities | $168,595,000 | 506 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $134,012,000 | 391 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,663,000 | 1,111 |
| Privately issued | $2,766,000 | 314 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $12,167,000 | 393 |
| Other commercial mortgage-backed securities | $10,987,000 | 487 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $313,930,000 | 547 |
| Total debt securities | $313,931,000 | 647 |
| Structured notes | ||
| Amortized cost | $29,083,000 | 59 |
| Fair value | $25,530,000 | 62 |
| 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 | $340,818,000 | 619 |
| U.S. Government securities | $243,920,000 | 579 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $243,920,000 | 505 |
| Securities issued by states & political subdivisions | $50,909,000 | 904 |
| Other domestic debt securities | $45,788,000 | 422 |
| Privately issued residential mortgage-backed securities | $2,925,000 | 409 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,900,000 | 298 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $36,963,000 | 241 |
| 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 | $280,395,000 | 376 |
| Mortgage-backed securities | $179,628,000 | 498 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $143,655,000 | 388 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,211,000 | 1,088 |
| Privately issued | $2,925,000 | 309 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $12,561,000 | 386 |
| Other commercial mortgage-backed securities | $11,276,000 | 489 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $340,617,000 | 517 |
| Total debt securities | $340,619,000 | 611 |
| Structured notes | ||
| Amortized cost | $33,089,000 | 59 |
| Fair value | $29,584,000 | 56 |
| 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 | $352,178,000 | 627 |
| U.S. Government securities | $252,519,000 | 589 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $252,519,000 | 487 |
| Securities issued by states & political subdivisions | $51,662,000 | 929 |
| Other domestic debt securities | $47,809,000 | 428 |
| Privately issued residential mortgage-backed securities | $3,053,000 | 428 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,900,000 | 303 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $38,856,000 | 243 |
| 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 | $246,970,000 | 395 |
| Mortgage-backed securities | $186,478,000 | 509 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $149,712,000 | 392 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,759,000 | 1,095 |
| Privately issued | $3,053,000 | 322 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $12,397,000 | 416 |
| Other commercial mortgage-backed securities | $11,557,000 | 492 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $351,990,000 | 525 |
| Total debt securities | $351,988,000 | 619 |
| Structured notes | ||
| Amortized cost | $33,095,000 | 66 |
| Fair value | $30,291,000 | 61 |
| 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 | $354,528,000 | 634 |
| U.S. Government securities | $254,306,000 | 587 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $254,306,000 | 485 |
| Securities issued by states & political subdivisions | $50,993,000 | 966 |
| Other domestic debt securities | $49,042,000 | 425 |
| Privately issued residential mortgage-backed securities | $3,302,000 | 432 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,890,000 | 302 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $39,850,000 | 252 |
| 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 | $241,903,000 | 366 |
| Mortgage-backed securities | $190,445,000 | 511 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $150,226,000 | 395 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,908,000 | 1,095 |
| Privately issued | $3,302,000 | 311 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $9,282,000 | 504 |
| Other commercial mortgage-backed securities | $17,727,000 | 378 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $354,341,000 | 531 |
| Total debt securities | $354,340,000 | 625 |
| Structured notes | ||
| Amortized cost | $33,601,000 | 67 |
| Fair value | $31,238,000 | 58 |
| 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 | $359,668,000 | 627 |
| U.S. Government securities | $258,577,000 | 583 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $258,577,000 | 473 |
| Securities issued by states & political subdivisions | $51,032,000 | 973 |
| Other domestic debt securities | $49,907,000 | 404 |
| Privately issued residential mortgage-backed securities | $3,438,000 | 404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,890,000 | 300 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $40,579,000 | 244 |
| 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 | $244,096,000 | 346 |
| Mortgage-backed securities | $194,825,000 | 509 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $149,177,000 | 397 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,223,000 | 1,101 |
| Privately issued | $3,438,000 | 306 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $9,656,000 | 492 |
| Other commercial mortgage-backed securities | $22,331,000 | 349 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $359,516,000 | 528 |
| Total debt securities | $359,517,000 | 618 |
| Structured notes | ||
| Amortized cost | $33,607,000 | 66 |
| Fair value | $31,770,000 | 56 |
| 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 | $381,784,000 | 615 |
| U.S. Government securities | $276,015,000 | 559 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $276,015,000 | 463 |
| Securities issued by states & political subdivisions | $53,551,000 | 971 |
| Other domestic debt securities | $51,971,000 | 379 |
| Privately issued residential mortgage-backed securities | $3,612,000 | 399 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,900,000 | 309 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $42,459,000 | 233 |
| 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 | $17,990,000 | 2,164 |
| Mortgage-backed securities | $209,345,000 | 502 |
| Certificates of participation in pools of residential mortgages | $160,226,000 | 386 |
| Issued or guaranteed by U.S. | $160,226,000 | 383 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $14,886,000 | 1,009 |
| CMOs issued by government agencies or sponsored agencies | $11,274,000 | 1,076 |
| Privately issued | $3,612,000 | 297 |
| Commercial mortgage-backed securities | $34,233,000 | 438 |
| Commercial mortgage pass-through securities | $10,217,000 | 486 |
| Other commercial mortgage-backed securities | $24,016,000 | 365 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $381,537,000 | 523 |
| Total debt securities | $381,535,000 | 604 |
| Structured notes | ||
| Amortized cost | $35,862,000 | 55 |
| Fair value | $35,007,000 | 51 |
| 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 | $375,484,000 | 628 |
| U.S. Government securities | $267,169,000 | 568 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $267,169,000 | 484 |
| Securities issued by states & political subdivisions | $54,925,000 | 955 |
| Other domestic debt securities | $53,390,000 | 363 |
| Privately issued residential mortgage-backed securities | $3,778,000 | 374 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,908,000 | 318 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $43,704,000 | 231 |
| 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 | $19,946,000 | 2,012 |
| Mortgage-backed securities | $201,538,000 | 518 |
| Certificates of participation in pools of residential mortgages | $154,843,000 | 402 |
| Issued or guaranteed by U.S. | $154,843,000 | 400 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $11,280,000 | 1,144 |
| CMOs issued by government agencies or sponsored agencies | $7,502,000 | 1,304 |
| Privately issued | $3,778,000 | 273 |
| Commercial mortgage-backed securities | $35,415,000 | 436 |
| Commercial mortgage pass-through securities | $10,792,000 | 472 |
| Other commercial mortgage-backed securities | $24,623,000 | 362 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $375,484,000 | 546 |
| Total debt securities | $375,484,000 | 618 |
| Structured notes | ||
| Amortized cost | $35,872,000 | 49 |
| Fair value | $35,975,000 | 46 |
| 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 | $371,459,000 | 608 |
| U.S. Government securities | $273,325,000 | 532 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $273,325,000 | 476 |
| Securities issued by states & political subdivisions | $51,114,000 | 1,049 |
| Other domestic debt securities | $47,020,000 | 388 |
| Privately issued residential mortgage-backed securities | $3,941,000 | 343 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,909,000 | 328 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $37,170,000 | 255 |
| 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 | $31,769,000 | 1,552 |
| Mortgage-backed securities | $211,833,000 | 493 |
| Certificates of participation in pools of residential mortgages | $163,665,000 | 381 |
| Issued or guaranteed by U.S. | $163,665,000 | 379 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $9,798,000 | 1,194 |
| CMOs issued by government agencies or sponsored agencies | $5,857,000 | 1,433 |
| Privately issued | $3,941,000 | 234 |
| Commercial mortgage-backed securities | $38,370,000 | 418 |
| Commercial mortgage pass-through securities | $11,851,000 | 446 |
| Other commercial mortgage-backed securities | $26,519,000 | 348 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $371,459,000 | 542 |
| Total debt securities | $371,459,000 | 597 |
| Structured notes | ||
| Amortized cost | $29,884,000 | 55 |
| Fair value | $30,393,000 | 54 |
| 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 | $360,098,000 | 589 |
| U.S. Government securities | $277,535,000 | 493 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $277,535,000 | 451 |
| Securities issued by states & political subdivisions | $41,852,000 | 1,229 |
| Other domestic debt securities | $40,711,000 | 409 |
| Privately issued residential mortgage-backed securities | $4,029,000 | 307 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,908,000 | 325 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $30,774,000 | 288 |
| 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 | $37,049,000 | 1,376 |
| Mortgage-backed securities | $226,970,000 | 451 |
| Certificates of participation in pools of residential mortgages | $183,117,000 | 349 |
| Issued or guaranteed by U.S. | $183,117,000 | 348 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $12,260,000 | 1,066 |
| CMOs issued by government agencies or sponsored agencies | $8,231,000 | 1,242 |
| Privately issued | $4,029,000 | 202 |
| Commercial mortgage-backed securities | $31,593,000 | 459 |
| Commercial mortgage pass-through securities | $2,718,000 | 908 |
| Other commercial mortgage-backed securities | $28,875,000 | 330 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $360,098,000 | 520 |
| Total debt securities | $360,097,000 | 580 |
| Structured notes | ||
| Amortized cost | $26,904,000 | 51 |
| Fair value | $27,487,000 | 49 |
| 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 | $261,309,000 | 747 |
| U.S. Government securities | $187,309,000 | 637 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $187,309,000 | 585 |
| Securities issued by states & political subdivisions | $30,605,000 | 1,522 |
| Other domestic debt securities | $43,395,000 | 372 |
| Privately issued residential mortgage-backed securities | $4,247,000 | 298 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,908,000 | 331 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $33,240,000 | 258 |
| 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 | $42,292,000 | 1,258 |
| Mortgage-backed securities | $164,076,000 | 547 |
| Certificates of participation in pools of residential mortgages | $116,680,000 | 471 |
| Issued or guaranteed by U.S. | $116,680,000 | 464 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $14,888,000 | 917 |
| CMOs issued by government agencies or sponsored agencies | $10,641,000 | 1,079 |
| Privately issued | $4,247,000 | 185 |
| Commercial mortgage-backed securities | $32,508,000 | 432 |
| Commercial mortgage pass-through securities | $2,794,000 | 909 |
| Other commercial mortgage-backed securities | $29,714,000 | 313 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $261,309,000 | 683 |
| Total debt securities | $261,308,000 | 741 |
| Structured notes | ||
| Amortized cost | $22,653,000 | 52 |
| Fair value | $23,170,000 | 52 |
| 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 | $276,728,000 | 657 |
| U.S. Government securities | $191,256,000 | 567 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $191,256,000 | 538 |
| Securities issued by states & political subdivisions | $31,477,000 | 1,424 |
| Other domestic debt securities | $53,919,000 | 301 |
| Privately issued residential mortgage-backed securities | $11,280,000 | 184 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,769,000 | 288 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $34,870,000 | 229 |
| Foreign debt securities | $76,000 | 274 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,785,000 | 1,462 |
| Mortgage-backed securities | $173,941,000 | 493 |
| Certificates of participation in pools of residential mortgages | $134,779,000 | 387 |
| Issued or guaranteed by U.S. | $126,085,000 | 405 |
| Privately issued | $8,694,000 | 94 |
| Collaterized mortgage obligations | $26,971,000 | 616 |
| CMOs issued by government agencies or sponsored agencies | $24,385,000 | 616 |
| Privately issued | $2,586,000 | 212 |
| Commercial mortgage-backed securities | $12,191,000 | 736 |
| Commercial mortgage pass-through securities | $212,000 | 1,463 |
| Other commercial mortgage-backed securities | $11,979,000 | 487 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $276,728,000 | 598 |
| Total debt securities | $276,728,000 | 649 |
| Structured notes | ||
| Amortized cost | $13,170,000 | 53 |
| Fair value | $13,302,000 | 52 |
| 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 | $103,163,000 | 1,395 |
| U.S. Government securities | $62,704,000 | 1,263 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $62,704,000 | 1,185 |
| Securities issued by states & political subdivisions | $14,258,000 | 2,249 |
| Other domestic debt securities | $26,201,000 | 460 |
| Privately issued residential mortgage-backed securities | $2,911,000 | 308 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,429,000 | 256 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $13,861,000 | 420 |
| 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 | $34,009,000 | 1,384 |
| Mortgage-backed securities | $60,007,000 | 1,042 |
| Certificates of participation in pools of residential mortgages | $34,054,000 | 1,008 |
| Issued or guaranteed by U.S. | $34,054,000 | 987 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $25,953,000 | 629 |
| CMOs issued by government agencies or sponsored agencies | $23,042,000 | 652 |
| Privately issued | $2,911,000 | 199 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $103,163,000 | 1,304 |
| Total debt securities | $103,163,000 | 1,381 |
| Structured notes | ||
| Amortized cost | $500,000 | 256 |
| Fair value | $500,000 | 269 |
| 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 | $108,889,000 | 1,265 |
| U.S. Government securities | $69,444,000 | 1,117 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $69,444,000 | 1,052 |
| Securities issued by states & political subdivisions | $14,011,000 | 2,164 |
| Other domestic debt securities | $25,434,000 | 450 |
| Privately issued residential mortgage-backed securities | $3,224,000 | 299 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,213,000 | 249 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $12,997,000 | 430 |
| 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 | $40,645,000 | 1,203 |
| Mortgage-backed securities | $66,991,000 | 941 |
| Certificates of participation in pools of residential mortgages | $34,245,000 | 984 |
| Issued or guaranteed by U.S. | $34,245,000 | 961 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $32,746,000 | 539 |
| CMOs issued by government agencies or sponsored agencies | $29,522,000 | 553 |
| Privately issued | $3,224,000 | 183 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $108,889,000 | 1,177 |
| Total debt securities | $108,888,000 | 1,249 |
| Structured notes | ||
| Amortized cost | $500,000 | 251 |
| Fair value | $499,000 | 278 |
| 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 | $104,481,000 | 1,270 |
| U.S. Government securities | $40,584,000 | 1,664 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $40,584,000 | 1,571 |
| Securities issued by states & political subdivisions | $12,264,000 | 2,219 |
| Other domestic debt securities | $51,633,000 | 274 |
| Privately issued residential mortgage-backed securities | $31,516,000 | 102 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,503,000 | 229 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $11,614,000 | 428 |
| 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 | $58,971,000 | 897 |
| Mortgage-backed securities | $70,829,000 | 877 |
| Certificates of participation in pools of residential mortgages | $28,792,000 | 1,067 |
| Issued or guaranteed by U.S. | $796,000 | 3,493 |
| Privately issued | $27,996,000 | 33 |
| Collaterized mortgage obligations | $42,037,000 | 483 |
| CMOs issued by government agencies or sponsored agencies | $38,517,000 | 472 |
| Privately issued | $3,520,000 | 167 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $104,481,000 | 1,177 |
| Total debt securities | $104,480,000 | 1,251 |
| Structured notes | ||
| Amortized cost | $500,000 | 285 |
| Fair value | $498,000 | 306 |
| 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 | $110,150,000 | 1,184 |
| U.S. Government securities | $76,942,000 | 1,017 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $76,942,000 | 955 |
| Securities issued by states & political subdivisions | $11,219,000 | 2,185 |
| Other domestic debt securities | $21,913,000 | 457 |
| Privately issued residential mortgage-backed securities | $3,756,000 | 272 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,867,000 | 214 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $10,290,000 | 431 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $76,000 | 153 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,883,000 | 773 |
| Mortgage-backed securities | $78,383,000 | 808 |
| Certificates of participation in pools of residential mortgages | $26,383,000 | 1,125 |
| Issued or guaranteed by U.S. | $26,383,000 | 1,095 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $52,000,000 | 410 |
| CMOs issued by government agencies or sponsored agencies | $48,244,000 | 409 |
| Privately issued | $3,756,000 | 157 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $11,219,000 | 644 |
| Available-for-sale securities (fair market value) | $98,931,000 | 1,195 |
| Total debt securities | $110,075,000 | 1,169 |
| Structured notes | ||
| Amortized cost | $500,000 | 412 |
| Fair value | $472,000 | 467 |
| 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 | $120,763,000 | 1,082 |
| U.S. Government securities | $84,170,000 | 965 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $84,170,000 | 912 |
| Securities issued by states & political subdivisions | $12,192,000 | 2,091 |
| Other domestic debt securities | $24,401,000 | 414 |
| Privately issued residential mortgage-backed securities | $4,004,000 | 250 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $9,760,000 | 183 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $10,637,000 | 406 |
| 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 | $68,255,000 | 749 |
| Mortgage-backed securities | $84,339,000 | 757 |
| Certificates of participation in pools of residential mortgages | $27,962,000 | 1,062 |
| Issued or guaranteed by U.S. | $27,962,000 | 1,038 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $56,377,000 | 391 |
| CMOs issued by government agencies or sponsored agencies | $52,373,000 | 396 |
| Privately issued | $4,004,000 | 155 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $12,192,000 | 658 |
| Available-for-sale securities (fair market value) | $108,571,000 | 1,066 |
| Total debt securities | $120,765,000 | 1,067 |
| Structured notes | ||
| Amortized cost | $500,000 | 539 |
| Fair value | $497,000 | 578 |
| 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 | $134,857,000 | 977 |
| U.S. Government securities | $110,755,000 | 780 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $110,755,000 | 735 |
| Securities issued by states & political subdivisions | $13,117,000 | 2,013 |
| Other domestic debt securities | $10,985,000 | 619 |
| Privately issued residential mortgage-backed securities | $4,366,000 | 238 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $6,619,000 | 524 |
| 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 | $97,265,000 | 552 |
| Mortgage-backed securities | $110,355,000 | 598 |
| Certificates of participation in pools of residential mortgages | $29,925,000 | 975 |
| Issued or guaranteed by U.S. | $29,925,000 | 948 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $80,430,000 | 309 |
| CMOs issued by government agencies or sponsored agencies | $76,064,000 | 302 |
| Privately issued | $4,366,000 | 147 |
| 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) | $13,117,000 | 667 |
| Available-for-sale securities (fair market value) | $121,740,000 | 971 |
| Total debt securities | $134,856,000 | 965 |
| Structured notes | ||
| Amortized cost | $500,000 | 667 |
| Fair value | $498,000 | 724 |
| 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 | $145,487,000 | 919 |
| U.S. Government securities | $120,068,000 | 734 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $120,068,000 | 694 |
| Securities issued by states & political subdivisions | $15,204,000 | 1,886 |
| Other domestic debt securities | $10,215,000 | 616 |
| Privately issued residential mortgage-backed securities | $4,543,000 | 223 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $5,672,000 | 577 |
| 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 | $108,284,000 | 511 |
| Mortgage-backed securities | $119,807,000 | 556 |
| Certificates of participation in pools of residential mortgages | $36,223,000 | 841 |
| Issued or guaranteed by U.S. | $36,223,000 | 834 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $83,584,000 | 298 |
| CMOs issued by government agencies or sponsored agencies | $79,041,000 | 294 |
| Privately issued | $4,543,000 | 155 |
| 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) | $15,204,000 | 657 |
| Available-for-sale securities (fair market value) | $130,283,000 | 905 |
| Total debt securities | $145,487,000 | 905 |
| Structured notes | ||
| Amortized cost | $500,000 | 736 |
| Fair value | $498,000 | 777 |
| 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 | $52,952,000 | 2,060 |
| U.S. Government securities | $26,022,000 | 2,320 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $26,022,000 | 2,195 |
| Securities issued by states & political subdivisions | $16,534,000 | 1,840 |
| Other domestic debt securities | $10,396,000 | 609 |
| Privately issued residential mortgage-backed securities | $4,885,000 | 214 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $5,511,000 | 584 |
| 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 | $26,712,000 | 1,605 |
| Mortgage-backed securities | $26,153,000 | 1,624 |
| Certificates of participation in pools of residential mortgages | $11,159,000 | 1,864 |
| Issued or guaranteed by U.S. | $11,159,000 | 1,824 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $14,994,000 | 920 |
| CMOs issued by government agencies or sponsored agencies | $10,109,000 | 1,125 |
| Privately issued | $4,885,000 | 151 |
| 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) | $15,533,000 | 657 |
| Available-for-sale securities (fair market value) | $37,419,000 | 2,444 |
| Total debt securities | $52,952,000 | 2,045 |
| Structured notes | ||
| Amortized cost | $500,000 | 744 |
| Fair value | $498,000 | 762 |
| 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 | $53,612,000 | 2,074 |
| U.S. Government securities | $26,458,000 | 2,307 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $26,458,000 | 2,189 |
| Securities issued by states & political subdivisions | $16,568,000 | 1,875 |
| Other domestic debt securities | $10,586,000 | 582 |
| Privately issued residential mortgage-backed securities | $5,078,000 | 197 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $5,508,000 | 575 |
| 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 | $26,927,000 | 1,602 |
| Mortgage-backed securities | $26,760,000 | 1,595 |
| Certificates of participation in pools of residential mortgages | $11,385,000 | 1,863 |
| Issued or guaranteed by U.S. | $11,385,000 | 1,839 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $15,375,000 | 896 |
| CMOs issued by government agencies or sponsored agencies | $10,297,000 | 1,117 |
| Privately issued | $5,078,000 | 147 |
| 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) | $15,565,000 | 695 |
| Available-for-sale securities (fair market value) | $38,047,000 | 2,438 |
| Total debt securities | $53,614,000 | 2,061 |
| Structured notes | ||
| Amortized cost | $500,000 | 771 |
| Fair value | $488,000 | 823 |
| 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 | $51,862,000 | 2,139 |
| U.S. Government securities | $24,467,000 | 2,437 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $24,467,000 | 2,322 |
| Securities issued by states & political subdivisions | $16,605,000 | 1,904 |
| Other domestic debt securities | $10,790,000 | 553 |
| Privately issued residential mortgage-backed securities | $5,249,000 | 162 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $5,541,000 | 571 |
| 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 | $27,080,000 | 1,591 |
| Mortgage-backed securities | $24,952,000 | 1,680 |
| Certificates of participation in pools of residential mortgages | $11,677,000 | 1,870 |
| Issued or guaranteed by U.S. | $11,677,000 | 1,857 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $13,275,000 | 980 |
| CMOs issued by government agencies or sponsored agencies | $8,026,000 | 1,239 |
| Privately issued | $5,249,000 | 143 |
| 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) | $15,598,000 | 700 |
| Available-for-sale securities (fair market value) | $36,264,000 | 2,516 |
| Total debt securities | $51,862,000 | 2,123 |
| Structured notes | ||
| Amortized cost | $500,000 | 750 |
| Fair value | $494,000 | 761 |
| 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 | $55,041,000 | 2,085 |
| U.S. Government securities | $25,448,000 | 2,378 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $25,448,000 | 2,274 |
| Securities issued by states & political subdivisions | $17,841,000 | 1,852 |
| Other domestic debt securities | $11,752,000 | 595 |
| Privately issued residential mortgage-backed securities | $5,493,000 | 274 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $6,259,000 | 548 |
| 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 | $16,880,000 | 2,185 |
| Mortgage-backed securities | $26,090,000 | 1,665 |
| Certificates of participation in pools of residential mortgages | $12,226,000 | 1,862 |
| Issued or guaranteed by U.S. | $12,226,000 | 1,784 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $13,864,000 | 945 |
| CMOs issued by government agencies or sponsored agencies | $8,371,000 | 1,221 |
| Privately issued | $5,493,000 | 142 |
| 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) | $16,509,000 | 701 |
| Available-for-sale securities (fair market value) | $38,532,000 | 2,456 |
| Total debt securities | $55,040,000 | 2,067 |
| Structured notes | ||
| Amortized cost | $500,000 | 749 |
| Fair value | $492,000 | 773 |
| 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 | $55,794,000 | 2,091 |
| U.S. Government securities | $26,348,000 | 2,402 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $26,348,000 | 2,298 |
| Securities issued by states & political subdivisions | $18,340,000 | 1,866 |
| Other domestic debt securities | $11,106,000 | 548 |
| Privately issued residential mortgage-backed securities | $5,855,000 | 143 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $5,251,000 | 605 |
| 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 | $17,376,000 | 2,171 |
| Mortgage-backed securities | $27,311,000 | 1,598 |
| Certificates of participation in pools of residential mortgages | $12,714,000 | 1,861 |
| Issued or guaranteed by U.S. | $12,714,000 | 1,859 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $14,597,000 | 904 |
| CMOs issued by government agencies or sponsored agencies | $8,742,000 | 1,177 |
| Privately issued | $5,855,000 | 136 |
| 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) | $17,001,000 | 713 |
| Available-for-sale securities (fair market value) | $38,793,000 | 2,475 |
| Total debt securities | $55,795,000 | 2,074 |
| Structured notes | ||
| Amortized cost | $500,000 | 718 |
| Fair value | $495,000 | 729 |
| 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 | $45,104,000 | 2,463 |
| U.S. Government securities | $19,569,000 | 2,834 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $19,569,000 | 2,702 |
| Securities issued by states & political subdivisions | $14,551,000 | 2,215 |
| Other domestic debt securities | $10,984,000 | 552 |
| Privately issued residential mortgage-backed securities | $6,059,000 | 149 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $4,925,000 | 632 |
| 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 | $15,361,000 | 2,369 |
| Mortgage-backed securities | $20,536,000 | 1,913 |
| Certificates of participation in pools of residential mortgages | $10,637,000 | 2,079 |
| Issued or guaranteed by U.S. | $10,637,000 | 2,078 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $9,899,000 | 1,138 |
| CMOs issued by government agencies or sponsored agencies | $3,840,000 | 1,672 |
| Privately issued | $6,059,000 | 142 |
| 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) | $13,206,000 | 800 |
| Available-for-sale securities (fair market value) | $31,898,000 | 2,799 |
| Total debt securities | $45,104,000 | 2,446 |
| Structured notes | ||
| Amortized cost | $500,000 | 725 |
| Fair value | $490,000 | 771 |
| 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 | $47,107,000 | 2,436 |
| U.S. Government securities | $20,163,000 | 2,809 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $20,163,000 | 2,697 |
| Securities issued by states & political subdivisions | $14,599,000 | 2,251 |
| Other domestic debt securities | $12,345,000 | 523 |
| Privately issued residential mortgage-backed securities | $7,437,000 | 138 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $4,908,000 | 652 |
| 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 | $15,474,000 | 2,379 |
| Mortgage-backed securities | $22,370,000 | 1,843 |
| Certificates of participation in pools of residential mortgages | $11,602,000 | 2,014 |
| Issued or guaranteed by U.S. | $11,602,000 | 2,013 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $10,768,000 | 1,099 |
| CMOs issued by government agencies or sponsored agencies | $3,331,000 | 1,774 |
| Privately issued | $7,437,000 | 131 |
| 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) | $13,237,000 | 835 |
| Available-for-sale securities (fair market value) | $33,870,000 | 2,732 |
| Total debt securities | $47,107,000 | 2,418 |
| Structured notes | ||
| Amortized cost | $500,000 | 753 |
| Fair value | $482,000 | 819 |
| 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 | $37,265,000 | 2,841 |
| U.S. Government securities | $13,500,000 | 3,423 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $13,500,000 | 3,297 |
| Securities issued by states & political subdivisions | $13,487,000 | 2,371 |
| Other domestic debt securities | $10,278,000 | 584 |
| Privately issued residential mortgage-backed securities | $5,570,000 | 164 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $4,708,000 | 674 |
| 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 | $15,391,000 | 2,405 |
| Mortgage-backed securities | $13,713,000 | 2,424 |
| Certificates of participation in pools of residential mortgages | $4,684,000 | 2,962 |
| Issued or guaranteed by U.S. | $4,684,000 | 2,959 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,029,000 | 1,207 |
| CMOs issued by government agencies or sponsored agencies | $3,459,000 | 1,780 |
| Privately issued | $5,570,000 | 156 |
| 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) | $12,121,000 | 881 |
| Available-for-sale securities (fair market value) | $25,144,000 | 3,197 |
| Total debt securities | $37,265,000 | 2,821 |
| Structured notes | ||
| Amortized cost | $500,000 | 804 |
| Fair value | $492,000 | 868 |
| 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 | $37,867,000 | 2,859 |
| U.S. Government securities | $13,990,000 | 3,416 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $13,990,000 | 3,287 |
| Securities issued by states & political subdivisions | $14,014,000 | 2,348 |
| Other domestic debt securities | $9,863,000 | 613 |
| Privately issued residential mortgage-backed securities | $5,111,000 | 167 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $4,752,000 | 687 |
| 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 | $15,308,000 | 2,439 |
| Mortgage-backed securities | $13,764,000 | 2,459 |
| Certificates of participation in pools of residential mortgages | $4,865,000 | 2,985 |
| Issued or guaranteed by U.S. | $4,865,000 | 2,982 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,899,000 | 1,214 |
| CMOs issued by government agencies or sponsored agencies | $3,788,000 | 1,738 |
| Privately issued | $5,111,000 | 161 |
| 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) | $12,644,000 | 887 |
| Available-for-sale securities (fair market value) | $25,223,000 | 3,233 |
| Total debt securities | $37,867,000 | 2,839 |
| Structured notes | ||
| Amortized cost | $500,000 | 851 |
| Fair value | $479,000 | 931 |
| 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 | $38,859,000 | 2,789 |
| U.S. Government securities | $13,593,000 | 3,434 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $13,593,000 | 3,305 |
| Securities issued by states & political subdivisions | $14,295,000 | 2,330 |
| Other domestic debt securities | $10,971,000 | 567 |
| Privately issued residential mortgage-backed securities | $6,383,000 | 160 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $4,588,000 | 678 |
| 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 | $11,044,000 | 2,848 |
| Mortgage-backed securities | $14,342,000 | 2,387 |
| Certificates of participation in pools of residential mortgages | $5,093,000 | 2,954 |
| Issued or guaranteed by U.S. | $5,093,000 | 2,950 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $9,249,000 | 1,181 |
| CMOs issued by government agencies or sponsored agencies | $2,866,000 | 1,865 |
| Privately issued | $6,383,000 | 153 |
| 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) | $12,972,000 | 885 |
| Available-for-sale securities (fair market value) | $25,887,000 | 3,165 |
| Total debt securities | $38,859,000 | 2,771 |
| Structured notes | ||
| Amortized cost | $500,000 | 851 |
| Fair value | $484,000 | 912 |
| 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 | $5,128,000 | 5,200 |
| U.S. Government securities | $3,731,000 | 4,806 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $3,731,000 | 4,690 |
| Securities issued by states & political subdivisions | $1,397,000 | 4,347 |
| 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 | $4,185,000 | 3,927 |
| Mortgage-backed securities | $1,236,000 | 4,228 |
| Certificates of participation in pools of residential mortgages | $1,172,000 | 3,973 |
| Issued or guaranteed by U.S. | $1,172,000 | 3,969 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $64,000 | 3,063 |
| CMOs issued by government agencies or sponsored agencies | $64,000 | 2,968 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $5,128,000 | 4,872 |
| Total debt securities | $5,128,000 | 5,176 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $5,204,000 | 5,268 |
| U.S. Government securities | $3,798,000 | 4,891 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $3,798,000 | 4,768 |
| Securities issued by states & political subdivisions | $1,406,000 | 4,385 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,219,000 | 3,985 |
| Mortgage-backed securities | $1,297,000 | 4,258 |
| Certificates of participation in pools of residential mortgages | $1,228,000 | 3,989 |
| Issued or guaranteed by U.S. | $1,228,000 | 3,983 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $69,000 | 3,093 |
| CMOs issued by government agencies or sponsored agencies | $69,000 | 2,988 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $5,204,000 | 4,940 |
| Total debt securities | $5,204,000 | 5,246 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $5,205,000 | 5,337 |
| U.S. Government securities | $3,800,000 | 4,990 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $3,800,000 | 4,879 |
| Securities issued by states & political subdivisions | $1,405,000 | 4,408 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,196,000 | 4,037 |
| Mortgage-backed securities | $1,335,000 | 4,279 |
| Certificates of participation in pools of residential mortgages | $1,262,000 | 4,003 |
| Issued or guaranteed by U.S. | $1,262,000 | 3,998 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $73,000 | 3,109 |
| CMOs issued by government agencies or sponsored agencies | $73,000 | 3,014 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $5,205,000 | 4,997 |
| Total debt securities | $5,205,000 | 5,317 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $4,958,000 | 5,442 |
| U.S. Government securities | $3,231,000 | 5,154 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,231,000 | 5,045 |
| Securities issued by states & political subdivisions | $1,727,000 | 4,329 |
| 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 | $3,679,000 | 4,195 |
| Mortgage-backed securities | $836,000 | 4,475 |
| Certificates of participation in pools of residential mortgages | $760,000 | 4,247 |
| Issued or guaranteed by U.S. | $760,000 | 4,244 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $76,000 | 3,140 |
| CMOs issued by government agencies or sponsored agencies | $76,000 | 3,045 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $4,958,000 | 5,086 |
| Total debt securities | $4,958,000 | 5,418 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $5,046,000 | 5,507 |
| U.S. Government securities | $3,310,000 | 5,239 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $3,310,000 | 5,128 |
| Securities issued by states & political subdivisions | $1,736,000 | 4,389 |
| 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 | $3,261,000 | 4,366 |
| Mortgage-backed securities | $898,000 | 4,518 |
| Certificates of participation in pools of residential mortgages | $818,000 | 4,281 |
| Issued or guaranteed by U.S. | $818,000 | 4,276 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $80,000 | 3,185 |
| CMOs issued by government agencies or sponsored agencies | $80,000 | 3,088 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $5,046,000 | 5,144 |
| Total debt securities | $5,046,000 | 5,482 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $5,068,000 | 5,590 |
| U.S. Government securities | $3,335,000 | 5,334 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $3,335,000 | 5,227 |
| Securities issued by states & political subdivisions | $1,733,000 | 4,410 |
| 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 | $3,031,000 | 4,461 |
| Mortgage-backed securities | $964,000 | 4,577 |
| Certificates of participation in pools of residential mortgages | $878,000 | 4,335 |
| Issued or guaranteed by U.S. | $878,000 | 4,331 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $86,000 | 3,222 |
| CMOs issued by government agencies or sponsored agencies | $86,000 | 3,122 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $5,068,000 | 5,219 |
| Total debt securities | $5,070,000 | 5,565 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $5,225,000 | 5,626 |
| U.S. Government securities | $3,470,000 | 5,384 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $3,470,000 | 5,284 |
| Securities issued by states & political subdivisions | $1,755,000 | 4,425 |
| 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 | $3,127,000 | 4,502 |
| Mortgage-backed securities | $1,023,000 | 4,621 |
| Certificates of participation in pools of residential mortgages | $933,000 | 4,371 |
| Issued or guaranteed by U.S. | $933,000 | 4,365 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $90,000 | 3,249 |
| CMOs issued by government agencies or sponsored agencies | $90,000 | 3,146 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $5,225,000 | 5,260 |
| Total debt securities | $5,224,000 | 5,603 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $5,230,000 | 5,728 |
| U.S. Government securities | $3,478,000 | 5,469 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $3,478,000 | 5,376 |
| Securities issued by states & political subdivisions | $1,752,000 | 4,495 |
| 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 | $3,152,000 | 4,557 |
| Mortgage-backed securities | $1,084,000 | 4,678 |
| Certificates of participation in pools of residential mortgages | $985,000 | 4,430 |
| Issued or guaranteed by U.S. | $985,000 | 4,423 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $99,000 | 3,284 |
| CMOs issued by government agencies or sponsored agencies | $99,000 | 3,182 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $5,230,000 | 5,356 |
| Total debt securities | $5,230,000 | 5,710 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $5,716,000 | 5,749 |
| U.S. Government securities | $3,958,000 | 5,478 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $3,958,000 | 5,374 |
| Securities issued by states & political subdivisions | $1,758,000 | 4,538 |
| 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 | $3,670,000 | 4,474 |
| Mortgage-backed securities | $1,151,000 | 4,739 |
| Certificates of participation in pools of residential mortgages | $1,042,000 | 4,493 |
| Issued or guaranteed by U.S. | $1,042,000 | 4,490 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $109,000 | 3,341 |
| CMOs issued by government agencies or sponsored agencies | $109,000 | 3,227 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $5,716,000 | 5,381 |
| Total debt securities | $5,716,000 | 5,729 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $5,769,000 | 5,810 |
| U.S. Government securities | $4,012,000 | 5,540 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $4,012,000 | 5,429 |
| Securities issued by states & political subdivisions | $1,757,000 | 4,579 |
| 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 | $2,743,000 | 4,786 |
| Mortgage-backed securities | $1,209,000 | 4,785 |
| Certificates of participation in pools of residential mortgages | $1,087,000 | 4,516 |
| Issued or guaranteed by U.S. | $1,087,000 | 4,514 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $122,000 | 3,362 |
| CMOs issued by government agencies or sponsored agencies | $122,000 | 3,249 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $5,769,000 | 5,414 |
| Total debt securities | $5,770,000 | 5,791 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $5,740,000 | 5,870 |
| U.S. Government securities | $3,993,000 | 5,589 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $3,993,000 | 5,489 |
| Securities issued by states & political subdivisions | $1,747,000 | 4,605 |
| 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 | $3,750,000 | 4,517 |
| Mortgage-backed securities | $1,277,000 | 4,802 |
| Certificates of participation in pools of residential mortgages | $1,146,000 | 4,533 |
| Issued or guaranteed by U.S. | $1,146,000 | 4,529 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $131,000 | 3,393 |
| CMOs issued by government agencies or sponsored agencies | $131,000 | 3,272 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $5,740,000 | 5,475 |
| Total debt securities | $5,740,000 | 5,847 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $5,691,000 | 5,926 |
| U.S. Government securities | $3,955,000 | 5,628 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,955,000 | 5,530 |
| Securities issued by states & political subdivisions | $1,736,000 | 4,639 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,574,000 | 4,572 |
| Mortgage-backed securities | $1,319,000 | 4,814 |
| Certificates of participation in pools of residential mortgages | $1,178,000 | 4,543 |
| Issued or guaranteed by U.S. | $1,178,000 | 4,537 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $141,000 | 3,393 |
| CMOs issued by government agencies or sponsored agencies | $141,000 | 3,266 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $5,691,000 | 5,533 |
| Total debt securities | $5,691,000 | 5,902 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $5,920,000 | 5,959 |
| U.S. Government securities | $5,920,000 | 5,326 |
| U.S. Treasury securities | $57,000 | 1,114 |
| U.S. Government agency obligations | $5,863,000 | 5,224 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,892,000 | 4,542 |
| Mortgage-backed securities | $1,429,000 | 4,829 |
| Certificates of participation in pools of residential mortgages | $1,270,000 | 4,547 |
| Issued or guaranteed by U.S. | $1,270,000 | 4,542 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $159,000 | 3,416 |
| CMOs issued by government agencies or sponsored agencies | $159,000 | 3,283 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $5,920,000 | 5,564 |
| Total debt securities | $5,920,000 | 5,932 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $6,035,000 | 5,937 |
| U.S. Government securities | $6,035,000 | 5,306 |
| U.S. Treasury securities | $72,000 | 1,134 |
| U.S. Government agency obligations | $5,963,000 | 5,204 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,082,000 | 4,777 |
| Mortgage-backed securities | $1,517,000 | 4,805 |
| Certificates of participation in pools of residential mortgages | $1,343,000 | 4,496 |
| Issued or guaranteed by U.S. | $1,343,000 | 4,492 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $174,000 | 3,423 |
| CMOs issued by government agencies or sponsored agencies | $174,000 | 3,285 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $6,035,000 | 5,572 |
| Total debt securities | $6,035,000 | 5,911 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $6,027,000 | 5,990 |
| U.S. Government securities | $4,274,000 | 5,670 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $4,274,000 | 5,561 |
| Securities issued by states & political subdivisions | $1,753,000 | 4,637 |
| 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 | $4,122,000 | 4,517 |
| Mortgage-backed securities | $1,722,000 | 4,799 |
| Certificates of participation in pools of residential mortgages | $1,522,000 | 4,468 |
| Issued or guaranteed by U.S. | $1,522,000 | 4,466 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $200,000 | 3,446 |
| CMOs issued by government agencies or sponsored agencies | $200,000 | 3,294 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $6,027,000 | 5,634 |
| Total debt securities | $6,027,000 | 5,961 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $6,259,000 | 6,008 |
| U.S. Government securities | $4,499,000 | 5,664 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $4,499,000 | 5,548 |
| Securities issued by states & political subdivisions | $1,760,000 | 4,654 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,311,000 | 4,452 |
| Mortgage-backed securities | $1,904,000 | 4,779 |
| Certificates of participation in pools of residential mortgages | $1,678,000 | 4,440 |
| Issued or guaranteed by U.S. | $1,678,000 | 4,439 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $226,000 | 3,475 |
| CMOs issued by government agencies or sponsored agencies | $226,000 | 3,328 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $6,259,000 | 5,627 |
| Total debt securities | $6,260,000 | 5,978 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $5,478,000 | 6,201 |
| U.S. Government securities | $3,716,000 | 5,915 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $3,716,000 | 5,821 |
| Securities issued by states & political subdivisions | $1,762,000 | 4,661 |
| 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 | $3,980,000 | 4,618 |
| Mortgage-backed securities | $2,111,000 | 4,817 |
| Certificates of participation in pools of residential mortgages | $1,859,000 | 4,498 |
| Issued or guaranteed by U.S. | $1,859,000 | 4,497 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $252,000 | 3,531 |
| CMOs issued by government agencies or sponsored agencies | $252,000 | 3,377 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $5,478,000 | 5,807 |
| Total debt securities | $5,478,000 | 6,175 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $5,726,000 | 6,236 |
| U.S. Government securities | $3,530,000 | 6,049 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,530,000 | 5,951 |
| Securities issued by states & political subdivisions | $2,196,000 | 4,488 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,203,000 | 4,579 |
| Mortgage-backed securities | $2,388,000 | 4,802 |
| Certificates of participation in pools of residential mortgages | $2,113,000 | 4,447 |
| Issued or guaranteed by U.S. | $2,113,000 | 4,446 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $275,000 | 3,518 |
| CMOs issued by government agencies or sponsored agencies | $275,000 | 3,358 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $5,726,000 | 5,821 |
| Total debt securities | $5,725,000 | 6,205 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $5,811,000 | 6,266 |
| U.S. Government securities | $3,633,000 | 6,119 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $3,633,000 | 6,016 |
| Securities issued by states & political subdivisions | $2,178,000 | 4,444 |
| 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 | $4,291,000 | 4,568 |
| Mortgage-backed securities | $2,493,000 | 4,820 |
| Certificates of participation in pools of residential mortgages | $2,203,000 | 4,438 |
| Issued or guaranteed by U.S. | $2,203,000 | 4,435 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $290,000 | 3,545 |
| CMOs issued by government agencies or sponsored agencies | $290,000 | 3,375 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $5,811,000 | 5,846 |
| Total debt securities | $5,811,000 | 6,236 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $6,323,000 | 6,222 |
| U.S. Government securities | $4,144,000 | 6,028 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $4,144,000 | 5,929 |
| Securities issued by states & political subdivisions | $2,179,000 | 4,418 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,319,000 | 4,371 |
| Mortgage-backed securities | $2,436,000 | 4,778 |
| Certificates of participation in pools of residential mortgages | $1,856,000 | 4,489 |
| Issued or guaranteed by U.S. | $1,856,000 | 4,482 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $580,000 | 3,327 |
| CMOs issued by government agencies or sponsored agencies | $580,000 | 3,078 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $6,323,000 | 5,781 |
| Total debt securities | $6,322,000 | 6,190 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $6,010,000 | 6,288 |
| U.S. Government securities | $3,841,000 | 6,144 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $3,841,000 | 6,030 |
| Securities issued by states & political subdivisions | $2,169,000 | 4,389 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,473,000 | 4,351 |
| Mortgage-backed securities | $2,629,000 | 4,714 |
| Certificates of participation in pools of residential mortgages | $1,997,000 | 4,405 |
| Issued or guaranteed by U.S. | $1,997,000 | 4,392 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $632,000 | 3,281 |
| CMOs issued by government agencies or sponsored agencies | $632,000 | 3,024 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $6,010,000 | 5,846 |
| Total debt securities | $6,010,000 | 6,258 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $5,595,000 | 6,453 |
| U.S. Government securities | $3,492,000 | 6,342 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $3,492,000 | 6,218 |
| Securities issued by states & political subdivisions | $2,103,000 | 4,408 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,579,000 | 4,348 |
| Mortgage-backed securities | $2,229,000 | 4,799 |
| Certificates of participation in pools of residential mortgages | $1,554,000 | 4,562 |
| Issued or guaranteed by U.S. | $1,554,000 | 4,554 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $675,000 | 3,229 |
| CMOs issued by government agencies or sponsored agencies | $675,000 | 2,966 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $5,595,000 | 5,987 |
| Total debt securities | $5,594,000 | 6,421 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $5,691,000 | 6,448 |
| U.S. Government securities | $3,635,000 | 6,334 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $3,635,000 | 6,215 |
| Securities issued by states & political subdivisions | $2,056,000 | 4,396 |
| 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 | $4,691,000 | 4,312 |
| Mortgage-backed securities | $2,388,000 | 4,714 |
| Certificates of participation in pools of residential mortgages | $1,668,000 | 4,481 |
| Issued or guaranteed by U.S. | $1,668,000 | 4,472 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $720,000 | 3,158 |
| CMOs issued by government agencies or sponsored agencies | $720,000 | 2,888 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $5,691,000 | 5,980 |
| Total debt securities | $5,692,000 | 6,417 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,976 |
| Fair value | $502,000 | 2,905 |
| 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 | $5,928,000 | 6,372 |
| U.S. Government securities | $3,882,000 | 6,191 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $3,882,000 | 6,065 |
| Securities issued by states & political subdivisions | $2,046,000 | 4,392 |
| 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 | $4,020,000 | 4,485 |
| Mortgage-backed securities | $2,597,000 | 4,597 |
| Certificates of participation in pools of residential mortgages | $1,816,000 | 4,311 |
| Issued or guaranteed by U.S. | $1,816,000 | 4,306 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $781,000 | 3,117 |
| CMOs issued by government agencies or sponsored agencies | $781,000 | 2,838 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $5,928,000 | 5,886 |
| Total debt securities | $5,928,000 | 6,342 |
| Structured notes | ||
| Amortized cost | $997,000 | 2,519 |
| Fair value | $999,000 | 2,422 |
| 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 | $6,402,000 | 6,297 |
| U.S. Government securities | $4,270,000 | 6,091 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,270,000 | 5,971 |
| Securities issued by states & political subdivisions | $2,132,000 | 4,283 |
| 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 | $3,992,000 | 4,567 |
| Mortgage-backed securities | $2,972,000 | 4,517 |
| Certificates of participation in pools of residential mortgages | $2,105,000 | 4,182 |
| Issued or guaranteed by U.S. | $2,105,000 | 4,174 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $867,000 | 3,061 |
| CMOs issued by government agencies or sponsored agencies | $867,000 | 2,771 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $6,402,000 | 5,798 |
| Total debt securities | $6,401,000 | 6,258 |
| Structured notes | ||
| Amortized cost | $997,000 | 2,570 |
| Fair value | $1,011,000 | 2,417 |
| 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 | $10,077,000 | 5,722 |
| U.S. Government securities | $7,995,000 | 5,349 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $7,995,000 | 5,231 |
| Securities issued by states & political subdivisions | $2,065,000 | 4,274 |
| 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 | $17,000 | 1,316 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,638,000 | 4,736 |
| Mortgage-backed securities | $3,161,000 | 4,469 |
| Certificates of participation in pools of residential mortgages | $2,254,000 | 4,195 |
| Issued or guaranteed by U.S. | $2,254,000 | 4,186 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $907,000 | 2,959 |
| CMOs issued by government agencies or sponsored agencies | $907,000 | 2,655 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $10,077,000 | 5,256 |
| Total debt securities | $10,060,000 | 5,687 |
| Structured notes | ||
| Amortized cost | $997,000 | 2,658 |
| Fair value | $1,012,000 | 2,480 |
| 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 | $5,637,000 | 6,602 |
| U.S. Government securities | $4,090,000 | 6,363 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $4,090,000 | 6,254 |
| Securities issued by states & political subdivisions | $1,530,000 | 4,518 |
| 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 | $17,000 | 1,379 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,667,000 | 4,790 |
| Mortgage-backed securities | $2,774,000 | 4,662 |
| Certificates of participation in pools of residential mortgages | $2,312,000 | 4,293 |
| Issued or guaranteed by U.S. | $2,312,000 | 4,287 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $462,000 | 3,220 |
| CMOs issued by government agencies or sponsored agencies | $462,000 | 2,881 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $5,637,000 | 6,084 |
| Total debt securities | $5,620,000 | 6,567 |
| Structured notes | ||
| Amortized cost | $997,000 | 2,459 |
| Fair value | $994,000 | 2,409 |
| 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 | $5,709,000 | 6,602 |
| U.S. Government securities | $3,829,000 | 6,428 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,829,000 | 6,330 |
| Securities issued by states & political subdivisions | $1,522,000 | 4,556 |
| Other domestic debt securities | $358,000 | 2,821 |
| Privately issued residential mortgage-backed securities | $358,000 | 1,336 |
| 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 | $3,747,000 | 4,792 |
| Mortgage-backed securities | $3,184,000 | 4,614 |
| Certificates of participation in pools of residential mortgages | $2,709,000 | 4,236 |
| Issued or guaranteed by U.S. | $2,351,000 | 4,354 |
| Privately issued | $358,000 | 111 |
| Collaterized mortgage obligations | $475,000 | 3,220 |
| CMOs issued by government agencies or sponsored agencies | $475,000 | 2,877 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $5,709,000 | 6,077 |
| Total debt securities | $5,709,000 | 6,566 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $5,945,000 | 6,609 |
| U.S. Government securities | $4,380,000 | 6,328 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $4,380,000 | 6,237 |
| Securities issued by states & political subdivisions | $1,565,000 | 4,576 |
| 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 | $3,897,000 | 4,759 |
| Mortgage-backed securities | $3,002,000 | 4,773 |
| Certificates of participation in pools of residential mortgages | $2,489,000 | 4,417 |
| Issued or guaranteed by U.S. | $2,489,000 | 4,409 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $513,000 | 3,183 |
| CMOs issued by government agencies or sponsored agencies | $513,000 | 2,845 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $5,945,000 | 6,070 |
| Total debt securities | $5,944,000 | 6,568 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $6,065,000 | 6,595 |
| U.S. Government securities | $4,568,000 | 6,286 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $4,568,000 | 6,194 |
| Securities issued by states & political subdivisions | $1,497,000 | 4,601 |
| 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 | $3,827,000 | 4,807 |
| Mortgage-backed securities | $3,667,000 | 4,609 |
| Certificates of participation in pools of residential mortgages | $3,667,000 | 4,057 |
| Issued or guaranteed by U.S. | $3,667,000 | 4,044 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $6,065,000 | 6,074 |
| Total debt securities | $6,064,000 | 6,549 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $6,504,000 | 6,543 |
| U.S. Government securities | $5,001,000 | 6,288 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $5,001,000 | 6,204 |
| Securities issued by states & political subdivisions | $1,503,000 | 4,532 |
| 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 | $4,077,000 | 4,784 |
| Mortgage-backed securities | $4,097,000 | 4,577 |
| Certificates of participation in pools of residential mortgages | $4,097,000 | 4,023 |
| Issued or guaranteed by U.S. | $4,097,000 | 4,012 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $6,504,000 | 6,003 |
| Total debt securities | $6,504,000 | 6,501 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $6,688,000 | 6,566 |
| U.S. Government securities | $5,200,000 | 6,342 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $5,200,000 | 6,258 |
| Securities issued by states & political subdivisions | $1,488,000 | 4,492 |
| 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 | $2,836,000 | 5,299 |
| Mortgage-backed securities | $4,248,000 | 4,499 |
| Certificates of participation in pools of residential mortgages | $4,248,000 | 3,941 |
| Issued or guaranteed by U.S. | $4,248,000 | 3,928 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $6,688,000 | 6,016 |
| Total debt securities | $6,688,000 | 6,524 |
| 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 | $8,178,000 | 6,233 |
| U.S. Government securities | $6,733,000 | 5,903 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $6,733,000 | 5,817 |
| Securities issued by states & political subdivisions | $1,445,000 | 4,501 |
| 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 | $2,807,000 | 5,322 |
| Mortgage-backed securities | $3,791,000 | 4,552 |
| Certificates of participation in pools of residential mortgages | $3,791,000 | 4,018 |
| Issued or guaranteed by U.S. | $3,791,000 | 4,006 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $8,178,000 | 5,681 |
| Total debt securities | $8,178,000 | 6,192 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $9,737,000 | 5,987 |
| U.S. Government securities | $8,276,000 | 5,522 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,276,000 | 5,442 |
| Securities issued by states & political subdivisions | $1,461,000 | 4,528 |
| 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 | $3,008,000 | 5,225 |
| Mortgage-backed securities | $4,003,000 | 4,491 |
| Certificates of participation in pools of residential mortgages | $4,003,000 | 3,968 |
| Issued or guaranteed by U.S. | $4,003,000 | 3,952 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $9,737,000 | 5,465 |
| Total debt securities | $9,737,000 | 5,923 |
| 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 | $9,570,000 | 6,023 |
| U.S. Government securities | $8,066,000 | 5,576 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $8,066,000 | 5,489 |
| Securities issued by states & political subdivisions | $1,504,000 | 4,535 |
| 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 | $3,033,000 | 5,171 |
| Mortgage-backed securities | $4,240,000 | 4,339 |
| Certificates of participation in pools of residential mortgages | $4,240,000 | 3,766 |
| Issued or guaranteed by U.S. | $4,240,000 | 3,751 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $9,570,000 | 5,485 |
| Total debt securities | $9,571,000 | 5,955 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $10,896,000 | 5,869 |
| U.S. Government securities | $9,112,000 | 5,448 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $9,112,000 | 5,338 |
| Securities issued by states & political subdivisions | $1,784,000 | 4,376 |
| 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 | $1,710,000 | 5,820 |
| Mortgage-backed securities | $4,511,000 | 3,978 |
| Certificates of participation in pools of residential mortgages | $4,511,000 | 3,376 |
| Issued or guaranteed by U.S. | $4,511,000 | 3,361 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $10,896,000 | 5,293 |
| Total debt securities | $10,896,000 | 5,802 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $18,017,000 | 4,737 |
| U.S. Government securities | $16,244,000 | 4,167 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $16,244,000 | 4,083 |
| Securities issued by states & political subdivisions | $1,773,000 | 4,399 |
| 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 | $11,824,000 | 3,122 |
| Mortgage-backed securities | $4,687,000 | 3,771 |
| Certificates of participation in pools of residential mortgages | $4,687,000 | 3,155 |
| Issued or guaranteed by U.S. | $4,687,000 | 3,140 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $18,017,000 | 4,202 |
| Total debt securities | $18,017,000 | 4,682 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $16,196,000 | 5,004 |
| U.S. Government securities | $14,451,000 | 4,501 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $14,451,000 | 4,391 |
| Securities issued by states & political subdivisions | $1,745,000 | 4,411 |
| 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 | $2,045,000 | 5,702 |
| Mortgage-backed securities | $4,977,000 | 3,639 |
| Certificates of participation in pools of residential mortgages | $4,977,000 | 3,013 |
| Issued or guaranteed by U.S. | $4,977,000 | 2,999 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $16,196,000 | 4,435 |
| Total debt securities | $16,196,000 | 4,965 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $18,649,000 | 4,682 |
| U.S. Government securities | $16,869,000 | 4,112 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $16,869,000 | 4,013 |
| Securities issued by states & political subdivisions | $1,780,000 | 4,407 |
| 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 | $2,154,000 | 5,669 |
| Mortgage-backed securities | $5,325,000 | 3,545 |
| Certificates of participation in pools of residential mortgages | $5,325,000 | 2,917 |
| Issued or guaranteed by U.S. | $5,325,000 | 2,902 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $18,649,000 | 4,120 |
| Total debt securities | $18,649,000 | 4,635 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $20,125,000 | 4,528 |
| U.S. Government securities | $18,342,000 | 3,954 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $18,342,000 | 3,850 |
| Securities issued by states & political subdivisions | $1,783,000 | 4,415 |
| 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 | $2,489,000 | 5,543 |
| Mortgage-backed securities | $5,520,000 | 3,483 |
| Certificates of participation in pools of residential mortgages | $5,520,000 | 2,880 |
| Issued or guaranteed by U.S. | $5,520,000 | 2,867 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $20,125,000 | 3,973 |
| Total debt securities | $20,126,000 | 4,476 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $18,536,000 | 4,782 |
| U.S. Government securities | $17,575,000 | 4,110 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $17,575,000 | 3,996 |
| Securities issued by states & political subdivisions | $961,000 | 5,053 |
| 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 | $2,526,000 | 5,562 |
| Mortgage-backed securities | $3,738,000 | 4,038 |
| Certificates of participation in pools of residential mortgages | $3,738,000 | 3,441 |
| Issued or guaranteed by U.S. | $3,738,000 | 3,425 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $18,536,000 | 4,183 |
| Total debt securities | $18,536,000 | 4,732 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $22,141,000 | 4,276 |
| U.S. Government securities | $21,185,000 | 3,606 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $21,185,000 | 3,491 |
| Securities issued by states & political subdivisions | $956,000 | 5,084 |
| 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 | $2,552,000 | 5,557 |
| Mortgage-backed securities | $2,145,000 | 4,640 |
| Certificates of participation in pools of residential mortgages | $2,145,000 | 4,097 |
| Issued or guaranteed by U.S. | $2,145,000 | 4,083 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $22,141,000 | 3,718 |
| Total debt securities | $22,141,000 | 4,211 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $10,329,000 | 6,202 |
| U.S. Government securities | $10,329,000 | 5,507 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $10,329,000 | 5,372 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| 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 | $1,706,000 | 5,989 |
| Mortgage-backed securities | $2,265,000 | 4,608 |
| Certificates of participation in pools of residential mortgages | $2,265,000 | 4,066 |
| Issued or guaranteed by U.S. | $2,265,000 | 4,052 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $10,329,000 | 5,502 |
| Total debt securities | $10,329,000 | 6,145 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $10,165,000 | 6,292 |
| U.S. Government securities | $8,962,000 | 5,837 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $8,962,000 | 5,685 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $1,203,000 | 1,964 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,203,000 | 1,483 |
| 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 | $1,758,000 | 5,977 |
| Mortgage-backed securities | $902,000 | 5,498 |
| Certificates of participation in pools of residential mortgages | $902,000 | 5,011 |
| Issued or guaranteed by U.S. | $902,000 | 4,992 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $10,165,000 | 5,576 |
| Total debt securities | $10,165,000 | 6,235 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $6,098,000 | 7,208 |
| U.S. Government securities | $4,888,000 | 6,994 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,888,000 | 6,852 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $1,210,000 | 1,990 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,210,000 | 1,530 |
| 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 | $2,156,000 | 5,754 |
| Mortgage-backed securities | $1,007,000 | 5,449 |
| Certificates of participation in pools of residential mortgages | $1,007,000 | 4,955 |
| Issued or guaranteed by U.S. | $1,007,000 | 4,937 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $6,098,000 | 6,460 |
| Total debt securities | $6,098,000 | 7,148 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $7,759,000 | 6,876 |
| U.S. Government securities | $6,540,000 | 6,539 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,540,000 | 6,401 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $1,219,000 | 2,024 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,219,000 | 1,597 |
| 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 | $2,284,000 | 5,693 |
| Mortgage-backed securities | $1,150,000 | 5,424 |
| Certificates of participation in pools of residential mortgages | $1,150,000 | 4,911 |
| Issued or guaranteed by U.S. | $1,150,000 | 4,892 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $7,759,000 | 6,115 |
| Total debt securities | $7,759,000 | 6,818 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $6,277,000 | 7,300 |
| U.S. Government securities | $4,651,000 | 7,180 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,651,000 | 7,015 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $1,626,000 | 1,893 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,626,000 | 1,499 |
| 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 | $2,370,000 | 5,705 |
| Mortgage-backed securities | $1,277,000 | 5,409 |
| Certificates of participation in pools of residential mortgages | $1,277,000 | 4,891 |
| Issued or guaranteed by U.S. | $1,277,000 | 4,878 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $6,277,000 | 6,500 |
| Total debt securities | $6,277,000 | 7,235 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $5,943,000 | 7,416 |
| U.S. Government securities | $4,298,000 | 7,324 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,298,000 | 7,165 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $1,645,000 | 1,927 |
| 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 | $1,645,000 | 1,552 |
| 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 | $2,495,000 | 5,647 |
| Mortgage-backed securities | $1,396,000 | 5,402 |
| Certificates of participation in pools of residential mortgages | $1,396,000 | 4,844 |
| Issued or guaranteed by U.S. | $1,396,000 | 4,830 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $5,943,000 | 6,618 |
| Total debt securities | $5,943,000 | 7,343 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $5,632,000 | 7,526 |
| U.S. Government securities | $3,966,000 | 7,465 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $3,966,000 | 7,315 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $1,666,000 | 1,924 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,666,000 | 1,581 |
| 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 | $2,640,000 | 5,577 |
| Mortgage-backed securities | $1,558,000 | 5,314 |
| Certificates of participation in pools of residential mortgages | $1,558,000 | 4,776 |
| Issued or guaranteed by U.S. | $1,558,000 | 4,765 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $5,632,000 | 6,701 |
| Total debt securities | $5,632,000 | 7,456 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $8,101,000 | 6,981 |
| U.S. Government securities | $6,129,000 | 6,846 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $6,129,000 | 6,677 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $1,972,000 | 1,910 |
| 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 | $1,972,000 | 1,574 |
| 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 | $2,791,000 | 5,511 |
| Mortgage-backed securities | $1,740,000 | 5,289 |
| Certificates of participation in pools of residential mortgages | $1,740,000 | 4,724 |
| Issued or guaranteed by U.S. | $1,740,000 | 4,710 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $8,101,000 | 6,215 |
| Total debt securities | $8,101,000 | 6,917 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $7,029,000 | 7,253 |
| U.S. Government securities | $5,009,000 | 7,163 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $5,009,000 | 7,005 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $2,020,000 | 1,987 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,020,000 | 1,641 |
| 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 | $3,118,000 | 5,294 |
| Mortgage-backed securities | $2,092,000 | 5,134 |
| Certificates of participation in pools of residential mortgages | $2,092,000 | 4,549 |
| Issued or guaranteed by U.S. | $2,092,000 | 4,530 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $7,029,000 | 6,444 |
| Total debt securities | $7,029,000 | 7,166 |
| 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 | $7,505,000 | 7,194 |
| U.S. Government securities | $5,281,000 | 7,139 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $5,281,000 | 6,948 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $2,224,000 | 1,925 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,224,000 | 1,643 |
| 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 | $2,582,000 | 5,530 |
| Mortgage-backed securities | $1,870,000 | 5,243 |
| Certificates of participation in pools of residential mortgages | $1,870,000 | 4,675 |
| Issued or guaranteed by U.S. | $1,870,000 | 4,656 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $7,505,000 | 6,378 |
| Total debt securities | $7,505,000 | 7,118 |
| 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 | $6,745,000 | 7,345 |
| U.S. Government securities | $4,505,000 | 7,293 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $4,505,000 | 7,114 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $2,240,000 | 2,010 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,240,000 | 1,732 |
| 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 | $2,854,000 | 5,374 |
| Mortgage-backed securities | $2,138,000 | 5,118 |
| Certificates of participation in pools of residential mortgages | $2,138,000 | 4,506 |
| Issued or guaranteed by U.S. | $2,138,000 | 4,484 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $6,745,000 | 6,531 |
| Total debt securities | $6,745,000 | 7,249 |
| 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 | $6,959,000 | 7,234 |
| U.S. Government securities | $4,693,000 | 7,193 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,693,000 | 7,014 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $2,266,000 | 2,058 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,266,000 | 1,785 |
| 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 | $3,105,000 | 5,210 |
| Mortgage-backed securities | $2,820,000 | 4,908 |
| Certificates of participation in pools of residential mortgages | $2,820,000 | 4,230 |
| Issued or guaranteed by U.S. | $2,820,000 | 4,215 |
| 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) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $6,959,000 | 6,422 |
| Total debt securities | $6,959,000 | 7,139 |
| 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 | $7,782,000 | 7,034 |
| U.S. Government securities | $5,550,000 | 6,955 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $5,550,000 | 6,750 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $2,232,000 | 2,095 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,232,000 | 1,801 |
| 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 | $1,720,000 | 6,056 |
| Mortgage-backed securities | $2,980,000 | 4,893 |
| Certificates of participation in pools of residential mortgages | $2,980,000 | 4,200 |
| Issued or guaranteed by U.S. | $2,980,000 | 4,183 |
| 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) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $7,782,000 | 6,246 |
| Total debt securities | $7,782,000 | 6,940 |
| 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 | $7,394,000 | 7,181 |
| U.S. Government securities | $5,347,000 | 7,025 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $5,347,000 | 6,826 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $2,047,000 | 2,183 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,047,000 | 1,894 |
| 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 | $2,847,000 | 5,410 |
| Mortgage-backed securities | $2,568,000 | 5,058 |
| Certificates of participation in pools of residential mortgages | $2,568,000 | 4,346 |
| Issued or guaranteed by U.S. | $2,568,000 | 4,331 |
| 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) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $7,394,000 | 6,356 |
| Total debt securities | $7,394,000 | 7,095 |
| 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 | $7,746,000 | 7,107 |
| U.S. Government securities | $5,744,000 | 6,932 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $5,744,000 | 6,703 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $2,002,000 | 2,258 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,002,000 | 1,922 |
| 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 | $3,986,000 | 4,844 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| 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) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $7,746,000 | 6,212 |
| Total debt securities | $7,746,000 | 7,004 |
| 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 | $4,465,000 | 8,541 |
| U.S. Government securities | $4,281,000 | 8,058 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $4,281,000 | 7,723 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| 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 | $184,000 | 5,950 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| 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) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $4,465,000 | 7,410 |
| Total debt securities | $4,281,000 | 8,490 |
| 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 |