Home > Heritage State Bank > Securities
Heritage State Bank, Securities
| 2018-03-31 | Rank | |
| Total securities | $16,270,000 | 3,921 |
| U.S. Government securities | $6,478,000 | 4,150 |
| U.S. Treasury securities | $2,244,000 | 873 |
| U.S. Government agency obligations | $4,234,000 | 4,333 |
| Securities issued by states & political subdivisions | $9,792,000 | 2,628 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,197,000 | 2,910 |
| Mortgage-backed securities | $0 | 4,615 |
| Certificates of participation in pools of residential mortgages | $0 | 4,464 |
| Issued or guaranteed by U.S. | $0 | 4,457 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $16,270,000 | 3,642 |
| Total debt securities | $16,271,000 | 3,897 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $21,096,000 | 3,657 |
| U.S. Government securities | $9,968,000 | 3,752 |
| U.S. Treasury securities | $2,736,000 | 782 |
| U.S. Government agency obligations | $7,232,000 | 3,927 |
| Securities issued by states & political subdivisions | $11,128,000 | 2,535 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,054,000 | 3,249 |
| Mortgage-backed securities | $0 | 4,665 |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | $0 | 4,511 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $21,096,000 | 3,371 |
| Total debt securities | $21,096,000 | 3,633 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $20,554,000 | 3,736 |
| U.S. Government securities | $9,287,000 | 3,830 |
| U.S. Treasury securities | $2,747,000 | 753 |
| U.S. Government agency obligations | $6,540,000 | 4,089 |
| Securities issued by states & political subdivisions | $11,267,000 | 2,567 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,931,000 | 3,177 |
| Mortgage-backed securities | $0 | 4,727 |
| Certificates of participation in pools of residential mortgages | $0 | 4,578 |
| Issued or guaranteed by U.S. | $0 | 4,573 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $20,554,000 | 3,446 |
| Total debt securities | $20,554,000 | 3,711 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $20,231,000 | 3,794 |
| U.S. Government securities | $9,799,000 | 3,814 |
| U.S. Treasury securities | $2,748,000 | 770 |
| U.S. Government agency obligations | $7,051,000 | 4,063 |
| Securities issued by states & political subdivisions | $10,432,000 | 2,694 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,606,000 | 3,105 |
| Mortgage-backed securities | $0 | 4,767 |
| Certificates of participation in pools of residential mortgages | $0 | 4,616 |
| Issued or guaranteed by U.S. | $0 | 4,610 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $20,231,000 | 3,498 |
| Total debt securities | $20,231,000 | 3,771 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $15,319,000 | 4,205 |
| U.S. Government securities | $5,600,000 | 4,474 |
| U.S. Treasury securities | $250,000 | 1,327 |
| U.S. Government agency obligations | $5,350,000 | 4,385 |
| Securities issued by states & political subdivisions | $9,719,000 | 2,803 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,287,000 | 3,180 |
| Mortgage-backed securities | $0 | 4,838 |
| Certificates of participation in pools of residential mortgages | $0 | 4,686 |
| Issued or guaranteed by U.S. | $0 | 4,681 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $15,319,000 | 3,902 |
| Total debt securities | $15,319,000 | 4,183 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $15,826,000 | 4,173 |
| U.S. Government securities | $5,589,000 | 4,489 |
| U.S. Treasury securities | $251,000 | 1,302 |
| U.S. Government agency obligations | $5,338,000 | 4,389 |
| Securities issued by states & political subdivisions | $10,237,000 | 2,759 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,150,000 | 3,203 |
| Mortgage-backed securities | $0 | 4,889 |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | $0 | 4,732 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $15,826,000 | 3,857 |
| Total debt securities | $15,825,000 | 4,150 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $16,019,000 | 4,162 |
| U.S. Government securities | $5,657,000 | 4,518 |
| U.S. Treasury securities | $252,000 | 1,148 |
| U.S. Government agency obligations | $5,405,000 | 4,429 |
| Securities issued by states & political subdivisions | $10,362,000 | 2,751 |
| 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 | $7,557,000 | 3,326 |
| Mortgage-backed securities | $0 | 4,935 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $16,019,000 | 3,848 |
| Total debt securities | $16,019,000 | 4,135 |
| 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 | $18,468,000 | 4,045 |
| U.S. Government securities | $7,678,000 | 4,283 |
| U.S. Treasury securities | $253,000 | 1,178 |
| U.S. Government agency obligations | $7,425,000 | 4,200 |
| Securities issued by states & political subdivisions | $10,790,000 | 2,705 |
| 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 | $8,789,000 | 3,210 |
| Mortgage-backed securities | $0 | 4,997 |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | $0 | 4,839 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $18,468,000 | 3,722 |
| Total debt securities | $18,468,000 | 4,021 |
| 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 | $19,923,000 | 3,997 |
| U.S. Government securities | $9,720,000 | 4,088 |
| U.S. Treasury securities | $253,000 | 1,221 |
| U.S. Government agency obligations | $9,467,000 | 4,002 |
| Securities issued by states & political subdivisions | $10,203,000 | 2,755 |
| 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 | $8,781,000 | 3,227 |
| Mortgage-backed securities | $0 | 5,046 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $19,923,000 | 3,664 |
| Total debt securities | $19,923,000 | 3,974 |
| 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 | $19,695,000 | 4,062 |
| U.S. Government securities | $8,274,000 | 4,343 |
| U.S. Treasury securities | $251,000 | 1,294 |
| U.S. Government agency obligations | $8,023,000 | 4,253 |
| Securities issued by states & political subdivisions | $11,421,000 | 2,649 |
| 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 | $8,436,000 | 3,323 |
| Mortgage-backed securities | $0 | 5,088 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $19,695,000 | 3,715 |
| Total debt securities | $19,695,000 | 4,033 |
| 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 | $18,635,000 | 4,209 |
| U.S. Government securities | $7,679,000 | 4,533 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $7,679,000 | 4,419 |
| Securities issued by states & political subdivisions | $10,956,000 | 2,704 |
| 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 | $8,440,000 | 3,355 |
| Mortgage-backed securities | $0 | 5,155 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $18,635,000 | 3,850 |
| Total debt securities | $18,634,000 | 4,180 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,416 |
| Fair value | $498,000 | 1,507 |
| 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 | $18,256,000 | 4,319 |
| U.S. Government securities | $7,629,000 | 4,664 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $7,629,000 | 4,553 |
| Securities issued by states & political subdivisions | $10,627,000 | 2,759 |
| 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 | $8,414,000 | 3,367 |
| Mortgage-backed securities | $0 | 5,233 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $18,256,000 | 3,954 |
| Total debt securities | $18,256,000 | 4,293 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,561 |
| Fair value | $496,000 | 1,627 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $17,815,000 | 4,400 |
| U.S. Government securities | $7,685,000 | 4,727 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $7,685,000 | 4,615 |
| Securities issued by states & political subdivisions | $10,130,000 | 2,816 |
| 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 | $7,192,000 | 3,631 |
| Mortgage-backed securities | $0 | 5,287 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $17,815,000 | 4,037 |
| Total debt securities | $17,815,000 | 4,379 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,907 |
| Fair value | $250,000 | 1,917 |
| 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 | $20,477,000 | 4,251 |
| U.S. Government securities | $8,354,000 | 4,658 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $8,354,000 | 4,540 |
| Securities issued by states & political subdivisions | $12,123,000 | 2,579 |
| 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 | $8,829,000 | 3,396 |
| Mortgage-backed securities | $0 | 5,380 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $20,477,000 | 3,895 |
| Total debt securities | $20,478,000 | 4,233 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,752 |
| Fair value | $497,000 | 1,813 |
| 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 | $20,932,000 | 4,290 |
| U.S. Government securities | $8,679,000 | 4,723 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $8,679,000 | 4,607 |
| Securities issued by states & political subdivisions | $12,253,000 | 2,582 |
| 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 | $7,914,000 | 3,583 |
| Mortgage-backed securities | $0 | 5,465 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $20,932,000 | 3,933 |
| Total debt securities | $20,933,000 | 4,267 |
| Structured notes | ||
| Amortized cost | $900,000 | 1,721 |
| Fair value | $895,000 | 1,723 |
| 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 | $20,977,000 | 4,352 |
| U.S. Government securities | $8,703,000 | 4,778 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $8,703,000 | 4,669 |
| Securities issued by states & political subdivisions | $12,274,000 | 2,576 |
| 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 | $7,943,000 | 3,598 |
| Mortgage-backed securities | $0 | 5,516 |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $20,977,000 | 3,982 |
| Total debt securities | $20,977,000 | 4,328 |
| Structured notes | ||
| Amortized cost | $900,000 | 1,757 |
| Fair value | $891,000 | 1,762 |
| 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 | $20,586,000 | 4,399 |
| U.S. Government securities | $8,112,000 | 4,909 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $8,112,000 | 4,809 |
| Securities issued by states & political subdivisions | $12,474,000 | 2,562 |
| 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 | $8,205,000 | 3,579 |
| Mortgage-backed securities | $0 | 5,578 |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $20,586,000 | 4,030 |
| Total debt securities | $20,586,000 | 4,377 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,951 |
| Fair value | $488,000 | 2,039 |
| 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 | $21,226,000 | 4,363 |
| U.S. Government securities | $8,053,000 | 4,927 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,053,000 | 4,829 |
| Securities issued by states & political subdivisions | $13,173,000 | 2,489 |
| 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 | $8,155,000 | 3,584 |
| Mortgage-backed securities | $0 | 5,624 |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $21,226,000 | 3,997 |
| Total debt securities | $21,226,000 | 4,340 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,949 |
| Fair value | $485,000 | 2,020 |
| 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 | $21,366,000 | 4,382 |
| U.S. Government securities | $8,041,000 | 4,963 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,041,000 | 4,859 |
| Securities issued by states & political subdivisions | $13,325,000 | 2,458 |
| 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 | $8,532,000 | 3,520 |
| Mortgage-backed securities | $0 | 5,680 |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | $0 | 5,508 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $21,366,000 | 4,017 |
| Total debt securities | $21,366,000 | 4,353 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,570 |
| Fair value | $980,000 | 1,653 |
| 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 | $21,878,000 | 4,336 |
| U.S. Government securities | $7,784,000 | 4,998 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $7,784,000 | 4,888 |
| Securities issued by states & political subdivisions | $14,094,000 | 2,368 |
| 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 | $7,994,000 | 3,620 |
| Mortgage-backed securities | $0 | 5,709 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $21,878,000 | 3,991 |
| Total debt securities | $21,878,000 | 4,306 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,552 |
| Fair value | $988,000 | 1,608 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $18,435,000 | 4,669 |
| U.S. Government securities | $5,083,000 | 5,514 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $5,083,000 | 5,406 |
| Securities issued by states & political subdivisions | $13,352,000 | 2,434 |
| 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 | $6,804,000 | 3,909 |
| Mortgage-backed securities | $0 | 5,765 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $18,435,000 | 4,307 |
| Total debt securities | $18,434,000 | 4,637 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,588 |
| Fair value | $1,001,000 | 1,633 |
| 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 | $17,617,000 | 4,702 |
| U.S. Government securities | $3,304,000 | 5,888 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $3,304,000 | 5,785 |
| Securities issued by states & political subdivisions | $14,313,000 | 2,291 |
| 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 | $7,486,000 | 3,732 |
| Mortgage-backed securities | $0 | 5,808 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $17,617,000 | 4,344 |
| Total debt securities | $17,617,000 | 4,671 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,878 |
| Fair value | $751,000 | 1,881 |
| 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 | $16,928,000 | 4,846 |
| U.S. Government securities | $3,916,000 | 5,887 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $3,916,000 | 5,790 |
| Securities issued by states & political subdivisions | $13,012,000 | 2,410 |
| 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 | $6,931,000 | 3,910 |
| Mortgage-backed securities | $0 | 5,902 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $16,928,000 | 4,470 |
| Total debt securities | $16,929,000 | 4,815 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,199 |
| Fair value | $505,000 | 2,197 |
| 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 | $18,153,000 | 4,753 |
| U.S. Government securities | $5,009,000 | 5,755 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $5,009,000 | 5,660 |
| Securities issued by states & political subdivisions | $13,144,000 | 2,358 |
| 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 | $8,016,000 | 3,727 |
| Mortgage-backed securities | $0 | 5,941 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $18,153,000 | 4,380 |
| Total debt securities | $18,154,000 | 4,719 |
| Structured notes | ||
| Amortized cost | $1,495,000 | 1,797 |
| Fair value | $1,495,000 | 1,798 |
| 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 | $18,596,000 | 4,733 |
| U.S. Government securities | $5,550,000 | 5,748 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $5,550,000 | 5,635 |
| Securities issued by states & political subdivisions | $13,046,000 | 2,291 |
| 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 | $7,977,000 | 3,750 |
| Mortgage-backed securities | $0 | 5,982 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $18,596,000 | 4,360 |
| Total debt securities | $18,595,000 | 4,705 |
| Structured notes | ||
| Amortized cost | $1,995,000 | 1,798 |
| Fair value | $1,966,000 | 1,799 |
| 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 | $19,223,000 | 4,620 |
| U.S. Government securities | $7,504,000 | 5,382 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $7,504,000 | 5,289 |
| Securities issued by states & political subdivisions | $11,719,000 | 2,401 |
| 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 | $11,170,000 | 3,068 |
| Mortgage-backed securities | $395,000 | 5,468 |
| Certificates of participation in pools of residential mortgages | $395,000 | 5,152 |
| Issued or guaranteed by U.S. | $395,000 | 5,138 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $19,223,000 | 4,237 |
| Total debt securities | $19,224,000 | 4,590 |
| Structured notes | ||
| Amortized cost | $3,495,000 | 1,282 |
| Fair value | $3,494,000 | 1,279 |
| 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 | $15,508,000 | 5,020 |
| U.S. Government securities | $6,066,000 | 5,659 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $6,066,000 | 5,546 |
| Securities issued by states & political subdivisions | $9,442,000 | 2,665 |
| 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 | $7,884,000 | 3,561 |
| Mortgage-backed securities | $419,000 | 5,482 |
| Certificates of participation in pools of residential mortgages | $419,000 | 5,146 |
| Issued or guaranteed by U.S. | $419,000 | 5,130 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $15,508,000 | 4,603 |
| Total debt securities | $15,508,000 | 4,992 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,654 |
| Fair value | $2,258,000 | 1,665 |
| 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 | $16,119,000 | 5,009 |
| U.S. Government securities | $7,998,000 | 5,402 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $7,998,000 | 5,291 |
| Securities issued by states & political subdivisions | $8,121,000 | 2,824 |
| 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 | $8,591,000 | 3,454 |
| Mortgage-backed securities | $439,000 | 5,484 |
| Certificates of participation in pools of residential mortgages | $439,000 | 5,141 |
| Issued or guaranteed by U.S. | $439,000 | 5,127 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $16,119,000 | 4,583 |
| Total debt securities | $16,118,000 | 4,975 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 2,114 |
| Fair value | $1,758,000 | 2,118 |
| 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 | $16,044,000 | 5,007 |
| U.S. Government securities | $8,668,000 | 5,263 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $8,668,000 | 5,143 |
| Securities issued by states & political subdivisions | $7,376,000 | 2,901 |
| 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 | $7,818,000 | 3,610 |
| Mortgage-backed securities | $461,000 | 5,460 |
| Certificates of participation in pools of residential mortgages | $461,000 | 5,107 |
| Issued or guaranteed by U.S. | $461,000 | 5,095 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $16,044,000 | 4,591 |
| Total debt securities | $16,045,000 | 4,979 |
| Structured notes | ||
| Amortized cost | $3,150,000 | 1,627 |
| Fair value | $3,156,000 | 1,623 |
| 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 | $14,573,000 | 5,088 |
| U.S. Government securities | $5,887,000 | 5,714 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $5,887,000 | 5,591 |
| Securities issued by states & political subdivisions | $8,686,000 | 2,667 |
| 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 | $14,573,000 | 2,596 |
| Mortgage-backed securities | $548,000 | 5,394 |
| Certificates of participation in pools of residential mortgages | $493,000 | 5,031 |
| Issued or guaranteed by U.S. | $493,000 | 5,018 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $55,000 | 3,682 |
| CMOs issued by government agencies or sponsored agencies | $55,000 | 3,365 |
| 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) | $14,573,000 | 4,652 |
| Total debt securities | $14,573,000 | 5,051 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,615 |
| Fair value | $758,000 | 2,617 |
| 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 | $13,488,000 | 5,175 |
| U.S. Government securities | $4,500,000 | 6,029 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,500,000 | 5,903 |
| Securities issued by states & political subdivisions | $8,988,000 | 2,539 |
| 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 | $11,576,000 | 2,969 |
| Mortgage-backed securities | $659,000 | 5,374 |
| Certificates of participation in pools of residential mortgages | $540,000 | 4,995 |
| Issued or guaranteed by U.S. | $540,000 | 4,983 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $119,000 | 3,600 |
| CMOs issued by government agencies or sponsored agencies | $119,000 | 3,279 |
| 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) | $13,488,000 | 4,742 |
| Total debt securities | $13,488,000 | 5,142 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,140 |
| Fair value | $1,512,000 | 2,160 |
| 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 | $15,718,000 | 4,907 |
| U.S. Government securities | $6,828,000 | 5,615 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $6,828,000 | 5,500 |
| Securities issued by states & political subdivisions | $8,890,000 | 2,434 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,051,000 | 2,798 |
| Mortgage-backed securities | $781,000 | 5,329 |
| Certificates of participation in pools of residential mortgages | $596,000 | 5,022 |
| Issued or guaranteed by U.S. | $596,000 | 5,012 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $185,000 | 3,449 |
| CMOs issued by government agencies or sponsored agencies | $185,000 | 3,132 |
| 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) | $15,718,000 | 4,488 |
| Total debt securities | $15,719,000 | 4,868 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,245 |
| Fair value | $1,506,000 | 2,283 |
| 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 | $21,015,000 | 4,337 |
| U.S. Government securities | $12,233,000 | 4,570 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $12,233,000 | 4,458 |
| Securities issued by states & political subdivisions | $8,782,000 | 2,437 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,590,000 | 2,414 |
| Mortgage-backed securities | $1,626,000 | 5,059 |
| Certificates of participation in pools of residential mortgages | $1,373,000 | 4,698 |
| Issued or guaranteed by U.S. | $1,373,000 | 4,688 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $253,000 | 3,362 |
| CMOs issued by government agencies or sponsored agencies | $253,000 | 3,031 |
| 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) | $21,015,000 | 3,930 |
| Total debt securities | $21,015,000 | 4,302 |
| Structured notes | ||
| Amortized cost | $3,335,000 | 1,330 |
| Fair value | $3,338,000 | 1,329 |
| 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 | $23,267,000 | 4,053 |
| U.S. Government securities | $14,381,000 | 4,215 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $14,381,000 | 4,134 |
| Securities issued by states & political subdivisions | $8,886,000 | 2,413 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,002,000 | 2,227 |
| Mortgage-backed securities | $1,833,000 | 5,073 |
| Certificates of participation in pools of residential mortgages | $1,502,000 | 4,722 |
| Issued or guaranteed by U.S. | $1,502,000 | 4,713 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $331,000 | 3,309 |
| CMOs issued by government agencies or sponsored agencies | $331,000 | 2,971 |
| 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) | $23,267,000 | 3,670 |
| Total debt securities | $23,267,000 | 4,027 |
| Structured notes | ||
| Amortized cost | $3,335,000 | 1,109 |
| Fair value | $3,326,000 | 1,113 |
| 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 | $25,209,000 | 3,886 |
| U.S. Government securities | $16,127,000 | 3,973 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $16,127,000 | 3,900 |
| Securities issued by states & political subdivisions | $9,082,000 | 2,405 |
| 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 | $13,674,000 | 2,821 |
| Mortgage-backed securities | $2,076,000 | 5,060 |
| Certificates of participation in pools of residential mortgages | $1,684,000 | 4,741 |
| Issued or guaranteed by U.S. | $1,684,000 | 4,732 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $392,000 | 3,271 |
| CMOs issued by government agencies or sponsored agencies | $392,000 | 2,930 |
| 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) | $25,209,000 | 3,506 |
| Total debt securities | $25,207,000 | 3,851 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,258 |
| Fair value | $1,736,000 | 1,266 |
| 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 | $24,920,000 | 3,875 |
| U.S. Government securities | $16,223,000 | 3,942 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $16,223,000 | 3,859 |
| Securities issued by states & political subdivisions | $8,697,000 | 2,417 |
| 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 | $10,778,000 | 3,222 |
| Mortgage-backed securities | $2,317,000 | 5,015 |
| Certificates of participation in pools of residential mortgages | $1,830,000 | 4,734 |
| Issued or guaranteed by U.S. | $1,830,000 | 4,719 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $487,000 | 3,201 |
| CMOs issued by government agencies or sponsored agencies | $487,000 | 2,845 |
| 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) | $24,920,000 | 3,481 |
| Total debt securities | $24,920,000 | 3,841 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,832 |
| Fair value | $248,000 | 1,869 |
| 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 | $15,755,000 | 4,968 |
| U.S. Government securities | $9,471,000 | 5,194 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $9,471,000 | 5,114 |
| Securities issued by states & political subdivisions | $6,284,000 | 2,832 |
| 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 | $11,710,000 | 3,133 |
| Mortgage-backed securities | $2,051,000 | 5,199 |
| Certificates of participation in pools of residential mortgages | $1,478,000 | 4,954 |
| Issued or guaranteed by U.S. | $1,478,000 | 4,937 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $573,000 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $573,000 | 2,809 |
| 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) | $15,755,000 | 4,499 |
| Total debt securities | $15,755,000 | 4,928 |
| 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 | $13,859,000 | 5,282 |
| U.S. Government securities | $7,779,000 | 5,653 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $7,779,000 | 5,575 |
| Securities issued by states & political subdivisions | $6,080,000 | 2,847 |
| 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 | $13,859,000 | 2,877 |
| Mortgage-backed securities | $1,105,000 | 5,548 |
| Certificates of participation in pools of residential mortgages | $470,000 | 5,535 |
| Issued or guaranteed by U.S. | $470,000 | 5,519 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $635,000 | 3,075 |
| CMOs issued by government agencies or sponsored agencies | $635,000 | 2,748 |
| 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) | $13,859,000 | 4,769 |
| Total debt securities | $13,857,000 | 5,242 |
| 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 | $12,026,000 | 5,533 |
| U.S. Government securities | $6,288,000 | 6,022 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $6,288,000 | 5,935 |
| Securities issued by states & political subdivisions | $5,738,000 | 2,898 |
| 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 | $10,187,000 | 3,423 |
| Mortgage-backed securities | $1,184,000 | 5,477 |
| Certificates of participation in pools of residential mortgages | $501,000 | 5,500 |
| Issued or guaranteed by U.S. | $501,000 | 5,485 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $683,000 | 2,974 |
| CMOs issued by government agencies or sponsored agencies | $683,000 | 2,637 |
| 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) | $12,026,000 | 5,012 |
| Total debt securities | $12,026,000 | 5,493 |
| 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 | $14,852,000 | 5,146 |
| U.S. Government securities | $8,953,000 | 5,346 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,953,000 | 5,268 |
| Securities issued by states & political subdivisions | $5,899,000 | 2,868 |
| 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 | $11,554,000 | 3,157 |
| Mortgage-backed securities | $1,282,000 | 5,441 |
| Certificates of participation in pools of residential mortgages | $532,000 | 5,493 |
| Issued or guaranteed by U.S. | $532,000 | 5,472 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $750,000 | 2,942 |
| CMOs issued by government agencies or sponsored agencies | $750,000 | 2,613 |
| 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) | $14,852,000 | 4,645 |
| Total debt securities | $14,852,000 | 5,090 |
| 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 | $12,138,000 | 5,562 |
| U.S. Government securities | $6,922,000 | 5,916 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $6,922,000 | 5,826 |
| Securities issued by states & political subdivisions | $5,216,000 | 3,067 |
| 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 | $10,968,000 | 3,197 |
| Mortgage-backed securities | $1,346,000 | 5,375 |
| Certificates of participation in pools of residential mortgages | $587,000 | 5,402 |
| Issued or guaranteed by U.S. | $587,000 | 5,376 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $759,000 | 2,919 |
| CMOs issued by government agencies or sponsored agencies | $759,000 | 2,587 |
| 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) | $12,138,000 | 5,062 |
| Total debt securities | $12,139,000 | 5,494 |
| 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 | $13,340,000 | 5,439 |
| U.S. Government securities | $7,877,000 | 5,774 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $7,877,000 | 5,668 |
| Securities issued by states & political subdivisions | $5,449,000 | 2,988 |
| 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 | $14,000 | 1,786 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,234,000 | 3,356 |
| Mortgage-backed securities | $1,356,000 | 5,168 |
| Certificates of participation in pools of residential mortgages | $612,000 | 5,218 |
| Issued or guaranteed by U.S. | $612,000 | 5,197 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $744,000 | 2,809 |
| CMOs issued by government agencies or sponsored agencies | $744,000 | 2,502 |
| 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) | $13,340,000 | 4,881 |
| Total debt securities | $13,325,000 | 5,389 |
| 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 | $13,116,000 | 5,526 |
| U.S. Government securities | $8,427,000 | 5,733 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $8,427,000 | 5,628 |
| Securities issued by states & political subdivisions | $4,680,000 | 3,189 |
| 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 | $9,000 | 1,747 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,273,000 | 3,208 |
| Mortgage-backed securities | $643,000 | 5,533 |
| Certificates of participation in pools of residential mortgages | $643,000 | 5,099 |
| Issued or guaranteed by U.S. | $643,000 | 5,082 |
| 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) | $13,116,000 | 4,944 |
| Total debt securities | $13,108,000 | 5,480 |
| 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 | $13,900,000 | 5,400 |
| U.S. Government securities | $9,151,000 | 5,593 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $9,151,000 | 5,482 |
| Securities issued by states & political subdivisions | $4,649,000 | 3,183 |
| 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 | $100,000 | 1,574 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,899,000 | 3,109 |
| Mortgage-backed securities | $686,000 | 5,504 |
| Certificates of participation in pools of residential mortgages | $686,000 | 5,067 |
| Issued or guaranteed by U.S. | $686,000 | 5,050 |
| 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) | $13,900,000 | 4,803 |
| Total debt securities | $13,800,000 | 5,379 |
| 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 | $14,155,000 | 5,388 |
| U.S. Government securities | $9,717,000 | 5,499 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $9,717,000 | 5,378 |
| Securities issued by states & political subdivisions | $4,438,000 | 3,263 |
| 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 | $12,013,000 | 3,091 |
| Mortgage-backed securities | $735,000 | 5,481 |
| Certificates of participation in pools of residential mortgages | $735,000 | 5,042 |
| Issued or guaranteed by U.S. | $735,000 | 5,023 |
| 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) | $14,155,000 | 4,776 |
| Total debt securities | $14,155,000 | 5,341 |
| 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 | $11,712,000 | 5,834 |
| U.S. Government securities | $7,767,000 | 5,994 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $7,767,000 | 5,870 |
| Securities issued by states & political subdivisions | $3,945,000 | 3,449 |
| 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 | $11,712,000 | 3,132 |
| Mortgage-backed securities | $775,000 | 5,463 |
| Certificates of participation in pools of residential mortgages | $775,000 | 5,005 |
| Issued or guaranteed by U.S. | $775,000 | 4,988 |
| 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) | $11,712,000 | 5,220 |
| Total debt securities | $11,712,000 | 5,781 |
| 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 | $11,384,000 | 5,944 |
| U.S. Government securities | $7,785,000 | 6,054 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $7,785,000 | 5,928 |
| Securities issued by states & political subdivisions | $3,599,000 | 3,546 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,872,000 | 3,629 |
| Mortgage-backed securities | $816,000 | 5,428 |
| Certificates of participation in pools of residential mortgages | $816,000 | 4,967 |
| Issued or guaranteed by U.S. | $816,000 | 4,944 |
| 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) | $11,384,000 | 5,303 |
| Total debt securities | $11,385,000 | 5,884 |
| 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 | $8,562,000 | 6,554 |
| U.S. Government securities | $4,972,000 | 6,906 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $4,972,000 | 6,769 |
| Securities issued by states & political subdivisions | $3,590,000 | 3,558 |
| 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 | $8,174,000 | 3,762 |
| Mortgage-backed securities | $852,000 | 5,425 |
| Certificates of participation in pools of residential mortgages | $852,000 | 4,975 |
| Issued or guaranteed by U.S. | $852,000 | 4,954 |
| 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) | $8,562,000 | 5,842 |
| Total debt securities | $8,562,000 | 6,493 |
| 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 | $9,511,000 | 6,401 |
| U.S. Government securities | $5,794,000 | 6,682 |
| U.S. Treasury securities | $500,000 | 1,355 |
| U.S. Government agency obligations | $5,294,000 | 6,693 |
| Securities issued by states & political subdivisions | $3,717,000 | 3,517 |
| 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 | $8,568,000 | 3,683 |
| Mortgage-backed securities | $910,000 | 5,425 |
| Certificates of participation in pools of residential mortgages | $910,000 | 4,963 |
| Issued or guaranteed by U.S. | $910,000 | 4,944 |
| 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) | $9,511,000 | 5,692 |
| Total debt securities | $9,511,000 | 6,342 |
| 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 | $10,233,000 | 6,273 |
| U.S. Government securities | $6,349,000 | 6,537 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $6,349,000 | 6,393 |
| Securities issued by states & political subdivisions | $3,884,000 | 3,475 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,146,000 | 3,753 |
| Mortgage-backed securities | $966,000 | 5,438 |
| Certificates of participation in pools of residential mortgages | $966,000 | 4,954 |
| Issued or guaranteed by U.S. | $966,000 | 4,935 |
| 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) | $10,233,000 | 5,558 |
| Total debt securities | $10,233,000 | 6,214 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,098 |
| Fair value | $995,000 | 2,125 |
| 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 | $9,155,000 | 6,525 |
| U.S. Government securities | $5,288,000 | 6,874 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,288,000 | 6,729 |
| Securities issued by states & political subdivisions | $3,867,000 | 3,470 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,198,000 | 3,962 |
| Mortgage-backed securities | $1,033,000 | 5,427 |
| Certificates of participation in pools of residential mortgages | $1,033,000 | 4,931 |
| Issued or guaranteed by U.S. | $1,033,000 | 4,913 |
| 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) | $9,155,000 | 5,785 |
| Total debt securities | $9,156,000 | 6,465 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,039 |
| Fair value | $991,000 | 2,160 |
| 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 | $9,305,000 | 6,509 |
| U.S. Government securities | $5,654,000 | 6,800 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $5,654,000 | 6,653 |
| Securities issued by states & political subdivisions | $3,651,000 | 3,538 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,570,000 | 3,868 |
| Mortgage-backed securities | $1,673,000 | 5,117 |
| Certificates of participation in pools of residential mortgages | $1,673,000 | 4,569 |
| Issued or guaranteed by U.S. | $1,673,000 | 4,548 |
| 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) | $9,305,000 | 5,770 |
| Total debt securities | $9,305,000 | 6,449 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,035 |
| Fair value | $1,003,000 | 2,033 |
| 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 | $8,652,000 | 6,727 |
| U.S. Government securities | $5,265,000 | 6,993 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,265,000 | 6,838 |
| Securities issued by states & political subdivisions | $3,387,000 | 3,626 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,780,000 | 4,083 |
| Mortgage-backed securities | $1,809,000 | 5,128 |
| Certificates of participation in pools of residential mortgages | $1,809,000 | 4,569 |
| Issued or guaranteed by U.S. | $1,809,000 | 4,554 |
| 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) | $8,652,000 | 5,985 |
| Total debt securities | $8,652,000 | 6,672 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,033 |
| Fair value | $991,000 | 2,103 |
| 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 | $8,446,000 | 6,778 |
| U.S. Government securities | $4,707,000 | 7,197 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,707,000 | 7,038 |
| Securities issued by states & political subdivisions | $3,739,000 | 3,522 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,087,000 | 3,992 |
| Mortgage-backed securities | $1,973,000 | 5,056 |
| Certificates of participation in pools of residential mortgages | $1,973,000 | 4,478 |
| Issued or guaranteed by U.S. | $1,973,000 | 4,463 |
| 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) | $8,446,000 | 6,021 |
| Total debt securities | $8,446,000 | 6,721 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,982 |
| Fair value | $990,000 | 2,171 |
| 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 | $8,454,000 | 6,831 |
| U.S. Government securities | $4,908,000 | 7,159 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $4,908,000 | 7,008 |
| Securities issued by states & political subdivisions | $3,546,000 | 3,602 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,835,000 | 4,054 |
| Mortgage-backed securities | $2,150,000 | 5,008 |
| Certificates of participation in pools of residential mortgages | $2,150,000 | 4,422 |
| Issued or guaranteed by U.S. | $2,150,000 | 4,409 |
| 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) | $8,454,000 | 6,058 |
| Total debt securities | $8,454,000 | 6,772 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,717 |
| Fair value | $1,497,000 | 1,773 |
| 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 | $8,439,000 | 6,906 |
| U.S. Government securities | $5,060,000 | 7,187 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,060,000 | 7,028 |
| Securities issued by states & political subdivisions | $3,379,000 | 3,661 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,697,000 | 4,062 |
| Mortgage-backed securities | $2,338,000 | 4,984 |
| Certificates of participation in pools of residential mortgages | $2,338,000 | 4,378 |
| Issued or guaranteed by U.S. | $2,338,000 | 4,364 |
| 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) | $8,439,000 | 6,164 |
| Total debt securities | $8,439,000 | 6,839 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,700 |
| Fair value | $1,478,000 | 1,743 |
| 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 | $8,691,000 | 6,839 |
| U.S. Government securities | $5,606,000 | 6,987 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $5,606,000 | 6,819 |
| Securities issued by states & political subdivisions | $3,085,000 | 3,783 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,334,000 | 3,832 |
| Mortgage-backed securities | $2,803,000 | 4,849 |
| Certificates of participation in pools of residential mortgages | $2,743,000 | 4,240 |
| Issued or guaranteed by U.S. | $2,743,000 | 4,229 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $60,000 | 3,719 |
| CMOs issued by government agencies or sponsored agencies | $60,000 | 3,397 |
| 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) | $8,691,000 | 6,089 |
| Total debt securities | $8,691,000 | 6,768 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,504 |
| Fair value | $1,506,000 | 1,545 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $11,455,000 | 6,310 |
| U.S. Government securities | $7,581,000 | 6,419 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $7,581,000 | 6,247 |
| Securities issued by states & political subdivisions | $3,874,000 | 3,471 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,919,000 | 3,879 |
| Mortgage-backed securities | $3,539,000 | 4,535 |
| Certificates of participation in pools of residential mortgages | $2,979,000 | 4,116 |
| Issued or guaranteed by U.S. | $2,979,000 | 4,102 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $560,000 | 3,102 |
| CMOs issued by government agencies or sponsored agencies | $560,000 | 2,952 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $11,455,000 | 5,582 |
| Total debt securities | $11,455,000 | 6,225 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,373 |
| Fair value | $1,505,000 | 1,391 |
| 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 | $12,207,000 | 6,076 |
| U.S. Government securities | $8,427,000 | 6,051 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $8,427,000 | 5,863 |
| Securities issued by states & political subdivisions | $3,780,000 | 3,517 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,304,000 | 3,981 |
| Mortgage-backed securities | $4,393,000 | 4,240 |
| Certificates of participation in pools of residential mortgages | $3,381,000 | 3,957 |
| Issued or guaranteed by U.S. | $3,381,000 | 3,942 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,012,000 | 2,811 |
| CMOs issued by government agencies or sponsored agencies | $1,012,000 | 2,662 |
| 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) | $12,207,000 | 5,358 |
| Total debt securities | $12,207,000 | 5,989 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,378 |
| Fair value | $984,000 | 1,546 |
| 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 | $12,693,000 | 5,921 |
| U.S. Government securities | $8,935,000 | 5,830 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $8,935,000 | 5,649 |
| Securities issued by states & political subdivisions | $3,758,000 | 3,506 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,037,000 | 3,487 |
| Mortgage-backed securities | $5,388,000 | 4,019 |
| Certificates of participation in pools of residential mortgages | $3,369,000 | 3,997 |
| Issued or guaranteed by U.S. | $3,369,000 | 3,984 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,019,000 | 2,507 |
| CMOs issued by government agencies or sponsored agencies | $2,019,000 | 2,370 |
| 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) | $12,693,000 | 5,195 |
| Total debt securities | $12,693,000 | 5,827 |
| 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 | $19,521,000 | 4,740 |
| U.S. Government securities | $16,074,000 | 4,340 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $16,074,000 | 4,155 |
| Securities issued by states & political subdivisions | $3,447,000 | 3,562 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,302,000 | 2,829 |
| Mortgage-backed securities | $6,473,000 | 3,754 |
| Certificates of participation in pools of residential mortgages | $4,420,000 | 3,609 |
| Issued or guaranteed by U.S. | $4,420,000 | 3,599 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,053,000 | 2,548 |
| CMOs issued by government agencies or sponsored agencies | $2,053,000 | 2,417 |
| 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) | $19,521,000 | 4,099 |
| Total debt securities | $19,521,000 | 4,639 |
| 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 | $21,413,000 | 4,444 |
| U.S. Government securities | $18,052,000 | 3,967 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $18,052,000 | 3,803 |
| Securities issued by states & political subdivisions | $3,361,000 | 3,585 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,862,000 | 2,906 |
| Mortgage-backed securities | $7,349,000 | 3,527 |
| Certificates of participation in pools of residential mortgages | $5,291,000 | 3,273 |
| Issued or guaranteed by U.S. | $5,291,000 | 3,259 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,058,000 | 2,588 |
| CMOs issued by government agencies or sponsored agencies | $2,058,000 | 2,474 |
| 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) | $21,413,000 | 3,820 |
| Total debt securities | $21,413,000 | 4,351 |
| 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 | $8,769,000 | 6,821 |
| U.S. Government securities | $6,559,000 | 6,617 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $6,559,000 | 6,385 |
| Securities issued by states & political subdivisions | $2,210,000 | 4,178 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,545,000 | 3,530 |
| Mortgage-backed securities | $712,000 | 6,142 |
| Certificates of participation in pools of residential mortgages | $351,000 | 5,944 |
| Issued or guaranteed by U.S. | $351,000 | 5,920 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $361,000 | 3,888 |
| CMOs issued by government agencies or sponsored agencies | $361,000 | 3,712 |
| 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) | $8,769,000 | 5,938 |
| Total debt securities | $8,769,000 | 6,711 |
| 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 | $15,329,000 | 5,506 |
| U.S. Government securities | $12,289,000 | 5,195 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $12,289,000 | 4,871 |
| Securities issued by states & political subdivisions | $2,105,000 | 4,319 |
| 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 | $935,000 | 2,631 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,477,000 | 2,709 |
| Mortgage-backed securities | $1,262,000 | 5,300 |
| Certificates of participation in pools of residential mortgages | $1,262,000 | 4,530 |
| Issued or guaranteed by U.S. | $1,262,000 | 4,513 |
| 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) | $245,000 | 5,222 |
| Available-for-sale securities (fair market value) | $15,084,000 | 4,583 |
| Total debt securities | $14,394,000 | 5,566 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $15,943,000 | 5,601 |
| U.S. Government securities | $12,604,000 | 5,358 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $12,604,000 | 4,846 |
| Securities issued by states & political subdivisions | $2,695,000 | 4,114 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $644,000 | 3,212 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,366,000 | 2,724 |
| Mortgage-backed securities | $1,546,000 | 5,399 |
| Certificates of participation in pools of residential mortgages | $1,546,000 | 4,537 |
| Issued or guaranteed by U.S. | $1,546,000 | 4,524 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $367,000 | 5,491 |
| Available-for-sale securities (fair market value) | $15,576,000 | 4,638 |
| Total debt securities | $15,299,000 | 5,632 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $15,280,000 | 5,757 |
| U.S. Government securities | $12,174,000 | 5,472 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $12,174,000 | 4,694 |
| Securities issued by states & political subdivisions | $2,611,000 | 4,261 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $495,000 | 3,602 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,153,000 | 3,231 |
| Mortgage-backed securities | $1,362,000 | 5,776 |
| Certificates of participation in pools of residential mortgages | $1,362,000 | 4,898 |
| Issued or guaranteed by U.S. | $1,362,000 | 4,881 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $419,000 | 5,991 |
| Available-for-sale securities (fair market value) | $14,861,000 | 4,669 |
| Total debt securities | $14,785,000 | 5,732 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $15,232,000 | 5,945 |
| U.S. Government securities | $12,606,000 | 5,642 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $12,606,000 | 4,528 |
| Securities issued by states & political subdivisions | $2,158,000 | 4,468 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $468,000 | 3,765 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,801,000 | 2,378 |
| Mortgage-backed securities | $174,000 | 7,666 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $174,000 | 4,597 |
| CMOs issued by government agencies or sponsored agencies | $174,000 | 4,429 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $609,000 | 6,658 |
| Available-for-sale securities (fair market value) | $14,623,000 | 4,575 |
| Total debt securities | $14,764,000 | 5,933 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $11,767,000 | 7,354 |
| U.S. Government securities | $9,453,000 | 7,235 |
| U.S. Treasury securities | $1,104,000 | 6,982 |
| U.S. Government agency obligations | $8,349,000 | 6,095 |
| Securities issued by states & political subdivisions | $2,062,000 | 4,721 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $252,000 | 4,865 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,052,000 | 3,167 |
| Mortgage-backed securities | $510,000 | 7,522 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $510,000 | 4,414 |
| CMOs issued by government agencies or sponsored agencies | $510,000 | 4,249 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $731,000 | 7,238 |
| Available-for-sale securities (fair market value) | $11,036,000 | 5,680 |
| Total debt securities | $11,515,000 | 7,308 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $9,917,000 | 8,319 |
| U.S. Government securities | $7,785,000 | 8,285 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $7,785,000 | 6,354 |
| Securities issued by states & political subdivisions | $1,998,000 | 4,908 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $134,000 | 5,730 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,136,000 | 3,418 |
| Mortgage-backed securities | $281,000 | 8,453 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $281,000 | 5,281 |
| CMOs issued by government agencies or sponsored agencies | $281,000 | 5,072 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,308,000 | 7,174 |
| Available-for-sale securities (fair market value) | $8,609,000 | 6,593 |
| Total debt securities | $9,783,000 | 8,231 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $9,122,000 | 9,083 |
| U.S. Government securities | $7,800,000 | 8,755 |
| U.S. Treasury securities | $733,000 | 10,112 |
| U.S. Government agency obligations | $7,067,000 | 6,626 |
| Securities issued by states & political subdivisions | $1,195,000 | 6,297 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $127,000 | 5,589 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,246,000 | 3,756 |
| Mortgage-backed securities | $1,865,000 | 6,790 |
| Certificates of participation in pools of residential mortgages | $773,000 | 6,825 |
| Issued or guaranteed by U.S. | $773,000 | 6,800 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,092,000 | 4,399 |
| CMOs issued by government agencies or sponsored agencies | $1,092,000 | 4,198 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,197,000 | 9,882 |
| Available-for-sale securities (fair market value) | $6,925,000 | 5,923 |
| Total debt securities | $8,995,000 | 9,026 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $12,466,000 | 8,184 |
| U.S. Government securities | $11,397,000 | 7,464 |
| U.S. Treasury securities | $1,172,000 | 9,626 |
| U.S. Government agency obligations | $10,225,000 | 5,485 |
| Securities issued by states & political subdivisions | $953,000 | 6,906 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $116,000 | 5,421 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,046,000 | 2,345 |
| Mortgage-backed securities | $4,419,000 | 5,584 |
| Certificates of participation in pools of residential mortgages | $2,175,000 | 5,568 |
| Issued or guaranteed by U.S. | $2,175,000 | 5,526 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,244,000 | 3,860 |
| CMOs issued by government agencies or sponsored agencies | $2,244,000 | 3,673 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $12,350,000 | 8,075 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $11,741,000 | 8,496 |
| U.S. Government securities | $11,231,000 | 7,529 |
| U.S. Treasury securities | $1,064,000 | 10,153 |
| U.S. Government agency obligations | $10,167,000 | 5,466 |
| Securities issued by states & political subdivisions | $495,000 | 7,752 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $15,000 | 7,842 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,393,000 | 4,884 |
| Mortgage-backed securities | $5,538,000 | 5,208 |
| Certificates of participation in pools of residential mortgages | $4,431,000 | 4,232 |
| Issued or guaranteed by U.S. | $4,431,000 | 4,183 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,107,000 | 4,870 |
| CMOs issued by government agencies or sponsored agencies | $1,107,000 | 4,501 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $11,727,000 | 8,362 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |