Home > Bank of Salem > Securities
Bank of Salem, Securities
| 2023-12-31 | Rank | |
| Total securities | $33,730,000 | 3,078 |
| U.S. Government securities | $19,677,000 | 2,976 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $19,677,000 | 2,605 |
| Securities issued by states & political subdivisions | $14,053,000 | 2,144 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,747,000 | 1,926 |
| Mortgage-backed securities | $3,892,000 | 3,125 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,380,000 | 2,960 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,512,000 | 2,014 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $33,730,000 | 2,845 |
| Total debt securities | $33,728,000 | 3,057 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 747 |
| Fair value | $936,000 | 811 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $32,504,000 | 3,105 |
| U.S. Government securities | $19,266,000 | 3,006 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $19,266,000 | 2,613 |
| Securities issued by states & political subdivisions | $13,238,000 | 2,189 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,059,000 | 1,870 |
| Mortgage-backed securities | $3,941,000 | 3,118 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,333,000 | 2,968 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,608,000 | 1,966 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $32,504,000 | 2,863 |
| Total debt securities | $32,505,000 | 3,084 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 768 |
| Fair value | $909,000 | 835 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $34,107,000 | 3,102 |
| U.S. Government securities | $19,908,000 | 3,017 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $19,908,000 | 2,635 |
| Securities issued by states & political subdivisions | $14,199,000 | 2,182 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,493,000 | 1,880 |
| Mortgage-backed securities | $4,341,000 | 3,102 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,514,000 | 2,971 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,827,000 | 1,919 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $34,107,000 | 2,854 |
| Total debt securities | $34,107,000 | 3,079 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 811 |
| Fair value | $911,000 | 885 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $35,014,000 | 3,161 |
| U.S. Government securities | $20,472,000 | 3,081 |
| U.S. Treasury securities | $100,000 | 2,887 |
| U.S. Government agency obligations | $20,372,000 | 2,622 |
| Securities issued by states & political subdivisions | $14,542,000 | 2,212 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,663,000 | 1,818 |
| Mortgage-backed securities | $4,604,000 | 3,120 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,629,000 | 2,994 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,975,000 | 1,920 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $35,014,000 | 2,899 |
| Total debt securities | $35,014,000 | 3,136 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $38,206,000 | 3,103 |
| U.S. Government securities | $20,997,000 | 3,061 |
| U.S. Treasury securities | $99,000 | 2,930 |
| U.S. Government agency obligations | $20,898,000 | 2,592 |
| Securities issued by states & political subdivisions | $17,209,000 | 2,081 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,318,000 | 1,637 |
| Mortgage-backed securities | $4,795,000 | 3,130 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,681,000 | 3,000 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,114,000 | 1,904 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $38,206,000 | 2,854 |
| Total debt securities | $38,206,000 | 3,083 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $38,323,000 | 3,102 |
| U.S. Government securities | $21,621,000 | 3,059 |
| U.S. Treasury securities | $99,000 | 2,947 |
| U.S. Government agency obligations | $21,522,000 | 2,589 |
| Securities issued by states & political subdivisions | $16,702,000 | 2,111 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,902,000 | 1,680 |
| Mortgage-backed securities | $4,911,000 | 3,140 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,706,000 | 3,014 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,205,000 | 1,897 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $38,323,000 | 2,852 |
| Total debt securities | $38,324,000 | 3,079 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $40,514,000 | 3,077 |
| U.S. Government securities | $23,096,000 | 3,009 |
| U.S. Treasury securities | $100,000 | 2,908 |
| U.S. Government agency obligations | $22,996,000 | 2,550 |
| Securities issued by states & political subdivisions | $17,418,000 | 2,132 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,126,000 | 1,743 |
| Mortgage-backed securities | $5,460,000 | 3,138 |
| Certificates of participation in pools of residential mortgages | $2,969,000 | 3,099 |
| Issued or guaranteed by U.S. | $2,969,000 | 3,007 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $2,491,000 | 1,946 |
| CMOs issued by government agencies or sponsored agencies | $2,491,000 | 1,868 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $40,514,000 | 2,851 |
| Total debt securities | $40,514,000 | 3,062 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $38,927,000 | 3,087 |
| U.S. Government securities | $22,280,000 | 2,964 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $22,280,000 | 2,576 |
| Securities issued by states & political subdivisions | $16,647,000 | 2,193 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,745,000 | 1,597 |
| Mortgage-backed securities | $5,649,000 | 3,125 |
| Certificates of participation in pools of residential mortgages | $3,248,000 | 3,075 |
| Issued or guaranteed by U.S. | $3,248,000 | 2,991 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $2,401,000 | 1,959 |
| CMOs issued by government agencies or sponsored agencies | $2,401,000 | 1,896 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $38,927,000 | 2,893 |
| Total debt securities | $38,927,000 | 3,072 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $37,675,000 | 3,044 |
| U.S. Government securities | $20,008,000 | 2,936 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $20,008,000 | 2,665 |
| Securities issued by states & political subdivisions | $17,667,000 | 2,184 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,787,000 | 1,726 |
| Mortgage-backed securities | $6,548,000 | 3,050 |
| Certificates of participation in pools of residential mortgages | $3,653,000 | 3,008 |
| Issued or guaranteed by U.S. | $3,653,000 | 2,916 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,891,000 | 1,861 |
| CMOs issued by government agencies or sponsored agencies | $2,891,000 | 1,805 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $4,000 | 1,990 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $4,000 | 1,424 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $37,675,000 | 2,879 |
| Total debt securities | $37,675,000 | 3,023 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $37,715,000 | 2,988 |
| U.S. Government securities | $19,964,000 | 2,878 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $19,964,000 | 2,661 |
| Securities issued by states & political subdivisions | $17,751,000 | 2,145 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,125,000 | 1,717 |
| Mortgage-backed securities | $7,575,000 | 2,975 |
| Certificates of participation in pools of residential mortgages | $3,912,000 | 2,972 |
| Issued or guaranteed by U.S. | $3,912,000 | 2,889 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $3,420,000 | 1,786 |
| CMOs issued by government agencies or sponsored agencies | $3,420,000 | 1,741 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $243,000 | 1,930 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $243,000 | 1,368 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $37,715,000 | 2,826 |
| Total debt securities | $37,715,000 | 2,967 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $39,454,000 | 2,868 |
| U.S. Government securities | $21,425,000 | 2,738 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $21,425,000 | 2,556 |
| Securities issued by states & political subdivisions | $18,029,000 | 2,098 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,509,000 | 1,648 |
| Mortgage-backed securities | $9,022,000 | 2,845 |
| Certificates of participation in pools of residential mortgages | $4,156,000 | 2,931 |
| Issued or guaranteed by U.S. | $4,156,000 | 2,842 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $4,611,000 | 1,593 |
| CMOs issued by government agencies or sponsored agencies | $4,611,000 | 1,556 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $255,000 | 1,931 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $255,000 | 1,353 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $39,454,000 | 2,708 |
| Total debt securities | $39,453,000 | 2,850 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $35,077,000 | 2,897 |
| U.S. Government securities | $18,887,000 | 2,745 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $18,887,000 | 2,570 |
| Securities issued by states & political subdivisions | $16,190,000 | 2,154 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,906,000 | 1,603 |
| Mortgage-backed securities | $8,871,000 | 2,815 |
| Certificates of participation in pools of residential mortgages | $3,365,000 | 2,989 |
| Issued or guaranteed by U.S. | $3,365,000 | 2,896 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $5,108,000 | 1,490 |
| CMOs issued by government agencies or sponsored agencies | $5,108,000 | 1,448 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $398,000 | 1,887 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $398,000 | 1,307 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $35,077,000 | 2,719 |
| Total debt securities | $35,077,000 | 2,877 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $30,961,000 | 2,970 |
| U.S. Government securities | $12,437,000 | 3,080 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $12,437,000 | 2,933 |
| Securities issued by states & political subdivisions | $18,524,000 | 1,980 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,890,000 | 1,538 |
| Mortgage-backed securities | $9,347,000 | 2,706 |
| Certificates of participation in pools of residential mortgages | $3,653,000 | 2,908 |
| Issued or guaranteed by U.S. | $3,653,000 | 2,829 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $5,251,000 | 1,480 |
| CMOs issued by government agencies or sponsored agencies | $5,251,000 | 1,437 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $443,000 | 1,837 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $443,000 | 1,268 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $30,961,000 | 2,793 |
| Total debt securities | $30,961,000 | 2,950 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $29,137,000 | 2,948 |
| U.S. Government securities | $10,430,000 | 3,213 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $10,430,000 | 3,073 |
| Securities issued by states & political subdivisions | $18,707,000 | 1,858 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,372,000 | 1,989 |
| Mortgage-backed securities | $8,544,000 | 2,771 |
| Certificates of participation in pools of residential mortgages | $1,994,000 | 3,232 |
| Issued or guaranteed by U.S. | $1,994,000 | 3,143 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,001,000 | 1,435 |
| CMOs issued by government agencies or sponsored agencies | $6,001,000 | 1,397 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $549,000 | 1,769 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $549,000 | 1,196 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $29,137,000 | 2,759 |
| Total debt securities | $29,138,000 | 2,931 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $28,178,000 | 2,938 |
| U.S. Government securities | $11,233,000 | 3,140 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $11,233,000 | 3,000 |
| Securities issued by states & political subdivisions | $16,945,000 | 1,889 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,238,000 | 1,891 |
| Mortgage-backed securities | $8,836,000 | 2,737 |
| Certificates of participation in pools of residential mortgages | $1,302,000 | 3,426 |
| Issued or guaranteed by U.S. | $1,302,000 | 3,329 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,955,000 | 1,380 |
| CMOs issued by government agencies or sponsored agencies | $6,955,000 | 1,345 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $579,000 | 1,748 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $579,000 | 1,166 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $28,178,000 | 2,751 |
| Total debt securities | $28,177,000 | 2,916 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $28,375,000 | 2,902 |
| U.S. Government securities | $12,213,000 | 3,097 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $12,213,000 | 2,955 |
| Securities issued by states & political subdivisions | $16,162,000 | 1,792 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,394,000 | 1,983 |
| Mortgage-backed securities | $9,906,000 | 2,654 |
| Certificates of participation in pools of residential mortgages | $1,358,000 | 3,418 |
| Issued or guaranteed by U.S. | $1,358,000 | 3,311 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $7,756,000 | 1,325 |
| CMOs issued by government agencies or sponsored agencies | $7,756,000 | 1,290 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $792,000 | 1,669 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $792,000 | 1,100 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $28,375,000 | 2,726 |
| Total debt securities | $28,374,000 | 2,883 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $32,500,000 | 2,744 |
| U.S. Government securities | $14,068,000 | 3,001 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $14,068,000 | 2,840 |
| Securities issued by states & political subdivisions | $18,432,000 | 1,619 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,171,000 | 1,778 |
| Mortgage-backed securities | $9,804,000 | 2,631 |
| Certificates of participation in pools of residential mortgages | $854,000 | 3,571 |
| Issued or guaranteed by U.S. | $854,000 | 3,483 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $8,140,000 | 1,287 |
| CMOs issued by government agencies or sponsored agencies | $8,140,000 | 1,252 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $810,000 | 1,641 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $810,000 | 1,063 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $32,500,000 | 2,566 |
| Total debt securities | $32,500,000 | 2,726 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $34,102,000 | 2,691 |
| U.S. Government securities | $16,789,000 | 2,827 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $16,789,000 | 2,672 |
| Securities issued by states & political subdivisions | $17,313,000 | 1,688 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,465,000 | 1,808 |
| Mortgage-backed securities | $10,534,000 | 2,554 |
| Certificates of participation in pools of residential mortgages | $906,000 | 3,583 |
| Issued or guaranteed by U.S. | $906,000 | 3,494 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $8,774,000 | 1,265 |
| CMOs issued by government agencies or sponsored agencies | $8,774,000 | 1,229 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $854,000 | 1,609 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $854,000 | 1,024 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $34,102,000 | 2,507 |
| Total debt securities | $34,102,000 | 2,673 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $36,504,000 | 2,640 |
| U.S. Government securities | $17,897,000 | 2,798 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $17,897,000 | 2,638 |
| Securities issued by states & political subdivisions | $18,607,000 | 1,638 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,049,000 | 1,784 |
| Mortgage-backed securities | $11,156,000 | 2,513 |
| Certificates of participation in pools of residential mortgages | $955,000 | 3,577 |
| Issued or guaranteed by U.S. | $955,000 | 3,496 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $9,328,000 | 1,223 |
| CMOs issued by government agencies or sponsored agencies | $9,328,000 | 1,185 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $873,000 | 1,592 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $873,000 | 1,007 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $36,504,000 | 2,454 |
| Total debt securities | $36,504,000 | 2,622 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $36,294,000 | 2,678 |
| U.S. Government securities | $17,824,000 | 2,833 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $17,824,000 | 2,678 |
| Securities issued by states & political subdivisions | $18,470,000 | 1,706 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,405,000 | 1,749 |
| Mortgage-backed securities | $10,643,000 | 2,548 |
| Certificates of participation in pools of residential mortgages | $985,000 | 3,588 |
| Issued or guaranteed by U.S. | $985,000 | 3,503 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $9,658,000 | 1,200 |
| CMOs issued by government agencies or sponsored agencies | $9,658,000 | 1,159 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $36,294,000 | 2,481 |
| Total debt securities | $36,293,000 | 2,660 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $36,447,000 | 2,690 |
| U.S. Government securities | $18,066,000 | 2,820 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $18,066,000 | 2,673 |
| Securities issued by states & political subdivisions | $18,381,000 | 1,748 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,863,000 | 1,644 |
| Mortgage-backed securities | $10,482,000 | 2,568 |
| Certificates of participation in pools of residential mortgages | $1,005,000 | 3,597 |
| Issued or guaranteed by U.S. | $1,005,000 | 3,525 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $9,477,000 | 1,199 |
| CMOs issued by government agencies or sponsored agencies | $9,477,000 | 1,160 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $36,447,000 | 2,500 |
| Total debt securities | $36,447,000 | 2,673 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $36,465,000 | 2,703 |
| U.S. Government securities | $18,276,000 | 2,826 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $18,276,000 | 2,682 |
| Securities issued by states & political subdivisions | $18,189,000 | 1,774 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,979,000 | 1,670 |
| Mortgage-backed securities | $10,762,000 | 2,558 |
| Certificates of participation in pools of residential mortgages | $1,045,000 | 3,633 |
| Issued or guaranteed by U.S. | $1,045,000 | 3,604 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $9,717,000 | 1,166 |
| CMOs issued by government agencies or sponsored agencies | $9,717,000 | 1,127 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $36,465,000 | 2,503 |
| Total debt securities | $36,465,000 | 2,687 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $39,331,000 | 2,626 |
| U.S. Government securities | $20,713,000 | 2,674 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $20,713,000 | 2,537 |
| Securities issued by states & political subdivisions | $18,618,000 | 1,796 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,196,000 | 1,660 |
| Mortgage-backed securities | $11,426,000 | 2,541 |
| Certificates of participation in pools of residential mortgages | $1,269,000 | 3,604 |
| Issued or guaranteed by U.S. | $1,269,000 | 3,432 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $10,157,000 | 1,147 |
| CMOs issued by government agencies or sponsored agencies | $10,157,000 | 1,106 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $39,331,000 | 2,428 |
| Total debt securities | $39,330,000 | 2,611 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $37,890,000 | 2,702 |
| U.S. Government securities | $19,293,000 | 2,839 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $19,293,000 | 2,710 |
| Securities issued by states & political subdivisions | $18,597,000 | 1,851 |
| 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 | $26,213,000 | 1,668 |
| Mortgage-backed securities | $10,960,000 | 2,582 |
| Certificates of participation in pools of residential mortgages | $1,470,000 | 3,578 |
| Issued or guaranteed by U.S. | $1,470,000 | 3,571 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,490,000 | 1,172 |
| CMOs issued by government agencies or sponsored agencies | $9,490,000 | 1,130 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $37,890,000 | 2,505 |
| Total debt securities | $37,889,000 | 2,687 |
| 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 | $39,456,000 | 2,673 |
| U.S. Government securities | $19,781,000 | 2,822 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $19,781,000 | 2,688 |
| Securities issued by states & political subdivisions | $19,675,000 | 1,839 |
| 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 | $24,847,000 | 1,759 |
| Mortgage-backed securities | $10,882,000 | 2,617 |
| Certificates of participation in pools of residential mortgages | $1,540,000 | 3,602 |
| Issued or guaranteed by U.S. | $1,540,000 | 3,595 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $9,342,000 | 1,182 |
| CMOs issued by government agencies or sponsored agencies | $9,342,000 | 1,139 |
| 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) | $39,456,000 | 2,478 |
| Total debt securities | $39,457,000 | 2,657 |
| 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 | $38,717,000 | 2,730 |
| U.S. Government securities | $20,451,000 | 2,793 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $20,451,000 | 2,686 |
| Securities issued by states & political subdivisions | $18,266,000 | 1,957 |
| 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 | $22,167,000 | 1,934 |
| Mortgage-backed securities | $10,474,000 | 2,675 |
| Certificates of participation in pools of residential mortgages | $1,597,000 | 3,648 |
| Issued or guaranteed by U.S. | $1,597,000 | 3,641 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $8,877,000 | 1,205 |
| CMOs issued by government agencies or sponsored agencies | $8,877,000 | 1,155 |
| 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) | $38,717,000 | 2,515 |
| Total debt securities | $38,718,000 | 2,712 |
| 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 | $38,909,000 | 2,762 |
| U.S. Government securities | $20,579,000 | 2,827 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $20,579,000 | 2,712 |
| Securities issued by states & political subdivisions | $18,330,000 | 1,972 |
| 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 | $25,101,000 | 1,800 |
| Mortgage-backed securities | $9,604,000 | 2,781 |
| Certificates of participation in pools of residential mortgages | $1,120,000 | 3,858 |
| Issued or guaranteed by U.S. | $1,120,000 | 3,852 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,484,000 | 1,239 |
| CMOs issued by government agencies or sponsored agencies | $8,484,000 | 1,192 |
| 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) | $38,909,000 | 2,540 |
| Total debt securities | $38,910,000 | 2,744 |
| 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 | $41,387,000 | 2,703 |
| U.S. Government securities | $19,608,000 | 2,950 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $19,608,000 | 2,823 |
| Securities issued by states & political subdivisions | $21,779,000 | 1,754 |
| 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 | $24,698,000 | 1,823 |
| Mortgage-backed securities | $9,161,000 | 2,875 |
| Certificates of participation in pools of residential mortgages | $1,157,000 | 3,907 |
| Issued or guaranteed by U.S. | $1,157,000 | 3,903 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,004,000 | 1,285 |
| CMOs issued by government agencies or sponsored agencies | $8,004,000 | 1,228 |
| 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) | $41,387,000 | 2,472 |
| Total debt securities | $41,388,000 | 2,684 |
| 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 | $39,253,000 | 2,777 |
| U.S. Government securities | $18,814,000 | 2,991 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $18,814,000 | 2,863 |
| Securities issued by states & political subdivisions | $20,439,000 | 1,849 |
| 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 | $23,966,000 | 1,857 |
| Mortgage-backed securities | $8,392,000 | 2,950 |
| Certificates of participation in pools of residential mortgages | $1,193,000 | 3,924 |
| Issued or guaranteed by U.S. | $1,193,000 | 3,917 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $7,199,000 | 1,331 |
| CMOs issued by government agencies or sponsored agencies | $7,199,000 | 1,268 |
| 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) | $39,253,000 | 2,543 |
| Total debt securities | $39,253,000 | 2,758 |
| 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 | $36,666,000 | 2,874 |
| U.S. Government securities | $17,613,000 | 3,067 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $17,613,000 | 2,961 |
| Securities issued by states & political subdivisions | $19,053,000 | 1,933 |
| 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 | $21,144,000 | 2,023 |
| Mortgage-backed securities | $9,285,000 | 2,871 |
| Certificates of participation in pools of residential mortgages | $1,318,000 | 3,922 |
| Issued or guaranteed by U.S. | $1,318,000 | 3,919 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,967,000 | 1,282 |
| CMOs issued by government agencies or sponsored agencies | $7,967,000 | 1,224 |
| 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) | $36,666,000 | 2,633 |
| Total debt securities | $36,665,000 | 2,856 |
| 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 | $36,971,000 | 2,908 |
| U.S. Government securities | $19,958,000 | 2,960 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $19,958,000 | 2,842 |
| Securities issued by states & political subdivisions | $17,013,000 | 2,111 |
| 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 | $21,412,000 | 2,048 |
| Mortgage-backed securities | $10,195,000 | 2,810 |
| Certificates of participation in pools of residential mortgages | $1,630,000 | 3,855 |
| Issued or guaranteed by U.S. | $1,630,000 | 3,849 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $8,565,000 | 1,260 |
| CMOs issued by government agencies or sponsored agencies | $8,565,000 | 1,201 |
| 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) | $36,971,000 | 2,664 |
| Total debt securities | $36,969,000 | 2,890 |
| 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 | $35,995,000 | 3,009 |
| U.S. Government securities | $22,981,000 | 2,815 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $22,981,000 | 2,710 |
| Securities issued by states & political subdivisions | $13,014,000 | 2,446 |
| 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 | $21,782,000 | 2,036 |
| Mortgage-backed securities | $11,064,000 | 2,753 |
| Certificates of participation in pools of residential mortgages | $1,746,000 | 3,847 |
| Issued or guaranteed by U.S. | $1,746,000 | 3,842 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,318,000 | 1,217 |
| CMOs issued by government agencies or sponsored agencies | $9,318,000 | 1,159 |
| 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) | $35,995,000 | 2,745 |
| Total debt securities | $35,995,000 | 2,989 |
| 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 | $33,145,000 | 3,199 |
| U.S. Government securities | $19,233,000 | 3,137 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $19,233,000 | 3,019 |
| Securities issued by states & political subdivisions | $13,912,000 | 2,377 |
| 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 | $21,393,000 | 2,074 |
| Mortgage-backed securities | $7,377,000 | 3,155 |
| Certificates of participation in pools of residential mortgages | $1,315,000 | 4,014 |
| Issued or guaranteed by U.S. | $1,315,000 | 4,010 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,062,000 | 1,521 |
| CMOs issued by government agencies or sponsored agencies | $6,062,000 | 1,459 |
| 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) | $33,145,000 | 2,912 |
| Total debt securities | $33,145,000 | 3,174 |
| 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 | $30,336,000 | 3,392 |
| U.S. Government securities | $17,442,000 | 3,362 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $17,442,000 | 3,264 |
| Securities issued by states & political subdivisions | $12,894,000 | 2,498 |
| 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 | $17,102,000 | 2,391 |
| Mortgage-backed securities | $4,337,000 | 3,677 |
| Certificates of participation in pools of residential mortgages | $341,000 | 4,518 |
| Issued or guaranteed by U.S. | $341,000 | 4,514 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $3,996,000 | 1,822 |
| CMOs issued by government agencies or sponsored agencies | $3,996,000 | 1,757 |
| 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) | $30,336,000 | 3,100 |
| Total debt securities | $30,335,000 | 3,366 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $29,614,000 | 3,506 |
| U.S. Government securities | $18,536,000 | 3,348 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $18,536,000 | 3,248 |
| Securities issued by states & political subdivisions | $11,078,000 | 2,707 |
| 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 | $18,273,000 | 2,319 |
| Mortgage-backed securities | $4,731,000 | 3,680 |
| Certificates of participation in pools of residential mortgages | $372,000 | 4,577 |
| Issued or guaranteed by U.S. | $372,000 | 4,574 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,359,000 | 1,822 |
| CMOs issued by government agencies or sponsored agencies | $4,359,000 | 1,754 |
| 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) | $29,614,000 | 3,199 |
| Total debt securities | $29,612,000 | 3,480 |
| Structured notes | ||
| Amortized cost | $258,000 | 1,791 |
| Fair value | $259,000 | 1,791 |
| 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 | $28,849,000 | 3,601 |
| U.S. Government securities | $19,599,000 | 3,318 |
| U.S. Treasury securities | $1,000,000 | 1,024 |
| U.S. Government agency obligations | $18,599,000 | 3,297 |
| Securities issued by states & political subdivisions | $9,250,000 | 2,936 |
| 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 | $19,387,000 | 2,270 |
| Mortgage-backed securities | $4,662,000 | 3,761 |
| Certificates of participation in pools of residential mortgages | $410,000 | 4,605 |
| Issued or guaranteed by U.S. | $410,000 | 4,600 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $4,252,000 | 1,882 |
| CMOs issued by government agencies or sponsored agencies | $4,252,000 | 1,813 |
| 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) | $28,849,000 | 3,285 |
| Total debt securities | $28,849,000 | 3,576 |
| Structured notes | ||
| Amortized cost | $277,000 | 1,898 |
| Fair value | $280,000 | 1,899 |
| 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 | $28,508,000 | 3,655 |
| U.S. Government securities | $19,990,000 | 3,351 |
| U.S. Treasury securities | $1,501,000 | 908 |
| U.S. Government agency obligations | $18,489,000 | 3,369 |
| Securities issued by states & political subdivisions | $8,518,000 | 3,056 |
| 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 | $19,091,000 | 2,303 |
| Mortgage-backed securities | $5,071,000 | 3,748 |
| Certificates of participation in pools of residential mortgages | $445,000 | 4,667 |
| Issued or guaranteed by U.S. | $445,000 | 4,662 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,626,000 | 1,858 |
| CMOs issued by government agencies or sponsored agencies | $4,626,000 | 1,787 |
| 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) | $28,508,000 | 3,334 |
| Total debt securities | $28,508,000 | 3,630 |
| Structured notes | ||
| Amortized cost | $292,000 | 1,989 |
| Fair value | $297,000 | 1,984 |
| 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 | $29,961,000 | 3,643 |
| U.S. Government securities | $21,415,000 | 3,315 |
| U.S. Treasury securities | $1,502,000 | 908 |
| U.S. Government agency obligations | $19,913,000 | 3,332 |
| Securities issued by states & political subdivisions | $8,546,000 | 3,091 |
| 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 | $17,367,000 | 2,453 |
| Mortgage-backed securities | $5,463,000 | 3,766 |
| Certificates of participation in pools of residential mortgages | $483,000 | 4,740 |
| Issued or guaranteed by U.S. | $483,000 | 4,736 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,980,000 | 1,822 |
| CMOs issued by government agencies or sponsored agencies | $4,980,000 | 1,749 |
| 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) | $29,961,000 | 3,325 |
| Total debt securities | $29,961,000 | 3,616 |
| Structured notes | ||
| Amortized cost | $312,000 | 2,073 |
| Fair value | $317,000 | 2,072 |
| 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 | $28,700,000 | 3,775 |
| U.S. Government securities | $19,648,000 | 3,505 |
| U.S. Treasury securities | $2,002,000 | 778 |
| U.S. Government agency obligations | $17,646,000 | 3,583 |
| Securities issued by states & political subdivisions | $9,052,000 | 3,041 |
| 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 | $19,939,000 | 2,258 |
| Mortgage-backed securities | $4,628,000 | 3,967 |
| Certificates of participation in pools of residential mortgages | $300,000 | 4,885 |
| Issued or guaranteed by U.S. | $300,000 | 4,881 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,328,000 | 1,966 |
| CMOs issued by government agencies or sponsored agencies | $4,328,000 | 1,883 |
| 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) | $28,700,000 | 3,446 |
| Total debt securities | $28,701,000 | 3,748 |
| Structured notes | ||
| Amortized cost | $333,000 | 2,123 |
| Fair value | $337,000 | 2,121 |
| 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 | $31,241,000 | 3,621 |
| U.S. Government securities | $22,257,000 | 3,312 |
| U.S. Treasury securities | $2,502,000 | 649 |
| U.S. Government agency obligations | $19,755,000 | 3,410 |
| Securities issued by states & political subdivisions | $8,984,000 | 3,062 |
| 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 | $21,411,000 | 2,150 |
| Mortgage-backed securities | $4,716,000 | 3,981 |
| Certificates of participation in pools of residential mortgages | $336,000 | 4,908 |
| Issued or guaranteed by U.S. | $336,000 | 4,903 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $4,380,000 | 1,949 |
| CMOs issued by government agencies or sponsored agencies | $4,380,000 | 1,867 |
| 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) | $31,241,000 | 3,305 |
| Total debt securities | $31,243,000 | 3,590 |
| Structured notes | ||
| Amortized cost | $358,000 | 2,153 |
| Fair value | $362,000 | 2,151 |
| 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 | $30,244,000 | 3,685 |
| U.S. Government securities | $19,571,000 | 3,530 |
| U.S. Treasury securities | $2,503,000 | 617 |
| U.S. Government agency obligations | $17,068,000 | 3,670 |
| Securities issued by states & political subdivisions | $10,673,000 | 2,799 |
| 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 | $22,877,000 | 2,064 |
| Mortgage-backed securities | $2,386,000 | 4,527 |
| Certificates of participation in pools of residential mortgages | $385,000 | 4,918 |
| Issued or guaranteed by U.S. | $385,000 | 4,913 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,001,000 | 2,457 |
| CMOs issued by government agencies or sponsored agencies | $2,001,000 | 2,372 |
| 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) | $30,244,000 | 3,367 |
| Total debt securities | $30,243,000 | 3,658 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $29,629,000 | 3,748 |
| U.S. Government securities | $18,229,000 | 3,690 |
| U.S. Treasury securities | $3,509,000 | 519 |
| U.S. Government agency obligations | $14,720,000 | 3,979 |
| Securities issued by states & political subdivisions | $11,400,000 | 2,701 |
| 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 | $22,237,000 | 2,078 |
| Mortgage-backed securities | $1,100,000 | 4,917 |
| Certificates of participation in pools of residential mortgages | $429,000 | 4,932 |
| Issued or guaranteed by U.S. | $429,000 | 4,926 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $671,000 | 3,082 |
| CMOs issued by government agencies or sponsored agencies | $671,000 | 2,965 |
| 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) | $29,629,000 | 3,444 |
| Total debt securities | $29,631,000 | 3,717 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $17,807,000 | 4,707 |
| U.S. Government securities | $8,909,000 | 4,827 |
| U.S. Treasury securities | $1,499,000 | 746 |
| U.S. Government agency obligations | $7,410,000 | 4,954 |
| Securities issued by states & political subdivisions | $8,898,000 | 3,071 |
| 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 | $13,751,000 | 2,771 |
| Mortgage-backed securities | $1,241,000 | 4,882 |
| Certificates of participation in pools of residential mortgages | $491,000 | 4,875 |
| Issued or guaranteed by U.S. | $491,000 | 4,871 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $750,000 | 3,072 |
| CMOs issued by government agencies or sponsored agencies | $750,000 | 2,948 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $17,807,000 | 4,333 |
| Total debt securities | $17,808,000 | 4,672 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $18,875,000 | 4,619 |
| U.S. Government securities | $10,165,000 | 4,699 |
| U.S. Treasury securities | $3,001,000 | 592 |
| U.S. Government agency obligations | $7,164,000 | 5,050 |
| Securities issued by states & political subdivisions | $8,710,000 | 3,064 |
| 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 | $13,777,000 | 2,810 |
| Mortgage-backed securities | $1,460,000 | 4,868 |
| Certificates of participation in pools of residential mortgages | $568,000 | 4,878 |
| Issued or guaranteed by U.S. | $568,000 | 4,876 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $892,000 | 3,051 |
| CMOs issued by government agencies or sponsored agencies | $892,000 | 2,920 |
| 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) | $18,875,000 | 4,266 |
| Total debt securities | $18,874,000 | 4,590 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $18,733,000 | 4,600 |
| U.S. Government securities | $9,434,000 | 4,786 |
| U.S. Treasury securities | $2,003,000 | 679 |
| U.S. Government agency obligations | $7,431,000 | 5,001 |
| Securities issued by states & political subdivisions | $9,299,000 | 2,956 |
| 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 | $15,196,000 | 2,635 |
| Mortgage-backed securities | $1,715,000 | 4,835 |
| Certificates of participation in pools of residential mortgages | $665,000 | 4,869 |
| Issued or guaranteed by U.S. | $665,000 | 4,868 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,050,000 | 3,017 |
| CMOs issued by government agencies or sponsored agencies | $1,050,000 | 2,887 |
| 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) | $18,733,000 | 4,248 |
| Total debt securities | $18,732,000 | 4,568 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $18,932,000 | 4,630 |
| U.S. Government securities | $9,762,000 | 4,831 |
| U.S. Treasury securities | $2,006,000 | 638 |
| U.S. Government agency obligations | $7,756,000 | 5,059 |
| Securities issued by states & political subdivisions | $9,170,000 | 2,944 |
| 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 | $13,773,000 | 2,811 |
| Mortgage-backed securities | $2,029,000 | 4,851 |
| Certificates of participation in pools of residential mortgages | $772,000 | 4,927 |
| Issued or guaranteed by U.S. | $772,000 | 4,924 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,257,000 | 3,013 |
| CMOs issued by government agencies or sponsored agencies | $1,257,000 | 2,889 |
| 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) | $18,932,000 | 4,284 |
| Total debt securities | $18,932,000 | 4,597 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $19,382,000 | 4,620 |
| U.S. Government securities | $10,637,000 | 4,790 |
| U.S. Treasury securities | $2,009,000 | 627 |
| U.S. Government agency obligations | $8,628,000 | 5,012 |
| Securities issued by states & political subdivisions | $8,745,000 | 2,942 |
| 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 | $13,000,000 | 2,919 |
| Mortgage-backed securities | $2,401,000 | 4,799 |
| Certificates of participation in pools of residential mortgages | $883,000 | 4,904 |
| Issued or guaranteed by U.S. | $883,000 | 4,901 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,518,000 | 2,937 |
| CMOs issued by government agencies or sponsored agencies | $1,518,000 | 2,807 |
| 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) | $19,382,000 | 4,265 |
| Total debt securities | $19,380,000 | 4,591 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $17,780,000 | 4,823 |
| U.S. Government securities | $9,654,000 | 5,046 |
| U.S. Treasury securities | $2,011,000 | 667 |
| U.S. Government agency obligations | $7,643,000 | 5,284 |
| Securities issued by states & political subdivisions | $8,126,000 | 2,969 |
| 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 | $11,470,000 | 3,156 |
| Mortgage-backed securities | $2,881,000 | 4,735 |
| Certificates of participation in pools of residential mortgages | $1,000,000 | 4,853 |
| Issued or guaranteed by U.S. | $1,000,000 | 4,851 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,881,000 | 2,842 |
| CMOs issued by government agencies or sponsored agencies | $1,881,000 | 2,717 |
| 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) | $17,780,000 | 4,455 |
| Total debt securities | $17,780,000 | 4,795 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $16,042,000 | 4,981 |
| U.S. Government securities | $5,524,000 | 5,754 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $5,524,000 | 5,642 |
| Securities issued by states & political subdivisions | $10,518,000 | 2,561 |
| 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 | $11,727,000 | 2,972 |
| Mortgage-backed securities | $3,441,000 | 4,548 |
| Certificates of participation in pools of residential mortgages | $1,136,000 | 4,753 |
| Issued or guaranteed by U.S. | $1,136,000 | 4,746 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,305,000 | 2,669 |
| CMOs issued by government agencies or sponsored agencies | $2,305,000 | 2,473 |
| 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) | $16,042,000 | 4,553 |
| Total debt securities | $16,040,000 | 4,958 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $18,778,000 | 4,633 |
| U.S. Government securities | $8,212,000 | 5,239 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $8,212,000 | 5,137 |
| Securities issued by states & political subdivisions | $10,566,000 | 2,499 |
| 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 | $12,024,000 | 2,888 |
| Mortgage-backed securities | $4,112,000 | 4,361 |
| Certificates of participation in pools of residential mortgages | $1,273,000 | 4,690 |
| Issued or guaranteed by U.S. | $1,273,000 | 4,679 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,839,000 | 2,516 |
| CMOs issued by government agencies or sponsored agencies | $2,839,000 | 2,317 |
| 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) | $18,778,000 | 4,250 |
| Total debt securities | $18,778,000 | 4,601 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $19,479,000 | 4,620 |
| U.S. Government securities | $8,920,000 | 5,236 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $8,920,000 | 5,123 |
| Securities issued by states & political subdivisions | $10,559,000 | 2,431 |
| 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 | $11,867,000 | 2,923 |
| Mortgage-backed securities | $4,805,000 | 4,194 |
| Certificates of participation in pools of residential mortgages | $1,476,000 | 4,604 |
| Issued or guaranteed by U.S. | $1,476,000 | 4,596 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,329,000 | 2,363 |
| CMOs issued by government agencies or sponsored agencies | $3,329,000 | 2,159 |
| 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) | $19,479,000 | 4,238 |
| Total debt securities | $19,479,000 | 4,587 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $19,654,000 | 4,581 |
| U.S. Government securities | $10,359,000 | 4,956 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $10,359,000 | 4,837 |
| Securities issued by states & political subdivisions | $9,295,000 | 2,583 |
| 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 | $11,258,000 | 3,022 |
| Mortgage-backed securities | $5,740,000 | 3,930 |
| Certificates of participation in pools of residential mortgages | $1,875,000 | 4,381 |
| Issued or guaranteed by U.S. | $1,875,000 | 4,371 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,865,000 | 2,186 |
| CMOs issued by government agencies or sponsored agencies | $3,865,000 | 1,991 |
| 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) | $19,654,000 | 4,195 |
| Total debt securities | $19,655,000 | 4,545 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| 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 | $21,816,000 | 4,203 |
| U.S. Government securities | $12,077,000 | 4,527 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $12,077,000 | 4,410 |
| Securities issued by states & political subdivisions | $9,739,000 | 2,497 |
| 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 | $14,349,000 | 2,616 |
| Mortgage-backed securities | $6,460,000 | 3,726 |
| Certificates of participation in pools of residential mortgages | $2,280,000 | 4,137 |
| Issued or guaranteed by U.S. | $2,280,000 | 4,129 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,180,000 | 2,113 |
| CMOs issued by government agencies or sponsored agencies | $4,180,000 | 1,896 |
| 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) | $21,816,000 | 3,866 |
| Total debt securities | $21,817,000 | 4,171 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| 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 | $23,801,000 | 3,977 |
| U.S. Government securities | $13,841,000 | 4,202 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $13,841,000 | 4,089 |
| Securities issued by states & political subdivisions | $9,960,000 | 2,386 |
| 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 | $12,444,000 | 2,843 |
| Mortgage-backed securities | $8,196,000 | 3,405 |
| Certificates of participation in pools of residential mortgages | $2,851,000 | 3,929 |
| Issued or guaranteed by U.S. | $2,851,000 | 3,919 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,345,000 | 1,914 |
| CMOs issued by government agencies or sponsored agencies | $5,345,000 | 1,698 |
| 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) | $23,801,000 | 3,652 |
| Total debt securities | $23,795,000 | 3,939 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| 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 | $23,427,000 | 4,026 |
| U.S. Government securities | $14,795,000 | 4,135 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $14,795,000 | 4,024 |
| Securities issued by states & political subdivisions | $8,632,000 | 2,476 |
| 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 | $12,467,000 | 2,886 |
| Mortgage-backed securities | $8,641,000 | 3,345 |
| Certificates of participation in pools of residential mortgages | $3,538,000 | 3,751 |
| Issued or guaranteed by U.S. | $3,538,000 | 3,744 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $5,103,000 | 1,898 |
| CMOs issued by government agencies or sponsored agencies | $5,103,000 | 1,650 |
| 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) | $23,427,000 | 3,685 |
| Total debt securities | $23,426,000 | 3,993 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| 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 | $23,872,000 | 4,013 |
| U.S. Government securities | $16,595,000 | 3,945 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $16,595,000 | 3,852 |
| Securities issued by states & political subdivisions | $7,277,000 | 2,708 |
| 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 | $11,379,000 | 3,112 |
| Mortgage-backed securities | $9,945,000 | 3,220 |
| Certificates of participation in pools of residential mortgages | $3,957,000 | 3,742 |
| Issued or guaranteed by U.S. | $3,957,000 | 3,737 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,988,000 | 1,734 |
| CMOs issued by government agencies or sponsored agencies | $5,988,000 | 1,488 |
| 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) | $23,872,000 | 3,646 |
| Total debt securities | $23,870,000 | 3,985 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $23,109,000 | 4,069 |
| U.S. Government securities | $15,128,000 | 4,094 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $15,128,000 | 4,011 |
| Securities issued by states & political subdivisions | $7,981,000 | 2,587 |
| 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 | $10,655,000 | 3,237 |
| Mortgage-backed securities | $11,593,000 | 3,057 |
| Certificates of participation in pools of residential mortgages | $4,397,000 | 3,697 |
| Issued or guaranteed by U.S. | $4,397,000 | 3,691 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $7,196,000 | 1,592 |
| CMOs issued by government agencies or sponsored agencies | $7,196,000 | 1,340 |
| 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) | $23,109,000 | 3,688 |
| Total debt securities | $23,108,000 | 4,041 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $23,636,000 | 4,049 |
| U.S. Government securities | $16,253,000 | 3,952 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $16,253,000 | 3,878 |
| Securities issued by states & political subdivisions | $7,383,000 | 2,706 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,497,000 | 3,431 |
| Mortgage-backed securities | $13,203,000 | 2,913 |
| Certificates of participation in pools of residential mortgages | $4,965,000 | 3,657 |
| Issued or guaranteed by U.S. | $4,965,000 | 3,647 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $8,238,000 | 1,513 |
| CMOs issued by government agencies or sponsored agencies | $8,238,000 | 1,241 |
| 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) | $23,636,000 | 3,660 |
| Total debt securities | $23,636,000 | 4,015 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $23,193,000 | 4,049 |
| U.S. Government securities | $16,136,000 | 3,954 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $16,136,000 | 3,871 |
| Securities issued by states & political subdivisions | $7,057,000 | 2,725 |
| 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 | $10,630,000 | 3,240 |
| Mortgage-backed securities | $11,066,000 | 3,194 |
| Certificates of participation in pools of residential mortgages | $3,687,000 | 4,051 |
| Issued or guaranteed by U.S. | $3,687,000 | 4,038 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $7,379,000 | 1,573 |
| CMOs issued by government agencies or sponsored agencies | $7,379,000 | 1,279 |
| 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) | $23,193,000 | 3,655 |
| Total debt securities | $23,192,000 | 4,011 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $21,564,000 | 4,253 |
| U.S. Government securities | $15,506,000 | 4,111 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $15,506,000 | 4,034 |
| Securities issued by states & political subdivisions | $6,058,000 | 2,891 |
| 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 | $10,111,000 | 3,394 |
| Mortgage-backed securities | $10,164,000 | 3,403 |
| Certificates of participation in pools of residential mortgages | $3,569,000 | 4,185 |
| Issued or guaranteed by U.S. | $3,569,000 | 4,172 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,595,000 | 1,650 |
| CMOs issued by government agencies or sponsored agencies | $6,595,000 | 1,322 |
| 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) | $21,564,000 | 3,821 |
| Total debt securities | $21,565,000 | 4,218 |
| 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 | $23,850,000 | 4,011 |
| U.S. Government securities | $16,046,000 | 4,093 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $16,046,000 | 4,020 |
| Securities issued by states & political subdivisions | $7,804,000 | 2,449 |
| 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 | $13,288,000 | 2,946 |
| Mortgage-backed securities | $6,677,000 | 3,928 |
| Certificates of participation in pools of residential mortgages | $1,027,000 | 5,166 |
| Issued or guaranteed by U.S. | $1,027,000 | 5,152 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $5,650,000 | 1,697 |
| CMOs issued by government agencies or sponsored agencies | $5,650,000 | 1,413 |
| 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) | $23,850,000 | 3,586 |
| Total debt securities | $23,848,000 | 3,972 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,335 |
| Fair value | $501,000 | 1,382 |
| 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 | $21,053,000 | 4,253 |
| U.S. Government securities | $13,256,000 | 4,494 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $13,256,000 | 4,413 |
| Securities issued by states & political subdivisions | $7,797,000 | 2,425 |
| 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 | $11,250,000 | 3,260 |
| Mortgage-backed securities | $5,477,000 | 4,086 |
| Certificates of participation in pools of residential mortgages | $1,047,000 | 5,128 |
| Issued or guaranteed by U.S. | $1,047,000 | 5,113 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,430,000 | 1,806 |
| CMOs issued by government agencies or sponsored agencies | $4,430,000 | 1,497 |
| 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) | $21,053,000 | 3,786 |
| Total debt securities | $21,053,000 | 4,217 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,321 |
| Fair value | $499,000 | 1,373 |
| 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 | $20,671,000 | 4,352 |
| U.S. Government securities | $12,903,000 | 4,574 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $12,903,000 | 4,497 |
| Securities issued by states & political subdivisions | $7,768,000 | 2,469 |
| 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 | $15,294,000 | 2,652 |
| Mortgage-backed securities | $5,377,000 | 4,121 |
| Certificates of participation in pools of residential mortgages | $565,000 | 5,461 |
| Issued or guaranteed by U.S. | $565,000 | 5,440 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $4,812,000 | 1,749 |
| CMOs issued by government agencies or sponsored agencies | $4,812,000 | 1,450 |
| 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) | $20,671,000 | 3,892 |
| Total debt securities | $20,670,000 | 4,307 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,369 |
| Fair value | $498,000 | 1,437 |
| 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 | $19,480,000 | 4,492 |
| U.S. Government securities | $12,994,000 | 4,567 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $12,994,000 | 4,484 |
| Securities issued by states & political subdivisions | $6,486,000 | 2,742 |
| 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 | $17,228,000 | 2,431 |
| Mortgage-backed securities | $2,172,000 | 5,016 |
| Certificates of participation in pools of residential mortgages | $105,000 | 5,940 |
| Issued or guaranteed by U.S. | $105,000 | 5,910 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,067,000 | 2,310 |
| CMOs issued by government agencies or sponsored agencies | $2,067,000 | 1,986 |
| 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) | $19,480,000 | 4,015 |
| Total debt securities | $19,479,000 | 4,429 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,489 |
| Fair value | $501,000 | 1,548 |
| 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 | $24,684,000 | 3,913 |
| U.S. Government securities | $17,309,000 | 3,960 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $17,309,000 | 3,878 |
| Securities issued by states & political subdivisions | $7,375,000 | 2,532 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,732,000 | 2,501 |
| Mortgage-backed securities | $2,359,000 | 4,721 |
| Certificates of participation in pools of residential mortgages | $118,000 | 5,821 |
| Issued or guaranteed by U.S. | $118,000 | 5,800 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,241,000 | 2,166 |
| CMOs issued by government agencies or sponsored agencies | $2,241,000 | 1,866 |
| 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) | $24,684,000 | 3,478 |
| Total debt securities | $24,684,000 | 3,867 |
| 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 | $27,196,000 | 3,668 |
| U.S. Government securities | $19,860,000 | 3,652 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $19,860,000 | 3,575 |
| Securities issued by states & political subdivisions | $7,336,000 | 2,486 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,587,000 | 2,309 |
| Mortgage-backed securities | $2,550,000 | 4,522 |
| Certificates of participation in pools of residential mortgages | $143,000 | 5,724 |
| Issued or guaranteed by U.S. | $143,000 | 5,702 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,407,000 | 2,059 |
| CMOs issued by government agencies or sponsored agencies | $2,407,000 | 1,771 |
| 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) | $27,196,000 | 3,242 |
| Total debt securities | $27,192,000 | 3,622 |
| 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 | $29,647,000 | 3,453 |
| U.S. Government securities | $22,363,000 | 3,363 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $22,363,000 | 3,280 |
| Securities issued by states & political subdivisions | $7,284,000 | 2,511 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,869,000 | 2,113 |
| Mortgage-backed securities | $2,803,000 | 4,385 |
| Certificates of participation in pools of residential mortgages | $213,000 | 5,635 |
| Issued or guaranteed by U.S. | $213,000 | 5,614 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,590,000 | 1,976 |
| CMOs issued by government agencies or sponsored agencies | $2,590,000 | 1,697 |
| 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) | $29,647,000 | 3,034 |
| Total debt securities | $29,647,000 | 3,414 |
| 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 | $29,497,000 | 3,490 |
| U.S. Government securities | $22,152,000 | 3,404 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $22,152,000 | 3,317 |
| Securities issued by states & political subdivisions | $7,345,000 | 2,508 |
| 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 | $20,495,000 | 2,156 |
| Mortgage-backed securities | $2,976,000 | 4,300 |
| Certificates of participation in pools of residential mortgages | $243,000 | 5,603 |
| Issued or guaranteed by U.S. | $243,000 | 5,580 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,733,000 | 1,923 |
| CMOs issued by government agencies or sponsored agencies | $2,733,000 | 1,659 |
| 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) | $29,497,000 | 3,040 |
| Total debt securities | $29,497,000 | 3,453 |
| 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 | $27,503,000 | 3,670 |
| U.S. Government securities | $19,782,000 | 3,755 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $19,782,000 | 3,652 |
| Securities issued by states & political subdivisions | $7,721,000 | 2,437 |
| 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 | $22,412,000 | 2,004 |
| Mortgage-backed securities | $3,104,000 | 4,237 |
| Certificates of participation in pools of residential mortgages | $293,000 | 5,525 |
| Issued or guaranteed by U.S. | $293,000 | 5,504 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,811,000 | 1,911 |
| CMOs issued by government agencies or sponsored agencies | $2,811,000 | 1,655 |
| 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) | $27,503,000 | 3,218 |
| Total debt securities | $27,503,000 | 3,620 |
| 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 | $27,650,000 | 3,709 |
| U.S. Government securities | $19,870,000 | 3,791 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $19,870,000 | 3,683 |
| Securities issued by states & political subdivisions | $7,780,000 | 2,424 |
| 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 | $21,396,000 | 2,076 |
| Mortgage-backed securities | $3,250,000 | 4,185 |
| Certificates of participation in pools of residential mortgages | $343,000 | 5,475 |
| Issued or guaranteed by U.S. | $343,000 | 5,449 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,907,000 | 1,856 |
| CMOs issued by government agencies or sponsored agencies | $2,907,000 | 1,609 |
| 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) | $27,650,000 | 3,227 |
| Total debt securities | $27,649,000 | 3,652 |
| 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 | $28,965,000 | 3,574 |
| U.S. Government securities | $21,181,000 | 3,607 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $21,181,000 | 3,492 |
| Securities issued by states & political subdivisions | $7,784,000 | 2,387 |
| 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 | $18,284,000 | 2,322 |
| Mortgage-backed securities | $3,342,000 | 4,138 |
| Certificates of participation in pools of residential mortgages | $380,000 | 5,454 |
| Issued or guaranteed by U.S. | $380,000 | 5,429 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,962,000 | 1,823 |
| CMOs issued by government agencies or sponsored agencies | $2,962,000 | 1,583 |
| 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) | $28,965,000 | 3,109 |
| Total debt securities | $28,964,000 | 3,522 |
| 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 | $29,602,000 | 3,591 |
| U.S. Government securities | $21,561,000 | 3,596 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $21,561,000 | 3,478 |
| Securities issued by states & political subdivisions | $8,041,000 | 2,331 |
| 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 | $18,123,000 | 2,317 |
| Mortgage-backed securities | $3,573,000 | 4,081 |
| Certificates of participation in pools of residential mortgages | $427,000 | 5,425 |
| Issued or guaranteed by U.S. | $427,000 | 5,403 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,146,000 | 1,786 |
| CMOs issued by government agencies or sponsored agencies | $3,146,000 | 1,548 |
| 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) | $29,602,000 | 3,115 |
| Total debt securities | $29,602,000 | 3,530 |
| 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 | $27,880,000 | 3,755 |
| U.S. Government securities | $19,440,000 | 3,872 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $19,440,000 | 3,738 |
| Securities issued by states & political subdivisions | $8,440,000 | 2,240 |
| 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 | $15,133,000 | 2,625 |
| Mortgage-backed securities | $3,767,000 | 4,046 |
| Certificates of participation in pools of residential mortgages | $467,000 | 5,416 |
| Issued or guaranteed by U.S. | $467,000 | 5,391 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,300,000 | 1,742 |
| CMOs issued by government agencies or sponsored agencies | $3,300,000 | 1,521 |
| 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) | $27,880,000 | 3,255 |
| Total debt securities | $27,881,000 | 3,700 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $26,665,000 | 3,842 |
| U.S. Government securities | $17,792,000 | 4,066 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $17,792,000 | 3,945 |
| Securities issued by states & political subdivisions | $8,615,000 | 2,186 |
| Other domestic debt securities | $258,000 | 2,888 |
| 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 | $258,000 | 2,368 |
| 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 | $14,853,000 | 2,633 |
| Mortgage-backed securities | $3,569,000 | 4,172 |
| Certificates of participation in pools of residential mortgages | $526,000 | 5,379 |
| Issued or guaranteed by U.S. | $526,000 | 5,359 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,043,000 | 1,827 |
| CMOs issued by government agencies or sponsored agencies | $3,043,000 | 1,593 |
| 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) | $26,665,000 | 3,329 |
| Total debt securities | $26,666,000 | 3,790 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $29,195,000 | 3,655 |
| U.S. Government securities | $19,805,000 | 3,821 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $19,805,000 | 3,695 |
| Securities issued by states & political subdivisions | $9,128,000 | 2,061 |
| Other domestic debt securities | $262,000 | 2,940 |
| 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 | $262,000 | 2,443 |
| 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 | $16,425,000 | 2,439 |
| Mortgage-backed securities | $4,226,000 | 4,027 |
| Certificates of participation in pools of residential mortgages | $599,000 | 5,359 |
| Issued or guaranteed by U.S. | $599,000 | 5,335 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $3,627,000 | 1,730 |
| CMOs issued by government agencies or sponsored agencies | $3,627,000 | 1,511 |
| 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) | $29,195,000 | 3,164 |
| Total debt securities | $29,196,000 | 3,609 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $29,934,000 | 3,632 |
| U.S. Government securities | $20,651,000 | 3,782 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $20,651,000 | 3,651 |
| Securities issued by states & political subdivisions | $9,024,000 | 2,076 |
| Other domestic debt securities | $259,000 | 2,996 |
| 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 | $259,000 | 2,530 |
| 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 | $17,914,000 | 2,280 |
| Mortgage-backed securities | $4,926,000 | 3,911 |
| Certificates of participation in pools of residential mortgages | $686,000 | 5,351 |
| Issued or guaranteed by U.S. | $686,000 | 5,334 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,240,000 | 1,649 |
| CMOs issued by government agencies or sponsored agencies | $4,240,000 | 1,441 |
| 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) | $29,934,000 | 3,132 |
| Total debt securities | $29,934,000 | 3,576 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $28,358,000 | 3,784 |
| U.S. Government securities | $18,552,000 | 4,068 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $18,552,000 | 3,930 |
| Securities issued by states & political subdivisions | $9,541,000 | 2,024 |
| Other domestic debt securities | $265,000 | 3,032 |
| 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 | $265,000 | 2,582 |
| 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 | $18,278,000 | 2,210 |
| Mortgage-backed securities | $5,565,000 | 3,769 |
| Certificates of participation in pools of residential mortgages | $769,000 | 5,313 |
| Issued or guaranteed by U.S. | $769,000 | 5,296 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $4,796,000 | 1,591 |
| CMOs issued by government agencies or sponsored agencies | $4,796,000 | 1,397 |
| 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) | $28,358,000 | 3,266 |
| Total debt securities | $28,358,000 | 3,717 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $27,057,000 | 3,891 |
| U.S. Government securities | $17,065,000 | 4,235 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $17,065,000 | 4,105 |
| Securities issued by states & political subdivisions | $9,723,000 | 1,990 |
| Other domestic debt securities | $269,000 | 3,079 |
| 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 | $269,000 | 2,641 |
| 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 | $17,977,000 | 2,208 |
| Mortgage-backed securities | $6,648,000 | 3,555 |
| Certificates of participation in pools of residential mortgages | $1,562,000 | 4,773 |
| Issued or guaranteed by U.S. | $1,562,000 | 4,762 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,086,000 | 1,532 |
| CMOs issued by government agencies or sponsored agencies | $5,086,000 | 1,360 |
| 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) | $27,057,000 | 3,373 |
| Total debt securities | $27,057,000 | 3,825 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $27,896,000 | 3,868 |
| U.S. Government securities | $18,366,000 | 4,119 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $18,366,000 | 3,970 |
| Securities issued by states & political subdivisions | $9,267,000 | 2,051 |
| Other domestic debt securities | $263,000 | 3,187 |
| 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 | $263,000 | 2,760 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,705,000 | 2,140 |
| Mortgage-backed securities | $7,584,000 | 3,404 |
| Certificates of participation in pools of residential mortgages | $2,388,000 | 4,359 |
| Issued or guaranteed by U.S. | $2,388,000 | 4,346 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,196,000 | 1,546 |
| CMOs issued by government agencies or sponsored agencies | $5,196,000 | 1,370 |
| 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) | $27,896,000 | 3,333 |
| Total debt securities | $27,896,000 | 3,789 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $28,713,000 | 3,781 |
| U.S. Government securities | $19,718,000 | 3,883 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $19,718,000 | 3,753 |
| Securities issued by states & political subdivisions | $8,719,000 | 2,191 |
| Other domestic debt securities | $276,000 | 3,272 |
| 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 | $276,000 | 2,827 |
| 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 | $18,827,000 | 2,108 |
| Mortgage-backed securities | $8,627,000 | 3,257 |
| Certificates of participation in pools of residential mortgages | $2,786,000 | 4,218 |
| Issued or guaranteed by U.S. | $2,786,000 | 4,206 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $5,841,000 | 1,505 |
| CMOs issued by government agencies or sponsored agencies | $5,841,000 | 1,337 |
| 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) | $28,713,000 | 3,270 |
| Total debt securities | $28,711,000 | 3,700 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $26,964,000 | 4,007 |
| U.S. Government securities | $17,791,000 | 4,221 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $17,791,000 | 4,074 |
| Securities issued by states & political subdivisions | $8,901,000 | 2,162 |
| Other domestic debt securities | $272,000 | 3,336 |
| 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 | $272,000 | 2,975 |
| 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 | $16,689,000 | 2,261 |
| Mortgage-backed securities | $7,628,000 | 3,424 |
| Certificates of participation in pools of residential mortgages | $3,050,000 | 4,081 |
| Issued or guaranteed by U.S. | $3,050,000 | 4,067 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,578,000 | 1,678 |
| CMOs issued by government agencies or sponsored agencies | $4,578,000 | 1,567 |
| 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) | $26,964,000 | 3,463 |
| Total debt securities | $26,963,000 | 3,931 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,031 |
| Fair value | $502,000 | 2,080 |
| 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 | $26,903,000 | 3,935 |
| U.S. Government securities | $17,897,000 | 4,090 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $17,897,000 | 3,931 |
| Securities issued by states & political subdivisions | $8,689,000 | 2,197 |
| Other domestic debt securities | $317,000 | 3,410 |
| Privately issued residential mortgage-backed securities | $43,000 | 1,098 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $274,000 | 3,079 |
| 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 | $17,173,000 | 2,135 |
| Mortgage-backed securities | $8,559,000 | 3,239 |
| Certificates of participation in pools of residential mortgages | $3,491,000 | 3,910 |
| Issued or guaranteed by U.S. | $3,491,000 | 3,896 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $5,068,000 | 1,609 |
| CMOs issued by government agencies or sponsored agencies | $5,025,000 | 1,503 |
| Privately issued | $43,000 | 956 |
| 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) | $26,903,000 | 3,411 |
| Total debt securities | $26,903,000 | 3,856 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,773 |
| Fair value | $506,000 | 1,805 |
| 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 | $30,146,000 | 3,538 |
| U.S. Government securities | $21,138,000 | 3,563 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $21,138,000 | 3,421 |
| Securities issued by states & political subdivisions | $8,623,000 | 2,166 |
| Other domestic debt securities | $385,000 | 3,397 |
| Privately issued residential mortgage-backed securities | $100,000 | 1,077 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $285,000 | 3,104 |
| 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 | $18,530,000 | 1,961 |
| Mortgage-backed securities | $9,783,000 | 3,089 |
| Certificates of participation in pools of residential mortgages | $4,515,000 | 3,585 |
| Issued or guaranteed by U.S. | $4,515,000 | 3,575 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $5,268,000 | 1,700 |
| CMOs issued by government agencies or sponsored agencies | $5,168,000 | 1,595 |
| Privately issued | $100,000 | 954 |
| 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) | $30,146,000 | 3,067 |
| Total debt securities | $30,146,000 | 3,464 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,576 |
| Fair value | $508,000 | 1,616 |
| 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 | $31,409,000 | 3,403 |
| U.S. Government securities | $23,046,000 | 3,343 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $23,046,000 | 3,191 |
| Securities issued by states & political subdivisions | $7,921,000 | 2,229 |
| Other domestic debt securities | $442,000 | 3,403 |
| Privately issued residential mortgage-backed securities | $177,000 | 1,034 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $265,000 | 3,165 |
| 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 | $18,910,000 | 1,944 |
| Mortgage-backed securities | $10,963,000 | 2,920 |
| Certificates of participation in pools of residential mortgages | $5,515,000 | 3,274 |
| Issued or guaranteed by U.S. | $5,515,000 | 3,262 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $5,448,000 | 1,730 |
| CMOs issued by government agencies or sponsored agencies | $5,271,000 | 1,646 |
| Privately issued | $177,000 | 921 |
| 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) | $31,409,000 | 2,941 |
| Total debt securities | $31,409,000 | 3,323 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,320 |
| Fair value | $512,000 | 1,330 |
| 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 | $29,854,000 | 3,540 |
| U.S. Government securities | $22,643,000 | 3,371 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $22,643,000 | 3,216 |
| Securities issued by states & political subdivisions | $6,709,000 | 2,468 |
| Other domestic debt securities | $502,000 | 3,329 |
| Privately issued residential mortgage-backed securities | $238,000 | 1,029 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $264,000 | 3,196 |
| 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 | $18,809,000 | 1,943 |
| Mortgage-backed securities | $9,401,000 | 3,117 |
| Certificates of participation in pools of residential mortgages | $5,709,000 | 3,164 |
| Issued or guaranteed by U.S. | $5,709,000 | 3,152 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,692,000 | 2,088 |
| CMOs issued by government agencies or sponsored agencies | $3,454,000 | 2,038 |
| Privately issued | $238,000 | 925 |
| 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) | $29,854,000 | 3,031 |
| Total debt securities | $29,855,000 | 3,468 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,148 |
| Fair value | $515,000 | 1,155 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $28,733,000 | 3,460 |
| U.S. Government securities | $22,559,000 | 3,205 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $22,559,000 | 3,037 |
| Securities issued by states & political subdivisions | $5,531,000 | 2,681 |
| Other domestic debt securities | $643,000 | 3,209 |
| Privately issued residential mortgage-backed securities | $402,000 | 1,021 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $241,000 | 3,246 |
| 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 | $18,193,000 | 1,890 |
| Mortgage-backed securities | $6,714,000 | 3,533 |
| Certificates of participation in pools of residential mortgages | $1,741,000 | 4,675 |
| Issued or guaranteed by U.S. | $1,741,000 | 4,650 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $4,973,000 | 1,873 |
| CMOs issued by government agencies or sponsored agencies | $4,571,000 | 1,836 |
| Privately issued | $402,000 | 923 |
| 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) | $28,733,000 | 2,914 |
| Total debt securities | $28,733,000 | 3,383 |
| 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 | $26,460,000 | 3,791 |
| U.S. Government securities | $19,932,000 | 3,676 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $19,932,000 | 3,401 |
| Securities issued by states & political subdivisions | $5,542,000 | 2,629 |
| Other domestic debt securities | $614,000 | 2,797 |
| Privately issued residential mortgage-backed securities | $388,000 | 968 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $226,000 | 2,971 |
| Foreign debt securities | NA | NA |
| Equity securities | $372,000 | 4,495 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,456,000 | 2,189 |
| Mortgage-backed securities | $3,143,000 | 4,103 |
| Certificates of participation in pools of residential mortgages | $1,073,000 | 4,708 |
| Issued or guaranteed by U.S. | $1,073,000 | 4,692 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,070,000 | 2,269 |
| CMOs issued by government agencies or sponsored agencies | $1,682,000 | 2,288 |
| Privately issued | $388,000 | 844 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $26,460,000 | 3,060 |
| Total debt securities | $26,088,000 | 3,722 |
| Structured notes | ||
| Amortized cost | $250,000 | 761 |
| Fair value | $249,000 | 773 |
| 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 | $25,885,000 | 4,031 |
| U.S. Government securities | $18,941,000 | 4,026 |
| U.S. Treasury securities | $902,000 | 3,942 |
| U.S. Government agency obligations | $18,039,000 | 3,778 |
| Securities issued by states & political subdivisions | $6,199,000 | 2,527 |
| Other domestic debt securities | $393,000 | 3,032 |
| Privately issued residential mortgage-backed securities | $393,000 | 1,000 |
| 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 | $352,000 | 4,495 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,798,000 | 2,242 |
| Mortgage-backed securities | $2,870,000 | 4,553 |
| Certificates of participation in pools of residential mortgages | $594,000 | 5,588 |
| Issued or guaranteed by U.S. | $594,000 | 5,575 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,276,000 | 2,332 |
| CMOs issued by government agencies or sponsored agencies | $1,883,000 | 2,368 |
| Privately issued | $393,000 | 877 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $25,885,000 | 3,173 |
| Total debt securities | $25,533,000 | 3,961 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,090 |
| Fair value | $237,000 | 1,158 |
| 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 | $19,332,000 | 4,936 |
| U.S. Government securities | $12,455,000 | 5,395 |
| U.S. Treasury securities | $1,225,000 | 4,685 |
| U.S. Government agency obligations | $11,230,000 | 4,938 |
| Securities issued by states & political subdivisions | $6,176,000 | 2,557 |
| Other domestic debt securities | $382,000 | 2,919 |
| Privately issued residential mortgage-backed securities | $382,000 | 975 |
| 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 | $319,000 | 4,490 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,407,000 | 2,935 |
| Mortgage-backed securities | $2,997,000 | 4,744 |
| Certificates of participation in pools of residential mortgages | $709,000 | 5,644 |
| Issued or guaranteed by U.S. | $709,000 | 5,627 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,288,000 | 2,505 |
| CMOs issued by government agencies or sponsored agencies | $1,906,000 | 2,563 |
| Privately issued | $382,000 | 832 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $19,332,000 | 3,891 |
| Total debt securities | $19,013,000 | 4,877 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,269 |
| Fair value | $300,000 | 1,284 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $14,406,000 | 6,123 |
| U.S. Government securities | $10,627,000 | 6,268 |
| U.S. Treasury securities | $907,000 | 6,644 |
| U.S. Government agency obligations | $9,720,000 | 5,319 |
| Securities issued by states & political subdivisions | $3,652,000 | 3,407 |
| 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 | $127,000 | 6,100 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,552,000 | 2,750 |
| Mortgage-backed securities | $1,544,000 | 5,786 |
| Certificates of participation in pools of residential mortgages | $124,000 | 7,182 |
| Issued or guaranteed by U.S. | $124,000 | 7,156 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,420,000 | 3,066 |
| CMOs issued by government agencies or sponsored agencies | $1,420,000 | 2,950 |
| 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $14,406,000 | 4,620 |
| Total debt securities | $14,279,000 | 6,037 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,328 |
| Fair value | $298,000 | 2,372 |
| 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 | $15,827,000 | 6,220 |
| U.S. Government securities | $12,565,000 | 6,152 |
| U.S. Treasury securities | $1,556,000 | 6,445 |
| U.S. Government agency obligations | $11,009,000 | 5,200 |
| Securities issued by states & political subdivisions | $3,145,000 | 3,827 |
| 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 | $117,000 | 6,157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,083,000 | 2,914 |
| Mortgage-backed securities | $2,455,000 | 5,576 |
| Certificates of participation in pools of residential mortgages | $953,000 | 5,896 |
| Issued or guaranteed by U.S. | $953,000 | 5,882 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,502,000 | 3,400 |
| CMOs issued by government agencies or sponsored agencies | $1,502,000 | 3,267 |
| 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) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $15,827,000 | 4,535 |
| Total debt securities | $15,710,000 | 6,122 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,803 |
| Fair value | $495,000 | 2,663 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $14,179,000 | 6,930 |
| U.S. Government securities | $7,820,000 | 8,259 |
| U.S. Treasury securities | $1,163,000 | 8,182 |
| U.S. Government agency obligations | $6,657,000 | 6,881 |
| Securities issued by states & political subdivisions | $6,242,000 | 2,350 |
| 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 | $117,000 | 5,966 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,379,000 | 3,351 |
| Mortgage-backed securities | $1,558,000 | 6,684 |
| Certificates of participation in pools of residential mortgages | $104,000 | 8,265 |
| Issued or guaranteed by U.S. | $104,000 | 8,231 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,454,000 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $1,454,000 | 3,687 |
| 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) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $14,179,000 | 5,034 |
| Total debt securities | $14,062,000 | 6,829 |
| Structured notes | ||
| Amortized cost | $398,000 | 3,917 |
| Fair value | $398,000 | 3,867 |
| 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 | $11,313,000 | 8,290 |
| U.S. Government securities | $5,078,000 | 10,114 |
| U.S. Treasury securities | $1,278,000 | 9,219 |
| U.S. Government agency obligations | $3,800,000 | 8,523 |
| Securities issued by states & political subdivisions | $6,128,000 | 2,468 |
| 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 | $107,000 | 5,870 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,160,000 | 3,791 |
| Mortgage-backed securities | $1,278,000 | 7,416 |
| Certificates of participation in pools of residential mortgages | $155,000 | 8,547 |
| Issued or guaranteed by U.S. | $155,000 | 8,519 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,123,000 | 4,363 |
| CMOs issued by government agencies or sponsored agencies | $1,123,000 | 4,176 |
| 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) | $6,128,000 | 7,381 |
| Available-for-sale securities (fair market value) | $5,185,000 | 6,765 |
| Total debt securities | $11,206,000 | 8,203 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $11,069,000 | 8,681 |
| U.S. Government securities | $5,363,000 | 10,302 |
| U.S. Treasury securities | $2,761,000 | 7,620 |
| U.S. Government agency obligations | $2,602,000 | 9,708 |
| Securities issued by states & political subdivisions | $5,609,000 | 2,727 |
| 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 | $97,000 | 5,729 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,460,000 | 3,488 |
| Mortgage-backed securities | $945,000 | 8,555 |
| Certificates of participation in pools of residential mortgages | $227,000 | 8,898 |
| Issued or guaranteed by U.S. | $227,000 | 8,840 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $718,000 | 5,358 |
| CMOs issued by government agencies or sponsored agencies | $718,000 | 5,127 |
| 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 | $10,972,000 | 8,585 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $12,723,000 | 8,114 |
| U.S. Government securities | $7,806,000 | 9,107 |
| U.S. Treasury securities | $4,233,000 | 6,358 |
| U.S. Government agency obligations | $3,573,000 | 9,043 |
| Securities issued by states & political subdivisions | $4,820,000 | 2,837 |
| 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 | $97,000 | 5,209 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,741,000 | 4,121 |
| Mortgage-backed securities | $1,623,000 | 8,075 |
| Certificates of participation in pools of residential mortgages | $474,000 | 8,665 |
| Issued or guaranteed by U.S. | $474,000 | 8,601 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,149,000 | 4,826 |
| CMOs issued by government agencies or sponsored agencies | $1,149,000 | 4,453 |
| 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 | $12,626,000 | 8,018 |
| 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 |