Home > Community National Bank > Securities
Community National Bank, Securities
| 2020-12-31 | Rank | |
| Total securities | $63,236,000 | 2,000 |
| U.S. Government securities | $31,019,000 | 2,036 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $31,019,000 | 1,926 |
| Securities issued by states & political subdivisions | $32,217,000 | 1,369 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,414,000 | 1,997 |
| Mortgage-backed securities | $24,508,000 | 1,830 |
| Certificates of participation in pools of residential mortgages | $6,696,000 | 2,452 |
| Issued or guaranteed by U.S. | $6,696,000 | 2,381 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,852,000 | 2,064 |
| CMOs issued by government agencies or sponsored agencies | $1,852,000 | 2,019 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $15,960,000 | 602 |
| Commercial mortgage pass-through securities | $1,583,000 | 1,026 |
| Other commercial mortgage-backed securities | $14,377,000 | 421 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $63,236,000 | 1,867 |
| Total debt securities | $63,234,000 | 1,982 |
| 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 | $67,750,000 | 1,802 |
| U.S. Government securities | $33,723,000 | 1,866 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $33,723,000 | 1,776 |
| Securities issued by states & political subdivisions | $32,014,000 | 1,244 |
| Other domestic debt securities | $2,013,000 | 1,414 |
| 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 | $18,806,000 | 1,964 |
| Mortgage-backed securities | $26,880,000 | 1,728 |
| Certificates of participation in pools of residential mortgages | $8,015,000 | 2,278 |
| Issued or guaranteed by U.S. | $8,015,000 | 2,209 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,962,000 | 2,065 |
| CMOs issued by government agencies or sponsored agencies | $1,962,000 | 2,015 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $16,903,000 | 566 |
| Commercial mortgage pass-through securities | $1,590,000 | 1,004 |
| Other commercial mortgage-backed securities | $15,313,000 | 387 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $67,750,000 | 1,689 |
| Total debt securities | $67,750,000 | 1,786 |
| 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 | $59,698,000 | 1,912 |
| U.S. Government securities | $27,965,000 | 2,083 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $27,965,000 | 1,976 |
| Securities issued by states & political subdivisions | $31,733,000 | 1,191 |
| 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 | $20,984,000 | 1,853 |
| Mortgage-backed securities | $17,054,000 | 2,145 |
| Certificates of participation in pools of residential mortgages | $8,891,000 | 2,149 |
| Issued or guaranteed by U.S. | $8,891,000 | 2,093 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $8,163,000 | 825 |
| Commercial mortgage pass-through securities | $1,604,000 | 1,003 |
| Other commercial mortgage-backed securities | $6,559,000 | 585 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $59,698,000 | 1,787 |
| Total debt securities | $59,698,000 | 1,898 |
| 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 | $43,939,000 | 2,278 |
| U.S. Government securities | $32,898,000 | 1,909 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $32,898,000 | 1,818 |
| Securities issued by states & political subdivisions | $11,041,000 | 2,206 |
| 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 | $22,211,000 | 1,735 |
| Mortgage-backed securities | $17,504,000 | 2,115 |
| Certificates of participation in pools of residential mortgages | $9,288,000 | 2,122 |
| Issued or guaranteed by U.S. | $9,288,000 | 2,063 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $8,216,000 | 806 |
| Commercial mortgage pass-through securities | $1,839,000 | 942 |
| Other commercial mortgage-backed securities | $6,377,000 | 587 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $43,939,000 | 2,130 |
| Total debt securities | $43,938,000 | 2,260 |
| Structured notes | ||
| Amortized cost | $1,183,000 | 275 |
| Fair value | $1,251,000 | 268 |
| 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 | $31,137,000 | 2,801 |
| U.S. Government securities | $22,462,000 | 2,422 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $22,462,000 | 2,292 |
| Securities issued by states & political subdivisions | $8,675,000 | 2,457 |
| 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 | $29,899,000 | 1,422 |
| Mortgage-backed securities | $2,876,000 | 3,451 |
| Certificates of participation in pools of residential mortgages | $1,013,000 | 3,512 |
| Issued or guaranteed by U.S. | $1,013,000 | 3,417 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $1,863,000 | 1,372 |
| Commercial mortgage pass-through securities | $1,863,000 | 933 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $31,137,000 | 2,616 |
| Total debt securities | $31,137,000 | 2,780 |
| Structured notes | ||
| Amortized cost | $1,179,000 | 385 |
| Fair value | $1,238,000 | 377 |
| 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 | $37,245,000 | 2,558 |
| U.S. Government securities | $28,534,000 | 2,126 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $28,534,000 | 2,022 |
| Securities issued by states & political subdivisions | $8,711,000 | 2,460 |
| 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 | $31,737,000 | 1,375 |
| Mortgage-backed securities | $1,876,000 | 3,654 |
| Certificates of participation in pools of residential mortgages | $0 | 4,185 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $1,876,000 | 1,345 |
| Commercial mortgage pass-through securities | $1,876,000 | 926 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $37,245,000 | 2,373 |
| Total debt securities | $37,246,000 | 2,538 |
| Structured notes | ||
| Amortized cost | $1,174,000 | 476 |
| Fair value | $1,244,000 | 471 |
| 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 | $39,675,000 | 2,502 |
| U.S. Government securities | $33,889,000 | 1,964 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $33,889,000 | 1,855 |
| Securities issued by states & political subdivisions | $5,786,000 | 2,952 |
| 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 | $29,674,000 | 1,476 |
| Mortgage-backed securities | $1,900,000 | 3,646 |
| Certificates of participation in pools of residential mortgages | $0 | 4,219 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $1,900,000 | 1,330 |
| Commercial mortgage pass-through securities | $1,900,000 | 910 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $39,675,000 | 2,312 |
| Total debt securities | $39,675,000 | 2,484 |
| Structured notes | ||
| Amortized cost | $1,170,000 | 527 |
| Fair value | $1,227,000 | 524 |
| 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 | $41,777,000 | 2,459 |
| U.S. Government securities | $38,089,000 | 1,833 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $38,089,000 | 1,728 |
| Securities issued by states & political subdivisions | $3,688,000 | 3,366 |
| 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 | $32,606,000 | 1,403 |
| Mortgage-backed securities | $1,879,000 | 3,672 |
| Certificates of participation in pools of residential mortgages | $0 | 4,262 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,000 | 2,956 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,884 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $1,878,000 | 1,265 |
| Commercial mortgage pass-through securities | $1,878,000 | 893 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $41,777,000 | 2,263 |
| Total debt securities | $41,777,000 | 2,438 |
| Structured notes | ||
| Amortized cost | $1,165,000 | 545 |
| Fair value | $1,204,000 | 541 |
| 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 | $41,545,000 | 2,500 |
| U.S. Government securities | $39,814,000 | 1,794 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $39,814,000 | 1,689 |
| Securities issued by states & political subdivisions | $1,537,000 | 3,905 |
| Other domestic debt securities | $194,000 | 1,904 |
| 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 | $194,000 | 1,491 |
| 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 | $34,325,000 | 1,356 |
| Mortgage-backed securities | $1,878,000 | 3,685 |
| Certificates of participation in pools of residential mortgages | $0 | 4,303 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,000 | 2,966 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 2,897 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $1,876,000 | 1,243 |
| Commercial mortgage pass-through securities | $1,876,000 | 885 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $41,545,000 | 2,310 |
| Total debt securities | $41,545,000 | 2,479 |
| Structured notes | ||
| Amortized cost | $1,160,000 | 557 |
| Fair value | $1,166,000 | 553 |
| 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 | $41,474,000 | 2,515 |
| U.S. Government securities | $39,575,000 | 1,804 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $39,575,000 | 1,704 |
| Securities issued by states & political subdivisions | $1,517,000 | 3,954 |
| 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 | $382,000 | 369 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,593,000 | 1,253 |
| Mortgage-backed securities | $1,909,000 | 3,730 |
| Certificates of participation in pools of residential mortgages | $0 | 4,362 |
| Issued or guaranteed by U.S. | $0 | 4,341 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,000 | 2,969 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 2,897 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $1,905,000 | 1,207 |
| Commercial mortgage pass-through securities | $1,905,000 | 863 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $41,474,000 | 2,315 |
| Total debt securities | $41,092,000 | 2,510 |
| 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 | $41,834,000 | 2,532 |
| U.S. Government securities | $41,449,000 | 1,719 |
| U.S. Treasury securities | $1,489,000 | 1,055 |
| U.S. Government agency obligations | $39,960,000 | 1,678 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| 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 | $385,000 | 387 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,695,000 | 1,240 |
| Mortgage-backed securities | $1,957,000 | 3,763 |
| Certificates of participation in pools of residential mortgages | $0 | 4,414 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $6,000 | 2,993 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 2,912 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $1,951,000 | 1,173 |
| Commercial mortgage pass-through securities | $1,951,000 | 831 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $41,834,000 | 2,337 |
| Total debt securities | $41,449,000 | 2,527 |
| 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 | $45,999,000 | 2,414 |
| U.S. Government securities | $45,352,000 | 1,658 |
| U.S. Treasury securities | $1,488,000 | 1,017 |
| U.S. Government agency obligations | $43,864,000 | 1,605 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $259,000 | 1,833 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $259,000 | 175 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $388,000 | 407 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,509,000 | 1,267 |
| Mortgage-backed securities | $1,854,000 | 3,799 |
| Certificates of participation in pools of residential mortgages | $55,000 | 4,260 |
| Issued or guaranteed by U.S. | $55,000 | 4,253 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $168,000 | 2,834 |
| CMOs issued by government agencies or sponsored agencies | $168,000 | 2,762 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $1,631,000 | 1,102 |
| Commercial mortgage pass-through securities | $1,631,000 | 718 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $45,999,000 | 2,214 |
| Total debt securities | $45,611,000 | 2,404 |
| 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 | $49,173,000 | 2,319 |
| U.S. Government securities | $48,518,000 | 1,587 |
| U.S. Treasury securities | $1,492,000 | 960 |
| U.S. Government agency obligations | $47,026,000 | 1,547 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $259,000 | 1,835 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $259,000 | 185 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $396,000 | 643 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,597,000 | 1,272 |
| Mortgage-backed securities | $1,929,000 | 3,824 |
| Certificates of participation in pools of residential mortgages | $69,000 | 4,295 |
| Issued or guaranteed by U.S. | $69,000 | 4,290 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $183,000 | 2,823 |
| CMOs issued by government agencies or sponsored agencies | $183,000 | 2,746 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $1,677,000 | 1,083 |
| Commercial mortgage pass-through securities | $1,677,000 | 715 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $49,173,000 | 2,134 |
| Total debt securities | $48,777,000 | 2,315 |
| 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 | $51,285,000 | 2,283 |
| U.S. Government securities | $50,625,000 | 1,543 |
| U.S. Treasury securities | $2,498,000 | 772 |
| U.S. Government agency obligations | $48,127,000 | 1,535 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $259,000 | 1,860 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $259,000 | 196 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $401,000 | 654 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,622,000 | 1,295 |
| Mortgage-backed securities | $2,550,000 | 3,758 |
| Certificates of participation in pools of residential mortgages | $647,000 | 4,006 |
| Issued or guaranteed by U.S. | $647,000 | 4,001 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $198,000 | 2,834 |
| CMOs issued by government agencies or sponsored agencies | $198,000 | 2,762 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $1,705,000 | 1,074 |
| Commercial mortgage pass-through securities | $1,705,000 | 721 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $51,285,000 | 2,095 |
| Total debt securities | $50,884,000 | 2,272 |
| 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 | $51,183,000 | 2,315 |
| U.S. Government securities | $50,521,000 | 1,572 |
| U.S. Treasury securities | $2,498,000 | 793 |
| U.S. Government agency obligations | $48,023,000 | 1,553 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $260,000 | 1,896 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $260,000 | 202 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $402,000 | 662 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,638,000 | 1,325 |
| Mortgage-backed securities | $1,647,000 | 3,982 |
| Certificates of participation in pools of residential mortgages | $737,000 | 4,007 |
| Issued or guaranteed by U.S. | $737,000 | 4,001 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $214,000 | 2,855 |
| CMOs issued by government agencies or sponsored agencies | $214,000 | 2,775 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $696,000 | 1,258 |
| Commercial mortgage pass-through securities | $696,000 | 883 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $51,183,000 | 2,122 |
| Total debt securities | $50,781,000 | 2,307 |
| 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 | $51,659,000 | 2,332 |
| U.S. Government securities | $51,032,000 | 1,600 |
| U.S. Treasury securities | $2,498,000 | 825 |
| U.S. Government agency obligations | $48,534,000 | 1,573 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $224,000 | 2,007 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $224,000 | 207 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $403,000 | 674 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,166,000 | 1,308 |
| Mortgage-backed securities | $1,043,000 | 4,201 |
| Certificates of participation in pools of residential mortgages | $812,000 | 4,042 |
| Issued or guaranteed by U.S. | $812,000 | 4,038 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $231,000 | 2,883 |
| CMOs issued by government agencies or sponsored agencies | $231,000 | 2,803 |
| 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) | $51,659,000 | 2,133 |
| Total debt securities | $51,256,000 | 2,332 |
| 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 | $51,778,000 | 2,309 |
| U.S. Government securities | $51,158,000 | 1,574 |
| U.S. Treasury securities | $2,497,000 | 804 |
| U.S. Government agency obligations | $48,661,000 | 1,555 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $216,000 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $216,000 | 212 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $404,000 | 678 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,785,000 | 1,340 |
| Mortgage-backed securities | $1,172,000 | 4,197 |
| Certificates of participation in pools of residential mortgages | $923,000 | 4,020 |
| Issued or guaranteed by U.S. | $923,000 | 4,012 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $249,000 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $249,000 | 2,786 |
| 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) | $51,778,000 | 2,103 |
| Total debt securities | $51,374,000 | 2,301 |
| 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 | $51,826,000 | 2,294 |
| U.S. Government securities | $51,181,000 | 1,548 |
| U.S. Treasury securities | $2,516,000 | 692 |
| U.S. Government agency obligations | $48,665,000 | 1,547 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $229,000 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $229,000 | 216 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $416,000 | 684 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,590,000 | 1,371 |
| Mortgage-backed securities | $1,276,000 | 4,215 |
| Certificates of participation in pools of residential mortgages | $1,004,000 | 4,030 |
| Issued or guaranteed by U.S. | $1,004,000 | 4,026 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $272,000 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $272,000 | 2,807 |
| 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) | $51,826,000 | 2,101 |
| Total debt securities | $51,410,000 | 2,277 |
| 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 | $52,191,000 | 2,331 |
| U.S. Government securities | $51,543,000 | 1,576 |
| U.S. Treasury securities | $2,515,000 | 723 |
| U.S. Government agency obligations | $49,028,000 | 1,572 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $232,000 | 2,059 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $232,000 | 223 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $416,000 | 700 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,617,000 | 1,335 |
| Mortgage-backed securities | $1,447,000 | 4,216 |
| Certificates of participation in pools of residential mortgages | $1,153,000 | 4,016 |
| Issued or guaranteed by U.S. | $1,153,000 | 4,010 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $294,000 | 2,914 |
| CMOs issued by government agencies or sponsored agencies | $294,000 | 2,812 |
| 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) | $52,191,000 | 2,122 |
| Total debt securities | $51,775,000 | 2,319 |
| 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 | $51,813,000 | 2,365 |
| U.S. Government securities | $51,167,000 | 1,651 |
| U.S. Treasury securities | $2,509,000 | 730 |
| U.S. Government agency obligations | $48,658,000 | 1,628 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $230,000 | 2,074 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $230,000 | 220 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $416,000 | 699 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,459,000 | 1,295 |
| Mortgage-backed securities | $1,634,000 | 4,200 |
| Certificates of participation in pools of residential mortgages | $1,319,000 | 3,991 |
| Issued or guaranteed by U.S. | $1,319,000 | 3,987 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $315,000 | 2,917 |
| CMOs issued by government agencies or sponsored agencies | $315,000 | 2,826 |
| 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) | $51,813,000 | 2,155 |
| Total debt securities | $51,397,000 | 2,358 |
| Structured notes | ||
| Amortized cost | $499,000 | 1,222 |
| Fair value | $500,000 | 1,145 |
| 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 | $51,823,000 | 2,398 |
| U.S. Government securities | $51,184,000 | 1,657 |
| U.S. Treasury securities | $2,490,000 | 777 |
| U.S. Government agency obligations | $48,694,000 | 1,648 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $224,000 | 2,066 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $224,000 | 219 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $415,000 | 706 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,033,000 | 1,353 |
| Mortgage-backed securities | $1,764,000 | 4,185 |
| Certificates of participation in pools of residential mortgages | $1,431,000 | 3,979 |
| Issued or guaranteed by U.S. | $1,431,000 | 3,975 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $333,000 | 2,950 |
| CMOs issued by government agencies or sponsored agencies | $333,000 | 2,860 |
| 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) | $51,823,000 | 2,181 |
| Total debt securities | $51,408,000 | 2,387 |
| Structured notes | ||
| Amortized cost | $499,000 | 1,355 |
| Fair value | $499,000 | 1,294 |
| 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 | $51,894,000 | 2,426 |
| U.S. Government securities | $51,251,000 | 1,663 |
| U.S. Treasury securities | $2,508,000 | 737 |
| U.S. Government agency obligations | $48,743,000 | 1,667 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $226,000 | 2,097 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $226,000 | 217 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $417,000 | 720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,192,000 | 1,396 |
| Mortgage-backed securities | $1,887,000 | 4,219 |
| Certificates of participation in pools of residential mortgages | $1,529,000 | 3,996 |
| Issued or guaranteed by U.S. | $1,529,000 | 3,991 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $358,000 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $358,000 | 2,897 |
| 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) | $51,894,000 | 2,200 |
| Total debt securities | $51,251,000 | 2,426 |
| 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 | $53,431,000 | 2,414 |
| U.S. Government securities | $52,792,000 | 1,681 |
| U.S. Treasury securities | $2,494,000 | 756 |
| U.S. Government agency obligations | $50,298,000 | 1,676 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $219,000 | 2,130 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $219,000 | 220 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $420,000 | 725 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,087,000 | 1,393 |
| Mortgage-backed securities | $2,025,000 | 4,262 |
| Certificates of participation in pools of residential mortgages | $1,633,000 | 4,049 |
| Issued or guaranteed by U.S. | $1,633,000 | 4,044 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $392,000 | 3,016 |
| CMOs issued by government agencies or sponsored agencies | $392,000 | 2,920 |
| 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) | $53,431,000 | 2,197 |
| Total debt securities | $52,792,000 | 2,406 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,561 |
| Fair value | $500,000 | 1,576 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $53,447,000 | 2,444 |
| U.S. Government securities | $52,797,000 | 1,728 |
| U.S. Treasury securities | $2,004,000 | 813 |
| U.S. Government agency obligations | $50,793,000 | 1,713 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $225,000 | 2,183 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $225,000 | 213 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $425,000 | 734 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,896,000 | 1,391 |
| Mortgage-backed securities | $2,175,000 | 4,293 |
| Certificates of participation in pools of residential mortgages | $1,732,000 | 4,079 |
| Issued or guaranteed by U.S. | $1,732,000 | 4,072 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $443,000 | 3,015 |
| CMOs issued by government agencies or sponsored agencies | $443,000 | 2,916 |
| 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) | $53,447,000 | 2,231 |
| Total debt securities | $52,797,000 | 2,433 |
| Structured notes | ||
| Amortized cost | $989,000 | 1,497 |
| Fair value | $1,001,000 | 1,371 |
| 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 | $53,717,000 | 2,450 |
| U.S. Government securities | $53,031,000 | 1,716 |
| U.S. Treasury securities | $1,984,000 | 847 |
| U.S. Government agency obligations | $51,047,000 | 1,709 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $261,000 | 2,152 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $261,000 | 211 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $425,000 | 734 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,784,000 | 1,426 |
| Mortgage-backed securities | $2,284,000 | 4,350 |
| Certificates of participation in pools of residential mortgages | $1,811,000 | 4,123 |
| Issued or guaranteed by U.S. | $1,811,000 | 4,117 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $473,000 | 3,052 |
| CMOs issued by government agencies or sponsored agencies | $473,000 | 2,958 |
| 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) | $53,717,000 | 2,223 |
| Total debt securities | $53,031,000 | 2,455 |
| Structured notes | ||
| Amortized cost | $988,000 | 1,577 |
| Fair value | $989,000 | 1,527 |
| 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 | $54,586,000 | 2,474 |
| U.S. Government securities | $53,933,000 | 1,745 |
| U.S. Treasury securities | $1,479,000 | 927 |
| U.S. Government agency obligations | $52,454,000 | 1,717 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $230,000 | 2,268 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $230,000 | 229 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $423,000 | 747 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,750,000 | 1,377 |
| Mortgage-backed securities | $2,411,000 | 4,399 |
| Certificates of participation in pools of residential mortgages | $1,902,000 | 4,182 |
| Issued or guaranteed by U.S. | $1,902,000 | 4,178 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $509,000 | 3,082 |
| CMOs issued by government agencies or sponsored agencies | $509,000 | 2,973 |
| 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) | $54,586,000 | 2,242 |
| Total debt securities | $53,933,000 | 2,482 |
| Structured notes | ||
| Amortized cost | $986,000 | 1,687 |
| Fair value | $981,000 | 1,630 |
| 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 | $50,693,000 | 2,639 |
| U.S. Government securities | $50,070,000 | 1,868 |
| U.S. Treasury securities | $494,000 | 1,205 |
| U.S. Government agency obligations | $49,576,000 | 1,813 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $197,000 | 2,360 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $197,000 | 236 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $426,000 | 766 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,265,000 | 1,430 |
| Mortgage-backed securities | $2,036,000 | 4,552 |
| Certificates of participation in pools of residential mortgages | $1,483,000 | 4,375 |
| Issued or guaranteed by U.S. | $1,483,000 | 4,372 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $553,000 | 3,090 |
| CMOs issued by government agencies or sponsored agencies | $553,000 | 2,985 |
| 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) | $50,693,000 | 2,410 |
| Total debt securities | $50,070,000 | 2,636 |
| Structured notes | ||
| Amortized cost | $985,000 | 1,726 |
| Fair value | $977,000 | 1,677 |
| 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 | $48,918,000 | 2,728 |
| U.S. Government securities | $48,225,000 | 1,945 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $48,225,000 | 1,889 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $269,000 | 2,335 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $269,000 | 233 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $424,000 | 774 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,695,000 | 1,761 |
| Mortgage-backed securities | $2,157,000 | 4,551 |
| Certificates of participation in pools of residential mortgages | $1,561,000 | 4,382 |
| Issued or guaranteed by U.S. | $1,561,000 | 4,378 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $596,000 | 3,094 |
| CMOs issued by government agencies or sponsored agencies | $596,000 | 2,992 |
| 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) | $48,918,000 | 2,482 |
| Total debt securities | $48,225,000 | 2,725 |
| Structured notes | ||
| Amortized cost | $984,000 | 1,758 |
| Fair value | $970,000 | 1,689 |
| 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 | $48,763,000 | 2,744 |
| U.S. Government securities | $48,084,000 | 1,934 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $48,084,000 | 1,882 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $258,000 | 2,396 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $258,000 | 253 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $421,000 | 788 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,422,000 | 1,753 |
| Mortgage-backed securities | $2,278,000 | 4,551 |
| Certificates of participation in pools of residential mortgages | $1,636,000 | 4,384 |
| Issued or guaranteed by U.S. | $1,636,000 | 4,377 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $642,000 | 3,065 |
| CMOs issued by government agencies or sponsored agencies | $642,000 | 2,955 |
| 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) | $48,763,000 | 2,494 |
| Total debt securities | $48,084,000 | 2,746 |
| Structured notes | ||
| Amortized cost | $982,000 | 1,753 |
| Fair value | $966,000 | 1,670 |
| 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 | $49,462,000 | 2,725 |
| U.S. Government securities | $48,920,000 | 1,919 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $48,920,000 | 1,858 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $117,000 | 2,589 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $117,000 | 295 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $425,000 | 796 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,256,000 | 1,761 |
| Mortgage-backed securities | $2,472,000 | 4,550 |
| Certificates of participation in pools of residential mortgages | $1,743,000 | 4,380 |
| Issued or guaranteed by U.S. | $1,743,000 | 4,373 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $729,000 | 3,049 |
| CMOs issued by government agencies or sponsored agencies | $729,000 | 2,931 |
| 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) | $49,462,000 | 2,475 |
| Total debt securities | $48,920,000 | 2,727 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,948 |
| Fair value | $493,000 | 2,002 |
| 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 | $49,305,000 | 2,707 |
| U.S. Government securities | $48,724,000 | 1,913 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $48,724,000 | 1,858 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $156,000 | 2,633 |
| 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 | $156,000 | 291 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $425,000 | 800 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,638,000 | 1,600 |
| Mortgage-backed securities | $2,780,000 | 4,491 |
| Certificates of participation in pools of residential mortgages | $1,885,000 | 4,302 |
| Issued or guaranteed by U.S. | $1,885,000 | 4,297 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $895,000 | 2,996 |
| CMOs issued by government agencies or sponsored agencies | $895,000 | 2,876 |
| 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) | $49,305,000 | 2,470 |
| Total debt securities | $48,724,000 | 2,707 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,552 |
| Fair value | $994,000 | 1,597 |
| 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 | $48,277,000 | 2,772 |
| U.S. Government securities | $47,246,000 | 1,987 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $47,246,000 | 1,931 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $592,000 | 2,250 |
| 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 | $90,000 | 301 |
| Other domestic debt securities - All other | $502,000 | 1,807 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $439,000 | 800 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,491,000 | 1,525 |
| Mortgage-backed securities | $3,180,000 | 4,442 |
| Certificates of participation in pools of residential mortgages | $2,075,000 | 4,269 |
| Issued or guaranteed by U.S. | $2,075,000 | 4,266 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,105,000 | 2,953 |
| CMOs issued by government agencies or sponsored agencies | $1,105,000 | 2,829 |
| 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) | $48,277,000 | 2,569 |
| Total debt securities | $47,748,000 | 2,763 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,074 |
| Fair value | $2,505,000 | 1,088 |
| 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 | $46,395,000 | 2,793 |
| U.S. Government securities | $44,850,000 | 2,032 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $44,850,000 | 1,973 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $1,101,000 | 1,891 |
| 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 | $99,000 | 304 |
| Other domestic debt securities - All other | $1,002,000 | 1,492 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $444,000 | 781 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,176,000 | 1,551 |
| Mortgage-backed securities | $3,648,000 | 4,367 |
| Certificates of participation in pools of residential mortgages | $2,258,000 | 4,237 |
| Issued or guaranteed by U.S. | $2,258,000 | 4,236 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,390,000 | 2,885 |
| CMOs issued by government agencies or sponsored agencies | $1,390,000 | 2,765 |
| 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) | $46,395,000 | 2,574 |
| Total debt securities | $45,852,000 | 2,789 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,120 |
| Fair value | $2,511,000 | 1,124 |
| 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 | $46,787,000 | 2,824 |
| U.S. Government securities | $45,248,000 | 2,062 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $45,248,000 | 2,012 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $1,088,000 | 1,949 |
| 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 | $73,000 | 315 |
| Other domestic debt securities - All other | $1,015,000 | 1,521 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $451,000 | 780 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,690,000 | 1,641 |
| Mortgage-backed securities | $4,118,000 | 4,384 |
| Certificates of participation in pools of residential mortgages | $2,505,000 | 4,300 |
| Issued or guaranteed by U.S. | $2,505,000 | 4,299 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,613,000 | 2,884 |
| CMOs issued by government agencies or sponsored agencies | $1,613,000 | 2,762 |
| 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) | $46,787,000 | 2,594 |
| Total debt securities | $46,263,000 | 2,815 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,184 |
| Fair value | $2,512,000 | 1,182 |
| 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 | $48,067,000 | 2,768 |
| U.S. Government securities | $46,518,000 | 2,016 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $46,518,000 | 1,969 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $1,099,000 | 1,959 |
| 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 | $89,000 | 312 |
| Other domestic debt securities - All other | $1,010,000 | 1,534 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $450,000 | 780 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,928,000 | 1,618 |
| Mortgage-backed securities | $4,559,000 | 4,345 |
| Certificates of participation in pools of residential mortgages | $2,707,000 | 4,282 |
| Issued or guaranteed by U.S. | $2,707,000 | 4,281 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,852,000 | 2,816 |
| CMOs issued by government agencies or sponsored agencies | $1,852,000 | 2,691 |
| 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) | $48,067,000 | 2,546 |
| Total debt securities | $47,528,000 | 2,769 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,486 |
| Fair value | $2,011,000 | 1,504 |
| 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 | $45,596,000 | 2,884 |
| U.S. Government securities | $44,070,000 | 2,151 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $44,070,000 | 2,102 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $1,077,000 | 1,938 |
| 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 | $69,000 | 321 |
| Other domestic debt securities - All other | $1,008,000 | 1,529 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $449,000 | 762 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,291,000 | 1,753 |
| Mortgage-backed securities | $5,010,000 | 4,273 |
| Certificates of participation in pools of residential mortgages | $2,917,000 | 4,236 |
| Issued or guaranteed by U.S. | $2,917,000 | 4,234 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,093,000 | 2,767 |
| CMOs issued by government agencies or sponsored agencies | $2,093,000 | 2,649 |
| 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) | $45,596,000 | 2,642 |
| Total debt securities | $45,078,000 | 2,893 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,204 |
| Fair value | $1,009,000 | 2,206 |
| 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 | $41,008,000 | 3,027 |
| U.S. Government securities | $39,482,000 | 2,252 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $39,482,000 | 2,195 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $1,075,000 | 1,924 |
| 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 | $93,000 | 296 |
| Other domestic debt securities - All other | $982,000 | 1,493 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $451,000 | 746 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,405,000 | 1,678 |
| Mortgage-backed securities | $5,448,000 | 4,137 |
| Certificates of participation in pools of residential mortgages | $3,155,000 | 4,082 |
| Issued or guaranteed by U.S. | $3,155,000 | 4,076 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,293,000 | 2,675 |
| CMOs issued by government agencies or sponsored agencies | $2,293,000 | 2,477 |
| 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) | $41,008,000 | 2,776 |
| Total debt securities | $40,464,000 | 3,030 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,666 |
| Fair value | $2,011,000 | 1,688 |
| 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 | $39,895,000 | 3,005 |
| U.S. Government securities | $38,393,000 | 2,248 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $38,393,000 | 2,186 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $1,051,000 | 1,957 |
| 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 | $81,000 | 300 |
| Other domestic debt securities - All other | $970,000 | 1,475 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $451,000 | 775 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,987,000 | 1,498 |
| Mortgage-backed securities | $6,035,000 | 4,001 |
| Certificates of participation in pools of residential mortgages | $3,377,000 | 3,969 |
| Issued or guaranteed by U.S. | $3,377,000 | 3,955 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,658,000 | 2,563 |
| CMOs issued by government agencies or sponsored agencies | $2,658,000 | 2,360 |
| 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) | $39,895,000 | 2,748 |
| Total debt securities | $39,363,000 | 3,014 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,239 |
| Fair value | $1,010,000 | 2,249 |
| 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 | $39,779,000 | 3,022 |
| U.S. Government securities | $38,244,000 | 2,314 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $38,244,000 | 2,244 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $1,089,000 | 1,870 |
| 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 | $92,000 | 307 |
| Other domestic debt securities - All other | $997,000 | 1,377 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $446,000 | 779 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,923,000 | 1,604 |
| Mortgage-backed securities | $6,434,000 | 3,882 |
| Certificates of participation in pools of residential mortgages | $3,564,000 | 3,884 |
| Issued or guaranteed by U.S. | $3,564,000 | 3,871 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,870,000 | 2,487 |
| CMOs issued by government agencies or sponsored agencies | $2,870,000 | 2,275 |
| 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) | $39,779,000 | 2,758 |
| Total debt securities | $39,241,000 | 3,033 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,597 |
| Fair value | $3,008,000 | 1,618 |
| 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 | $38,554,000 | 3,057 |
| U.S. Government securities | $37,086,000 | 2,344 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $37,086,000 | 2,275 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $1,030,000 | 1,957 |
| 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 | $40,000 | 319 |
| Other domestic debt securities - All other | $990,000 | 1,421 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $438,000 | 794 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,121,000 | 1,687 |
| Mortgage-backed securities | $6,766,000 | 3,757 |
| Certificates of participation in pools of residential mortgages | $3,759,000 | 3,762 |
| Issued or guaranteed by U.S. | $3,759,000 | 3,753 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,007,000 | 2,384 |
| CMOs issued by government agencies or sponsored agencies | $3,007,000 | 2,164 |
| 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) | $38,554,000 | 2,781 |
| Total debt securities | $38,076,000 | 3,062 |
| Structured notes | ||
| Amortized cost | $1,501,000 | 2,239 |
| Fair value | $1,466,000 | 2,305 |
| 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 | $39,003,000 | 2,952 |
| U.S. Government securities | $37,551,000 | 2,216 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $37,551,000 | 2,146 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $1,013,000 | 2,099 |
| 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 | $61,000 | 304 |
| Other domestic debt securities - All other | $952,000 | 1,442 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $439,000 | 798 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,814,000 | 1,741 |
| Mortgage-backed securities | $7,436,000 | 3,555 |
| Certificates of participation in pools of residential mortgages | $4,045,000 | 3,592 |
| Issued or guaranteed by U.S. | $4,045,000 | 3,583 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,391,000 | 2,268 |
| CMOs issued by government agencies or sponsored agencies | $3,391,000 | 2,039 |
| 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) | $39,003,000 | 2,677 |
| Total debt securities | $38,503,000 | 2,954 |
| Structured notes | ||
| Amortized cost | $3,003,000 | 1,517 |
| Fair value | $2,949,000 | 1,576 |
| 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 | $36,149,000 | 3,076 |
| U.S. Government securities | $34,589,000 | 2,342 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $34,589,000 | 2,265 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $1,116,000 | 2,080 |
| 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 | $165,000 | 299 |
| Other domestic debt securities - All other | $951,000 | 1,457 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $444,000 | 844 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,598,000 | 1,917 |
| Mortgage-backed securities | $8,209,000 | 3,402 |
| Certificates of participation in pools of residential mortgages | $4,402,000 | 3,477 |
| Issued or guaranteed by U.S. | $4,402,000 | 3,470 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,807,000 | 2,171 |
| CMOs issued by government agencies or sponsored agencies | $3,807,000 | 1,937 |
| 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) | $36,149,000 | 2,784 |
| Total debt securities | $35,540,000 | 3,087 |
| Structured notes | ||
| Amortized cost | $3,004,000 | 1,535 |
| Fair value | $3,010,000 | 1,593 |
| 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 | $30,594,000 | 3,437 |
| U.S. Government securities | $28,970,000 | 2,750 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $28,970,000 | 2,665 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $1,178,000 | 2,050 |
| 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 | $240,000 | 290 |
| Other domestic debt securities - All other | $938,000 | 1,414 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $446,000 | 867 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,252,000 | 2,010 |
| Mortgage-backed securities | $8,935,000 | 3,301 |
| Certificates of participation in pools of residential mortgages | $4,737,000 | 3,413 |
| Issued or guaranteed by U.S. | $4,737,000 | 3,404 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $4,198,000 | 2,033 |
| CMOs issued by government agencies or sponsored agencies | $4,198,000 | 1,783 |
| 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) | $30,594,000 | 3,116 |
| Total debt securities | $30,147,000 | 3,430 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,245 |
| Fair value | $1,501,000 | 2,308 |
| 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 | $26,931,000 | 3,734 |
| U.S. Government securities | $25,341,000 | 3,054 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $25,341,000 | 2,976 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $1,154,000 | 2,115 |
| 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 | $248,000 | 296 |
| Other domestic debt securities - All other | $906,000 | 1,451 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $436,000 | 893 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,740,000 | 2,226 |
| Mortgage-backed securities | $9,605,000 | 3,269 |
| Certificates of participation in pools of residential mortgages | $4,987,000 | 3,456 |
| Issued or guaranteed by U.S. | $4,987,000 | 3,448 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,618,000 | 1,918 |
| CMOs issued by government agencies or sponsored agencies | $4,618,000 | 1,659 |
| 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) | $26,931,000 | 3,398 |
| Total debt securities | $26,495,000 | 3,750 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,024 |
| Fair value | $1,500,000 | 2,056 |
| 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 | $25,716,000 | 3,822 |
| U.S. Government securities | $24,424,000 | 3,080 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $24,424,000 | 3,009 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $858,000 | 2,405 |
| 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 | $39,000 | 343 |
| Other domestic debt securities - All other | $819,000 | 1,518 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $434,000 | 915 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,473,000 | 2,260 |
| Mortgage-backed securities | $10,357,000 | 3,224 |
| Certificates of participation in pools of residential mortgages | $5,328,000 | 3,438 |
| Issued or guaranteed by U.S. | $5,328,000 | 3,429 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $5,029,000 | 1,846 |
| CMOs issued by government agencies or sponsored agencies | $5,029,000 | 1,575 |
| 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) | $25,716,000 | 3,456 |
| Total debt securities | $25,283,000 | 3,825 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,760 |
| Fair value | $1,500,000 | 1,778 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $24,843,000 | 3,925 |
| U.S. Government securities | $23,570,000 | 3,148 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $23,570,000 | 3,081 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $837,000 | 2,509 |
| 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 | $24,000 | 365 |
| Other domestic debt securities - All other | $813,000 | 1,602 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $436,000 | 964 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,873,000 | 2,231 |
| Mortgage-backed securities | $10,982,000 | 3,194 |
| Certificates of participation in pools of residential mortgages | $5,618,000 | 3,465 |
| Issued or guaranteed by U.S. | $5,618,000 | 3,454 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $5,364,000 | 1,789 |
| CMOs issued by government agencies or sponsored agencies | $5,364,000 | 1,490 |
| 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) | $24,843,000 | 3,546 |
| Total debt securities | $24,407,000 | 3,932 |
| 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 | $24,665,000 | 3,910 |
| U.S. Government securities | $23,426,000 | 3,124 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $23,426,000 | 3,055 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $809,000 | 2,564 |
| 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 | $23,000 | 390 |
| Other domestic debt securities - All other | $786,000 | 1,652 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $430,000 | 1,002 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,926,000 | 2,242 |
| Mortgage-backed securities | $12,399,000 | 3,040 |
| Certificates of participation in pools of residential mortgages | $5,896,000 | 3,455 |
| Issued or guaranteed by U.S. | $5,896,000 | 3,442 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $6,503,000 | 1,652 |
| CMOs issued by government agencies or sponsored agencies | $6,503,000 | 1,346 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $24,665,000 | 3,511 |
| Total debt securities | $24,235,000 | 3,910 |
| 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 | $22,726,000 | 4,110 |
| U.S. Government securities | $21,486,000 | 3,374 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $21,486,000 | 3,306 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $806,000 | 2,502 |
| 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 | $806,000 | 1,701 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $434,000 | 999 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,158,000 | 2,618 |
| Mortgage-backed securities | $13,244,000 | 2,997 |
| Certificates of participation in pools of residential mortgages | $6,349,000 | 3,437 |
| Issued or guaranteed by U.S. | $6,349,000 | 3,426 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,895,000 | 1,617 |
| CMOs issued by government agencies or sponsored agencies | $6,895,000 | 1,292 |
| 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) | $22,726,000 | 3,691 |
| Total debt securities | $22,292,000 | 4,130 |
| 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 | $14,024,000 | 5,264 |
| U.S. Government securities | $13,219,000 | 4,535 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $13,219,000 | 4,449 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $805,000 | 2,442 |
| 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 | $805,000 | 1,663 |
| 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 | $10,497,000 | 3,364 |
| Mortgage-backed securities | $4,631,000 | 4,404 |
| Certificates of participation in pools of residential mortgages | $4,631,000 | 3,837 |
| Issued or guaranteed by U.S. | $4,631,000 | 3,824 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $14,024,000 | 4,753 |
| Total debt securities | $14,024,000 | 5,221 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 943 |
| Fair value | $1,003,000 | 1,007 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $17,216,000 | 4,733 |
| U.S. Government securities | $16,257,000 | 4,013 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $16,257,000 | 3,937 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $959,000 | 2,275 |
| 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 | $959,000 | 1,522 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,670,000 | 3,347 |
| Mortgage-backed securities | $4,733,000 | 4,283 |
| Certificates of participation in pools of residential mortgages | $4,733,000 | 3,724 |
| Issued or guaranteed by U.S. | $4,733,000 | 3,712 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $17,216,000 | 4,252 |
| Total debt securities | $17,216,000 | 4,691 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 926 |
| Fair value | $1,003,000 | 947 |
| 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 | $18,535,000 | 4,626 |
| U.S. Government securities | $17,348,000 | 3,897 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $17,348,000 | 3,832 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $1,187,000 | 2,153 |
| 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 | $1,187,000 | 1,463 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,368,000 | 3,189 |
| Mortgage-backed securities | $4,863,000 | 4,240 |
| Certificates of participation in pools of residential mortgages | $4,863,000 | 3,685 |
| Issued or guaranteed by U.S. | $4,863,000 | 3,670 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $18,535,000 | 4,154 |
| Total debt securities | $18,535,000 | 4,577 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 470 |
| Fair value | $2,994,000 | 481 |
| 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 | $19,664,000 | 4,475 |
| U.S. Government securities | $18,345,000 | 3,729 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $18,345,000 | 3,662 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $1,319,000 | 2,018 |
| 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 | $1,319,000 | 1,365 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,511,000 | 3,274 |
| Mortgage-backed securities | $5,397,000 | 4,013 |
| Certificates of participation in pools of residential mortgages | $5,397,000 | 3,431 |
| Issued or guaranteed by U.S. | $5,397,000 | 3,414 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $19,664,000 | 4,003 |
| Total debt securities | $19,664,000 | 4,413 |
| Structured notes | ||
| Amortized cost | $4,750,000 | 310 |
| Fair value | $4,765,000 | 311 |
| 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 | $23,213,000 | 4,070 |
| U.S. Government securities | $22,325,000 | 3,314 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $22,325,000 | 3,246 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $888,000 | 2,115 |
| 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 | $888,000 | 1,489 |
| 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 | $8,671,000 | 3,629 |
| Mortgage-backed securities | $5,559,000 | 3,710 |
| Certificates of participation in pools of residential mortgages | $5,559,000 | 3,096 |
| Issued or guaranteed by U.S. | $5,559,000 | 3,081 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $500,000 | 2,945 |
| Available-for-sale securities (fair market value) | $22,713,000 | 3,666 |
| Total debt securities | $23,213,000 | 4,018 |
| Structured notes | ||
| Amortized cost | $7,500,000 | 326 |
| Fair value | $7,500,000 | 327 |
| 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 | $23,164,000 | 4,098 |
| U.S. Government securities | $22,279,000 | 3,360 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $22,279,000 | 3,293 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $885,000 | 2,078 |
| 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 | $885,000 | 1,468 |
| 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 | $10,361,000 | 3,370 |
| Mortgage-backed securities | $5,718,000 | 3,520 |
| Certificates of participation in pools of residential mortgages | $5,718,000 | 2,907 |
| Issued or guaranteed by U.S. | $5,718,000 | 2,892 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $500,000 | 3,005 |
| Available-for-sale securities (fair market value) | $22,664,000 | 3,667 |
| Total debt securities | $23,164,000 | 4,046 |
| Structured notes | ||
| Amortized cost | $9,000,000 | 321 |
| Fair value | $8,858,000 | 331 |
| 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 | $24,240,000 | 3,950 |
| U.S. Government securities | $23,352,000 | 3,256 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $23,352,000 | 3,181 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $888,000 | 2,023 |
| 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 | $888,000 | 1,439 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,685,000 | 3,643 |
| Mortgage-backed securities | $6,060,000 | 3,380 |
| Certificates of participation in pools of residential mortgages | $6,060,000 | 2,746 |
| Issued or guaranteed by U.S. | $6,060,000 | 2,732 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $500,000 | 3,038 |
| Available-for-sale securities (fair market value) | $23,740,000 | 3,525 |
| Total debt securities | $24,240,000 | 3,899 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 295 |
| Fair value | $9,664,000 | 318 |
| 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 | $25,182,000 | 3,883 |
| U.S. Government securities | $24,281,000 | 3,193 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $24,281,000 | 3,098 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $901,000 | 2,022 |
| 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 | $901,000 | 1,463 |
| 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 | $8,825,000 | 3,638 |
| Mortgage-backed securities | $6,809,000 | 3,201 |
| Certificates of participation in pools of residential mortgages | $6,809,000 | 2,585 |
| Issued or guaranteed by U.S. | $6,809,000 | 2,575 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $500,000 | 3,093 |
| Available-for-sale securities (fair market value) | $24,682,000 | 3,455 |
| Total debt securities | $25,182,000 | 3,833 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 322 |
| Fair value | $9,803,000 | 340 |
| 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 | $23,491,000 | 4,094 |
| U.S. Government securities | $22,592,000 | 3,405 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $22,592,000 | 3,310 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $899,000 | 2,034 |
| 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 | $899,000 | 1,490 |
| 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 | $7,313,000 | 3,972 |
| Mortgage-backed securities | $5,785,000 | 3,419 |
| Certificates of participation in pools of residential mortgages | $5,785,000 | 2,822 |
| Issued or guaranteed by U.S. | $5,785,000 | 2,807 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $500,000 | 3,148 |
| Available-for-sale securities (fair market value) | $22,991,000 | 3,633 |
| Total debt securities | $23,491,000 | 4,040 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 353 |
| Fair value | $9,740,000 | 374 |
| 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 | $24,160,000 | 4,060 |
| U.S. Government securities | $23,265,000 | 3,352 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $23,265,000 | 3,256 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $895,000 | 2,050 |
| 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 | $895,000 | 1,506 |
| 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 | $7,297,000 | 3,975 |
| Mortgage-backed securities | $6,001,000 | 3,347 |
| Certificates of participation in pools of residential mortgages | $6,001,000 | 2,764 |
| Issued or guaranteed by U.S. | $6,001,000 | 2,751 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $500,000 | 3,221 |
| Available-for-sale securities (fair market value) | $23,660,000 | 3,581 |
| Total debt securities | $24,160,000 | 4,000 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 395 |
| Fair value | $9,694,000 | 411 |
| 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 | $23,999,000 | 4,081 |
| U.S. Government securities | $23,115,000 | 3,389 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $23,115,000 | 3,278 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $884,000 | 2,080 |
| 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 | $884,000 | 1,555 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,513,000 | 3,923 |
| Mortgage-backed securities | $6,160,000 | 3,322 |
| Certificates of participation in pools of residential mortgages | $6,160,000 | 2,753 |
| Issued or guaranteed by U.S. | $6,160,000 | 2,739 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $500,000 | 3,268 |
| Available-for-sale securities (fair market value) | $23,499,000 | 3,594 |
| Total debt securities | $23,999,000 | 4,029 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 417 |
| Fair value | $9,450,000 | 438 |
| 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 | $25,622,000 | 3,962 |
| U.S. Government securities | $24,725,000 | 3,263 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $24,725,000 | 3,151 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $897,000 | 90 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,948,000 | 3,817 |
| Mortgage-backed securities | $6,598,000 | 3,264 |
| Certificates of participation in pools of residential mortgages | $6,598,000 | 2,721 |
| Issued or guaranteed by U.S. | $6,598,000 | 2,707 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000,000 | 2,998 |
| Available-for-sale securities (fair market value) | $24,622,000 | 3,535 |
| Total debt securities | $25,622,000 | 3,902 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 440 |
| Fair value | $9,557,000 | 462 |
| 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 | $26,450,000 | 3,902 |
| U.S. Government securities | $25,355,000 | 3,203 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $25,355,000 | 3,107 |
| Securities issued by states & political subdivisions | $190,000 | 6,072 |
| Other domestic debt securities | $905,000 | 2,201 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $905,000 | 186 |
| 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 | $7,884,000 | 3,813 |
| Mortgage-backed securities | $5,828,000 | 3,498 |
| Certificates of participation in pools of residential mortgages | $5,828,000 | 2,900 |
| Issued or guaranteed by U.S. | $5,828,000 | 2,889 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000,000 | 3,060 |
| Available-for-sale securities (fair market value) | $25,450,000 | 3,470 |
| Total debt securities | $26,450,000 | 3,836 |
| Structured notes | ||
| Amortized cost | $12,000,000 | 358 |
| Fair value | $11,576,000 | 366 |
| 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 | $26,424,000 | 3,862 |
| U.S. Government securities | $25,013,000 | 3,188 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $25,013,000 | 3,082 |
| Securities issued by states & political subdivisions | $190,000 | 6,113 |
| Other domestic debt securities | $1,221,000 | 1,986 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,221,000 | 1,527 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,532,000 | 3,880 |
| Mortgage-backed securities | $6,243,000 | 3,413 |
| Certificates of participation in pools of residential mortgages | $6,243,000 | 2,828 |
| Issued or guaranteed by U.S. | $6,243,000 | 2,815 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000,000 | 3,094 |
| Available-for-sale securities (fair market value) | $25,424,000 | 3,426 |
| Total debt securities | $26,433,000 | 3,806 |
| Structured notes | ||
| Amortized cost | $12,000,000 | 354 |
| Fair value | $11,768,000 | 365 |
| 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 | $28,042,000 | 3,751 |
| U.S. Government securities | $26,546,000 | 3,077 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $26,546,000 | 2,963 |
| Securities issued by states & political subdivisions | $270,000 | 5,954 |
| Other domestic debt securities | $1,226,000 | 2,021 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,226,000 | 1,593 |
| 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 | $9,705,000 | 3,421 |
| Mortgage-backed securities | $6,656,000 | 3,405 |
| Certificates of participation in pools of residential mortgages | $6,656,000 | 2,799 |
| Issued or guaranteed by U.S. | $6,656,000 | 2,788 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000,000 | 3,148 |
| Available-for-sale securities (fair market value) | $27,042,000 | 3,330 |
| Total debt securities | $28,042,000 | 3,700 |
| Structured notes | ||
| Amortized cost | $12,000,000 | 356 |
| Fair value | $11,810,000 | 361 |
| 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 | $28,514,000 | 3,753 |
| U.S. Government securities | $26,972,000 | 3,090 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $26,972,000 | 2,965 |
| Securities issued by states & political subdivisions | $331,000 | 5,864 |
| Other domestic debt securities | $1,211,000 | 2,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,211,000 | 1,675 |
| 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 | $11,991,000 | 3,016 |
| Mortgage-backed securities | $7,006,000 | 3,411 |
| Certificates of participation in pools of residential mortgages | $7,006,000 | 2,807 |
| Issued or guaranteed by U.S. | $7,006,000 | 2,797 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000,000 | 3,197 |
| Available-for-sale securities (fair market value) | $27,514,000 | 3,331 |
| Total debt securities | $28,514,000 | 3,701 |
| Structured notes | ||
| Amortized cost | $12,250,000 | 346 |
| Fair value | $11,870,000 | 350 |
| 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 | $25,380,000 | 4,086 |
| U.S. Government securities | $24,073,000 | 3,387 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $24,073,000 | 3,260 |
| Securities issued by states & political subdivisions | $81,000 | 6,426 |
| Other domestic debt securities | $1,226,000 | 2,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,226,000 | 1,750 |
| 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 | $9,237,000 | 3,504 |
| Mortgage-backed securities | $3,381,000 | 4,470 |
| Certificates of participation in pools of residential mortgages | $3,381,000 | 3,865 |
| Issued or guaranteed by U.S. | $3,381,000 | 3,856 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000,000 | 3,229 |
| Available-for-sale securities (fair market value) | $24,380,000 | 3,650 |
| Total debt securities | $25,380,000 | 4,019 |
| Structured notes | ||
| Amortized cost | $12,750,000 | 329 |
| Fair value | $12,481,000 | 329 |
| 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 | $23,761,000 | 4,251 |
| U.S. Government securities | $22,368,000 | 3,576 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $22,368,000 | 3,455 |
| Securities issued by states & political subdivisions | $156,000 | 6,291 |
| Other domestic debt securities | $1,237,000 | 2,164 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,237,000 | 1,798 |
| 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 | $10,602,000 | 3,181 |
| Mortgage-backed securities | $2,591,000 | 4,796 |
| Certificates of participation in pools of residential mortgages | $2,591,000 | 4,205 |
| Issued or guaranteed by U.S. | $2,591,000 | 4,195 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $23,761,000 | 3,673 |
| Total debt securities | $23,761,000 | 4,178 |
| Structured notes | ||
| Amortized cost | $11,750,000 | 360 |
| Fair value | $11,554,000 | 364 |
| 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 | $25,540,000 | 4,113 |
| U.S. Government securities | $23,909,000 | 3,464 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $23,909,000 | 3,334 |
| Securities issued by states & political subdivisions | $407,000 | 5,892 |
| Other domestic debt securities | $1,224,000 | 2,259 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,224,000 | 1,896 |
| 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 | $14,538,000 | 2,572 |
| Mortgage-backed securities | $3,452,000 | 4,534 |
| Certificates of participation in pools of residential mortgages | $3,452,000 | 3,919 |
| Issued or guaranteed by U.S. | $3,452,000 | 3,910 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $25,540,000 | 3,553 |
| Total debt securities | $25,540,000 | 4,046 |
| Structured notes | ||
| Amortized cost | $12,750,000 | 312 |
| Fair value | $12,258,000 | 316 |
| 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 | $25,081,000 | 4,147 |
| U.S. Government securities | $23,048,000 | 3,485 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $23,048,000 | 3,368 |
| Securities issued by states & political subdivisions | $755,000 | 5,428 |
| Other domestic debt securities | $1,278,000 | 2,330 |
| 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 | $1,278,000 | 1,957 |
| 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 | $14,622,000 | 2,554 |
| Mortgage-backed securities | $2,916,000 | 4,800 |
| Certificates of participation in pools of residential mortgages | $2,916,000 | 4,165 |
| Issued or guaranteed by U.S. | $2,916,000 | 4,154 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $994,000 | 3,351 |
| Available-for-sale securities (fair market value) | $24,087,000 | 3,709 |
| Total debt securities | $25,081,000 | 4,070 |
| Structured notes | ||
| Amortized cost | $13,245,000 | 250 |
| Fair value | $13,218,000 | 252 |
| 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 | $25,736,000 | 4,130 |
| U.S. Government securities | $23,716,000 | 3,479 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $23,716,000 | 3,350 |
| Securities issued by states & political subdivisions | $757,000 | 5,476 |
| Other domestic debt securities | $1,263,000 | 2,375 |
| 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 | $1,263,000 | 2,076 |
| 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 | $17,810,000 | 2,139 |
| Mortgage-backed securities | $2,666,000 | 4,860 |
| Certificates of participation in pools of residential mortgages | $2,666,000 | 4,250 |
| Issued or guaranteed by U.S. | $2,666,000 | 4,236 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,005,000 | 3,371 |
| Available-for-sale securities (fair market value) | $24,731,000 | 3,663 |
| Total debt securities | $25,736,000 | 4,055 |
| Structured notes | ||
| Amortized cost | $13,095,000 | 212 |
| Fair value | $12,803,000 | 223 |
| 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 | $25,882,000 | 4,045 |
| U.S. Government securities | $23,798,000 | 3,370 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $23,798,000 | 3,238 |
| Securities issued by states & political subdivisions | $828,000 | 5,439 |
| Other domestic debt securities | $1,256,000 | 2,486 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,256,000 | 2,180 |
| 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 | $16,232,000 | 2,213 |
| Mortgage-backed securities | $2,538,000 | 4,929 |
| Certificates of participation in pools of residential mortgages | $2,538,000 | 4,311 |
| Issued or guaranteed by U.S. | $2,538,000 | 4,292 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $500,000 | 3,855 |
| Available-for-sale securities (fair market value) | $25,382,000 | 3,542 |
| Total debt securities | $25,882,000 | 3,953 |
| Structured notes | ||
| Amortized cost | $13,596,000 | 177 |
| Fair value | $13,396,000 | 177 |
| 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 | $21,424,000 | 4,486 |
| U.S. Government securities | $19,339,000 | 3,779 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $19,339,000 | 3,636 |
| Securities issued by states & political subdivisions | $830,000 | 5,417 |
| Other domestic debt securities | $1,255,000 | 2,559 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,255,000 | 2,245 |
| 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 | $13,811,000 | 2,450 |
| Mortgage-backed securities | $3,317,000 | 4,689 |
| Certificates of participation in pools of residential mortgages | $3,317,000 | 4,015 |
| Issued or guaranteed by U.S. | $3,317,000 | 4,002 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $500,000 | 3,883 |
| Available-for-sale securities (fair market value) | $20,924,000 | 3,966 |
| Total debt securities | $21,424,000 | 4,402 |
| Structured notes | ||
| Amortized cost | $8,852,000 | 212 |
| Fair value | $8,907,000 | 211 |
| 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 | $23,879,000 | 4,167 |
| U.S. Government securities | $21,515,000 | 3,519 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $21,515,000 | 3,358 |
| Securities issued by states & political subdivisions | $1,129,000 | 5,002 |
| Other domestic debt securities | $1,235,000 | 2,612 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,235,000 | 2,278 |
| 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 | $15,165,000 | 2,290 |
| Mortgage-backed securities | $3,999,000 | 4,501 |
| Certificates of participation in pools of residential mortgages | $3,999,000 | 3,764 |
| Issued or guaranteed by U.S. | $3,999,000 | 3,754 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $23,879,000 | 3,578 |
| Total debt securities | $23,879,000 | 4,080 |
| Structured notes | ||
| Amortized cost | $8,103,000 | 158 |
| Fair value | $8,113,000 | 159 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $21,285,000 | 4,458 |
| U.S. Government securities | $18,380,000 | 3,925 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $18,380,000 | 3,755 |
| Securities issued by states & political subdivisions | $625,000 | 5,618 |
| Other domestic debt securities | $2,280,000 | 2,077 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,280,000 | 1,793 |
| 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 | $14,551,000 | 2,357 |
| Mortgage-backed securities | $4,603,000 | 4,295 |
| Certificates of participation in pools of residential mortgages | $4,603,000 | 3,526 |
| Issued or guaranteed by U.S. | $4,603,000 | 3,512 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $21,285,000 | 3,833 |
| Total debt securities | $21,285,000 | 4,371 |
| Structured notes | ||
| Amortized cost | $3,971,000 | 281 |
| Fair value | $4,007,000 | 277 |
| 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 | $23,697,000 | 4,023 |
| U.S. Government securities | $19,768,000 | 3,556 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $19,768,000 | 3,389 |
| Securities issued by states & political subdivisions | $1,163,000 | 5,051 |
| Other domestic debt securities | $2,766,000 | 1,969 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,766,000 | 1,658 |
| 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 | $13,662,000 | 2,374 |
| Mortgage-backed securities | $4,148,000 | 4,250 |
| Certificates of participation in pools of residential mortgages | $3,608,000 | 3,625 |
| Issued or guaranteed by U.S. | $3,608,000 | 3,608 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $540,000 | 3,672 |
| CMOs issued by government agencies or sponsored agencies | $540,000 | 3,502 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $998,000 | 3,843 |
| Available-for-sale securities (fair market value) | $22,699,000 | 3,501 |
| Total debt securities | $23,697,000 | 3,943 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 112 |
| Fair value | $3,214,000 | 114 |
| 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 | $23,024,000 | 4,181 |
| U.S. Government securities | $16,094,000 | 4,293 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $16,094,000 | 4,007 |
| Securities issued by states & political subdivisions | $4,976,000 | 2,807 |
| Other domestic debt securities | $1,584,000 | 2,110 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,584,000 | 1,812 |
| Foreign debt securities | NA | NA |
| Equity securities | $370,000 | 4,504 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,681,000 | 3,485 |
| Mortgage-backed securities | $3,201,000 | 4,074 |
| Certificates of participation in pools of residential mortgages | $2,385,000 | 3,709 |
| Issued or guaranteed by U.S. | $2,385,000 | 3,693 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $816,000 | 3,032 |
| CMOs issued by government agencies or sponsored agencies | $816,000 | 2,876 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $23,024,000 | 3,401 |
| Total debt securities | $22,654,000 | 4,122 |
| Structured notes | ||
| Amortized cost | $500,000 | 526 |
| Fair value | $493,000 | 591 |
| 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 | $20,243,000 | 4,815 |
| U.S. Government securities | $11,472,000 | 5,665 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $11,472,000 | 5,149 |
| Securities issued by states & political subdivisions | $8,440,000 | 1,960 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $331,000 | 4,633 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,084,000 | 2,939 |
| Mortgage-backed securities | $2,847,000 | 4,563 |
| Certificates of participation in pools of residential mortgages | $1,768,000 | 4,367 |
| Issued or guaranteed by U.S. | $1,768,000 | 4,350 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,079,000 | 2,943 |
| CMOs issued by government agencies or sponsored agencies | $1,079,000 | 2,794 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $756,000 | 5,081 |
| Available-for-sale securities (fair market value) | $19,487,000 | 3,976 |
| Total debt securities | $19,912,000 | 4,744 |
| Structured notes | ||
| Amortized cost | $500,000 | 744 |
| Fair value | $473,000 | 907 |
| 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 | $27,628,000 | 3,871 |
| U.S. Government securities | $17,009,000 | 4,393 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $17,009,000 | 3,764 |
| Securities issued by states & political subdivisions | $10,312,000 | 1,635 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $307,000 | 4,566 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,496,000 | 2,918 |
| Mortgage-backed securities | $4,100,000 | 4,217 |
| Certificates of participation in pools of residential mortgages | $2,225,000 | 4,223 |
| Issued or guaranteed by U.S. | $2,225,000 | 4,204 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,875,000 | 2,708 |
| CMOs issued by government agencies or sponsored agencies | $1,875,000 | 2,574 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $773,000 | 5,604 |
| Available-for-sale securities (fair market value) | $26,855,000 | 3,049 |
| Total debt securities | $27,321,000 | 3,812 |
| Structured notes | ||
| Amortized cost | $1,051,000 | 574 |
| Fair value | $1,054,000 | 570 |
| 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 | $22,020,000 | 4,579 |
| U.S. Government securities | $14,577,000 | 5,148 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $14,577,000 | 4,121 |
| Securities issued by states & political subdivisions | $7,158,000 | 2,058 |
| 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 | $285,000 | 4,748 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,792,000 | 2,708 |
| Mortgage-backed securities | $4,933,000 | 3,857 |
| Certificates of participation in pools of residential mortgages | $81,000 | 7,396 |
| Issued or guaranteed by U.S. | $81,000 | 7,370 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $4,852,000 | 1,757 |
| CMOs issued by government agencies or sponsored agencies | $4,852,000 | 1,678 |
| 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) | $1,553,000 | 5,900 |
| Available-for-sale securities (fair market value) | $20,467,000 | 3,535 |
| Total debt securities | $21,735,000 | 4,522 |
| Structured notes | ||
| Amortized cost | $614,000 | 1,706 |
| Fair value | $614,000 | 1,703 |
| 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 | $20,113,000 | 5,282 |
| U.S. Government securities | $12,047,000 | 6,311 |
| U.S. Treasury securities | $301,000 | 8,367 |
| U.S. Government agency obligations | $11,746,000 | 4,990 |
| Securities issued by states & political subdivisions | $7,867,000 | 1,877 |
| 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 | $199,000 | 5,306 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,498,000 | 3,067 |
| Mortgage-backed securities | $2,916,000 | 5,251 |
| Certificates of participation in pools of residential mortgages | $428,000 | 6,854 |
| Issued or guaranteed by U.S. | $428,000 | 6,833 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,488,000 | 2,788 |
| CMOs issued by government agencies or sponsored agencies | $2,488,000 | 2,671 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,067,000 | 6,231 |
| Available-for-sale securities (fair market value) | $18,046,000 | 4,148 |
| Total debt securities | $19,914,000 | 5,206 |
| Structured notes | ||
| Amortized cost | $1,462,000 | 1,437 |
| Fair value | $1,438,000 | 1,424 |
| 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 | $18,204,000 | 5,932 |
| U.S. Government securities | $8,593,000 | 7,912 |
| U.S. Treasury securities | $303,000 | 9,762 |
| U.S. Government agency obligations | $8,290,000 | 6,143 |
| Securities issued by states & political subdivisions | $9,426,000 | 1,552 |
| 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 | $185,000 | 5,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,137,000 | 4,605 |
| Mortgage-backed securities | $3,478,000 | 5,238 |
| Certificates of participation in pools of residential mortgages | $1,470,000 | 5,483 |
| Issued or guaranteed by U.S. | $1,470,000 | 5,454 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,008,000 | 3,417 |
| CMOs issued by government agencies or sponsored agencies | $2,008,000 | 3,273 |
| 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) | $2,441,000 | 6,347 |
| Available-for-sale securities (fair market value) | $15,763,000 | 4,734 |
| Total debt securities | $17,875,000 | 5,881 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,530 |
| Fair value | $993,000 | 2,691 |
| 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 | $19,607,000 | 5,955 |
| U.S. Government securities | $10,230,000 | 7,647 |
| U.S. Treasury securities | $1,699,000 | 8,660 |
| U.S. Government agency obligations | $8,531,000 | 5,947 |
| Securities issued by states & political subdivisions | $9,066,000 | 1,672 |
| 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 | $311,000 | 3,963 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,702,000 | 4,405 |
| Mortgage-backed securities | $2,940,000 | 5,903 |
| Certificates of participation in pools of residential mortgages | $245,000 | 8,171 |
| Issued or guaranteed by U.S. | $245,000 | 8,146 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,695,000 | 3,208 |
| CMOs issued by government agencies or sponsored agencies | $2,695,000 | 3,046 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,043,000 | 4,780 |
| Available-for-sale securities (fair market value) | $6,564,000 | 6,085 |
| Total debt securities | $19,296,000 | 5,937 |
| 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 | $16,367,000 | 7,002 |
| U.S. Government securities | $6,636,000 | 9,615 |
| U.S. Treasury securities | $2,954,000 | 7,459 |
| U.S. Government agency obligations | $3,682,000 | 8,840 |
| Securities issued by states & political subdivisions | $9,402,000 | 1,630 |
| 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 | $329,000 | 3,740 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,511,000 | 4,905 |
| Mortgage-backed securities | $1,858,000 | 7,427 |
| Certificates of participation in pools of residential mortgages | $456,000 | 8,211 |
| Issued or guaranteed by U.S. | $456,000 | 8,154 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,402,000 | 4,563 |
| CMOs issued by government agencies or sponsored agencies | $1,402,000 | 4,345 |
| 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 | $16,038,000 | 6,956 |
| 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 | $13,306,000 | 7,881 |
| U.S. Government securities | $6,899,000 | 9,658 |
| U.S. Treasury securities | $3,403,000 | 7,144 |
| U.S. Government agency obligations | $3,496,000 | 9,118 |
| Securities issued by states & political subdivisions | $6,125,000 | 2,280 |
| 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 | $282,000 | 3,419 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,518,000 | 5,504 |
| Mortgage-backed securities | $1,872,000 | 7,804 |
| Certificates of participation in pools of residential mortgages | $408,000 | 8,833 |
| Issued or guaranteed by U.S. | $408,000 | 8,770 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,464,000 | 4,514 |
| CMOs issued by government agencies or sponsored agencies | $1,464,000 | 4,158 |
| 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 | $13,024,000 | 7,857 |
| 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 |