Home > Georgia Banking Company > Securities
Georgia Banking Company, Securities
| 2023-12-31 | Rank | |
| Total securities | $78,822,000 | 2,010 |
| U.S. Government securities | $74,300,000 | 1,451 |
| U.S. Treasury securities | $29,349,000 | 717 |
| U.S. Government agency obligations | $44,951,000 | 1,719 |
| Securities issued by states & political subdivisions | $3,640,000 | 3,075 |
| Other domestic debt securities | $882,000 | 2,040 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $882,000 | 1,607 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,940,000 | 1,101 |
| Mortgage-backed securities | $35,207,000 | 1,570 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $20,157,000 | 1,486 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $15,050,000 | 398 |
| Held to maturity securities (book value) | $18,903,000 | 812 |
| Available-for-sale securities (fair market value) | $59,919,000 | 2,154 |
| Total debt securities | $78,821,000 | 1,994 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $78,770,000 | 1,984 |
| U.S. Government securities | $74,256,000 | 1,452 |
| U.S. Treasury securities | $30,947,000 | 708 |
| U.S. Government agency obligations | $43,309,000 | 1,726 |
| Securities issued by states & political subdivisions | $3,640,000 | 3,085 |
| Other domestic debt securities | $874,000 | 2,033 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $874,000 | 1,610 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,895,000 | 1,069 |
| Mortgage-backed securities | $33,744,000 | 1,580 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $19,708,000 | 1,477 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $14,036,000 | 422 |
| Held to maturity securities (book value) | $17,998,000 | 834 |
| Available-for-sale securities (fair market value) | $60,772,000 | 2,099 |
| Total debt securities | $78,768,000 | 1,971 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $70,853,000 | 2,177 |
| U.S. Government securities | $66,326,000 | 1,597 |
| U.S. Treasury securities | $30,877,000 | 707 |
| U.S. Government agency obligations | $35,449,000 | 2,015 |
| Securities issued by states & political subdivisions | $3,640,000 | 3,125 |
| Other domestic debt securities | $887,000 | 2,044 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $887,000 | 1,618 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,068,000 | 1,167 |
| Mortgage-backed securities | $35,449,000 | 1,576 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $21,423,000 | 1,450 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $14,026,000 | 432 |
| Held to maturity securities (book value) | $18,068,000 | 832 |
| Available-for-sale securities (fair market value) | $52,785,000 | 2,337 |
| Total debt securities | $70,853,000 | 2,161 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $68,352,000 | 2,319 |
| U.S. Government securities | $63,782,000 | 1,709 |
| U.S. Treasury securities | $33,013,000 | 727 |
| U.S. Government agency obligations | $30,769,000 | 2,148 |
| Securities issued by states & political subdivisions | $3,639,000 | 3,174 |
| Other domestic debt securities | $931,000 | 2,085 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $931,000 | 1,649 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,422,000 | 1,094 |
| Mortgage-backed securities | $30,769,000 | 1,735 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,113,000 | 1,474 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $8,656,000 | 562 |
| Held to maturity securities (book value) | $12,820,000 | 971 |
| Available-for-sale securities (fair market value) | $55,532,000 | 2,346 |
| Total debt securities | $68,352,000 | 2,299 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $65,330,000 | 2,425 |
| U.S. Government securities | $60,769,000 | 1,775 |
| U.S. Treasury securities | $29,827,000 | 814 |
| U.S. Government agency obligations | $30,942,000 | 2,144 |
| Securities issued by states & political subdivisions | $3,639,000 | 3,217 |
| Other domestic debt securities | $922,000 | 2,118 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $922,000 | 1,663 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,407,000 | 1,043 |
| Mortgage-backed securities | $30,942,000 | 1,743 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,331,000 | 1,488 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $8,611,000 | 561 |
| Held to maturity securities (book value) | $12,930,000 | 975 |
| Available-for-sale securities (fair market value) | $52,400,000 | 2,455 |
| Total debt securities | $65,329,000 | 2,408 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $55,471,000 | 2,620 |
| U.S. Government securities | $53,298,000 | 1,946 |
| U.S. Treasury securities | $29,753,000 | 833 |
| U.S. Government agency obligations | $23,545,000 | 2,487 |
| Securities issued by states & political subdivisions | $1,250,000 | 3,674 |
| Other domestic debt securities | $923,000 | 2,082 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $923,000 | 1,671 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,545,000 | 1,927 |
| Mortgage-backed securities | $23,545,000 | 1,983 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,475,000 | 1,494 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $1,070,000 | 1,125 |
| Held to maturity securities (book value) | $3,069,000 | 1,366 |
| Available-for-sale securities (fair market value) | $52,402,000 | 2,466 |
| Total debt securities | $55,470,000 | 2,602 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $43,807,000 | 2,976 |
| U.S. Government securities | $41,587,000 | 2,271 |
| U.S. Treasury securities | $15,504,000 | 1,254 |
| U.S. Government agency obligations | $26,083,000 | 2,403 |
| Securities issued by states & political subdivisions | $1,250,000 | 3,712 |
| Other domestic debt securities | $970,000 | 1,942 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $970,000 | 1,657 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,083,000 | 1,823 |
| Mortgage-backed securities | $26,083,000 | 1,952 |
| Certificates of participation in pools of residential mortgages | $24,945,000 | 1,483 |
| Issued or guaranteed by U.S. | $24,945,000 | 1,451 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,138,000 | 1,675 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $1,138,000 | 1,180 |
| Held to maturity securities (book value) | $3,347,000 | 1,277 |
| Available-for-sale securities (fair market value) | $40,460,000 | 2,852 |
| Total debt securities | $43,808,000 | 2,958 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $47,057,000 | 2,853 |
| U.S. Government securities | $44,833,000 | 2,123 |
| U.S. Treasury securities | $15,850,000 | 1,095 |
| U.S. Government agency obligations | $28,983,000 | 2,300 |
| Securities issued by states & political subdivisions | $1,250,000 | 3,734 |
| Other domestic debt securities | $974,000 | 1,925 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $974,000 | 1,634 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,983,000 | 1,659 |
| Mortgage-backed securities | $28,983,000 | 1,877 |
| Certificates of participation in pools of residential mortgages | $27,816,000 | 1,417 |
| Issued or guaranteed by U.S. | $27,816,000 | 1,392 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $1,167,000 | 1,650 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $1,167,000 | 1,160 |
| Held to maturity securities (book value) | $3,740,000 | 1,152 |
| Available-for-sale securities (fair market value) | $43,317,000 | 2,751 |
| Total debt securities | $47,058,000 | 2,835 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $33,572,000 | 3,176 |
| U.S. Government securities | $32,567,000 | 2,383 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $32,567,000 | 2,151 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $1,005,000 | 1,852 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,005,000 | 1,533 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,567,000 | 1,523 |
| Mortgage-backed securities | $32,567,000 | 1,786 |
| Certificates of participation in pools of residential mortgages | $31,328,000 | 1,319 |
| Issued or guaranteed by U.S. | $31,328,000 | 1,288 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $1,239,000 | 1,611 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $1,239,000 | 1,128 |
| Held to maturity securities (book value) | $2,818,000 | 1,114 |
| Available-for-sale securities (fair market value) | $30,754,000 | 3,088 |
| Total debt securities | $33,571,000 | 3,156 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $33,533,000 | 3,125 |
| U.S. Government securities | $32,537,000 | 2,303 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $32,537,000 | 2,124 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $996,000 | 1,841 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $996,000 | 1,521 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,304,000 | 1,874 |
| Mortgage-backed securities | $32,537,000 | 1,768 |
| Certificates of participation in pools of residential mortgages | $32,537,000 | 1,243 |
| Issued or guaranteed by U.S. | $32,537,000 | 1,215 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $3,325,000 | 1,054 |
| Available-for-sale securities (fair market value) | $30,208,000 | 3,055 |
| Total debt securities | $33,533,000 | 3,102 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $24,678,000 | 3,409 |
| U.S. Government securities | $23,681,000 | 2,614 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $23,681,000 | 2,434 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $997,000 | 1,824 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $997,000 | 1,468 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,681,000 | 1,799 |
| Mortgage-backed securities | $23,681,000 | 2,014 |
| Certificates of participation in pools of residential mortgages | $23,681,000 | 1,485 |
| Issued or guaranteed by U.S. | $23,681,000 | 1,451 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $3,713,000 | 997 |
| Available-for-sale securities (fair market value) | $20,965,000 | 3,366 |
| Total debt securities | $24,678,000 | 3,387 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $18,481,000 | 3,592 |
| U.S. Government securities | $18,481,000 | 2,774 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $18,481,000 | 2,599 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,481,000 | 2,021 |
| Mortgage-backed securities | $18,481,000 | 2,149 |
| Certificates of participation in pools of residential mortgages | $18,481,000 | 1,623 |
| Issued or guaranteed by U.S. | $18,481,000 | 1,576 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $4,084,000 | 947 |
| Available-for-sale securities (fair market value) | $14,397,000 | 3,607 |
| Total debt securities | $18,481,000 | 3,567 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $18,251,000 | 3,520 |
| U.S. Government securities | $18,251,000 | 2,629 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $18,251,000 | 2,495 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| 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 | $18,251,000 | 2,007 |
| Mortgage-backed securities | $18,251,000 | 2,105 |
| Certificates of participation in pools of residential mortgages | $18,251,000 | 1,537 |
| Issued or guaranteed by U.S. | $18,251,000 | 1,500 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $4,477,000 | 903 |
| Available-for-sale securities (fair market value) | $13,774,000 | 3,567 |
| Total debt securities | $18,251,000 | 3,498 |
| 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 | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $15,861,000 | 3,599 |
| U.S. Government securities | $15,861,000 | 2,755 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $15,861,000 | 2,622 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,861,000 | 2,128 |
| Mortgage-backed securities | $15,861,000 | 2,222 |
| Certificates of participation in pools of residential mortgages | $15,861,000 | 1,647 |
| Issued or guaranteed by U.S. | $15,861,000 | 1,604 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $4,897,000 | 874 |
| Available-for-sale securities (fair market value) | $10,964,000 | 3,703 |
| Total debt securities | $15,862,000 | 3,576 |
| 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 | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $17,682,000 | 3,455 |
| U.S. Government securities | $17,682,000 | 2,626 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $17,682,000 | 2,496 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| 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 | $17,682,000 | 2,023 |
| Mortgage-backed securities | $17,682,000 | 2,101 |
| Certificates of participation in pools of residential mortgages | $17,682,000 | 1,509 |
| Issued or guaranteed by U.S. | $17,682,000 | 1,468 |
| 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 | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $5,386,000 | 862 |
| Available-for-sale securities (fair market value) | $12,296,000 | 3,597 |
| Total debt securities | $17,681,000 | 3,430 |
| 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 | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $15,998,000 | 3,564 |
| U.S. Government securities | $15,998,000 | 2,760 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $15,998,000 | 2,619 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| 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 | $15,998,000 | 2,084 |
| Mortgage-backed securities | $15,998,000 | 2,202 |
| Certificates of participation in pools of residential mortgages | $15,998,000 | 1,587 |
| Issued or guaranteed by U.S. | $15,998,000 | 1,543 |
| 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 | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $5,785,000 | 850 |
| Available-for-sale securities (fair market value) | $10,213,000 | 3,761 |
| Total debt securities | $15,998,000 | 3,539 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $17,021,000 | 3,544 |
| U.S. Government securities | $17,021,000 | 2,777 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $17,021,000 | 2,618 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,021,000 | 2,008 |
| Mortgage-backed securities | $17,021,000 | 2,101 |
| Certificates of participation in pools of residential mortgages | $17,021,000 | 1,473 |
| Issued or guaranteed by U.S. | $17,021,000 | 1,434 |
| 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 | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $6,169,000 | 864 |
| Available-for-sale securities (fair market value) | $10,852,000 | 3,755 |
| Total debt securities | $17,021,000 | 3,519 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $16,918,000 | 3,592 |
| U.S. Government securities | $16,918,000 | 2,820 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $16,918,000 | 2,664 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| 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 | $13,920,000 | 2,269 |
| Mortgage-backed securities | $16,918,000 | 2,117 |
| Certificates of participation in pools of residential mortgages | $16,918,000 | 1,452 |
| Issued or guaranteed by U.S. | $16,918,000 | 1,410 |
| 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 | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $6,562,000 | 896 |
| Available-for-sale securities (fair market value) | $10,356,000 | 3,844 |
| Total debt securities | $16,918,000 | 3,572 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $17,734,000 | 3,606 |
| U.S. Government securities | $17,734,000 | 2,812 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $17,734,000 | 2,652 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| 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 | $14,722,000 | 2,246 |
| Mortgage-backed securities | $17,734,000 | 2,046 |
| Certificates of participation in pools of residential mortgages | $17,734,000 | 1,389 |
| Issued or guaranteed by U.S. | $17,734,000 | 1,368 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $7,000,000 | 901 |
| Available-for-sale securities (fair market value) | $10,734,000 | 3,862 |
| Total debt securities | $17,733,000 | 3,587 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $25,642,000 | 3,191 |
| U.S. Government securities | $25,642,000 | 2,342 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $25,642,000 | 2,214 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| 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 | $20,248,000 | 1,907 |
| Mortgage-backed securities | $25,359,000 | 1,660 |
| Certificates of participation in pools of residential mortgages | $25,359,000 | 1,100 |
| Issued or guaranteed by U.S. | $25,359,000 | 1,088 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $7,500,000 | 897 |
| Available-for-sale securities (fair market value) | $18,142,000 | 3,375 |
| Total debt securities | $25,643,000 | 3,173 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $23,192,000 | 3,347 |
| U.S. Government securities | $23,192,000 | 2,498 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $23,192,000 | 2,364 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,832,000 | 1,879 |
| Mortgage-backed securities | $22,913,000 | 1,775 |
| Certificates of participation in pools of residential mortgages | $22,913,000 | 1,189 |
| Issued or guaranteed by U.S. | $22,913,000 | 1,180 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $7,926,000 | 919 |
| Available-for-sale securities (fair market value) | $15,266,000 | 3,604 |
| Total debt securities | $23,191,000 | 3,326 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $21,423,000 | 3,492 |
| U.S. Government securities | $21,423,000 | 2,615 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $21,423,000 | 2,478 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,423,000 | 1,843 |
| Mortgage-backed securities | $21,147,000 | 1,834 |
| Certificates of participation in pools of residential mortgages | $21,147,000 | 1,274 |
| Issued or guaranteed by U.S. | $21,147,000 | 1,268 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $8,406,000 | 916 |
| Available-for-sale securities (fair market value) | $13,017,000 | 3,806 |
| Total debt securities | $21,423,000 | 3,470 |
| 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 | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $19,725,000 | 3,646 |
| U.S. Government securities | $19,319,000 | 2,756 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $19,319,000 | 2,622 |
| Securities issued by states & political subdivisions | $406,000 | 4,402 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,363,000 | 2,001 |
| Mortgage-backed securities | $19,044,000 | 1,998 |
| Certificates of participation in pools of residential mortgages | $19,044,000 | 1,404 |
| Issued or guaranteed by U.S. | $19,044,000 | 1,352 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $9,326,000 | 897 |
| Available-for-sale securities (fair market value) | $10,399,000 | 4,094 |
| Total debt securities | $19,726,000 | 3,626 |
| 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 | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $20,513,000 | 3,630 |
| U.S. Government securities | $20,105,000 | 2,783 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $20,105,000 | 2,650 |
| Securities issued by states & political subdivisions | $408,000 | 4,445 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,149,000 | 1,981 |
| Mortgage-backed securities | $19,829,000 | 1,949 |
| Certificates of participation in pools of residential mortgages | $19,829,000 | 1,413 |
| Issued or guaranteed by U.S. | $19,829,000 | 1,409 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $9,839,000 | 886 |
| Available-for-sale securities (fair market value) | $10,674,000 | 4,115 |
| Total debt securities | $20,512,000 | 3,605 |
| 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 | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $22,729,000 | 3,559 |
| U.S. Government securities | $21,126,000 | 2,718 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $21,126,000 | 2,596 |
| Securities issued by states & political subdivisions | $1,603,000 | 4,091 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,925,000 | 1,895 |
| Mortgage-backed securities | $20,849,000 | 1,900 |
| Certificates of participation in pools of residential mortgages | $20,849,000 | 1,381 |
| Issued or guaranteed by U.S. | $20,849,000 | 1,380 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $11,624,000 | 846 |
| Available-for-sale securities (fair market value) | $11,105,000 | 4,126 |
| Total debt securities | $22,729,000 | 3,533 |
| 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 | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $21,463,000 | 3,672 |
| U.S. Government securities | $19,853,000 | 2,839 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $19,853,000 | 2,723 |
| Securities issued by states & political subdivisions | $1,610,000 | 4,144 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,035,000 | 1,995 |
| Mortgage-backed securities | $19,573,000 | 1,985 |
| Certificates of participation in pools of residential mortgages | $19,573,000 | 1,479 |
| Issued or guaranteed by U.S. | $19,573,000 | 1,475 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $12,304,000 | 865 |
| Available-for-sale securities (fair market value) | $9,159,000 | 4,359 |
| Total debt securities | $21,463,000 | 3,647 |
| 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 | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $19,297,000 | 3,862 |
| U.S. Government securities | $17,279,000 | 3,103 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $17,279,000 | 2,981 |
| Securities issued by states & political subdivisions | $2,018,000 | 4,067 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,561,000 | 2,187 |
| Mortgage-backed securities | $17,279,000 | 2,171 |
| Certificates of participation in pools of residential mortgages | $17,279,000 | 1,649 |
| Issued or guaranteed by U.S. | $17,279,000 | 1,648 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $13,353,000 | 840 |
| Available-for-sale securities (fair market value) | $5,944,000 | 4,690 |
| Total debt securities | $19,297,000 | 3,837 |
| 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 | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $20,080,000 | 3,849 |
| U.S. Government securities | $18,054,000 | 3,075 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $18,054,000 | 2,951 |
| Securities issued by states & political subdivisions | $2,026,000 | 4,112 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,340,000 | 2,140 |
| Mortgage-backed securities | $18,054,000 | 2,147 |
| Certificates of participation in pools of residential mortgages | $18,054,000 | 1,637 |
| Issued or guaranteed by U.S. | $18,054,000 | 1,637 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $13,955,000 | 846 |
| Available-for-sale securities (fair market value) | $6,125,000 | 4,713 |
| Total debt securities | $20,080,000 | 3,824 |
| 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 | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $20,931,000 | 3,809 |
| U.S. Government securities | $18,707,000 | 2,999 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $18,707,000 | 2,871 |
| Securities issued by states & political subdivisions | $2,224,000 | 4,096 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,997,000 | 2,094 |
| Mortgage-backed securities | $18,707,000 | 2,099 |
| Certificates of participation in pools of residential mortgages | $18,707,000 | 1,609 |
| Issued or guaranteed by U.S. | $18,707,000 | 1,609 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $14,806,000 | 822 |
| Available-for-sale securities (fair market value) | $6,125,000 | 4,737 |
| Total debt securities | $20,931,000 | 3,780 |
| 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 | $19,246,000 | 3,913 |
| U.S. Government securities | $17,012,000 | 3,125 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $17,012,000 | 3,018 |
| Securities issued by states & political subdivisions | $2,234,000 | 4,105 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,588,000 | 2,262 |
| Mortgage-backed securities | $17,012,000 | 2,203 |
| Certificates of participation in pools of residential mortgages | $17,012,000 | 1,709 |
| Issued or guaranteed by U.S. | $17,012,000 | 1,709 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $15,729,000 | 802 |
| Available-for-sale securities (fair market value) | $3,517,000 | 5,051 |
| Total debt securities | $19,246,000 | 3,889 |
| 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 | $20,309,000 | 3,907 |
| U.S. Government securities | $17,902,000 | 3,131 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $17,902,000 | 3,023 |
| Securities issued by states & political subdivisions | $2,407,000 | 4,096 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,577,000 | 2,631 |
| Mortgage-backed securities | $17,902,000 | 2,179 |
| Certificates of participation in pools of residential mortgages | $17,902,000 | 1,663 |
| Issued or guaranteed by U.S. | $17,902,000 | 1,659 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $16,789,000 | 807 |
| Available-for-sale securities (fair market value) | $3,520,000 | 5,129 |
| Total debt securities | $20,309,000 | 3,877 |
| 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 | $28,284,000 | 3,430 |
| U.S. Government securities | $25,867,000 | 2,652 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $25,867,000 | 2,559 |
| Securities issued by states & political subdivisions | $2,417,000 | 4,112 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,123,000 | 2,014 |
| Mortgage-backed securities | $25,867,000 | 1,775 |
| Certificates of participation in pools of residential mortgages | $23,735,000 | 1,396 |
| Issued or guaranteed by U.S. | $23,735,000 | 1,395 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,132,000 | 2,175 |
| CMOs issued by government agencies or sponsored agencies | $2,132,000 | 2,115 |
| 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) | $17,635,000 | 810 |
| Available-for-sale securities (fair market value) | $10,649,000 | 4,415 |
| Total debt securities | $28,284,000 | 3,406 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $29,421,000 | 3,393 |
| U.S. Government securities | $26,995,000 | 2,605 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $26,995,000 | 2,512 |
| Securities issued by states & political subdivisions | $2,426,000 | 4,141 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,044,000 | 1,966 |
| Mortgage-backed securities | $26,995,000 | 1,722 |
| Certificates of participation in pools of residential mortgages | $24,797,000 | 1,350 |
| Issued or guaranteed by U.S. | $24,797,000 | 1,349 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,198,000 | 2,177 |
| CMOs issued by government agencies or sponsored agencies | $2,198,000 | 2,115 |
| 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) | $18,382,000 | 807 |
| Available-for-sale securities (fair market value) | $11,039,000 | 4,430 |
| Total debt securities | $29,421,000 | 3,367 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $30,564,000 | 3,377 |
| U.S. Government securities | $28,128,000 | 2,578 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $28,128,000 | 2,489 |
| Securities issued by states & political subdivisions | $2,436,000 | 4,182 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,135,000 | 1,934 |
| Mortgage-backed securities | $28,128,000 | 1,701 |
| Certificates of participation in pools of residential mortgages | $25,838,000 | 1,310 |
| Issued or guaranteed by U.S. | $25,838,000 | 1,310 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,290,000 | 2,168 |
| CMOs issued by government agencies or sponsored agencies | $2,290,000 | 2,102 |
| 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) | $19,095,000 | 794 |
| Available-for-sale securities (fair market value) | $11,469,000 | 4,473 |
| Total debt securities | $30,564,000 | 3,349 |
| 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 | $28,601,000 | 3,564 |
| U.S. Government securities | $26,156,000 | 2,783 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $26,156,000 | 2,694 |
| Securities issued by states & political subdivisions | $2,445,000 | 4,202 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,186,000 | 1,911 |
| Mortgage-backed securities | $26,156,000 | 1,834 |
| Certificates of participation in pools of residential mortgages | $23,766,000 | 1,446 |
| Issued or guaranteed by U.S. | $23,766,000 | 1,446 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,390,000 | 2,203 |
| CMOs issued by government agencies or sponsored agencies | $2,390,000 | 2,134 |
| 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) | $19,990,000 | 785 |
| Available-for-sale securities (fair market value) | $8,611,000 | 4,843 |
| Total debt securities | $28,601,000 | 3,540 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $30,100,000 | 3,519 |
| U.S. Government securities | $27,646,000 | 2,734 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $27,646,000 | 2,644 |
| Securities issued by states & political subdivisions | $2,454,000 | 4,219 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,954,000 | 1,879 |
| Mortgage-backed securities | $27,646,000 | 1,802 |
| Certificates of participation in pools of residential mortgages | $25,116,000 | 1,406 |
| Issued or guaranteed by U.S. | $25,116,000 | 1,406 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,530,000 | 2,199 |
| CMOs issued by government agencies or sponsored agencies | $2,530,000 | 2,123 |
| 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) | $21,007,000 | 758 |
| Available-for-sale securities (fair market value) | $9,093,000 | 4,849 |
| Total debt securities | $30,100,000 | 3,491 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $41,964,000 | 2,896 |
| U.S. Government securities | $39,501,000 | 2,195 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $39,501,000 | 2,110 |
| Securities issued by states & political subdivisions | $2,463,000 | 4,273 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,200,000 | 1,465 |
| Mortgage-backed securities | $37,023,000 | 1,526 |
| Certificates of participation in pools of residential mortgages | $29,648,000 | 1,240 |
| Issued or guaranteed by U.S. | $29,648,000 | 1,238 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $7,375,000 | 1,508 |
| CMOs issued by government agencies or sponsored agencies | $7,375,000 | 1,447 |
| 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) | $21,756,000 | 742 |
| Available-for-sale securities (fair market value) | $20,208,000 | 3,910 |
| Total debt securities | $41,964,000 | 2,878 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 984 |
| Fair value | $2,478,000 | 980 |
| 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 | $41,436,000 | 2,985 |
| U.S. Government securities | $38,963,000 | 2,270 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $38,963,000 | 2,184 |
| Securities issued by states & political subdivisions | $2,473,000 | 4,318 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,249,000 | 1,435 |
| Mortgage-backed securities | $36,514,000 | 1,583 |
| Certificates of participation in pools of residential mortgages | $28,950,000 | 1,313 |
| Issued or guaranteed by U.S. | $28,950,000 | 1,312 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $7,564,000 | 1,527 |
| CMOs issued by government agencies or sponsored agencies | $7,564,000 | 1,451 |
| 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) | $22,459,000 | 743 |
| Available-for-sale securities (fair market value) | $18,977,000 | 4,083 |
| Total debt securities | $41,436,000 | 2,966 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 1,067 |
| Fair value | $2,449,000 | 1,068 |
| 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 | $48,493,000 | 2,737 |
| U.S. Government securities | $46,011,000 | 2,009 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $46,011,000 | 1,938 |
| Securities issued by states & political subdivisions | $2,482,000 | 4,358 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,285,000 | 1,278 |
| Mortgage-backed securities | $41,611,000 | 1,461 |
| Certificates of participation in pools of residential mortgages | $32,726,000 | 1,222 |
| Issued or guaranteed by U.S. | $32,726,000 | 1,222 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $8,885,000 | 1,447 |
| CMOs issued by government agencies or sponsored agencies | $8,885,000 | 1,377 |
| 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) | $23,194,000 | 723 |
| Available-for-sale securities (fair market value) | $25,299,000 | 3,655 |
| Total debt securities | $48,493,000 | 2,707 |
| Structured notes | ||
| Amortized cost | $4,499,000 | 790 |
| Fair value | $4,400,000 | 791 |
| 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 | $49,735,000 | 2,694 |
| U.S. Government securities | $47,244,000 | 1,989 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $47,244,000 | 1,931 |
| Securities issued by states & political subdivisions | $2,491,000 | 4,384 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,507,000 | 1,255 |
| Mortgage-backed securities | $42,908,000 | 1,424 |
| Certificates of participation in pools of residential mortgages | $33,660,000 | 1,204 |
| Issued or guaranteed by U.S. | $33,660,000 | 1,204 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $9,248,000 | 1,412 |
| CMOs issued by government agencies or sponsored agencies | $9,248,000 | 1,348 |
| 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) | $23,846,000 | 700 |
| Available-for-sale securities (fair market value) | $25,889,000 | 3,640 |
| Total debt securities | $49,735,000 | 2,666 |
| Structured notes | ||
| Amortized cost | $4,498,000 | 812 |
| Fair value | $4,336,000 | 812 |
| 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 | $55,592,000 | 2,467 |
| U.S. Government securities | $53,092,000 | 1,774 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $53,092,000 | 1,716 |
| Securities issued by states & political subdivisions | $2,500,000 | 4,396 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,635,000 | 1,118 |
| Mortgage-backed securities | $48,817,000 | 1,273 |
| Certificates of participation in pools of residential mortgages | $39,289,000 | 1,054 |
| Issued or guaranteed by U.S. | $39,289,000 | 1,053 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $9,528,000 | 1,400 |
| CMOs issued by government agencies or sponsored agencies | $9,528,000 | 1,333 |
| 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) | $22,443,000 | 715 |
| Available-for-sale securities (fair market value) | $33,149,000 | 3,206 |
| Total debt securities | $55,592,000 | 2,444 |
| Structured notes | ||
| Amortized cost | $4,498,000 | 802 |
| Fair value | $4,275,000 | 795 |
| 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 | $34,413,000 | 3,432 |
| U.S. Government securities | $34,413,000 | 2,517 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $34,413,000 | 2,453 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,473,000 | 1,561 |
| Mortgage-backed securities | $30,131,000 | 1,863 |
| Certificates of participation in pools of residential mortgages | $20,142,000 | 1,776 |
| Issued or guaranteed by U.S. | $20,142,000 | 1,773 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $9,989,000 | 1,374 |
| CMOs issued by government agencies or sponsored agencies | $9,989,000 | 1,309 |
| 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) | $34,413,000 | 3,151 |
| Total debt securities | $34,413,000 | 3,399 |
| Structured notes | ||
| Amortized cost | $4,497,000 | 793 |
| Fair value | $4,282,000 | 786 |
| 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 | $43,858,000 | 2,946 |
| U.S. Government securities | $43,858,000 | 2,077 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $43,858,000 | 2,018 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,541,000 | 1,373 |
| Mortgage-backed securities | $39,539,000 | 1,514 |
| Certificates of participation in pools of residential mortgages | $28,992,000 | 1,353 |
| Issued or guaranteed by U.S. | $28,992,000 | 1,353 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $10,547,000 | 1,354 |
| CMOs issued by government agencies or sponsored agencies | $10,547,000 | 1,284 |
| 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) | $43,858,000 | 2,701 |
| Total debt securities | $43,858,000 | 2,922 |
| Structured notes | ||
| Amortized cost | $4,497,000 | 786 |
| Fair value | $4,319,000 | 783 |
| 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 | $40,369,000 | 3,126 |
| U.S. Government securities | $40,369,000 | 2,264 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $40,369,000 | 2,199 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,869,000 | 1,451 |
| Mortgage-backed securities | $38,369,000 | 1,587 |
| Certificates of participation in pools of residential mortgages | $27,054,000 | 1,468 |
| Issued or guaranteed by U.S. | $27,054,000 | 1,466 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $11,315,000 | 1,348 |
| CMOs issued by government agencies or sponsored agencies | $11,315,000 | 1,273 |
| 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) | $40,369,000 | 2,889 |
| Total debt securities | $40,369,000 | 3,090 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,189 |
| Fair value | $2,000,000 | 1,231 |
| 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 | $23,962,000 | 4,127 |
| U.S. Government securities | $23,962,000 | 3,151 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $23,962,000 | 3,083 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,962,000 | 1,977 |
| Mortgage-backed securities | $23,962,000 | 2,180 |
| Certificates of participation in pools of residential mortgages | $21,249,000 | 1,708 |
| Issued or guaranteed by U.S. | $21,249,000 | 1,706 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,713,000 | 2,476 |
| CMOs issued by government agencies or sponsored agencies | $2,713,000 | 2,373 |
| 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) | $23,962,000 | 3,802 |
| Total debt securities | $23,962,000 | 4,099 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $22,242,000 | 4,319 |
| U.S. Government securities | $22,242,000 | 3,363 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $22,242,000 | 3,296 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,241,000 | 2,084 |
| Mortgage-backed securities | $22,242,000 | 2,358 |
| Certificates of participation in pools of residential mortgages | $18,972,000 | 1,924 |
| Issued or guaranteed by U.S. | $18,972,000 | 1,923 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,270,000 | 2,430 |
| CMOs issued by government agencies or sponsored agencies | $3,270,000 | 2,324 |
| 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) | $22,242,000 | 3,968 |
| Total debt securities | $22,242,000 | 4,282 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $24,629,000 | 4,154 |
| U.S. Government securities | $24,629,000 | 3,219 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $24,629,000 | 3,152 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,629,000 | 1,960 |
| Mortgage-backed securities | $24,629,000 | 2,254 |
| Certificates of participation in pools of residential mortgages | $20,784,000 | 1,827 |
| Issued or guaranteed by U.S. | $20,784,000 | 1,826 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,845,000 | 2,337 |
| CMOs issued by government agencies or sponsored agencies | $3,845,000 | 2,230 |
| 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) | $24,629,000 | 3,833 |
| Total debt securities | $24,629,000 | 4,117 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $23,470,000 | 4,306 |
| U.S. Government securities | $23,470,000 | 3,380 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $23,470,000 | 3,311 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,470,000 | 2,053 |
| Mortgage-backed securities | $23,470,000 | 2,337 |
| Certificates of participation in pools of residential mortgages | $19,178,000 | 1,942 |
| Issued or guaranteed by U.S. | $19,178,000 | 1,939 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,292,000 | 2,259 |
| CMOs issued by government agencies or sponsored agencies | $4,292,000 | 2,154 |
| 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) | $23,470,000 | 3,959 |
| Total debt securities | $23,470,000 | 4,265 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $25,564,000 | 4,042 |
| U.S. Government securities | $25,564,000 | 3,129 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $25,564,000 | 3,055 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,485,000 | 1,875 |
| Mortgage-backed securities | $25,564,000 | 2,126 |
| Certificates of participation in pools of residential mortgages | $20,826,000 | 1,733 |
| Issued or guaranteed by U.S. | $20,826,000 | 1,732 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $4,738,000 | 2,155 |
| CMOs issued by government agencies or sponsored agencies | $4,738,000 | 1,980 |
| 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) | $25,564,000 | 3,705 |
| Total debt securities | $25,564,000 | 4,014 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $39,575,000 | 3,026 |
| U.S. Government securities | $39,575,000 | 2,200 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $39,575,000 | 2,138 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,967,000 | 1,632 |
| Mortgage-backed securities | $31,567,000 | 1,805 |
| Certificates of participation in pools of residential mortgages | $23,165,000 | 1,528 |
| Issued or guaranteed by U.S. | $23,165,000 | 1,524 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $8,402,000 | 1,714 |
| CMOs issued by government agencies or sponsored agencies | $8,402,000 | 1,550 |
| 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) | $39,575,000 | 2,766 |
| Total debt securities | $39,575,000 | 2,998 |
| Structured notes | ||
| Amortized cost | $7,987,000 | 710 |
| Fair value | $8,008,000 | 711 |
| 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 | $72,839,000 | 1,854 |
| U.S. Government securities | $72,839,000 | 1,352 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $72,839,000 | 1,309 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,519,000 | 1,321 |
| Mortgage-backed securities | $37,749,000 | 1,541 |
| Certificates of participation in pools of residential mortgages | $28,802,000 | 1,280 |
| Issued or guaranteed by U.S. | $28,802,000 | 1,274 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $8,947,000 | 1,643 |
| CMOs issued by government agencies or sponsored agencies | $8,947,000 | 1,467 |
| 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) | $72,839,000 | 1,673 |
| Total debt securities | $72,839,000 | 1,835 |
| Structured notes | ||
| Amortized cost | $20,965,000 | 300 |
| Fair value | $21,005,000 | 298 |
| 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 | $80,928,000 | 1,683 |
| U.S. Government securities | $80,928,000 | 1,230 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $80,928,000 | 1,188 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,805,000 | 1,992 |
| Mortgage-backed securities | $39,222,000 | 1,459 |
| Certificates of participation in pools of residential mortgages | $29,868,000 | 1,209 |
| Issued or guaranteed by U.S. | $29,868,000 | 1,204 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $9,354,000 | 1,591 |
| CMOs issued by government agencies or sponsored agencies | $9,354,000 | 1,404 |
| 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) | $80,928,000 | 1,520 |
| Total debt securities | $80,928,000 | 1,668 |
| Structured notes | ||
| Amortized cost | $22,956,000 | 300 |
| Fair value | $22,832,000 | 298 |
| 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 | $32,087,000 | 3,352 |
| U.S. Government securities | $32,087,000 | 2,510 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $32,087,000 | 2,434 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,267,000 | 2,116 |
| Mortgage-backed securities | $22,372,000 | 2,085 |
| Certificates of participation in pools of residential mortgages | $12,195,000 | 2,204 |
| Issued or guaranteed by U.S. | $12,195,000 | 2,198 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $10,177,000 | 1,483 |
| CMOs issued by government agencies or sponsored agencies | $10,177,000 | 1,301 |
| 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) | $32,087,000 | 3,075 |
| Total debt securities | $32,087,000 | 3,323 |
| Structured notes | ||
| Amortized cost | $5,995,000 | 996 |
| Fair value | $5,831,000 | 1,006 |
| 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 | $35,465,000 | 3,120 |
| U.S. Government securities | $35,465,000 | 2,299 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $35,465,000 | 2,225 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,706,000 | 1,410 |
| Mortgage-backed securities | $24,930,000 | 1,935 |
| Certificates of participation in pools of residential mortgages | $13,611,000 | 1,994 |
| Issued or guaranteed by U.S. | $13,611,000 | 1,987 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $11,319,000 | 1,380 |
| CMOs issued by government agencies or sponsored agencies | $11,319,000 | 1,194 |
| 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) | $35,465,000 | 2,827 |
| Total debt securities | $35,465,000 | 3,091 |
| Structured notes | ||
| Amortized cost | $3,991,000 | 1,351 |
| Fair value | $4,024,000 | 1,318 |
| 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 | $41,074,000 | 2,783 |
| U.S. Government securities | $41,074,000 | 2,082 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $41,074,000 | 2,011 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,352,000 | 1,414 |
| Mortgage-backed securities | $26,505,000 | 1,840 |
| Certificates of participation in pools of residential mortgages | $14,513,000 | 1,932 |
| Issued or guaranteed by U.S. | $14,513,000 | 1,926 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $11,992,000 | 1,271 |
| CMOs issued by government agencies or sponsored agencies | $11,992,000 | 1,072 |
| 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) | $41,074,000 | 2,498 |
| Total debt securities | $41,074,000 | 2,757 |
| Structured notes | ||
| Amortized cost | $7,990,000 | 840 |
| Fair value | $8,047,000 | 824 |
| 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 | $46,794,000 | 2,532 |
| U.S. Government securities | $46,794,000 | 1,905 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $46,794,000 | 1,845 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,304,000 | 1,535 |
| Mortgage-backed securities | $27,342,000 | 1,838 |
| Certificates of participation in pools of residential mortgages | $14,949,000 | 1,995 |
| Issued or guaranteed by U.S. | $14,949,000 | 1,991 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $12,393,000 | 1,244 |
| CMOs issued by government agencies or sponsored agencies | $12,393,000 | 1,034 |
| 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) | $46,794,000 | 2,254 |
| Total debt securities | $46,794,000 | 2,505 |
| Structured notes | ||
| Amortized cost | $6,993,000 | 748 |
| Fair value | $6,985,000 | 745 |
| 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 | $12,701,000 | 5,336 |
| U.S. Government securities | $12,701,000 | 4,485 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $12,701,000 | 4,395 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,540,000 | 3,420 |
| Mortgage-backed securities | $8,214,000 | 3,525 |
| Certificates of participation in pools of residential mortgages | $7,309,000 | 3,018 |
| Issued or guaranteed by U.S. | $7,309,000 | 3,010 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $905,000 | 2,935 |
| CMOs issued by government agencies or sponsored agencies | $905,000 | 2,596 |
| 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) | $12,701,000 | 4,892 |
| Total debt securities | $12,700,000 | 5,291 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $1,002,000 | 2,007 |
| 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 | $12,761,000 | 5,381 |
| U.S. Government securities | $12,761,000 | 4,492 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $12,761,000 | 4,398 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,314,000 | 3,128 |
| Mortgage-backed securities | $7,239,000 | 3,771 |
| Certificates of participation in pools of residential mortgages | $6,288,000 | 3,290 |
| Issued or guaranteed by U.S. | $6,288,000 | 3,281 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $951,000 | 2,910 |
| CMOs issued by government agencies or sponsored agencies | $951,000 | 2,556 |
| 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) | $12,761,000 | 4,920 |
| Total debt securities | $12,761,000 | 5,335 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,082 |
| Fair value | $1,998,000 | 1,168 |
| 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 | $11,292,000 | 5,600 |
| U.S. Government securities | $11,292,000 | 4,752 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $11,292,000 | 4,657 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,871,000 | 3,207 |
| Mortgage-backed securities | $6,786,000 | 3,894 |
| Certificates of participation in pools of residential mortgages | $5,777,000 | 3,490 |
| Issued or guaranteed by U.S. | $5,777,000 | 3,477 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,009,000 | 2,878 |
| CMOs issued by government agencies or sponsored agencies | $1,009,000 | 2,507 |
| 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) | $11,292,000 | 5,121 |
| Total debt securities | $11,292,000 | 5,559 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 744 |
| Fair value | $1,974,000 | 822 |
| 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 | $8,623,000 | 6,155 |
| U.S. Government securities | $8,623,000 | 5,370 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $8,623,000 | 5,289 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,180,000 | 3,721 |
| Mortgage-backed securities | $7,608,000 | 3,808 |
| Certificates of participation in pools of residential mortgages | $6,500,000 | 3,390 |
| Issued or guaranteed by U.S. | $6,500,000 | 3,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,108,000 | 2,852 |
| CMOs issued by government agencies or sponsored agencies | $1,108,000 | 2,474 |
| 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) | $8,623,000 | 5,628 |
| Total debt securities | $8,623,000 | 6,100 |
| 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 | $9,036,000 | 6,105 |
| U.S. Government securities | $9,036,000 | 5,352 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $9,036,000 | 5,269 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,586,000 | 3,677 |
| Mortgage-backed securities | $8,036,000 | 3,674 |
| Certificates of participation in pools of residential mortgages | $6,899,000 | 3,262 |
| Issued or guaranteed by U.S. | $6,899,000 | 3,249 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,137,000 | 2,774 |
| CMOs issued by government agencies or sponsored agencies | $1,137,000 | 2,437 |
| 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) | $9,036,000 | 5,572 |
| Total debt securities | $9,035,000 | 6,058 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $4,544,000 | 7,009 |
| U.S. Government securities | $4,544,000 | 6,525 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $4,544,000 | 6,430 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,413,000 | 4,708 |
| Mortgage-backed securities | $4,544,000 | 4,338 |
| Certificates of participation in pools of residential mortgages | $4,415,000 | 3,805 |
| Issued or guaranteed by U.S. | $4,415,000 | 3,795 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $129,000 | 3,426 |
| CMOs issued by government agencies or sponsored agencies | $129,000 | 3,074 |
| 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) | $4,544,000 | 6,422 |
| Total debt securities | $4,544,000 | 6,965 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $4,601,000 | 7,074 |
| U.S. Government securities | $4,601,000 | 6,577 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $4,601,000 | 6,481 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,020,000 | 6,056 |
| Mortgage-backed securities | $4,601,000 | 4,319 |
| Certificates of participation in pools of residential mortgages | $4,471,000 | 3,796 |
| Issued or guaranteed by U.S. | $4,471,000 | 3,785 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $130,000 | 3,426 |
| CMOs issued by government agencies or sponsored agencies | $130,000 | 3,091 |
| 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) | $4,601,000 | 6,486 |
| Total debt securities | $4,601,000 | 7,019 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $8,101,000 | 6,328 |
| U.S. Government securities | $8,101,000 | 5,567 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $8,101,000 | 5,478 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $357,000 | 6,431 |
| Mortgage-backed securities | $5,009,000 | 4,096 |
| Certificates of participation in pools of residential mortgages | $4,875,000 | 3,560 |
| Issued or guaranteed by U.S. | $4,875,000 | 3,545 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $134,000 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $134,000 | 3,076 |
| 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) | $8,101,000 | 5,766 |
| Total debt securities | $8,101,000 | 6,260 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $8,767,000 | 6,271 |
| U.S. Government securities | $8,767,000 | 5,527 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $8,767,000 | 5,420 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,260,000 | 5,114 |
| Mortgage-backed securities | $3,732,000 | 4,225 |
| Certificates of participation in pools of residential mortgages | $3,602,000 | 3,673 |
| Issued or guaranteed by U.S. | $3,602,000 | 3,658 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $130,000 | 3,341 |
| CMOs issued by government agencies or sponsored agencies | $130,000 | 3,022 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $8,767,000 | 5,682 |
| Total debt securities | $8,767,000 | 6,206 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $3,819,000 | 7,426 |
| U.S. Government securities | $3,819,000 | 7,025 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $3,819,000 | 6,912 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,156,000 | 5,609 |
| Mortgage-backed securities | $800,000 | 5,420 |
| Certificates of participation in pools of residential mortgages | $674,000 | 5,067 |
| Issued or guaranteed by U.S. | $674,000 | 5,050 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $126,000 | 3,302 |
| CMOs issued by government agencies or sponsored agencies | $126,000 | 2,980 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $3,819,000 | 6,754 |
| Total debt securities | $3,819,000 | 7,389 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $3,895,000 | 7,446 |
| U.S. Government securities | $3,895,000 | 7,041 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $3,895,000 | 6,922 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,889,000 | 5,820 |
| Mortgage-backed securities | $911,000 | 5,340 |
| Certificates of participation in pools of residential mortgages | $785,000 | 4,979 |
| Issued or guaranteed by U.S. | $785,000 | 4,964 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $126,000 | 3,279 |
| CMOs issued by government agencies or sponsored agencies | $126,000 | 2,962 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $3,895,000 | 6,761 |
| Total debt securities | $3,895,000 | 7,406 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $4,040,000 | 7,439 |
| U.S. Government securities | $4,040,000 | 7,019 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $4,040,000 | 6,886 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,893,000 | 5,837 |
| Mortgage-backed securities | $1,038,000 | 5,258 |
| Certificates of participation in pools of residential mortgages | $907,000 | 4,903 |
| Issued or guaranteed by U.S. | $907,000 | 4,885 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $131,000 | 3,252 |
| CMOs issued by government agencies or sponsored agencies | $131,000 | 2,960 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $4,040,000 | 6,749 |
| Total debt securities | $4,040,000 | 7,393 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $4,093,000 | 7,473 |
| U.S. Government securities | $4,093,000 | 7,057 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $4,093,000 | 6,926 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,094,000 | 6,213 |
| Mortgage-backed securities | $1,093,000 | 5,220 |
| Certificates of participation in pools of residential mortgages | $963,000 | 4,839 |
| Issued or guaranteed by U.S. | $963,000 | 4,823 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $130,000 | 3,262 |
| CMOs issued by government agencies or sponsored agencies | $130,000 | 2,971 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $4,093,000 | 6,767 |
| Total debt securities | $4,093,000 | 7,425 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $4,195,000 | 7,526 |
| U.S. Government securities | $4,195,000 | 7,112 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $4,195,000 | 6,975 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,196,000 | 6,221 |
| Mortgage-backed securities | $1,196,000 | 5,153 |
| Certificates of participation in pools of residential mortgages | $1,066,000 | 4,763 |
| Issued or guaranteed by U.S. | $1,066,000 | 4,738 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $130,000 | 3,235 |
| CMOs issued by government agencies or sponsored agencies | $130,000 | 2,945 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $4,195,000 | 6,792 |
| Total debt securities | $4,195,000 | 7,476 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $4,242,000 | 7,553 |
| U.S. Government securities | $4,242,000 | 7,110 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $4,242,000 | 6,973 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,289,000 | 6,199 |
| Mortgage-backed securities | $1,289,000 | 5,121 |
| Certificates of participation in pools of residential mortgages | $1,157,000 | 4,728 |
| Issued or guaranteed by U.S. | $1,157,000 | 4,704 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $132,000 | 3,246 |
| CMOs issued by government agencies or sponsored agencies | $132,000 | 2,936 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $4,242,000 | 6,808 |
| Total debt securities | $4,242,000 | 7,497 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $4,349,000 | 7,560 |
| U.S. Government securities | $4,349,000 | 7,134 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $4,349,000 | 6,994 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,362,000 | 6,173 |
| Mortgage-backed securities | $1,362,000 | 5,120 |
| Certificates of participation in pools of residential mortgages | $1,225,000 | 4,711 |
| Issued or guaranteed by U.S. | $1,225,000 | 4,691 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $137,000 | 3,262 |
| CMOs issued by government agencies or sponsored agencies | $137,000 | 2,951 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $4,349,000 | 6,822 |
| Total debt securities | $4,349,000 | 7,509 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $1,451,000 | 8,313 |
| U.S. Government securities | $1,451,000 | 8,087 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $1,451,000 | 7,963 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,451,000 | 6,154 |
| Mortgage-backed securities | $1,451,000 | 5,109 |
| Certificates of participation in pools of residential mortgages | $1,314,000 | 4,687 |
| Issued or guaranteed by U.S. | $1,314,000 | 4,666 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $137,000 | 3,268 |
| CMOs issued by government agencies or sponsored agencies | $137,000 | 2,966 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $1,451,000 | 7,548 |
| Total debt securities | $1,451,000 | 8,267 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $1,580,000 | 8,311 |
| U.S. Government securities | $1,410,000 | 8,123 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $1,410,000 | 8,006 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $170,000 | 3,071 |
| Privately issued residential mortgage-backed securities | $170,000 | 1,075 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,580,000 | 6,085 |
| Mortgage-backed securities | $1,580,000 | 5,081 |
| Certificates of participation in pools of residential mortgages | $1,410,000 | 4,670 |
| Issued or guaranteed by U.S. | $1,410,000 | 4,651 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $170,000 | 3,240 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $170,000 | 988 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $1,580,000 | 7,535 |
| Total debt securities | $1,580,000 | 8,263 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $1,682,000 | 8,322 |
| U.S. Government securities | $0 | 8,590 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $0 | 8,507 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $1,682,000 | 1,816 |
| Privately issued residential mortgage-backed securities | $1,682,000 | 684 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,682,000 | 6,038 |
| Mortgage-backed securities | $1,682,000 | 5,107 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,682,000 | 2,234 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $1,682,000 | 641 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $1,682,000 | 7,548 |
| Total debt securities | $1,682,000 | 8,274 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $1,737,000 | 8,385 |
| U.S. Government securities | $0 | 8,658 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $0 | 8,569 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $1,737,000 | 1,855 |
| Privately issued residential mortgage-backed securities | $1,737,000 | 664 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $1,737,000 | 5,159 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,737,000 | 2,247 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $1,737,000 | 621 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $1,737,000 | 7,617 |
| Total debt securities | $1,737,000 | 8,334 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $327,000 | 8,712 |
| U.S. Government securities | $0 | 8,690 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $0 | 8,609 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $327,000 | 2,970 |
| Privately issued residential mortgage-backed securities | $327,000 | 941 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $327,000 | 6,214 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $327,000 | 3,173 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $327,000 | 871 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $327,000 | 8,000 |
| Total debt securities | $327,000 | 8,656 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $378,000 | 8,744 |
| U.S. Government securities | $0 | 8,738 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $0 | 8,656 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $378,000 | 2,971 |
| Privately issued residential mortgage-backed securities | $378,000 | 872 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $378,000 | 6,210 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $378,000 | 3,142 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $378,000 | 803 |
| 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) | $378,000 | 8,030 |
| Total debt securities | $378,000 | 8,696 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $520,000 | 8,773 |
| U.S. Government securities | $0 | 8,803 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $0 | 8,720 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $520,000 | 2,850 |
| Privately issued residential mortgage-backed securities | $520,000 | 803 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $520,000 | 6,125 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $520,000 | 3,035 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $520,000 | 746 |
| 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) | $520,000 | 8,025 |
| Total debt securities | $520,000 | 8,730 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $1,558,000 | 8,569 |
| U.S. Government securities | $1,558,000 | 8,289 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,558,000 | 8,149 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $1,558,000 | 5,415 |
| Certificates of participation in pools of residential mortgages | $653,000 | 5,549 |
| Issued or guaranteed by U.S. | $653,000 | 5,531 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $905,000 | 2,872 |
| CMOs issued by government agencies or sponsored agencies | $905,000 | 2,616 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $1,558,000 | 7,791 |
| Total debt securities | $1,558,000 | 8,508 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $1,939,000 | 8,570 |
| U.S. Government securities | $1,939,000 | 8,262 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $1,939,000 | 8,112 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $1,939,000 | 5,216 |
| Certificates of participation in pools of residential mortgages | $746,000 | 5,497 |
| Issued or guaranteed by U.S. | $746,000 | 5,475 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,193,000 | 2,656 |
| CMOs issued by government agencies or sponsored agencies | $1,193,000 | 2,524 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $1,939,000 | 7,764 |
| Total debt securities | $1,939,000 | 8,503 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $3,277,000 | 8,219 |
| U.S. Government securities | $3,277,000 | 7,722 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $3,277,000 | 7,532 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $3,277,000 | 4,621 |
| Certificates of participation in pools of residential mortgages | $1,921,000 | 4,642 |
| Issued or guaranteed by U.S. | $1,921,000 | 4,620 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,356,000 | 2,624 |
| CMOs issued by government agencies or sponsored agencies | $1,356,000 | 2,482 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $3,277,000 | 7,383 |
| Total debt securities | $3,277,000 | 8,133 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $5,014,000 | 7,767 |
| U.S. Government securities | $5,014,000 | 7,082 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,014,000 | 6,901 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $4,499,000 | 4,284 |
| Certificates of participation in pools of residential mortgages | $3,364,000 | 3,999 |
| Issued or guaranteed by U.S. | $3,364,000 | 3,986 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,135,000 | 2,908 |
| CMOs issued by government agencies or sponsored agencies | $1,135,000 | 2,751 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $5,014,000 | 6,944 |
| Total debt securities | $5,014,000 | 7,682 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $7,737,000 | 7,049 |
| U.S. Government securities | $7,737,000 | 6,223 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $7,737,000 | 6,051 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $6,206,000 | 3,833 |
| Certificates of participation in pools of residential mortgages | $4,472,000 | 3,587 |
| Issued or guaranteed by U.S. | $4,472,000 | 3,577 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,734,000 | 2,732 |
| CMOs issued by government agencies or sponsored agencies | $1,734,000 | 2,602 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $7,737,000 | 6,260 |
| Total debt securities | $7,737,000 | 6,953 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $7,281,000 | 7,212 |
| U.S. Government securities | $7,281,000 | 6,393 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $7,281,000 | 6,195 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $6,251,000 | 3,789 |
| Certificates of participation in pools of residential mortgages | $5,233,000 | 3,295 |
| Issued or guaranteed by U.S. | $5,233,000 | 3,282 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,018,000 | 3,144 |
| CMOs issued by government agencies or sponsored agencies | $1,018,000 | 3,009 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $7,281,000 | 6,382 |
| Total debt securities | $7,281,000 | 7,126 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $0 | 9,430 |
| U.S. Government securities | $0 | 9,306 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $0 | 9,193 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $0 | 9,380 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |