Home > Mission Valley Bank > Securities
Mission Valley Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $51,103,000 | 2,580 |
| U.S. Government securities | $40,444,000 | 2,119 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $40,444,000 | 1,844 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $9,958,000 | 1,031 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $3,439,000 | 401 |
| Other domestic debt securities - All other | $6,519,000 | 839 |
| 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 | $0 | 3,946 |
| Mortgage-backed securities | $35,173,000 | 1,572 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,601,000 | 2,495 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $17,191,000 | 798 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $12,381,000 | 455 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $50,402,000 | 2,367 |
| Total debt securities | $50,402,000 | 2,577 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $47,029,000 | 2,665 |
| U.S. Government securities | $36,138,000 | 2,237 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $36,138,000 | 1,937 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $10,221,000 | 1,005 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $3,541,000 | 396 |
| Other domestic debt securities - All other | $6,680,000 | 826 |
| 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 | $0 | 3,957 |
| Mortgage-backed securities | $29,324,000 | 1,687 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,646,000 | 1,983 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $15,701,000 | 826 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $2,977,000 | 833 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $46,359,000 | 2,450 |
| Total debt securities | $46,359,000 | 2,669 |
| 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 | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $50,151,000 | 2,643 |
| U.S. Government securities | $39,317,000 | 2,198 |
| U.S. Treasury securities | $998,000 | 2,563 |
| U.S. Government agency obligations | $38,319,000 | 1,920 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $10,142,000 | 1,022 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $3,594,000 | 378 |
| Other domestic debt securities - All other | $6,548,000 | 848 |
| 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 | $0 | 3,969 |
| Mortgage-backed securities | $31,223,000 | 1,670 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,432,000 | 1,966 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $16,754,000 | 805 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $3,037,000 | 832 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $49,459,000 | 2,430 |
| Total debt securities | $49,459,000 | 2,644 |
| 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 | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $54,444,000 | 2,613 |
| U.S. Government securities | $42,973,000 | 2,166 |
| U.S. Treasury securities | $2,976,000 | 2,264 |
| U.S. Government agency obligations | $39,997,000 | 1,882 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $10,768,000 | 1,031 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $4,017,000 | 363 |
| Other domestic debt securities - All other | $6,751,000 | 869 |
| 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 | $0 | 3,989 |
| Mortgage-backed securities | $32,791,000 | 1,685 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,062,000 | 1,972 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $17,591,000 | 815 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $3,138,000 | 846 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $53,741,000 | 2,389 |
| Total debt securities | $53,741,000 | 2,608 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $55,274,000 | 2,625 |
| U.S. Government securities | $43,321,000 | 2,180 |
| U.S. Treasury securities | $2,953,000 | 2,303 |
| U.S. Government agency obligations | $40,368,000 | 1,874 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $11,261,000 | 1,031 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $4,218,000 | 374 |
| Other domestic debt securities - All other | $7,043,000 | 858 |
| 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 | $0 | 3,972 |
| Mortgage-backed securities | $33,334,000 | 1,686 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,311,000 | 1,961 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $17,846,000 | 811 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $3,177,000 | 842 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $54,582,000 | 2,405 |
| Total debt securities | $54,582,000 | 2,628 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $59,922,000 | 2,523 |
| U.S. Government securities | $46,485,000 | 2,126 |
| U.S. Treasury securities | $4,933,000 | 2,058 |
| U.S. Government agency obligations | $41,552,000 | 1,860 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $12,747,000 | 927 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $5,551,000 | 251 |
| Other domestic debt securities - All other | $7,196,000 | 839 |
| 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 | $0 | 3,998 |
| Mortgage-backed securities | $34,532,000 | 1,665 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,559,000 | 1,971 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $18,721,000 | 806 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $3,252,000 | 863 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $59,232,000 | 2,304 |
| Total debt securities | $59,232,000 | 2,515 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $63,981,000 | 2,471 |
| U.S. Government securities | $55,874,000 | 1,906 |
| U.S. Treasury securities | $4,951,000 | 2,031 |
| U.S. Government agency obligations | $50,923,000 | 1,665 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $7,386,000 | 1,139 |
| 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 | $7,386,000 | 841 |
| 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 | $0 | 4,021 |
| Mortgage-backed securities | $43,453,000 | 1,501 |
| Certificates of participation in pools of residential mortgages | $13,843,000 | 1,971 |
| Issued or guaranteed by U.S. | $13,843,000 | 1,926 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $20,389,000 | 863 |
| CMOs issued by government agencies or sponsored agencies | $20,389,000 | 785 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $9,221,000 | 908 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $9,221,000 | 611 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $63,260,000 | 2,292 |
| Total debt securities | $63,260,000 | 2,478 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $54,916,000 | 2,643 |
| U.S. Government securities | $48,098,000 | 2,050 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $48,098,000 | 1,733 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $6,072,000 | 1,202 |
| 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 | $6,072,000 | 903 |
| 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 | $0 | 4,045 |
| Mortgage-backed securities | $42,344,000 | 1,541 |
| Certificates of participation in pools of residential mortgages | $15,198,000 | 1,917 |
| Issued or guaranteed by U.S. | $15,198,000 | 1,877 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $19,334,000 | 875 |
| CMOs issued by government agencies or sponsored agencies | $19,334,000 | 805 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $7,812,000 | 979 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $7,812,000 | 667 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $54,170,000 | 2,471 |
| Total debt securities | $54,170,000 | 2,641 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $51,068,000 | 2,656 |
| U.S. Government securities | $43,017,000 | 2,048 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $43,017,000 | 1,836 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $7,269,000 | 1,109 |
| 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 | $7,269,000 | 792 |
| 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 | $0 | 4,071 |
| Mortgage-backed securities | $36,875,000 | 1,648 |
| Certificates of participation in pools of residential mortgages | $15,947,000 | 1,887 |
| Issued or guaranteed by U.S. | $15,947,000 | 1,839 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $15,257,000 | 948 |
| CMOs issued by government agencies or sponsored agencies | $15,257,000 | 902 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $5,671,000 | 1,100 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $5,671,000 | 750 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $50,286,000 | 2,511 |
| Total debt securities | $50,286,000 | 2,657 |
| Structured notes | ||
| Amortized cost | $35,000 | 982 |
| Fair value | $35,000 | 982 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $48,931,000 | 2,652 |
| U.S. Government securities | $40,819,000 | 2,031 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $40,819,000 | 1,861 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $7,322,000 | 1,054 |
| 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 | $7,322,000 | 746 |
| 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 | $0 | 4,110 |
| Mortgage-backed securities | $37,640,000 | 1,610 |
| Certificates of participation in pools of residential mortgages | $16,096,000 | 1,861 |
| Issued or guaranteed by U.S. | $16,096,000 | 1,815 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $16,486,000 | 890 |
| CMOs issued by government agencies or sponsored agencies | $16,486,000 | 851 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $5,058,000 | 1,154 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $5,058,000 | 775 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $48,141,000 | 2,514 |
| Total debt securities | $48,141,000 | 2,657 |
| Structured notes | ||
| Amortized cost | $38,000 | 877 |
| Fair value | $38,000 | 879 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $44,876,000 | 2,713 |
| U.S. Government securities | $37,975,000 | 2,056 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $37,975,000 | 1,902 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $6,108,000 | 1,099 |
| 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 | $6,108,000 | 769 |
| 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 | $0 | 4,151 |
| Mortgage-backed securities | $36,952,000 | 1,594 |
| Certificates of participation in pools of residential mortgages | $16,025,000 | 1,836 |
| Issued or guaranteed by U.S. | $16,025,000 | 1,790 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $16,539,000 | 864 |
| CMOs issued by government agencies or sponsored agencies | $16,539,000 | 828 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $4,388,000 | 1,184 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $4,388,000 | 801 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $44,083,000 | 2,579 |
| Total debt securities | $44,083,000 | 2,720 |
| Structured notes | ||
| Amortized cost | $42,000 | 811 |
| Fair value | $42,000 | 813 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $47,591,000 | 2,516 |
| U.S. Government securities | $40,740,000 | 1,857 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $40,740,000 | 1,733 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $6,060,000 | 1,048 |
| 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 | $6,060,000 | 708 |
| 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 | $0 | 4,172 |
| Mortgage-backed securities | $39,220,000 | 1,468 |
| Certificates of participation in pools of residential mortgages | $17,134,000 | 1,696 |
| Issued or guaranteed by U.S. | $17,134,000 | 1,642 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $17,683,000 | 813 |
| CMOs issued by government agencies or sponsored agencies | $17,683,000 | 775 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $4,403,000 | 1,156 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $4,403,000 | 765 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $46,800,000 | 2,382 |
| Total debt securities | $46,800,000 | 2,517 |
| Structured notes | ||
| Amortized cost | $45,000 | 611 |
| Fair value | $45,000 | 610 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $47,323,000 | 2,405 |
| U.S. Government securities | $40,489,000 | 1,724 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $40,489,000 | 1,634 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $6,029,000 | 994 |
| 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 | $6,029,000 | 671 |
| 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 | $0 | 4,195 |
| Mortgage-backed securities | $39,493,000 | 1,388 |
| Certificates of participation in pools of residential mortgages | $17,732,000 | 1,569 |
| Issued or guaranteed by U.S. | $17,732,000 | 1,531 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $17,233,000 | 833 |
| CMOs issued by government agencies or sponsored agencies | $17,233,000 | 797 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $4,528,000 | 1,100 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $4,528,000 | 726 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $46,518,000 | 2,274 |
| Total debt securities | $46,518,000 | 2,407 |
| Structured notes | ||
| Amortized cost | $47,000 | 375 |
| Fair value | $48,000 | 373 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $31,055,000 | 2,862 |
| U.S. Government securities | $25,203,000 | 2,208 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $25,203,000 | 2,096 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $5,045,000 | 1,028 |
| 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 | $5,045,000 | 704 |
| 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 | $0 | 4,211 |
| Mortgage-backed securities | $25,152,000 | 1,777 |
| Certificates of participation in pools of residential mortgages | $13,341,000 | 1,814 |
| Issued or guaranteed by U.S. | $13,341,000 | 1,765 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $8,781,000 | 1,202 |
| CMOs issued by government agencies or sponsored agencies | $8,781,000 | 1,163 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $3,030,000 | 1,231 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $3,030,000 | 814 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $30,248,000 | 2,711 |
| Total debt securities | $30,248,000 | 2,881 |
| Structured notes | ||
| Amortized cost | $50,000 | 376 |
| Fair value | $51,000 | 366 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $19,741,000 | 3,322 |
| U.S. Government securities | $13,888,000 | 2,923 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $13,888,000 | 2,783 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $5,046,000 | 975 |
| 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 | $5,046,000 | 669 |
| 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 | $0 | 4,254 |
| Mortgage-backed securities | $13,833,000 | 2,346 |
| Certificates of participation in pools of residential mortgages | $9,913,000 | 2,054 |
| Issued or guaranteed by U.S. | $9,913,000 | 1,999 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,920,000 | 1,747 |
| CMOs issued by government agencies or sponsored agencies | $3,920,000 | 1,705 |
| 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) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $18,934,000 | 3,167 |
| Total debt securities | $18,934,000 | 3,350 |
| Structured notes | ||
| Amortized cost | $54,000 | 395 |
| Fair value | $55,000 | 395 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $17,398,000 | 3,474 |
| U.S. Government securities | $13,474,000 | 2,988 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $13,474,000 | 2,841 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $3,123,000 | 1,120 |
| 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 | $3,123,000 | 770 |
| 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 | $0 | 4,281 |
| Mortgage-backed securities | $13,417,000 | 2,385 |
| Certificates of participation in pools of residential mortgages | $8,399,000 | 2,216 |
| Issued or guaranteed by U.S. | $8,399,000 | 2,147 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $5,018,000 | 1,616 |
| CMOs issued by government agencies or sponsored agencies | $5,018,000 | 1,575 |
| 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) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $16,597,000 | 3,293 |
| Total debt securities | $16,596,000 | 3,497 |
| Structured notes | ||
| Amortized cost | $1,069,000 | 279 |
| Fair value | $1,089,000 | 278 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $18,031,000 | 3,481 |
| U.S. Government securities | $14,164,000 | 2,994 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $14,164,000 | 2,834 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $3,079,000 | 1,092 |
| 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 | $3,079,000 | 752 |
| 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 | $0 | 4,345 |
| Mortgage-backed securities | $14,105,000 | 2,306 |
| Certificates of participation in pools of residential mortgages | $8,554,000 | 2,136 |
| Issued or guaranteed by U.S. | $8,554,000 | 2,078 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $5,551,000 | 1,544 |
| CMOs issued by government agencies or sponsored agencies | $5,551,000 | 1,505 |
| 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) | $1,000 | 1,747 |
| Available-for-sale securities (fair market value) | $17,242,000 | 3,287 |
| Total debt securities | $17,243,000 | 3,497 |
| Structured notes | ||
| Amortized cost | $59,000 | 705 |
| Fair value | $59,000 | 705 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $15,742,000 | 3,685 |
| U.S. Government securities | $11,873,000 | 3,248 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $11,873,000 | 3,095 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $3,077,000 | 1,103 |
| 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 | $3,077,000 | 763 |
| 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 | $0 | 4,426 |
| Mortgage-backed securities | $11,812,000 | 2,457 |
| Certificates of participation in pools of residential mortgages | $5,269,000 | 2,562 |
| Issued or guaranteed by U.S. | $5,269,000 | 2,484 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $6,543,000 | 1,442 |
| CMOs issued by government agencies or sponsored agencies | $6,543,000 | 1,403 |
| 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) | $4,000 | 1,811 |
| Available-for-sale securities (fair market value) | $14,946,000 | 3,487 |
| Total debt securities | $14,949,000 | 3,721 |
| Structured notes | ||
| Amortized cost | $61,000 | 857 |
| Fair value | $61,000 | 857 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $17,253,000 | 3,638 |
| U.S. Government securities | $12,986,000 | 3,180 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $12,986,000 | 3,026 |
| Securities issued by states & political subdivisions | $394,000 | 4,203 |
| Other domestic debt securities | $3,087,000 | 1,085 |
| 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 | $3,087,000 | 763 |
| 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 | $0 | 4,470 |
| Mortgage-backed securities | $12,922,000 | 2,382 |
| Certificates of participation in pools of residential mortgages | $5,557,000 | 2,505 |
| Issued or guaranteed by U.S. | $5,557,000 | 2,449 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $7,365,000 | 1,356 |
| CMOs issued by government agencies or sponsored agencies | $7,365,000 | 1,316 |
| 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 | 1,841 |
| Available-for-sale securities (fair market value) | $16,460,000 | 3,433 |
| Total debt securities | $16,467,000 | 3,671 |
| Structured notes | ||
| Amortized cost | $64,000 | 920 |
| Fair value | $64,000 | 920 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $13,331,000 | 3,973 |
| U.S. Government securities | $12,164,000 | 3,297 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $12,164,000 | 3,138 |
| Securities issued by states & political subdivisions | $392,000 | 4,266 |
| 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 | $0 | 4,517 |
| Mortgage-backed securities | $12,098,000 | 2,429 |
| Certificates of participation in pools of residential mortgages | $5,796,000 | 2,491 |
| Issued or guaranteed by U.S. | $5,796,000 | 2,436 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $6,302,000 | 1,453 |
| CMOs issued by government agencies or sponsored agencies | $6,302,000 | 1,408 |
| 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) | $12,000 | 1,852 |
| Available-for-sale securities (fair market value) | $12,544,000 | 3,783 |
| Total debt securities | $12,556,000 | 4,026 |
| Structured notes | ||
| Amortized cost | $67,000 | 940 |
| Fair value | $66,000 | 940 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $12,097,000 | 4,122 |
| U.S. Government securities | $10,945,000 | 3,464 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $10,945,000 | 3,305 |
| Securities issued by states & political subdivisions | $387,000 | 4,309 |
| 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 | $765,000 | 281 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $10,877,000 | 2,528 |
| Certificates of participation in pools of residential mortgages | $5,963,000 | 2,474 |
| Issued or guaranteed by U.S. | $5,963,000 | 2,438 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,914,000 | 1,603 |
| CMOs issued by government agencies or sponsored agencies | $4,914,000 | 1,552 |
| 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) | $17,000 | 1,895 |
| Available-for-sale securities (fair market value) | $12,080,000 | 3,848 |
| Total debt securities | $11,331,000 | 4,161 |
| Structured notes | ||
| Amortized cost | $69,000 | 962 |
| Fair value | $68,000 | 960 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $12,474,000 | 4,137 |
| U.S. Government securities | $11,333,000 | 3,483 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $11,333,000 | 3,322 |
| Securities issued by states & political subdivisions | $383,000 | 4,358 |
| 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 | $758,000 | 306 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $11,261,000 | 2,512 |
| Certificates of participation in pools of residential mortgages | $6,162,000 | 2,485 |
| Issued or guaranteed by U.S. | $6,162,000 | 2,472 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,099,000 | 1,550 |
| CMOs issued by government agencies or sponsored agencies | $5,099,000 | 1,504 |
| 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) | $23,000 | 1,924 |
| Available-for-sale securities (fair market value) | $12,451,000 | 3,865 |
| Total debt securities | $11,717,000 | 4,189 |
| Structured notes | ||
| Amortized cost | $74,000 | 942 |
| Fair value | $72,000 | 942 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $13,241,000 | 4,122 |
| U.S. Government securities | $12,090,000 | 3,399 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $12,090,000 | 3,249 |
| Securities issued by states & political subdivisions | $387,000 | 4,412 |
| 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 | $764,000 | 315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $12,014,000 | 2,500 |
| Certificates of participation in pools of residential mortgages | $6,559,000 | 2,471 |
| Issued or guaranteed by U.S. | $6,559,000 | 2,353 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $5,455,000 | 1,515 |
| CMOs issued by government agencies or sponsored agencies | $5,455,000 | 1,467 |
| 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) | $34,000 | 1,943 |
| Available-for-sale securities (fair market value) | $13,207,000 | 3,841 |
| Total debt securities | $12,478,000 | 4,177 |
| Structured notes | ||
| Amortized cost | $78,000 | 946 |
| Fair value | $76,000 | 946 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $13,967,000 | 4,118 |
| U.S. Government securities | $12,812,000 | 3,384 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $12,812,000 | 3,237 |
| Securities issued by states & political subdivisions | $385,000 | 4,456 |
| 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 | $770,000 | 335 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $12,731,000 | 2,435 |
| Certificates of participation in pools of residential mortgages | $6,929,000 | 2,459 |
| Issued or guaranteed by U.S. | $6,929,000 | 2,455 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,802,000 | 1,482 |
| CMOs issued by government agencies or sponsored agencies | $5,802,000 | 1,432 |
| 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) | $54,000 | 1,954 |
| Available-for-sale securities (fair market value) | $13,913,000 | 3,836 |
| Total debt securities | $13,198,000 | 4,159 |
| Structured notes | ||
| Amortized cost | $82,000 | 922 |
| Fair value | $81,000 | 910 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $14,885,000 | 4,102 |
| U.S. Government securities | $13,707,000 | 3,332 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $13,707,000 | 3,190 |
| Securities issued by states & political subdivisions | $396,000 | 4,522 |
| 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 | $782,000 | 543 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $13,620,000 | 2,389 |
| Certificates of participation in pools of residential mortgages | $7,396,000 | 2,434 |
| Issued or guaranteed by U.S. | $7,396,000 | 2,431 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $6,224,000 | 1,418 |
| CMOs issued by government agencies or sponsored agencies | $6,224,000 | 1,370 |
| 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) | $79,000 | 1,967 |
| Available-for-sale securities (fair market value) | $14,806,000 | 3,830 |
| Total debt securities | $14,102,000 | 4,144 |
| Structured notes | ||
| Amortized cost | $87,000 | 924 |
| Fair value | $86,000 | 923 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $15,780,000 | 4,091 |
| U.S. Government securities | $14,596,000 | 3,267 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $14,596,000 | 3,141 |
| Securities issued by states & political subdivisions | $397,000 | 4,567 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $787,000 | 556 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $14,503,000 | 2,347 |
| Certificates of participation in pools of residential mortgages | $7,783,000 | 2,421 |
| Issued or guaranteed by U.S. | $7,783,000 | 2,419 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $6,720,000 | 1,367 |
| CMOs issued by government agencies or sponsored agencies | $6,720,000 | 1,320 |
| 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) | $111,000 | 1,994 |
| Available-for-sale securities (fair market value) | $15,669,000 | 3,798 |
| Total debt securities | $14,992,000 | 4,127 |
| Structured notes | ||
| Amortized cost | $93,000 | 952 |
| Fair value | $93,000 | 953 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $16,679,000 | 4,061 |
| U.S. Government securities | $15,494,000 | 3,246 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $15,494,000 | 3,115 |
| Securities issued by states & political subdivisions | $398,000 | 4,608 |
| 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 | $787,000 | 563 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $15,394,000 | 2,287 |
| Certificates of participation in pools of residential mortgages | $8,142,000 | 2,416 |
| Issued or guaranteed by U.S. | $8,142,000 | 2,415 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,252,000 | 1,320 |
| CMOs issued by government agencies or sponsored agencies | $7,252,000 | 1,270 |
| 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) | $150,000 | 1,997 |
| Available-for-sale securities (fair market value) | $16,529,000 | 3,779 |
| Total debt securities | $15,892,000 | 4,099 |
| Structured notes | ||
| Amortized cost | $99,000 | 1,042 |
| Fair value | $100,000 | 1,022 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $17,451,000 | 4,042 |
| U.S. Government securities | $16,276,000 | 3,211 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $16,276,000 | 3,084 |
| Securities issued by states & political subdivisions | $393,000 | 4,672 |
| 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 | $782,000 | 557 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $16,168,000 | 2,266 |
| Certificates of participation in pools of residential mortgages | $8,467,000 | 2,421 |
| Issued or guaranteed by U.S. | $8,467,000 | 2,420 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,701,000 | 1,304 |
| CMOs issued by government agencies or sponsored agencies | $7,701,000 | 1,247 |
| 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) | $194,000 | 2,012 |
| Available-for-sale securities (fair market value) | $17,257,000 | 3,747 |
| Total debt securities | $16,668,000 | 4,071 |
| Structured notes | ||
| Amortized cost | $107,000 | 1,106 |
| Fair value | $108,000 | 1,101 |
| 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 | $15,402,000 | 4,205 |
| U.S. Government securities | $14,116,000 | 3,384 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $14,116,000 | 3,258 |
| Securities issued by states & political subdivisions | $504,000 | 4,659 |
| 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 | $782,000 | 564 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $14,000,000 | 2,417 |
| Certificates of participation in pools of residential mortgages | $8,810,000 | 2,381 |
| Issued or guaranteed by U.S. | $8,810,000 | 2,379 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,190,000 | 1,550 |
| CMOs issued by government agencies or sponsored agencies | $5,190,000 | 1,487 |
| 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) | $245,000 | 2,006 |
| Available-for-sale securities (fair market value) | $15,157,000 | 3,905 |
| Total debt securities | $14,619,000 | 4,235 |
| Structured notes | ||
| Amortized cost | $116,000 | 1,099 |
| Fair value | $116,000 | 1,096 |
| 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 | $18,239,000 | 3,990 |
| U.S. Government securities | $15,422,000 | 3,261 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $15,422,000 | 3,150 |
| Securities issued by states & political subdivisions | $510,000 | 4,692 |
| Other domestic debt securities | $1,500,000 | 1,423 |
| 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 | $1,500,000 | 1,147 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $807,000 | 569 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $15,297,000 | 2,329 |
| Certificates of participation in pools of residential mortgages | $9,602,000 | 2,307 |
| Issued or guaranteed by U.S. | $9,602,000 | 2,307 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,695,000 | 1,501 |
| CMOs issued by government agencies or sponsored agencies | $5,695,000 | 1,442 |
| 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) | $1,798,000 | 1,612 |
| Available-for-sale securities (fair market value) | $16,441,000 | 3,809 |
| Total debt securities | $17,433,000 | 4,038 |
| Structured notes | ||
| Amortized cost | $124,000 | 1,083 |
| Fair value | $125,000 | 1,081 |
| 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 | $21,276,000 | 3,841 |
| U.S. Government securities | $16,448,000 | 3,258 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $16,448,000 | 3,146 |
| Securities issued by states & political subdivisions | $517,000 | 4,727 |
| Other domestic debt securities | $3,500,000 | 1,045 |
| 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 | $3,500,000 | 799 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $811,000 | 582 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,858,000 | 3,056 |
| Mortgage-backed securities | $16,313,000 | 2,288 |
| Certificates of participation in pools of residential mortgages | $10,143,000 | 2,299 |
| Issued or guaranteed by U.S. | $10,143,000 | 2,295 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,170,000 | 1,472 |
| CMOs issued by government agencies or sponsored agencies | $6,170,000 | 1,404 |
| 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) | $3,861,000 | 1,392 |
| Available-for-sale securities (fair market value) | $17,415,000 | 3,791 |
| Total debt securities | $20,467,000 | 3,869 |
| Structured notes | ||
| Amortized cost | $132,000 | 1,229 |
| Fair value | $135,000 | 1,217 |
| 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 | $18,295,000 | 4,114 |
| U.S. Government securities | $13,467,000 | 3,641 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $13,467,000 | 3,515 |
| Securities issued by states & political subdivisions | $522,000 | 4,771 |
| Other domestic debt securities | $3,500,000 | 1,046 |
| 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 | $3,500,000 | 792 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $806,000 | 581 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,384,000 | 3,149 |
| Mortgage-backed securities | $13,322,000 | 2,527 |
| Certificates of participation in pools of residential mortgages | $9,431,000 | 2,406 |
| Issued or guaranteed by U.S. | $9,431,000 | 2,404 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,891,000 | 1,785 |
| CMOs issued by government agencies or sponsored agencies | $3,891,000 | 1,716 |
| 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) | $3,928,000 | 1,420 |
| Available-for-sale securities (fair market value) | $14,367,000 | 4,087 |
| Total debt securities | $17,489,000 | 4,155 |
| Structured notes | ||
| Amortized cost | $142,000 | 1,410 |
| Fair value | $145,000 | 1,396 |
| 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 | $16,604,000 | 4,290 |
| U.S. Government securities | $11,782,000 | 3,870 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $11,782,000 | 3,736 |
| Securities issued by states & political subdivisions | $527,000 | 4,799 |
| Other domestic debt securities | $3,500,000 | 1,034 |
| 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 | $3,500,000 | 793 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $795,000 | 593 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,750,000 | 3,006 |
| Mortgage-backed securities | $10,650,000 | 2,772 |
| Certificates of participation in pools of residential mortgages | $6,470,000 | 2,793 |
| Issued or guaranteed by U.S. | $6,470,000 | 2,791 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,180,000 | 1,754 |
| CMOs issued by government agencies or sponsored agencies | $4,180,000 | 1,692 |
| 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) | $3,996,000 | 1,441 |
| Available-for-sale securities (fair market value) | $12,608,000 | 4,301 |
| Total debt securities | $15,809,000 | 4,333 |
| Structured notes | ||
| Amortized cost | $1,152,000 | 955 |
| Fair value | $1,132,000 | 960 |
| 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 | $17,331,000 | 4,319 |
| U.S. Government securities | $12,492,000 | 3,880 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $12,492,000 | 3,756 |
| Securities issued by states & political subdivisions | $535,000 | 4,846 |
| Other domestic debt securities | $3,500,000 | 1,046 |
| 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 | $3,500,000 | 804 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $804,000 | 601 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,477,000 | 2,834 |
| Mortgage-backed securities | $10,336,000 | 2,843 |
| Certificates of participation in pools of residential mortgages | $6,816,000 | 2,781 |
| Issued or guaranteed by U.S. | $6,816,000 | 2,779 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $3,520,000 | 1,908 |
| CMOs issued by government agencies or sponsored agencies | $3,520,000 | 1,844 |
| 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) | $4,072,000 | 1,436 |
| Available-for-sale securities (fair market value) | $13,259,000 | 4,310 |
| Total debt securities | $16,527,000 | 4,366 |
| Structured notes | ||
| Amortized cost | $2,165,000 | 808 |
| Fair value | $2,156,000 | 810 |
| 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 | $17,916,000 | 4,337 |
| U.S. Government securities | $13,081,000 | 3,915 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $13,081,000 | 3,787 |
| Securities issued by states & political subdivisions | $539,000 | 4,872 |
| Other domestic debt securities | $3,500,000 | 1,049 |
| 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 | $3,500,000 | 804 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $796,000 | 611 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,064,000 | 2,780 |
| Mortgage-backed securities | $10,943,000 | 2,851 |
| Certificates of participation in pools of residential mortgages | $7,019,000 | 2,828 |
| Issued or guaranteed by U.S. | $7,019,000 | 2,826 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,924,000 | 1,903 |
| CMOs issued by government agencies or sponsored agencies | $3,924,000 | 1,835 |
| 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) | $4,156,000 | 1,450 |
| Available-for-sale securities (fair market value) | $13,760,000 | 4,343 |
| Total debt securities | $17,120,000 | 4,382 |
| Structured notes | ||
| Amortized cost | $2,181,000 | 915 |
| Fair value | $2,138,000 | 917 |
| 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 | $19,805,000 | 4,235 |
| U.S. Government securities | $13,936,000 | 3,884 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $13,936,000 | 3,767 |
| Securities issued by states & political subdivisions | $544,000 | 4,878 |
| Other domestic debt securities | $4,518,000 | 932 |
| 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 | $4,518,000 | 689 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $807,000 | 621 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,916,000 | 2,736 |
| Mortgage-backed securities | $11,750,000 | 2,816 |
| Certificates of participation in pools of residential mortgages | $7,375,000 | 2,824 |
| Issued or guaranteed by U.S. | $7,375,000 | 2,823 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $4,375,000 | 1,861 |
| CMOs issued by government agencies or sponsored agencies | $4,375,000 | 1,793 |
| 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) | $4,247,000 | 1,449 |
| Available-for-sale securities (fair market value) | $15,558,000 | 4,251 |
| Total debt securities | $18,997,000 | 4,286 |
| Structured notes | ||
| Amortized cost | $2,198,000 | 966 |
| Fair value | $2,186,000 | 966 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $20,396,000 | 4,257 |
| U.S. Government securities | $14,529,000 | 3,876 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $14,529,000 | 3,753 |
| Securities issued by states & political subdivisions | $549,000 | 4,952 |
| Other domestic debt securities | $4,519,000 | 936 |
| 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 | $4,519,000 | 698 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $799,000 | 622 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,506,000 | 2,708 |
| Mortgage-backed securities | $12,364,000 | 2,796 |
| Certificates of participation in pools of residential mortgages | $7,577,000 | 2,849 |
| Issued or guaranteed by U.S. | $7,577,000 | 2,848 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,787,000 | 1,836 |
| CMOs issued by government agencies or sponsored agencies | $4,787,000 | 1,763 |
| 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) | $4,341,000 | 1,460 |
| Available-for-sale securities (fair market value) | $16,055,000 | 4,245 |
| Total debt securities | $19,597,000 | 4,293 |
| Structured notes | ||
| Amortized cost | $2,212,000 | 1,036 |
| Fair value | $2,165,000 | 1,035 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $20,992,000 | 4,286 |
| U.S. Government securities | $15,125,000 | 3,916 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $15,125,000 | 3,792 |
| Securities issued by states & political subdivisions | $553,000 | 5,003 |
| Other domestic debt securities | $4,521,000 | 954 |
| 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 | $4,521,000 | 698 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $793,000 | 633 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,231,000 | 3,358 |
| Mortgage-backed securities | $12,980,000 | 2,814 |
| Certificates of participation in pools of residential mortgages | $7,722,000 | 2,919 |
| Issued or guaranteed by U.S. | $7,722,000 | 2,917 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $5,258,000 | 1,780 |
| CMOs issued by government agencies or sponsored agencies | $5,258,000 | 1,701 |
| 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) | $4,442,000 | 1,466 |
| Available-for-sale securities (fair market value) | $16,550,000 | 4,289 |
| Total debt securities | $20,199,000 | 4,332 |
| Structured notes | ||
| Amortized cost | $2,232,000 | 1,112 |
| Fair value | $2,145,000 | 1,118 |
| 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 | $21,867,000 | 4,285 |
| U.S. Government securities | $15,987,000 | 3,874 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $15,987,000 | 3,763 |
| Securities issued by states & political subdivisions | $562,000 | 5,055 |
| Other domestic debt securities | $4,523,000 | 975 |
| 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 | $4,523,000 | 714 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $795,000 | 649 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,920,000 | 3,281 |
| Mortgage-backed securities | $13,825,000 | 2,771 |
| Certificates of participation in pools of residential mortgages | $8,016,000 | 2,927 |
| Issued or guaranteed by U.S. | $8,016,000 | 2,927 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,809,000 | 1,735 |
| CMOs issued by government agencies or sponsored agencies | $5,809,000 | 1,659 |
| 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) | $4,551,000 | 1,476 |
| Available-for-sale securities (fair market value) | $17,316,000 | 4,266 |
| Total debt securities | $21,073,000 | 4,323 |
| Structured notes | ||
| Amortized cost | $2,254,000 | 1,148 |
| Fair value | $2,162,000 | 1,166 |
| 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 | $22,437,000 | 4,262 |
| U.S. Government securities | $16,565,000 | 3,848 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $16,565,000 | 3,753 |
| Securities issued by states & political subdivisions | $562,000 | 5,091 |
| Other domestic debt securities | $4,526,000 | 1,016 |
| 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 | $4,526,000 | 748 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $784,000 | 650 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,484,000 | 3,212 |
| Mortgage-backed securities | $14,422,000 | 2,738 |
| Certificates of participation in pools of residential mortgages | $8,103,000 | 2,929 |
| Issued or guaranteed by U.S. | $8,103,000 | 2,929 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $6,319,000 | 1,685 |
| CMOs issued by government agencies or sponsored agencies | $6,319,000 | 1,611 |
| 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) | $4,666,000 | 1,466 |
| Available-for-sale securities (fair market value) | $17,771,000 | 4,277 |
| Total debt securities | $21,653,000 | 4,302 |
| Structured notes | ||
| Amortized cost | $3,785,000 | 906 |
| Fair value | $3,664,000 | 907 |
| 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 | $25,257,000 | 4,042 |
| U.S. Government securities | $19,387,000 | 3,547 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $19,387,000 | 3,449 |
| Securities issued by states & political subdivisions | $564,000 | 5,139 |
| Other domestic debt securities | $4,526,000 | 1,052 |
| 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 | $4,526,000 | 769 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $780,000 | 657 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,274,000 | 2,980 |
| Mortgage-backed securities | $16,236,000 | 2,594 |
| Certificates of participation in pools of residential mortgages | $8,223,000 | 2,912 |
| Issued or guaranteed by U.S. | $8,223,000 | 2,910 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $8,013,000 | 1,516 |
| CMOs issued by government agencies or sponsored agencies | $8,013,000 | 1,449 |
| 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) | $4,792,000 | 1,443 |
| Available-for-sale securities (fair market value) | $20,465,000 | 4,056 |
| Total debt securities | $24,477,000 | 4,067 |
| Structured notes | ||
| Amortized cost | $3,819,000 | 889 |
| Fair value | $3,674,000 | 882 |
| 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 | $26,450,000 | 3,972 |
| U.S. Government securities | $20,568,000 | 3,456 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $20,568,000 | 3,372 |
| Securities issued by states & political subdivisions | $564,000 | 5,164 |
| Other domestic debt securities | $4,526,000 | 1,085 |
| 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 | $4,526,000 | 786 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $792,000 | 669 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,237,000 | 2,830 |
| Mortgage-backed securities | $17,336,000 | 2,541 |
| Certificates of participation in pools of residential mortgages | $8,572,000 | 2,861 |
| Issued or guaranteed by U.S. | $8,572,000 | 2,858 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $8,764,000 | 1,476 |
| CMOs issued by government agencies or sponsored agencies | $8,764,000 | 1,403 |
| 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) | $4,932,000 | 1,406 |
| Available-for-sale securities (fair market value) | $21,518,000 | 4,002 |
| Total debt securities | $25,656,000 | 4,013 |
| Structured notes | ||
| Amortized cost | $3,870,000 | 872 |
| Fair value | $3,739,000 | 862 |
| 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 | $25,895,000 | 4,007 |
| U.S. Government securities | $20,004,000 | 3,516 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $20,004,000 | 3,423 |
| Securities issued by states & political subdivisions | $569,000 | 5,167 |
| Other domestic debt securities | $4,526,000 | 1,108 |
| 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 | $4,526,000 | 799 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $796,000 | 665 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,212,000 | 3,213 |
| Mortgage-backed securities | $17,658,000 | 2,524 |
| Certificates of participation in pools of residential mortgages | $7,920,000 | 2,935 |
| Issued or guaranteed by U.S. | $7,920,000 | 2,933 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $9,738,000 | 1,419 |
| CMOs issued by government agencies or sponsored agencies | $9,738,000 | 1,348 |
| 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) | $5,114,000 | 1,316 |
| Available-for-sale securities (fair market value) | $20,781,000 | 4,084 |
| Total debt securities | $25,099,000 | 4,049 |
| Structured notes | ||
| Amortized cost | $3,951,000 | 854 |
| Fair value | $3,897,000 | 829 |
| 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 | $28,069,000 | 3,838 |
| U.S. Government securities | $22,133,000 | 3,345 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $22,133,000 | 3,267 |
| Securities issued by states & political subdivisions | $586,000 | 5,169 |
| Other domestic debt securities | $4,528,000 | 1,105 |
| 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 | $4,528,000 | 782 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $822,000 | 665 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,624,000 | 3,078 |
| Mortgage-backed securities | $19,577,000 | 2,425 |
| Certificates of participation in pools of residential mortgages | $8,588,000 | 2,869 |
| Issued or guaranteed by U.S. | $8,588,000 | 2,868 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $10,989,000 | 1,376 |
| CMOs issued by government agencies or sponsored agencies | $10,989,000 | 1,301 |
| 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) | $5,322,000 | 1,270 |
| Available-for-sale securities (fair market value) | $22,747,000 | 3,938 |
| Total debt securities | $27,247,000 | 3,866 |
| Structured notes | ||
| Amortized cost | $4,050,000 | 798 |
| Fair value | $4,082,000 | 796 |
| 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 | $28,537,000 | 3,780 |
| U.S. Government securities | $22,610,000 | 3,261 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $22,610,000 | 3,188 |
| Securities issued by states & political subdivisions | $574,000 | 5,208 |
| Other domestic debt securities | $4,525,000 | 1,074 |
| 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 | $4,525,000 | 758 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $828,000 | 655 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,092,000 | 2,875 |
| Mortgage-backed securities | $19,953,000 | 2,404 |
| Certificates of participation in pools of residential mortgages | $7,538,000 | 3,028 |
| Issued or guaranteed by U.S. | $7,538,000 | 3,027 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $12,415,000 | 1,328 |
| CMOs issued by government agencies or sponsored agencies | $12,415,000 | 1,249 |
| 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) | $5,550,000 | 1,253 |
| Available-for-sale securities (fair market value) | $22,987,000 | 3,884 |
| Total debt securities | $27,708,000 | 3,809 |
| Structured notes | ||
| Amortized cost | $4,147,000 | 835 |
| Fair value | $4,210,000 | 830 |
| 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 | $21,442,000 | 4,404 |
| U.S. Government securities | $15,502,000 | 4,046 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $15,502,000 | 3,965 |
| Securities issued by states & political subdivisions | $579,000 | 5,236 |
| Other domestic debt securities | $4,523,000 | 1,112 |
| 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 | $4,523,000 | 787 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $838,000 | 644 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,441,000 | 3,241 |
| Mortgage-backed securities | $14,748,000 | 2,940 |
| Certificates of participation in pools of residential mortgages | $1,682,000 | 4,555 |
| Issued or guaranteed by U.S. | $1,682,000 | 4,553 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $13,066,000 | 1,364 |
| CMOs issued by government agencies or sponsored agencies | $13,066,000 | 1,271 |
| 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) | $5,788,000 | 1,247 |
| Available-for-sale securities (fair market value) | $15,654,000 | 4,596 |
| Total debt securities | $20,604,000 | 4,450 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,251 |
| Fair value | $2,246,000 | 1,260 |
| 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 | $22,406,000 | 4,363 |
| U.S. Government securities | $17,497,000 | 3,893 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $17,497,000 | 3,813 |
| Securities issued by states & political subdivisions | $578,000 | 5,231 |
| Other domestic debt securities | $3,500,000 | 1,262 |
| 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 | $3,500,000 | 915 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $831,000 | 643 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,645,000 | 3,118 |
| Mortgage-backed securities | $16,634,000 | 2,793 |
| Certificates of participation in pools of residential mortgages | $1,833,000 | 4,543 |
| Issued or guaranteed by U.S. | $1,833,000 | 4,541 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $14,801,000 | 1,289 |
| CMOs issued by government agencies or sponsored agencies | $14,801,000 | 1,204 |
| 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) | $6,033,000 | 1,218 |
| Available-for-sale securities (fair market value) | $16,373,000 | 4,545 |
| Total debt securities | $21,574,000 | 4,416 |
| Structured notes | ||
| Amortized cost | $2,360,000 | 1,406 |
| Fair value | $2,366,000 | 1,409 |
| 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 | $22,577,000 | 4,387 |
| U.S. Government securities | $17,682,000 | 3,962 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $17,682,000 | 3,878 |
| Securities issued by states & political subdivisions | $574,000 | 5,219 |
| Other domestic debt securities | $3,500,000 | 1,250 |
| 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 | $3,500,000 | 897 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $821,000 | 635 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,889,000 | 2,950 |
| Mortgage-backed securities | $16,722,000 | 2,828 |
| Certificates of participation in pools of residential mortgages | $322,000 | 5,221 |
| Issued or guaranteed by U.S. | $322,000 | 5,215 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $16,400,000 | 1,245 |
| CMOs issued by government agencies or sponsored agencies | $16,400,000 | 1,165 |
| 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) | $6,312,000 | 1,215 |
| Available-for-sale securities (fair market value) | $16,265,000 | 4,581 |
| Total debt securities | $21,757,000 | 4,425 |
| Structured notes | ||
| Amortized cost | $963,000 | 2,432 |
| Fair value | $960,000 | 2,427 |
| 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 | $22,369,000 | 4,338 |
| U.S. Government securities | $16,038,000 | 4,086 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $16,038,000 | 3,996 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $5,509,000 | 990 |
| 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 | $5,509,000 | 650 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $822,000 | 611 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,407,000 | 3,026 |
| Mortgage-backed securities | $16,038,000 | 2,787 |
| Certificates of participation in pools of residential mortgages | $366,000 | 5,171 |
| Issued or guaranteed by U.S. | $366,000 | 5,158 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $15,672,000 | 1,258 |
| CMOs issued by government agencies or sponsored agencies | $15,672,000 | 1,118 |
| 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) | $6,604,000 | 1,217 |
| Available-for-sale securities (fair market value) | $15,765,000 | 4,581 |
| Total debt securities | $21,547,000 | 4,375 |
| 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 | $22,045,000 | 4,304 |
| U.S. Government securities | $19,218,000 | 3,667 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $19,218,000 | 3,584 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $2,000,000 | 1,595 |
| 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 | $2,000,000 | 1,092 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $827,000 | 622 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,815,000 | 3,228 |
| Mortgage-backed securities | $18,218,000 | 2,561 |
| Certificates of participation in pools of residential mortgages | $413,000 | 5,152 |
| Issued or guaranteed by U.S. | $413,000 | 5,136 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $17,805,000 | 1,151 |
| CMOs issued by government agencies or sponsored agencies | $17,805,000 | 1,024 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $5,435,000 | 1,337 |
| Available-for-sale securities (fair market value) | $16,610,000 | 4,474 |
| Total debt securities | $21,217,000 | 4,343 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $23,391,000 | 4,204 |
| U.S. Government securities | $22,585,000 | 3,385 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $22,585,000 | 3,290 |
| 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 | $806,000 | 634 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,184,000 | 3,328 |
| Mortgage-backed securities | $20,594,000 | 2,305 |
| Certificates of participation in pools of residential mortgages | $449,000 | 5,135 |
| Issued or guaranteed by U.S. | $449,000 | 5,120 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $20,145,000 | 1,048 |
| CMOs issued by government agencies or sponsored agencies | $20,145,000 | 909 |
| 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) | $3,751,000 | 1,543 |
| Available-for-sale securities (fair market value) | $19,640,000 | 4,219 |
| Total debt securities | $22,584,000 | 4,258 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $23,892,000 | 4,134 |
| U.S. Government securities | $23,095,000 | 3,344 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $23,095,000 | 3,249 |
| 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 | $797,000 | 652 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,745,000 | 3,081 |
| Mortgage-backed securities | $19,147,000 | 2,370 |
| Certificates of participation in pools of residential mortgages | $493,000 | 5,071 |
| Issued or guaranteed by U.S. | $493,000 | 5,059 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $18,654,000 | 1,079 |
| CMOs issued by government agencies or sponsored agencies | $18,654,000 | 920 |
| 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) | $3,896,000 | 1,535 |
| Available-for-sale securities (fair market value) | $19,996,000 | 4,165 |
| Total debt securities | $23,095,000 | 4,179 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,483 |
| Fair value | $997,000 | 2,578 |
| 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 | $22,364,000 | 4,144 |
| U.S. Government securities | $21,564,000 | 3,321 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $21,564,000 | 3,217 |
| 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 | $800,000 | 645 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,465,000 | 3,449 |
| Mortgage-backed securities | $19,604,000 | 2,267 |
| Certificates of participation in pools of residential mortgages | $609,000 | 4,931 |
| Issued or guaranteed by U.S. | $609,000 | 4,919 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $18,995,000 | 1,044 |
| CMOs issued by government agencies or sponsored agencies | $18,995,000 | 880 |
| 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) | $22,364,000 | 3,816 |
| Total debt securities | $21,566,000 | 4,192 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $23,271,000 | 4,022 |
| U.S. Government securities | $20,244,000 | 3,401 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $20,244,000 | 3,306 |
| Securities issued by states & political subdivisions | $1,877,000 | 4,398 |
| 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 | $1,150,000 | 590 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,588,000 | 3,125 |
| Mortgage-backed securities | $20,244,000 | 2,196 |
| Certificates of participation in pools of residential mortgages | $732,000 | 4,873 |
| Issued or guaranteed by U.S. | $732,000 | 4,865 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $19,512,000 | 1,022 |
| CMOs issued by government agencies or sponsored agencies | $19,512,000 | 868 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $23,271,000 | 3,695 |
| Total debt securities | $22,120,000 | 4,080 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $24,313,000 | 3,951 |
| U.S. Government securities | $19,849,000 | 3,512 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $19,849,000 | 3,424 |
| Securities issued by states & political subdivisions | $1,814,000 | 4,395 |
| 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 | $2,650,000 | 412 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,273,000 | 3,190 |
| Mortgage-backed securities | $18,846,000 | 2,282 |
| Certificates of participation in pools of residential mortgages | $819,000 | 4,863 |
| Issued or guaranteed by U.S. | $819,000 | 4,856 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $18,027,000 | 1,028 |
| CMOs issued by government agencies or sponsored agencies | $18,027,000 | 860 |
| 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) | $24,313,000 | 3,616 |
| Total debt securities | $21,662,000 | 4,171 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $25,990,000 | 3,826 |
| U.S. Government securities | $22,018,000 | 3,341 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $22,018,000 | 3,254 |
| Securities issued by states & political subdivisions | $1,800,000 | 4,395 |
| 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 | $2,172,000 | 463 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,899,000 | 3,169 |
| Mortgage-backed securities | $20,015,000 | 2,257 |
| Certificates of participation in pools of residential mortgages | $914,000 | 4,941 |
| Issued or guaranteed by U.S. | $914,000 | 4,932 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $19,101,000 | 963 |
| CMOs issued by government agencies or sponsored agencies | $19,101,000 | 796 |
| 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) | $25,990,000 | 3,476 |
| Total debt securities | $23,817,000 | 3,991 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $22,556,000 | 4,143 |
| U.S. Government securities | $18,592,000 | 3,676 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $18,592,000 | 3,606 |
| Securities issued by states & political subdivisions | $1,799,000 | 4,425 |
| 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 | $2,165,000 | 483 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,002,000 | 3,034 |
| Mortgage-backed securities | $18,592,000 | 2,407 |
| Certificates of participation in pools of residential mortgages | $1,000,000 | 4,955 |
| Issued or guaranteed by U.S. | $1,000,000 | 4,946 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $17,592,000 | 1,028 |
| CMOs issued by government agencies or sponsored agencies | $17,592,000 | 836 |
| 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) | $22,556,000 | 3,752 |
| Total debt securities | $20,391,000 | 4,327 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $22,739,000 | 4,129 |
| U.S. Government securities | $18,747,000 | 3,639 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $18,747,000 | 3,568 |
| Securities issued by states & political subdivisions | $1,816,000 | 4,462 |
| 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 | $2,176,000 | 532 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,684,000 | 3,246 |
| Mortgage-backed securities | $18,747,000 | 2,433 |
| Certificates of participation in pools of residential mortgages | $1,094,000 | 4,997 |
| Issued or guaranteed by U.S. | $1,094,000 | 4,985 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $17,653,000 | 1,002 |
| CMOs issued by government agencies or sponsored agencies | $17,653,000 | 803 |
| 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) | $22,739,000 | 3,738 |
| Total debt securities | $20,563,000 | 4,336 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $27,196,000 | 3,676 |
| U.S. Government securities | $22,594,000 | 3,196 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $22,594,000 | 3,128 |
| Securities issued by states & political subdivisions | $1,690,000 | 4,498 |
| 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 | $2,912,000 | 492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,168,000 | 3,327 |
| Mortgage-backed securities | $22,594,000 | 2,190 |
| Certificates of participation in pools of residential mortgages | $3,735,000 | 4,035 |
| Issued or guaranteed by U.S. | $3,735,000 | 4,022 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $18,859,000 | 947 |
| CMOs issued by government agencies or sponsored agencies | $18,859,000 | 739 |
| 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) | $27,196,000 | 3,309 |
| Total debt securities | $24,284,000 | 3,907 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $25,591,000 | 3,837 |
| U.S. Government securities | $22,320,000 | 3,276 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $22,320,000 | 3,211 |
| Securities issued by states & political subdivisions | $1,740,000 | 4,402 |
| 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 | $1,531,000 | 659 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,499,000 | 3,163 |
| Mortgage-backed securities | $22,320,000 | 2,230 |
| Certificates of participation in pools of residential mortgages | $4,088,000 | 4,027 |
| Issued or guaranteed by U.S. | $4,088,000 | 4,016 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $18,232,000 | 958 |
| CMOs issued by government agencies or sponsored agencies | $18,232,000 | 737 |
| 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) | $25,591,000 | 3,449 |
| Total debt securities | $24,060,000 | 3,951 |
| 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 | $19,838,000 | 4,469 |
| U.S. Government securities | $16,620,000 | 4,009 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $16,620,000 | 3,935 |
| Securities issued by states & political subdivisions | $1,711,000 | 4,370 |
| 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 | $1,507,000 | 637 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,230,000 | 3,255 |
| Mortgage-backed securities | $16,620,000 | 2,614 |
| Certificates of participation in pools of residential mortgages | $4,315,000 | 3,916 |
| Issued or guaranteed by U.S. | $4,315,000 | 3,903 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $12,305,000 | 1,178 |
| CMOs issued by government agencies or sponsored agencies | $12,305,000 | 923 |
| 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) | $19,838,000 | 4,007 |
| Total debt securities | $18,330,000 | 4,613 |
| 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 | $14,098,000 | 5,199 |
| U.S. Government securities | $11,504,000 | 4,808 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $11,504,000 | 4,718 |
| Securities issued by states & political subdivisions | $1,067,000 | 4,757 |
| 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 | $1,527,000 | 641 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,177,000 | 5,545 |
| Mortgage-backed securities | $11,504,000 | 3,055 |
| Certificates of participation in pools of residential mortgages | $7,350,000 | 3,071 |
| Issued or guaranteed by U.S. | $7,350,000 | 3,061 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,154,000 | 1,844 |
| CMOs issued by government agencies or sponsored agencies | $4,154,000 | 1,532 |
| 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) | $14,098,000 | 4,681 |
| Total debt securities | $12,571,000 | 5,394 |
| 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 | $5,492,000 | 6,876 |
| U.S. Government securities | $3,960,000 | 6,741 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $3,960,000 | 6,645 |
| 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 | $1,532,000 | 859 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,464,000 | 5,441 |
| Mortgage-backed securities | $3,960,000 | 4,504 |
| Certificates of participation in pools of residential mortgages | $1,496,000 | 4,919 |
| Issued or guaranteed by U.S. | $1,496,000 | 4,900 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,464,000 | 2,218 |
| CMOs issued by government agencies or sponsored agencies | $2,464,000 | 1,886 |
| 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) | $5,492,000 | 6,292 |
| Total debt securities | $3,960,000 | 7,171 |
| 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 | $6,757,000 | 6,611 |
| U.S. Government securities | $5,199,000 | 6,408 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,199,000 | 6,316 |
| 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 | $1,558,000 | 894 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,564,000 | 4,970 |
| Mortgage-backed securities | $5,199,000 | 4,048 |
| Certificates of participation in pools of residential mortgages | $2,377,000 | 4,448 |
| Issued or guaranteed by U.S. | $2,377,000 | 4,429 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,822,000 | 2,107 |
| CMOs issued by government agencies or sponsored agencies | $2,822,000 | 1,779 |
| 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) | $6,757,000 | 6,043 |
| Total debt securities | $5,199,000 | 6,890 |
| 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 | $11,242,000 | 5,803 |
| U.S. Government securities | $8,696,000 | 5,545 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $8,696,000 | 5,442 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $995,000 | 2,019 |
| 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 | $995,000 | 1,411 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $1,551,000 | 857 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,018,000 | 4,245 |
| Mortgage-backed securities | $5,590,000 | 3,704 |
| Certificates of participation in pools of residential mortgages | $2,637,000 | 4,066 |
| Issued or guaranteed by U.S. | $2,637,000 | 4,050 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,953,000 | 1,977 |
| CMOs issued by government agencies or sponsored agencies | $2,953,000 | 1,678 |
| 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) | $11,242,000 | 5,237 |
| Total debt securities | $9,691,000 | 6,003 |
| 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 | $11,470,000 | 5,821 |
| U.S. Government securities | $8,946,000 | 5,595 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $8,946,000 | 5,483 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $989,000 | 1,993 |
| 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 | $989,000 | 1,398 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $1,535,000 | 842 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,268,000 | 4,178 |
| Mortgage-backed securities | $5,859,000 | 3,487 |
| Certificates of participation in pools of residential mortgages | $2,779,000 | 3,856 |
| Issued or guaranteed by U.S. | $2,779,000 | 3,840 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $3,080,000 | 1,887 |
| CMOs issued by government agencies or sponsored agencies | $3,080,000 | 1,603 |
| 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) | $11,470,000 | 5,227 |
| Total debt securities | $9,937,000 | 6,021 |
| 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 | $11,718,000 | 5,783 |
| U.S. Government securities | $9,205,000 | 5,577 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $9,205,000 | 5,469 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $986,000 | 1,946 |
| 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 | $986,000 | 1,377 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $1,527,000 | 841 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,400,000 | 4,163 |
| Mortgage-backed securities | $6,146,000 | 3,355 |
| Certificates of participation in pools of residential mortgages | $2,930,000 | 3,747 |
| Issued or guaranteed by U.S. | $2,930,000 | 3,734 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,216,000 | 1,841 |
| CMOs issued by government agencies or sponsored agencies | $3,216,000 | 1,567 |
| 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) | $11,718,000 | 5,184 |
| Total debt securities | $10,190,000 | 6,011 |
| 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 | $12,187,000 | 5,711 |
| U.S. Government securities | $9,654,000 | 5,511 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $9,654,000 | 5,391 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $985,000 | 1,969 |
| 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 | $985,000 | 1,415 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $1,548,000 | 858 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $6,601,000 | 3,244 |
| Certificates of participation in pools of residential mortgages | $3,177,000 | 3,639 |
| Issued or guaranteed by U.S. | $3,177,000 | 3,622 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $3,424,000 | 1,788 |
| CMOs issued by government agencies or sponsored agencies | $3,424,000 | 1,523 |
| 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) | $12,187,000 | 5,103 |
| Total debt securities | $10,640,000 | 5,945 |
| 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 | $14,547,000 | 5,349 |
| U.S. Government securities | $12,022,000 | 5,031 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $12,022,000 | 4,912 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $979,000 | 1,983 |
| 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 | $979,000 | 1,440 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $1,546,000 | 880 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $7,988,000 | 2,955 |
| Certificates of participation in pools of residential mortgages | $3,375,000 | 3,567 |
| Issued or guaranteed by U.S. | $3,375,000 | 3,555 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $4,613,000 | 1,588 |
| CMOs issued by government agencies or sponsored agencies | $4,613,000 | 1,346 |
| 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) | $14,547,000 | 4,745 |
| Total debt securities | $13,001,000 | 5,564 |
| 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 | $14,950,000 | 5,329 |
| U.S. Government securities | $12,428,000 | 5,013 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $12,428,000 | 4,891 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $976,000 | 1,993 |
| 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 | $976,000 | 1,458 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $1,546,000 | 899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $8,408,000 | 2,864 |
| Certificates of participation in pools of residential mortgages | $3,571,000 | 3,487 |
| Issued or guaranteed by U.S. | $3,571,000 | 3,469 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $4,837,000 | 1,507 |
| CMOs issued by government agencies or sponsored agencies | $4,837,000 | 1,281 |
| 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) | $14,950,000 | 4,699 |
| Total debt securities | $13,404,000 | 5,535 |
| 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 | $15,201,000 | 5,302 |
| U.S. Government securities | $12,711,000 | 4,968 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $12,711,000 | 4,830 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $967,000 | 2,019 |
| 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 | $967,000 | 1,506 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,523,000 | 895 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $8,736,000 | 2,806 |
| Certificates of participation in pools of residential mortgages | $3,720,000 | 3,426 |
| Issued or guaranteed by U.S. | $3,720,000 | 3,413 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,016,000 | 1,468 |
| CMOs issued by government agencies or sponsored agencies | $5,016,000 | 1,256 |
| 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) | $15,201,000 | 4,644 |
| Total debt securities | $13,677,000 | 5,499 |
| 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 | $15,732,000 | 5,251 |
| U.S. Government securities | $13,230,000 | 4,898 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $13,230,000 | 4,766 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $969,000 | 2,074 |
| 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 | $969,000 | 1,575 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $1,533,000 | 914 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $9,250,000 | 2,774 |
| Certificates of participation in pools of residential mortgages | $3,969,000 | 3,366 |
| Issued or guaranteed by U.S. | $3,969,000 | 3,352 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,281,000 | 1,438 |
| CMOs issued by government agencies or sponsored agencies | $5,281,000 | 1,226 |
| 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) | $15,732,000 | 4,611 |
| Total debt securities | $14,199,000 | 5,444 |
| 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 | $18,564,000 | 4,836 |
| U.S. Government securities | $16,041,000 | 4,370 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $16,041,000 | 4,233 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $973,000 | 2,157 |
| 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 | $973,000 | 1,677 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,550,000 | 932 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $12,053,000 | 2,459 |
| Certificates of participation in pools of residential mortgages | $4,280,000 | 3,291 |
| Issued or guaranteed by U.S. | $4,280,000 | 3,280 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $7,773,000 | 1,175 |
| CMOs issued by government agencies or sponsored agencies | $7,773,000 | 987 |
| 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) | $18,564,000 | 4,178 |
| Total debt securities | $17,013,000 | 5,008 |
| 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 | $17,544,000 | 4,974 |
| U.S. Government securities | $15,010,000 | 4,492 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $15,010,000 | 4,360 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $977,000 | 2,186 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $977,000 | 1,735 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,557,000 | 935 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $11,007,000 | 2,601 |
| Certificates of participation in pools of residential mortgages | $4,703,000 | 3,210 |
| Issued or guaranteed by U.S. | $4,703,000 | 3,198 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,304,000 | 1,317 |
| CMOs issued by government agencies or sponsored agencies | $6,304,000 | 1,132 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $17,544,000 | 4,320 |
| Total debt securities | $15,987,000 | 5,163 |
| 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 | $10,498,000 | 6,268 |
| U.S. Government securities | $7,937,000 | 6,135 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $7,937,000 | 5,993 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $985,000 | 2,250 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $985,000 | 1,807 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,576,000 | 933 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $3,893,000 | 4,149 |
| Certificates of participation in pools of residential mortgages | $3,136,000 | 3,832 |
| Issued or guaranteed by U.S. | $3,136,000 | 3,818 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $757,000 | 2,731 |
| CMOs issued by government agencies or sponsored agencies | $757,000 | 2,458 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $10,498,000 | 5,529 |
| Total debt securities | $8,922,000 | 6,551 |
| 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 | $10,765,000 | 6,297 |
| U.S. Government securities | $8,233,000 | 6,130 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,233,000 | 5,979 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $971,000 | 2,318 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $971,000 | 1,903 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $1,561,000 | 989 |
| 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 | $4,229,000 | 4,127 |
| Certificates of participation in pools of residential mortgages | $3,302,000 | 3,857 |
| Issued or guaranteed by U.S. | $3,302,000 | 3,848 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $927,000 | 2,680 |
| CMOs issued by government agencies or sponsored agencies | $927,000 | 2,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $10,765,000 | 5,554 |
| Total debt securities | $9,204,000 | 6,542 |
| 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 | $11,457,000 | 6,189 |
| U.S. Government securities | $8,883,000 | 5,971 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,883,000 | 5,822 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $998,000 | 2,356 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $998,000 | 1,958 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $1,576,000 | 1,014 |
| 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 | $4,815,000 | 3,996 |
| Certificates of participation in pools of residential mortgages | $3,669,000 | 3,764 |
| Issued or guaranteed by U.S. | $3,669,000 | 3,756 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,146,000 | 2,581 |
| CMOs issued by government agencies or sponsored agencies | $1,146,000 | 2,329 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $11,457,000 | 5,430 |
| Total debt securities | $9,882,000 | 6,437 |
| 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 | $12,055,000 | 6,081 |
| U.S. Government securities | $9,467,000 | 5,830 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $9,467,000 | 5,669 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $1,007,000 | 2,330 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,007,000 | 1,964 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $1,581,000 | 1,027 |
| 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 | $5,375,000 | 3,853 |
| Certificates of participation in pools of residential mortgages | $3,977,000 | 3,665 |
| Issued or guaranteed by U.S. | $3,977,000 | 3,658 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,398,000 | 2,462 |
| CMOs issued by government agencies or sponsored agencies | $1,398,000 | 2,220 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $12,055,000 | 5,318 |
| Total debt securities | $10,474,000 | 6,325 |
| 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 | $17,283,000 | 5,204 |
| U.S. Government securities | $14,744,000 | 4,751 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $14,744,000 | 4,586 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $973,000 | 2,500 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $973,000 | 2,132 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $1,566,000 | 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 | $0 | 7,245 |
| Mortgage-backed securities | $7,778,000 | 3,361 |
| Certificates of participation in pools of residential mortgages | $5,162,000 | 3,348 |
| Issued or guaranteed by U.S. | $5,162,000 | 3,341 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,616,000 | 2,019 |
| CMOs issued by government agencies or sponsored agencies | $2,616,000 | 1,814 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $17,283,000 | 4,540 |
| Total debt securities | $15,717,000 | 5,364 |
| 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 | $12,241,000 | 6,083 |
| U.S. Government securities | $9,633,000 | 5,829 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $9,633,000 | 5,676 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $1,012,000 | 2,512 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,012,000 | 2,136 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $1,596,000 | 1,127 |
| 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 | $5,564,000 | 3,919 |
| Certificates of participation in pools of residential mortgages | $3,615,000 | 3,890 |
| Issued or guaranteed by U.S. | $3,615,000 | 3,882 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,949,000 | 2,322 |
| CMOs issued by government agencies or sponsored agencies | $1,949,000 | 2,085 |
| 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) | $12,241,000 | 5,361 |
| Total debt securities | $10,645,000 | 6,347 |
| 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 | $13,422,000 | 5,908 |
| U.S. Government securities | $9,770,000 | 5,839 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $9,770,000 | 5,675 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $2,068,000 | 1,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,068,000 | 1,714 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $1,584,000 | 1,120 |
| 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 | $6,777,000 | 3,599 |
| Certificates of participation in pools of residential mortgages | $3,484,000 | 3,927 |
| Issued or guaranteed by U.S. | $3,484,000 | 3,916 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,293,000 | 1,909 |
| CMOs issued by government agencies or sponsored agencies | $3,293,000 | 1,795 |
| 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) | $13,422,000 | 5,151 |
| Total debt securities | $11,838,000 | 6,159 |
| 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 | $13,661,000 | 5,784 |
| U.S. Government securities | $8,955,000 | 5,894 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $8,955,000 | 5,720 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $3,112,000 | 1,749 |
| 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 | $3,112,000 | 1,476 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $1,594,000 | 1,176 |
| 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 | $7,945,000 | 3,359 |
| Certificates of participation in pools of residential mortgages | $3,844,000 | 3,799 |
| Issued or guaranteed by U.S. | $3,844,000 | 3,787 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $4,101,000 | 1,765 |
| CMOs issued by government agencies or sponsored agencies | $4,101,000 | 1,638 |
| 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) | $13,661,000 | 5,067 |
| Total debt securities | $12,068,000 | 6,017 |
| 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 | $13,516,000 | 5,780 |
| U.S. Government securities | $9,606,000 | 5,654 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $9,606,000 | 5,480 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $3,110,000 | 1,819 |
| 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 | $3,110,000 | 1,539 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $800,000 | 1,495 |
| 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 | $9,606,000 | 3,122 |
| Certificates of participation in pools of residential mortgages | $3,374,000 | 3,994 |
| Issued or guaranteed by U.S. | $3,374,000 | 3,981 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $6,232,000 | 1,565 |
| CMOs issued by government agencies or sponsored agencies | $6,232,000 | 1,461 |
| 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) | $13,516,000 | 5,044 |
| Total debt securities | $12,716,000 | 5,824 |
| 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 | $14,786,000 | 5,522 |
| U.S. Government securities | $14,786,000 | 4,558 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $14,786,000 | 4,395 |
| 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 | $14,786,000 | 2,482 |
| Certificates of participation in pools of residential mortgages | $3,759,000 | 3,854 |
| Issued or guaranteed by U.S. | $3,759,000 | 3,842 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $11,027,000 | 1,202 |
| CMOs issued by government agencies or sponsored agencies | $11,027,000 | 1,105 |
| 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) | $14,786,000 | 4,814 |
| Total debt securities | $14,781,000 | 5,425 |
| 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 | $18,369,000 | 4,892 |
| U.S. Government securities | $18,369,000 | 3,926 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $18,369,000 | 3,757 |
| 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 | $18,369,000 | 2,101 |
| Certificates of participation in pools of residential mortgages | $6,091,000 | 3,051 |
| Issued or guaranteed by U.S. | $6,091,000 | 3,039 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $12,278,000 | 1,120 |
| CMOs issued by government agencies or sponsored agencies | $12,278,000 | 1,035 |
| 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) | $18,369,000 | 4,215 |
| Total debt securities | $18,368,000 | 4,814 |
| 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 | $22,331,000 | 4,189 |
| U.S. Government securities | $22,331,000 | 3,228 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $22,331,000 | 3,060 |
| 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 | $13,329,000 | 2,417 |
| Certificates of participation in pools of residential mortgages | $8,239,000 | 2,380 |
| Issued or guaranteed by U.S. | $8,239,000 | 2,365 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $5,090,000 | 1,851 |
| CMOs issued by government agencies or sponsored agencies | $5,090,000 | 1,724 |
| 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) | $22,331,000 | 3,546 |
| Total debt securities | $22,331,000 | 4,107 |
| Structured notes | ||
| Amortized cost | $3,998,000 | 99 |
| Fair value | $3,897,000 | 100 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |