Home > Premier Bank > Securities
Premier Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $52,089,000 | 2,550 |
| U.S. Government securities | $26,800,000 | 2,606 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $26,800,000 | 2,272 |
| Securities issued by states & political subdivisions | $25,178,000 | 1,553 |
| Other domestic debt securities | $111,000 | 2,277 |
| Privately issued residential mortgage-backed securities | $111,000 | 602 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,386,000 | 3,408 |
| Mortgage-backed securities | $24,354,000 | 1,856 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $15,636,000 | 1,677 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,787,000 | 1,952 |
| Privately issued | $111,000 | 449 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,227,000 | 718 |
| Other commercial mortgage-backed securities | $2,593,000 | 881 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $52,089,000 | 2,326 |
| Total debt securities | $52,090,000 | 2,536 |
| 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 | $44,389,000 | 2,733 |
| U.S. Government securities | $35,510,000 | 2,260 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $35,510,000 | 1,963 |
| Securities issued by states & political subdivisions | $8,771,000 | 2,559 |
| Other domestic debt securities | $108,000 | 2,287 |
| Privately issued residential mortgage-backed securities | $108,000 | 584 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,337,000 | 3,388 |
| Mortgage-backed securities | $23,864,000 | 1,857 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,880,000 | 2,045 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,965,000 | 1,522 |
| Privately issued | $108,000 | 445 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,616,000 | 681 |
| Other commercial mortgage-backed securities | $5,295,000 | 681 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $44,389,000 | 2,498 |
| Total debt securities | $44,389,000 | 2,716 |
| 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 | $47,014,000 | 2,727 |
| U.S. Government securities | $37,248,000 | 2,255 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $37,248,000 | 1,953 |
| Securities issued by states & political subdivisions | $9,653,000 | 2,534 |
| Other domestic debt securities | $113,000 | 2,307 |
| Privately issued residential mortgage-backed securities | $113,000 | 589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,655,000 | 3,324 |
| Mortgage-backed securities | $25,397,000 | 1,844 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,536,000 | 2,039 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,282,000 | 1,499 |
| Privately issued | $113,000 | 441 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,647,000 | 682 |
| Other commercial mortgage-backed securities | $5,819,000 | 657 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $47,014,000 | 2,495 |
| Total debt securities | $47,013,000 | 2,710 |
| 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 | $47,250,000 | 2,801 |
| U.S. Government securities | $37,396,000 | 2,317 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $37,396,000 | 1,961 |
| Securities issued by states & political subdivisions | $9,728,000 | 2,578 |
| Other domestic debt securities | $126,000 | 2,355 |
| Privately issued residential mortgage-backed securities | $126,000 | 612 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,814,000 | 3,515 |
| Mortgage-backed securities | $24,368,000 | 1,921 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,790,000 | 2,135 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,565,000 | 1,497 |
| Privately issued | $126,000 | 453 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,280,000 | 841 |
| Other commercial mortgage-backed securities | $6,607,000 | 632 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $47,250,000 | 2,562 |
| Total debt securities | $47,249,000 | 2,780 |
| 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 | $22,234,000 | 3,650 |
| U.S. Government securities | $16,215,000 | 3,339 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $16,215,000 | 2,860 |
| Securities issued by states & political subdivisions | $5,886,000 | 2,972 |
| Other domestic debt securities | $133,000 | 2,390 |
| Privately issued residential mortgage-backed securities | $133,000 | 626 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,849,000 | 3,456 |
| Mortgage-backed securities | $12,603,000 | 2,502 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,593,000 | 2,859 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,679,000 | 1,501 |
| Privately issued | $133,000 | 453 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,273,000 | 958 |
| Other commercial mortgage-backed securities | $1,925,000 | 962 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $22,234,000 | 3,377 |
| Total debt securities | $22,234,000 | 3,629 |
| 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 | $48,055,000 | 2,818 |
| U.S. Government securities | $42,262,000 | 2,239 |
| U.S. Treasury securities | $7,930,000 | 1,747 |
| U.S. Government agency obligations | $34,332,000 | 2,072 |
| Securities issued by states & political subdivisions | $5,657,000 | 3,001 |
| Other domestic debt securities | $136,000 | 2,352 |
| Privately issued residential mortgage-backed securities | $136,000 | 614 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,338,000 | 2,897 |
| Mortgage-backed securities | $22,162,000 | 2,048 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,166,000 | 2,455 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,640,000 | 1,035 |
| Privately issued | $136,000 | 459 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,158,000 | 1,183 |
| Other commercial mortgage-backed securities | $2,062,000 | 980 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $48,055,000 | 2,579 |
| Total debt securities | $48,056,000 | 2,797 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 536 |
| Fair value | $2,565,000 | 567 |
| 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 | $48,660,000 | 2,840 |
| U.S. Government securities | $43,321,000 | 2,227 |
| U.S. Treasury securities | $8,109,000 | 1,707 |
| U.S. Government agency obligations | $35,212,000 | 2,084 |
| Securities issued by states & political subdivisions | $5,184,000 | 3,116 |
| Other domestic debt securities | $155,000 | 2,211 |
| Privately issued residential mortgage-backed securities | $155,000 | 620 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,662,000 | 2,866 |
| Mortgage-backed securities | $22,551,000 | 2,084 |
| Certificates of participation in pools of residential mortgages | $7,697,000 | 2,494 |
| Issued or guaranteed by U.S. | $7,697,000 | 2,427 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $11,370,000 | 1,142 |
| CMOs issued by government agencies or sponsored agencies | $11,215,000 | 1,078 |
| Privately issued | $155,000 | 457 |
| Commercial mortgage-backed securities | $3,484,000 | 1,313 |
| Commercial mortgage pass-through securities | $1,255,000 | 1,159 |
| Other commercial mortgage-backed securities | $2,229,000 | 1,041 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $48,660,000 | 2,622 |
| Total debt securities | $48,660,000 | 2,825 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 514 |
| Fair value | $2,707,000 | 552 |
| 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 | $48,360,000 | 2,812 |
| U.S. Government securities | $42,899,000 | 2,179 |
| U.S. Treasury securities | $8,340,000 | 1,511 |
| U.S. Government agency obligations | $34,559,000 | 2,105 |
| Securities issued by states & political subdivisions | $5,293,000 | 3,126 |
| Other domestic debt securities | $168,000 | 2,194 |
| Privately issued residential mortgage-backed securities | $168,000 | 601 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,217,000 | 2,796 |
| Mortgage-backed securities | $25,737,000 | 1,988 |
| Certificates of participation in pools of residential mortgages | $8,687,000 | 2,402 |
| Issued or guaranteed by U.S. | $8,687,000 | 2,345 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $12,889,000 | 1,069 |
| CMOs issued by government agencies or sponsored agencies | $12,721,000 | 1,016 |
| Privately issued | $168,000 | 436 |
| Commercial mortgage-backed securities | $4,161,000 | 1,244 |
| Commercial mortgage pass-through securities | $1,338,000 | 1,142 |
| Other commercial mortgage-backed securities | $2,823,000 | 964 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $48,360,000 | 2,618 |
| Total debt securities | $48,361,000 | 2,792 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 444 |
| Fair value | $2,798,000 | 480 |
| 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 | $50,652,000 | 2,670 |
| U.S. Government securities | $44,812,000 | 2,003 |
| U.S. Treasury securities | $6,796,000 | 1,239 |
| U.S. Government agency obligations | $38,016,000 | 1,965 |
| Securities issued by states & political subdivisions | $5,651,000 | 3,130 |
| Other domestic debt securities | $189,000 | 2,161 |
| Privately issued residential mortgage-backed securities | $189,000 | 567 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,947,000 | 2,838 |
| Mortgage-backed securities | $27,792,000 | 1,932 |
| Certificates of participation in pools of residential mortgages | $9,832,000 | 2,300 |
| Issued or guaranteed by U.S. | $9,832,000 | 2,236 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $13,411,000 | 1,021 |
| CMOs issued by government agencies or sponsored agencies | $13,222,000 | 988 |
| Privately issued | $189,000 | 393 |
| Commercial mortgage-backed securities | $4,549,000 | 1,190 |
| Commercial mortgage pass-through securities | $1,364,000 | 1,123 |
| Other commercial mortgage-backed securities | $3,185,000 | 914 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $50,652,000 | 2,501 |
| Total debt securities | $50,650,000 | 2,648 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 383 |
| Fair value | $2,967,000 | 396 |
| 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 | $48,658,000 | 2,660 |
| U.S. Government securities | $42,377,000 | 1,993 |
| U.S. Treasury securities | $3,942,000 | 1,296 |
| U.S. Government agency obligations | $38,435,000 | 1,926 |
| Securities issued by states & political subdivisions | $6,071,000 | 3,096 |
| Other domestic debt securities | $210,000 | 2,114 |
| Privately issued residential mortgage-backed securities | $210,000 | 539 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,363,000 | 2,807 |
| Mortgage-backed securities | $31,888,000 | 1,788 |
| Certificates of participation in pools of residential mortgages | $11,357,000 | 2,170 |
| Issued or guaranteed by U.S. | $11,357,000 | 2,115 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $14,521,000 | 964 |
| CMOs issued by government agencies or sponsored agencies | $14,311,000 | 933 |
| Privately issued | $210,000 | 374 |
| Commercial mortgage-backed securities | $6,010,000 | 1,089 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $6,010,000 | 727 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $48,658,000 | 2,497 |
| Total debt securities | $48,656,000 | 2,641 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 586 |
| Fair value | $976,000 | 673 |
| 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 | $49,907,000 | 2,566 |
| U.S. Government securities | $43,336,000 | 1,903 |
| U.S. Treasury securities | $2,988,000 | 1,310 |
| U.S. Government agency obligations | $40,348,000 | 1,842 |
| Securities issued by states & political subdivisions | $6,281,000 | 3,057 |
| Other domestic debt securities | $290,000 | 2,069 |
| Privately issued residential mortgage-backed securities | $290,000 | 533 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,817,000 | 3,053 |
| Mortgage-backed securities | $32,586,000 | 1,723 |
| Certificates of participation in pools of residential mortgages | $9,597,000 | 2,305 |
| Issued or guaranteed by U.S. | $9,597,000 | 2,244 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $16,744,000 | 857 |
| CMOs issued by government agencies or sponsored agencies | $16,454,000 | 833 |
| Privately issued | $290,000 | 352 |
| Commercial mortgage-backed securities | $6,245,000 | 1,047 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $6,245,000 | 701 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $49,907,000 | 2,409 |
| Total debt securities | $49,906,000 | 2,549 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 511 |
| Fair value | $989,000 | 582 |
| 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 | $49,262,000 | 2,465 |
| U.S. Government securities | $42,593,000 | 1,804 |
| U.S. Treasury securities | $2,955,000 | 1,020 |
| U.S. Government agency obligations | $39,638,000 | 1,771 |
| Securities issued by states & political subdivisions | $6,260,000 | 3,038 |
| Other domestic debt securities | $409,000 | 2,003 |
| Privately issued residential mortgage-backed securities | $409,000 | 516 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,286,000 | 3,084 |
| Mortgage-backed securities | $33,956,000 | 1,613 |
| Certificates of participation in pools of residential mortgages | $11,299,000 | 2,096 |
| Issued or guaranteed by U.S. | $11,299,000 | 2,037 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $15,620,000 | 873 |
| CMOs issued by government agencies or sponsored agencies | $15,211,000 | 849 |
| Privately issued | $409,000 | 332 |
| Commercial mortgage-backed securities | $7,037,000 | 976 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $7,037,000 | 638 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $49,262,000 | 2,318 |
| Total debt securities | $49,264,000 | 2,450 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 361 |
| Fair value | $974,000 | 416 |
| 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 | $48,819,000 | 2,372 |
| U.S. Government securities | $41,807,000 | 1,691 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $41,807,000 | 1,606 |
| Securities issued by states & political subdivisions | $6,466,000 | 3,002 |
| Other domestic debt securities | $546,000 | 1,839 |
| Privately issued residential mortgage-backed securities | $546,000 | 467 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,695,000 | 2,939 |
| Mortgage-backed securities | $38,140,000 | 1,419 |
| Certificates of participation in pools of residential mortgages | $12,092,000 | 1,921 |
| Issued or guaranteed by U.S. | $12,092,000 | 1,872 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $18,934,000 | 790 |
| CMOs issued by government agencies or sponsored agencies | $18,388,000 | 770 |
| Privately issued | $546,000 | 304 |
| Commercial mortgage-backed securities | $7,114,000 | 919 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $7,114,000 | 610 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $48,819,000 | 2,222 |
| Total debt securities | $48,818,000 | 2,347 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $57,108,000 | 2,028 |
| U.S. Government securities | $48,688,000 | 1,484 |
| U.S. Treasury securities | $3,003,000 | 720 |
| U.S. Government agency obligations | $45,685,000 | 1,477 |
| Securities issued by states & political subdivisions | $7,739,000 | 2,743 |
| Other domestic debt securities | $681,000 | 1,777 |
| Privately issued residential mortgage-backed securities | $681,000 | 445 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,632,000 | 2,962 |
| Mortgage-backed securities | $39,075,000 | 1,386 |
| Certificates of participation in pools of residential mortgages | $11,371,000 | 1,958 |
| Issued or guaranteed by U.S. | $11,371,000 | 1,901 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $21,395,000 | 733 |
| CMOs issued by government agencies or sponsored agencies | $20,714,000 | 714 |
| Privately issued | $681,000 | 276 |
| Commercial mortgage-backed securities | $6,309,000 | 944 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $6,309,000 | 628 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $57,108,000 | 1,900 |
| Total debt securities | $57,108,000 | 2,010 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $58,274,000 | 1,943 |
| U.S. Government securities | $49,376,000 | 1,437 |
| U.S. Treasury securities | $3,012,000 | 751 |
| U.S. Government agency obligations | $46,364,000 | 1,429 |
| Securities issued by states & political subdivisions | $8,079,000 | 2,636 |
| Other domestic debt securities | $819,000 | 1,676 |
| Privately issued residential mortgage-backed securities | $819,000 | 409 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,005,000 | 2,946 |
| Mortgage-backed securities | $38,231,000 | 1,382 |
| Certificates of participation in pools of residential mortgages | $9,841,000 | 2,059 |
| Issued or guaranteed by U.S. | $9,841,000 | 2,004 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $23,239,000 | 720 |
| CMOs issued by government agencies or sponsored agencies | $22,420,000 | 705 |
| Privately issued | $819,000 | 250 |
| Commercial mortgage-backed securities | $5,151,000 | 995 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $5,151,000 | 645 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $58,274,000 | 1,814 |
| Total debt securities | $58,274,000 | 1,930 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $57,989,000 | 1,876 |
| U.S. Government securities | $51,366,000 | 1,403 |
| U.S. Treasury securities | $3,024,000 | 769 |
| U.S. Government agency obligations | $48,342,000 | 1,383 |
| Securities issued by states & political subdivisions | $5,668,000 | 2,894 |
| Other domestic debt securities | $955,000 | 1,579 |
| Privately issued residential mortgage-backed securities | $955,000 | 404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,484,000 | 2,836 |
| Mortgage-backed securities | $38,813,000 | 1,356 |
| Certificates of participation in pools of residential mortgages | $8,834,000 | 2,167 |
| Issued or guaranteed by U.S. | $8,834,000 | 2,100 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $25,815,000 | 677 |
| CMOs issued by government agencies or sponsored agencies | $24,860,000 | 671 |
| Privately issued | $955,000 | 242 |
| Commercial mortgage-backed securities | $4,164,000 | 1,062 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $4,164,000 | 691 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $57,989,000 | 1,744 |
| Total debt securities | $57,991,000 | 1,860 |
| Structured notes | ||
| Amortized cost | $1,462,000 | 258 |
| Fair value | $1,501,000 | 249 |
| 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 | $56,134,000 | 1,947 |
| U.S. Government securities | $49,804,000 | 1,458 |
| U.S. Treasury securities | $2,993,000 | 834 |
| U.S. Government agency obligations | $46,811,000 | 1,442 |
| Securities issued by states & political subdivisions | $6,330,000 | 2,782 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,836,000 | 2,948 |
| Mortgage-backed securities | $34,223,000 | 1,431 |
| Certificates of participation in pools of residential mortgages | $6,195,000 | 2,441 |
| Issued or guaranteed by U.S. | $6,195,000 | 2,378 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $26,290,000 | 672 |
| CMOs issued by government agencies or sponsored agencies | $26,290,000 | 648 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $1,738,000 | 1,392 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $1,738,000 | 872 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $56,134,000 | 1,800 |
| Total debt securities | $56,132,000 | 1,927 |
| Structured notes | ||
| Amortized cost | $1,460,000 | 361 |
| Fair value | $1,493,000 | 353 |
| 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 | $48,831,000 | 2,124 |
| U.S. Government securities | $41,800,000 | 1,659 |
| U.S. Treasury securities | $2,985,000 | 854 |
| U.S. Government agency obligations | $38,815,000 | 1,660 |
| Securities issued by states & political subdivisions | $7,031,000 | 2,693 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,483,000 | 3,059 |
| Mortgage-backed securities | $27,189,000 | 1,619 |
| Certificates of participation in pools of residential mortgages | $4,667,000 | 2,663 |
| Issued or guaranteed by U.S. | $4,667,000 | 2,577 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $20,769,000 | 791 |
| CMOs issued by government agencies or sponsored agencies | $20,769,000 | 761 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $1,753,000 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $1,753,000 | 846 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $48,831,000 | 1,962 |
| Total debt securities | $48,832,000 | 2,109 |
| Structured notes | ||
| Amortized cost | $1,459,000 | 456 |
| Fair value | $1,497,000 | 448 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $39,242,000 | 2,524 |
| U.S. Government securities | $32,467,000 | 2,009 |
| U.S. Treasury securities | $2,979,000 | 865 |
| U.S. Government agency obligations | $29,488,000 | 2,025 |
| Securities issued by states & political subdivisions | $6,775,000 | 2,788 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,763,000 | 3,082 |
| Mortgage-backed securities | $16,435,000 | 2,122 |
| Certificates of participation in pools of residential mortgages | $4,204,000 | 2,742 |
| Issued or guaranteed by U.S. | $4,204,000 | 2,669 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $11,495,000 | 1,095 |
| CMOs issued by government agencies or sponsored agencies | $11,495,000 | 1,060 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $736,000 | 1,623 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $736,000 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $39,242,000 | 2,332 |
| Total debt securities | $39,241,000 | 2,505 |
| Structured notes | ||
| Amortized cost | $3,376,000 | 306 |
| Fair value | $3,480,000 | 300 |
| 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 | $40,685,000 | 2,502 |
| U.S. Government securities | $33,038,000 | 2,015 |
| U.S. Treasury securities | $2,957,000 | 893 |
| U.S. Government agency obligations | $30,081,000 | 2,003 |
| Securities issued by states & political subdivisions | $7,647,000 | 2,714 |
| 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 | $8,558,000 | 2,903 |
| Mortgage-backed securities | $15,153,000 | 2,195 |
| Certificates of participation in pools of residential mortgages | $3,477,000 | 2,923 |
| Issued or guaranteed by U.S. | $3,477,000 | 2,837 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $10,936,000 | 1,115 |
| CMOs issued by government agencies or sponsored agencies | $10,936,000 | 1,077 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $740,000 | 1,552 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $740,000 | 957 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $40,685,000 | 2,306 |
| Total debt securities | $40,685,000 | 2,480 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $27,057,000 | 3,133 |
| U.S. Government securities | $21,442,000 | 2,598 |
| U.S. Treasury securities | $2,936,000 | 897 |
| U.S. Government agency obligations | $18,506,000 | 2,644 |
| Securities issued by states & political subdivisions | $5,615,000 | 3,084 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,775,000 | 2,889 |
| Mortgage-backed securities | $10,024,000 | 2,610 |
| Certificates of participation in pools of residential mortgages | $2,801,000 | 3,081 |
| Issued or guaranteed by U.S. | $2,801,000 | 3,016 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $6,477,000 | 1,420 |
| CMOs issued by government agencies or sponsored agencies | $6,477,000 | 1,376 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $746,000 | 1,517 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $746,000 | 908 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $27,057,000 | 2,903 |
| Total debt securities | $27,056,000 | 3,117 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $27,253,000 | 3,143 |
| U.S. Government securities | $20,738,000 | 2,658 |
| U.S. Treasury securities | $8,896,000 | 490 |
| U.S. Government agency obligations | $11,842,000 | 3,262 |
| Securities issued by states & political subdivisions | $6,515,000 | 2,968 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,111,000 | 2,850 |
| Mortgage-backed securities | $7,306,000 | 2,896 |
| Certificates of participation in pools of residential mortgages | $1,875,000 | 3,361 |
| Issued or guaranteed by U.S. | $1,875,000 | 3,332 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,681,000 | 1,595 |
| CMOs issued by government agencies or sponsored agencies | $4,681,000 | 1,545 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $750,000 | 1,505 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $750,000 | 905 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $27,253,000 | 2,908 |
| Total debt securities | $27,253,000 | 3,122 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $27,501,000 | 3,166 |
| U.S. Government securities | $20,495,000 | 2,687 |
| U.S. Treasury securities | $8,892,000 | 469 |
| U.S. Government agency obligations | $11,603,000 | 3,311 |
| Securities issued by states & political subdivisions | $7,006,000 | 2,947 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,567,000 | 2,289 |
| Mortgage-backed securities | $8,164,000 | 2,838 |
| Certificates of participation in pools of residential mortgages | $2,298,000 | 3,305 |
| Issued or guaranteed by U.S. | $2,298,000 | 3,142 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $5,111,000 | 1,554 |
| CMOs issued by government agencies or sponsored agencies | $5,111,000 | 1,504 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $755,000 | 1,478 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $755,000 | 894 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $27,501,000 | 2,922 |
| Total debt securities | $27,500,000 | 3,146 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $30,795,000 | 3,054 |
| U.S. Government securities | $22,002,000 | 2,648 |
| U.S. Treasury securities | $9,872,000 | 434 |
| U.S. Government agency obligations | $12,130,000 | 3,325 |
| Securities issued by states & political subdivisions | $8,793,000 | 2,755 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,922,000 | 2,284 |
| Mortgage-backed securities | $8,685,000 | 2,782 |
| Certificates of participation in pools of residential mortgages | $2,539,000 | 3,291 |
| Issued or guaranteed by U.S. | $2,539,000 | 3,285 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,398,000 | 1,523 |
| CMOs issued by government agencies or sponsored agencies | $5,398,000 | 1,469 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $748,000 | 1,308 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $748,000 | 878 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $30,795,000 | 2,812 |
| Total debt securities | $30,795,000 | 3,036 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $33,030,000 | 2,972 |
| U.S. Government securities | $21,883,000 | 2,665 |
| U.S. Treasury securities | $9,904,000 | 405 |
| U.S. Government agency obligations | $11,979,000 | 3,354 |
| Securities issued by states & political subdivisions | $10,402,000 | 2,624 |
| Other domestic debt securities | $745,000 | 1,602 |
| Privately issued residential mortgage-backed securities | $745,000 | 305 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,957,000 | 2,410 |
| Mortgage-backed securities | $9,219,000 | 2,767 |
| Certificates of participation in pools of residential mortgages | $2,744,000 | 3,267 |
| Issued or guaranteed by U.S. | $2,744,000 | 3,262 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $6,475,000 | 1,389 |
| CMOs issued by government agencies or sponsored agencies | $5,730,000 | 1,422 |
| Privately issued | $745,000 | 285 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $33,030,000 | 2,742 |
| Total debt securities | $33,030,000 | 2,953 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $12,068,000 | 4,370 |
| U.S. Government securities | $10,003,000 | 3,746 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $10,003,000 | 3,609 |
| Securities issued by states & political subdivisions | $2,065,000 | 4,023 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,068,000 | 2,680 |
| Mortgage-backed securities | $9,491,000 | 2,759 |
| Certificates of participation in pools of residential mortgages | $2,642,000 | 3,359 |
| Issued or guaranteed by U.S. | $2,642,000 | 3,355 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $6,102,000 | 1,420 |
| CMOs issued by government agencies or sponsored agencies | $6,102,000 | 1,370 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $747,000 | 1,284 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $747,000 | 841 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $12,068,000 | 4,081 |
| Total debt securities | $12,067,000 | 4,346 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $12,371,000 | 4,391 |
| U.S. Government securities | $10,301,000 | 3,758 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $10,301,000 | 3,626 |
| Securities issued by states & political subdivisions | $2,070,000 | 4,053 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,328,000 | 3,289 |
| Mortgage-backed securities | $9,277,000 | 2,815 |
| Certificates of participation in pools of residential mortgages | $2,783,000 | 3,361 |
| Issued or guaranteed by U.S. | $2,783,000 | 3,357 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,494,000 | 1,400 |
| CMOs issued by government agencies or sponsored agencies | $6,494,000 | 1,347 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $12,371,000 | 4,101 |
| Total debt securities | $12,371,000 | 4,370 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $13,109,000 | 4,370 |
| U.S. Government securities | $10,867,000 | 3,748 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $10,867,000 | 3,601 |
| Securities issued by states & political subdivisions | $2,242,000 | 4,052 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,391,000 | 3,449 |
| Mortgage-backed securities | $9,845,000 | 2,802 |
| Certificates of participation in pools of residential mortgages | $2,936,000 | 3,374 |
| Issued or guaranteed by U.S. | $2,936,000 | 3,370 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,909,000 | 1,370 |
| CMOs issued by government agencies or sponsored agencies | $6,909,000 | 1,307 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $13,109,000 | 4,065 |
| Total debt securities | $13,109,000 | 4,350 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $14,172,000 | 4,290 |
| U.S. Government securities | $11,577,000 | 3,660 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $11,577,000 | 3,521 |
| Securities issued by states & political subdivisions | $2,595,000 | 4,005 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,906,000 | 3,561 |
| Mortgage-backed securities | $9,268,000 | 2,852 |
| Certificates of participation in pools of residential mortgages | $2,905,000 | 3,393 |
| Issued or guaranteed by U.S. | $2,905,000 | 3,388 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,363,000 | 1,406 |
| CMOs issued by government agencies or sponsored agencies | $6,363,000 | 1,338 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $14,172,000 | 3,974 |
| Total debt securities | $14,171,000 | 4,271 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $10,586,000 | 4,635 |
| U.S. Government securities | $7,957,000 | 4,135 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $7,957,000 | 4,013 |
| Securities issued by states & political subdivisions | $2,629,000 | 4,017 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,218,000 | 3,543 |
| Mortgage-backed securities | $6,111,000 | 3,280 |
| Certificates of participation in pools of residential mortgages | $2,170,000 | 3,626 |
| Issued or guaranteed by U.S. | $2,170,000 | 3,623 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,941,000 | 1,761 |
| CMOs issued by government agencies or sponsored agencies | $3,941,000 | 1,691 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $10,586,000 | 4,314 |
| Total debt securities | $10,585,000 | 4,615 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $7,371,000 | 5,035 |
| U.S. Government securities | $4,725,000 | 4,736 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $4,725,000 | 4,615 |
| Securities issued by states & political subdivisions | $2,646,000 | 4,031 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,623,000 | 3,702 |
| Mortgage-backed securities | $2,845,000 | 3,877 |
| Certificates of participation in pools of residential mortgages | $1,182,000 | 4,000 |
| Issued or guaranteed by U.S. | $1,182,000 | 3,994 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,663,000 | 2,298 |
| CMOs issued by government agencies or sponsored agencies | $1,663,000 | 2,234 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $7,371,000 | 4,699 |
| Total debt securities | $7,372,000 | 5,010 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $6,923,000 | 5,160 |
| U.S. Government securities | $3,398,000 | 5,053 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $3,398,000 | 4,947 |
| Securities issued by states & political subdivisions | $3,525,000 | 3,849 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,199,000 | 3,831 |
| Mortgage-backed securities | $2,140,000 | 4,066 |
| Certificates of participation in pools of residential mortgages | $464,000 | 4,365 |
| Issued or guaranteed by U.S. | $464,000 | 4,361 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,676,000 | 2,317 |
| CMOs issued by government agencies or sponsored agencies | $1,676,000 | 2,251 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $6,923,000 | 4,818 |
| Total debt securities | $6,923,000 | 5,140 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $7,442,000 | 5,150 |
| U.S. Government securities | $3,562,000 | 5,098 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,562,000 | 4,988 |
| Securities issued by states & political subdivisions | $3,880,000 | 3,811 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,348,000 | 3,841 |
| Mortgage-backed securities | $2,313,000 | 4,044 |
| Certificates of participation in pools of residential mortgages | $487,000 | 4,373 |
| Issued or guaranteed by U.S. | $487,000 | 4,370 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,826,000 | 2,292 |
| CMOs issued by government agencies or sponsored agencies | $1,826,000 | 2,227 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $7,442,000 | 4,805 |
| Total debt securities | $7,441,000 | 5,125 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $7,740,000 | 5,211 |
| U.S. Government securities | $3,853,000 | 5,145 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $3,853,000 | 5,034 |
| Securities issued by states & political subdivisions | $3,887,000 | 3,846 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,481,000 | 3,873 |
| Mortgage-backed securities | $3,348,000 | 3,878 |
| Certificates of participation in pools of residential mortgages | $1,348,000 | 4,053 |
| Issued or guaranteed by U.S. | $1,348,000 | 4,048 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,000,000 | 2,256 |
| CMOs issued by government agencies or sponsored agencies | $2,000,000 | 2,188 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $7,740,000 | 4,845 |
| Total debt securities | $7,740,000 | 5,188 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $8,102,000 | 5,267 |
| U.S. Government securities | $4,222,000 | 5,181 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $4,222,000 | 5,072 |
| Securities issued by states & political subdivisions | $3,880,000 | 3,858 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,461,000 | 3,928 |
| Mortgage-backed securities | $3,719,000 | 3,869 |
| Certificates of participation in pools of residential mortgages | $1,530,000 | 4,077 |
| Issued or guaranteed by U.S. | $1,530,000 | 4,072 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,189,000 | 2,262 |
| CMOs issued by government agencies or sponsored agencies | $2,189,000 | 2,189 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $8,102,000 | 4,898 |
| Total debt securities | $8,104,000 | 5,243 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $10,323,000 | 5,100 |
| U.S. Government securities | $6,268,000 | 4,932 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $6,268,000 | 4,826 |
| Securities issued by states & political subdivisions | $4,055,000 | 3,805 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,595,000 | 3,946 |
| Mortgage-backed securities | $3,994,000 | 3,888 |
| Certificates of participation in pools of residential mortgages | $1,567,000 | 4,131 |
| Issued or guaranteed by U.S. | $1,567,000 | 4,124 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,427,000 | 2,229 |
| CMOs issued by government agencies or sponsored agencies | $2,427,000 | 2,152 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $10,323,000 | 4,738 |
| Total debt securities | $10,323,000 | 5,079 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $10,542,000 | 5,157 |
| U.S. Government securities | $6,510,000 | 4,976 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $6,510,000 | 4,859 |
| Securities issued by states & political subdivisions | $4,032,000 | 3,863 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,732,000 | 3,964 |
| Mortgage-backed securities | $4,263,000 | 3,898 |
| Certificates of participation in pools of residential mortgages | $1,644,000 | 4,179 |
| Issued or guaranteed by U.S. | $1,644,000 | 4,172 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,619,000 | 2,228 |
| CMOs issued by government agencies or sponsored agencies | $2,619,000 | 2,154 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $10,542,000 | 4,773 |
| Total debt securities | $10,543,000 | 5,134 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| 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 | $10,605,000 | 5,239 |
| U.S. Government securities | $6,555,000 | 5,062 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $6,555,000 | 4,952 |
| Securities issued by states & political subdivisions | $4,050,000 | 3,900 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,703,000 | 4,026 |
| Mortgage-backed securities | $4,564,000 | 3,920 |
| Certificates of participation in pools of residential mortgages | $1,735,000 | 4,245 |
| Issued or guaranteed by U.S. | $1,735,000 | 4,241 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,829,000 | 2,226 |
| CMOs issued by government agencies or sponsored agencies | $2,829,000 | 2,144 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $10,605,000 | 4,858 |
| Total debt securities | $10,606,000 | 5,219 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,357 |
| Fair value | $1,491,000 | 1,371 |
| 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 | $10,819,000 | 5,288 |
| U.S. Government securities | $6,767,000 | 5,102 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $6,767,000 | 4,996 |
| Securities issued by states & political subdivisions | $4,052,000 | 3,930 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,537,000 | 3,889 |
| Mortgage-backed securities | $4,302,000 | 4,024 |
| Certificates of participation in pools of residential mortgages | $1,226,000 | 4,467 |
| Issued or guaranteed by U.S. | $1,226,000 | 4,465 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,076,000 | 2,195 |
| CMOs issued by government agencies or sponsored agencies | $3,076,000 | 2,122 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $10,819,000 | 4,895 |
| Total debt securities | $10,820,000 | 5,268 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,401 |
| Fair value | $1,485,000 | 1,421 |
| 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 | $16,727,000 | 4,763 |
| U.S. Government securities | $12,567,000 | 4,318 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $12,567,000 | 4,211 |
| Securities issued by states & political subdivisions | $4,160,000 | 3,936 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,601,000 | 4,546 |
| Mortgage-backed securities | $6,566,000 | 3,675 |
| Certificates of participation in pools of residential mortgages | $2,482,000 | 4,096 |
| Issued or guaranteed by U.S. | $2,482,000 | 4,094 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $4,084,000 | 1,996 |
| CMOs issued by government agencies or sponsored agencies | $4,084,000 | 1,915 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $16,727,000 | 4,367 |
| Total debt securities | $16,727,000 | 4,742 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,412 |
| Fair value | $1,464,000 | 1,431 |
| 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 | $18,525,000 | 4,591 |
| U.S. Government securities | $14,384,000 | 4,084 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $14,384,000 | 3,984 |
| Securities issued by states & political subdivisions | $4,141,000 | 3,962 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,838,000 | 4,272 |
| Mortgage-backed securities | $7,990,000 | 3,466 |
| Certificates of participation in pools of residential mortgages | $3,673,000 | 3,780 |
| Issued or guaranteed by U.S. | $3,673,000 | 3,777 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $4,317,000 | 1,969 |
| CMOs issued by government agencies or sponsored agencies | $4,317,000 | 1,882 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $18,525,000 | 4,209 |
| Total debt securities | $18,525,000 | 4,571 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,396 |
| Fair value | $1,424,000 | 1,430 |
| 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 | $19,458,000 | 4,552 |
| U.S. Government securities | $15,314,000 | 4,003 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $15,314,000 | 3,899 |
| Securities issued by states & political subdivisions | $4,144,000 | 3,970 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,268,000 | 4,199 |
| Mortgage-backed securities | $9,357,000 | 3,287 |
| Certificates of participation in pools of residential mortgages | $4,560,000 | 3,577 |
| Issued or guaranteed by U.S. | $4,560,000 | 3,573 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $4,797,000 | 1,920 |
| CMOs issued by government agencies or sponsored agencies | $4,797,000 | 1,835 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $19,458,000 | 4,175 |
| Total debt securities | $19,456,000 | 4,523 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,385 |
| Fair value | $1,438,000 | 1,419 |
| 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 | $18,076,000 | 4,679 |
| U.S. Government securities | $14,181,000 | 4,122 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $14,181,000 | 4,020 |
| Securities issued by states & political subdivisions | $3,895,000 | 4,033 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,976,000 | 4,266 |
| Mortgage-backed securities | $10,130,000 | 3,212 |
| Certificates of participation in pools of residential mortgages | $4,816,000 | 3,519 |
| Issued or guaranteed by U.S. | $4,816,000 | 3,516 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,314,000 | 1,887 |
| CMOs issued by government agencies or sponsored agencies | $5,314,000 | 1,800 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $18,076,000 | 4,305 |
| Total debt securities | $18,076,000 | 4,643 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,355 |
| Fair value | $1,443,000 | 1,406 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $18,560,000 | 4,651 |
| U.S. Government securities | $14,229,000 | 4,162 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $14,229,000 | 4,061 |
| Securities issued by states & political subdivisions | $4,331,000 | 3,920 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,379,000 | 4,209 |
| Mortgage-backed securities | $10,959,000 | 3,169 |
| Certificates of participation in pools of residential mortgages | $5,994,000 | 3,314 |
| Issued or guaranteed by U.S. | $5,994,000 | 3,311 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,965,000 | 1,981 |
| CMOs issued by government agencies or sponsored agencies | $4,965,000 | 1,894 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $18,560,000 | 4,291 |
| Total debt securities | $18,560,000 | 4,618 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,189 |
| Fair value | $1,995,000 | 1,272 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $17,634,000 | 4,699 |
| U.S. Government securities | $12,911,000 | 4,291 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $12,911,000 | 4,183 |
| Securities issued by states & political subdivisions | $4,723,000 | 3,822 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,696,000 | 4,130 |
| Mortgage-backed securities | $10,134,000 | 3,289 |
| Certificates of participation in pools of residential mortgages | $6,287,000 | 3,244 |
| Issued or guaranteed by U.S. | $6,287,000 | 3,242 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,847,000 | 2,218 |
| CMOs issued by government agencies or sponsored agencies | $3,847,000 | 2,122 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $17,634,000 | 4,342 |
| Total debt securities | $17,634,000 | 4,668 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,439 |
| Fair value | $1,497,000 | 1,483 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $16,215,000 | 4,914 |
| U.S. Government securities | $12,893,000 | 4,383 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $12,893,000 | 4,296 |
| Securities issued by states & political subdivisions | $3,322,000 | 4,161 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,237,000 | 4,052 |
| Mortgage-backed securities | $10,118,000 | 3,422 |
| Certificates of participation in pools of residential mortgages | $6,636,000 | 3,349 |
| Issued or guaranteed by U.S. | $6,636,000 | 3,348 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,482,000 | 2,389 |
| CMOs issued by government agencies or sponsored agencies | $3,482,000 | 2,284 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $16,215,000 | 4,536 |
| Total debt securities | $16,215,000 | 4,882 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,591 |
| Fair value | $1,501,000 | 1,589 |
| 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 | $15,220,000 | 5,034 |
| U.S. Government securities | $12,354,000 | 4,526 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $12,354,000 | 4,432 |
| Securities issued by states & political subdivisions | $2,866,000 | 4,271 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,960,000 | 3,926 |
| Mortgage-backed securities | $9,831,000 | 3,494 |
| Certificates of participation in pools of residential mortgages | $7,336,000 | 3,237 |
| Issued or guaranteed by U.S. | $7,336,000 | 3,237 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,495,000 | 2,639 |
| CMOs issued by government agencies or sponsored agencies | $2,495,000 | 2,517 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $15,220,000 | 4,663 |
| Total debt securities | $15,219,000 | 5,007 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,583 |
| Fair value | $2,003,000 | 1,550 |
| 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 | $15,920,000 | 5,019 |
| U.S. Government securities | $13,305,000 | 4,483 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $13,305,000 | 4,386 |
| Securities issued by states & political subdivisions | $2,615,000 | 4,260 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,778,000 | 3,801 |
| Mortgage-backed securities | $10,083,000 | 3,482 |
| Certificates of participation in pools of residential mortgages | $7,255,000 | 3,251 |
| Issued or guaranteed by U.S. | $7,255,000 | 3,249 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,828,000 | 2,573 |
| CMOs issued by government agencies or sponsored agencies | $2,828,000 | 2,454 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $15,920,000 | 4,617 |
| Total debt securities | $15,920,000 | 4,993 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,776 |
| Fair value | $2,003,000 | 1,715 |
| 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 | $17,097,000 | 4,858 |
| U.S. Government securities | $14,478,000 | 4,270 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $14,478,000 | 4,180 |
| Securities issued by states & political subdivisions | $2,619,000 | 4,251 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,119,000 | 3,923 |
| Mortgage-backed securities | $9,449,000 | 3,499 |
| Certificates of participation in pools of residential mortgages | $7,071,000 | 3,179 |
| Issued or guaranteed by U.S. | $7,071,000 | 3,178 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,378,000 | 2,655 |
| CMOs issued by government agencies or sponsored agencies | $2,378,000 | 2,456 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $17,097,000 | 4,455 |
| Total debt securities | $17,097,000 | 4,833 |
| Structured notes | ||
| Amortized cost | $4,495,000 | 1,105 |
| Fair value | $4,509,000 | 1,096 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $18,396,000 | 4,678 |
| U.S. Government securities | $15,786,000 | 4,057 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $15,786,000 | 3,960 |
| Securities issued by states & political subdivisions | $2,610,000 | 4,224 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,529,000 | 3,445 |
| Mortgage-backed securities | $8,253,000 | 3,632 |
| Certificates of participation in pools of residential mortgages | $5,539,000 | 3,431 |
| Issued or guaranteed by U.S. | $5,539,000 | 3,426 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,714,000 | 2,550 |
| CMOs issued by government agencies or sponsored agencies | $2,714,000 | 2,349 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $18,396,000 | 4,288 |
| Total debt securities | $18,395,000 | 4,641 |
| Structured notes | ||
| Amortized cost | $4,995,000 | 1,063 |
| Fair value | $5,008,000 | 1,037 |
| 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 | $20,254,000 | 4,543 |
| U.S. Government securities | $17,670,000 | 3,935 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $17,670,000 | 3,836 |
| Securities issued by states & political subdivisions | $2,584,000 | 4,213 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,824,000 | 3,625 |
| Mortgage-backed securities | $6,491,000 | 3,872 |
| Certificates of participation in pools of residential mortgages | $5,066,000 | 3,516 |
| Issued or guaranteed by U.S. | $5,066,000 | 3,504 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,425,000 | 2,923 |
| CMOs issued by government agencies or sponsored agencies | $1,425,000 | 2,680 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $20,254,000 | 4,163 |
| Total debt securities | $20,253,000 | 4,510 |
| Structured notes | ||
| Amortized cost | $7,668,000 | 847 |
| Fair value | $7,678,000 | 842 |
| 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 | $18,652,000 | 4,703 |
| U.S. Government securities | $16,024,000 | 4,103 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $16,024,000 | 3,980 |
| Securities issued by states & political subdivisions | $2,628,000 | 4,159 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,915,000 | 3,424 |
| Mortgage-backed securities | $7,619,000 | 3,613 |
| Certificates of participation in pools of residential mortgages | $6,063,000 | 3,226 |
| Issued or guaranteed by U.S. | $6,063,000 | 3,219 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,556,000 | 2,823 |
| CMOs issued by government agencies or sponsored agencies | $1,556,000 | 2,572 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $18,652,000 | 4,300 |
| Total debt securities | $18,650,000 | 4,669 |
| Structured notes | ||
| Amortized cost | $5,670,000 | 1,126 |
| Fair value | $5,501,000 | 1,139 |
| 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 | $19,318,000 | 4,480 |
| U.S. Government securities | $16,716,000 | 3,852 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $16,716,000 | 3,739 |
| Securities issued by states & political subdivisions | $2,602,000 | 4,181 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,063,000 | 3,330 |
| Mortgage-backed securities | $8,335,000 | 3,407 |
| Certificates of participation in pools of residential mortgages | $6,522,000 | 3,012 |
| Issued or guaranteed by U.S. | $6,522,000 | 3,003 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,813,000 | 2,695 |
| CMOs issued by government agencies or sponsored agencies | $1,813,000 | 2,443 |
| 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) | $19,318,000 | 4,112 |
| Total debt securities | $19,318,000 | 4,448 |
| Structured notes | ||
| Amortized cost | $5,668,000 | 1,029 |
| Fair value | $5,486,000 | 1,039 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $13,179,000 | 5,213 |
| U.S. Government securities | $10,492,000 | 4,738 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $10,492,000 | 4,614 |
| Securities issued by states & political subdivisions | $2,687,000 | 4,071 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,482,000 | 3,143 |
| Mortgage-backed securities | $8,228,000 | 3,400 |
| Certificates of participation in pools of residential mortgages | $6,063,000 | 3,069 |
| Issued or guaranteed by U.S. | $6,063,000 | 3,062 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,165,000 | 2,533 |
| CMOs issued by government agencies or sponsored agencies | $2,165,000 | 2,286 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $13,179,000 | 4,779 |
| Total debt securities | $13,180,000 | 5,175 |
| Structured notes | ||
| Amortized cost | $1,745,000 | 2,077 |
| Fair value | $1,756,000 | 2,075 |
| 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 | $14,036,000 | 5,106 |
| U.S. Government securities | $11,781,000 | 4,607 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $11,781,000 | 4,505 |
| Securities issued by states & political subdivisions | $2,255,000 | 4,190 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,303,000 | 2,771 |
| Mortgage-backed securities | $9,008,000 | 3,290 |
| Certificates of participation in pools of residential mortgages | $6,569,000 | 2,997 |
| Issued or guaranteed by U.S. | $6,569,000 | 2,989 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,439,000 | 2,396 |
| CMOs issued by government agencies or sponsored agencies | $2,439,000 | 2,139 |
| 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) | $14,036,000 | 4,683 |
| Total debt securities | $14,037,000 | 5,076 |
| Structured notes | ||
| Amortized cost | $2,243,000 | 1,899 |
| Fair value | $2,264,000 | 1,888 |
| 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 | $14,923,000 | 5,041 |
| U.S. Government securities | $12,106,000 | 4,594 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $12,106,000 | 4,481 |
| Securities issued by states & political subdivisions | $2,817,000 | 3,951 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,664,000 | 2,824 |
| Mortgage-backed securities | $9,610,000 | 3,268 |
| Certificates of participation in pools of residential mortgages | $6,963,000 | 3,019 |
| Issued or guaranteed by U.S. | $6,963,000 | 3,011 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,647,000 | 2,301 |
| CMOs issued by government agencies or sponsored agencies | $2,647,000 | 2,020 |
| 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) | $14,923,000 | 4,603 |
| Total debt securities | $14,923,000 | 5,006 |
| Structured notes | ||
| Amortized cost | $997,000 | 2,459 |
| Fair value | $989,000 | 2,434 |
| 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 | $15,807,000 | 4,904 |
| U.S. Government securities | $12,828,000 | 4,465 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $12,828,000 | 4,373 |
| Securities issued by states & political subdivisions | $2,979,000 | 3,907 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,961,000 | 2,920 |
| Mortgage-backed securities | $10,836,000 | 3,156 |
| Certificates of participation in pools of residential mortgages | $7,307,000 | 3,020 |
| Issued or guaranteed by U.S. | $7,307,000 | 3,012 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $3,529,000 | 2,083 |
| CMOs issued by government agencies or sponsored agencies | $3,529,000 | 1,805 |
| 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) | $15,807,000 | 4,471 |
| Total debt securities | $15,807,000 | 4,869 |
| Structured notes | ||
| Amortized cost | $997,000 | 2,197 |
| Fair value | $982,000 | 2,164 |
| 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 | $16,743,000 | 4,820 |
| U.S. Government securities | $13,727,000 | 4,326 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $13,727,000 | 4,240 |
| Securities issued by states & political subdivisions | $3,016,000 | 3,917 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,826,000 | 2,688 |
| Mortgage-backed securities | $11,715,000 | 3,096 |
| Certificates of participation in pools of residential mortgages | $7,954,000 | 2,987 |
| Issued or guaranteed by U.S. | $7,954,000 | 2,977 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,761,000 | 2,054 |
| CMOs issued by government agencies or sponsored agencies | $3,761,000 | 1,755 |
| 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) | $16,743,000 | 4,395 |
| Total debt securities | $16,743,000 | 4,775 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,012 |
| Fair value | $498,000 | 2,146 |
| 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 | $18,621,000 | 4,597 |
| U.S. Government securities | $15,650,000 | 4,025 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $15,650,000 | 3,935 |
| Securities issued by states & political subdivisions | $2,971,000 | 3,900 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,743,000 | 2,830 |
| Mortgage-backed securities | $12,611,000 | 3,014 |
| Certificates of participation in pools of residential mortgages | $8,550,000 | 2,950 |
| Issued or guaranteed by U.S. | $8,550,000 | 2,936 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $4,061,000 | 1,968 |
| CMOs issued by government agencies or sponsored agencies | $4,061,000 | 1,664 |
| 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) | $18,621,000 | 4,151 |
| Total debt securities | $18,621,000 | 4,555 |
| 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 | $18,715,000 | 4,594 |
| U.S. Government securities | $15,193,000 | 4,156 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $15,193,000 | 4,075 |
| Securities issued by states & political subdivisions | $3,522,000 | 3,620 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,033,000 | 3,244 |
| Mortgage-backed securities | $12,126,000 | 3,134 |
| Certificates of participation in pools of residential mortgages | $7,666,000 | 3,150 |
| Issued or guaranteed by U.S. | $7,666,000 | 3,139 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,460,000 | 1,929 |
| CMOs issued by government agencies or sponsored agencies | $4,460,000 | 1,603 |
| 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) | $18,715,000 | 4,142 |
| Total debt securities | $18,715,000 | 4,560 |
| 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 | $20,103,000 | 4,438 |
| U.S. Government securities | $16,586,000 | 4,012 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $16,586,000 | 3,938 |
| Securities issued by states & political subdivisions | $3,517,000 | 3,583 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,221,000 | 3,110 |
| Mortgage-backed securities | $12,718,000 | 3,013 |
| Certificates of participation in pools of residential mortgages | $8,111,000 | 3,028 |
| Issued or guaranteed by U.S. | $8,111,000 | 3,016 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $4,607,000 | 1,853 |
| CMOs issued by government agencies or sponsored agencies | $4,607,000 | 1,555 |
| 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) | $20,103,000 | 3,976 |
| Total debt securities | $20,103,000 | 4,404 |
| 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 | $19,478,000 | 4,457 |
| U.S. Government securities | $16,670,000 | 3,944 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $16,670,000 | 3,873 |
| Securities issued by states & political subdivisions | $2,808,000 | 3,832 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,456,000 | 3,224 |
| Mortgage-backed securities | $12,403,000 | 2,943 |
| Certificates of participation in pools of residential mortgages | $7,681,000 | 3,017 |
| Issued or guaranteed by U.S. | $7,681,000 | 3,007 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,722,000 | 1,763 |
| CMOs issued by government agencies or sponsored agencies | $4,722,000 | 1,450 |
| 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) | $19,478,000 | 3,973 |
| Total debt securities | $19,478,000 | 4,423 |
| 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 | $19,305,000 | 4,540 |
| U.S. Government securities | $16,493,000 | 4,011 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $16,493,000 | 3,947 |
| Securities issued by states & political subdivisions | $2,812,000 | 3,866 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,995,000 | 3,236 |
| Mortgage-backed securities | $12,409,000 | 2,909 |
| Certificates of participation in pools of residential mortgages | $7,597,000 | 3,018 |
| Issued or guaranteed by U.S. | $7,597,000 | 3,005 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $4,812,000 | 1,749 |
| CMOs issued by government agencies or sponsored agencies | $4,812,000 | 1,450 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $19,305,000 | 4,076 |
| Total debt securities | $19,305,000 | 4,485 |
| 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 | $19,444,000 | 4,499 |
| U.S. Government securities | $15,676,000 | 4,129 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $15,676,000 | 4,054 |
| Securities issued by states & political subdivisions | $3,768,000 | 3,502 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,958,000 | 3,745 |
| Mortgage-backed securities | $11,012,000 | 3,040 |
| Certificates of participation in pools of residential mortgages | $7,640,000 | 2,927 |
| Issued or guaranteed by U.S. | $7,640,000 | 2,915 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,372,000 | 1,983 |
| CMOs issued by government agencies or sponsored agencies | $3,372,000 | 1,661 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $19,444,000 | 4,018 |
| Total debt securities | $19,444,000 | 4,436 |
| 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 | $18,827,000 | 4,608 |
| U.S. Government securities | $15,088,000 | 4,270 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $15,088,000 | 4,179 |
| Securities issued by states & political subdivisions | $3,739,000 | 3,502 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,141,000 | 3,738 |
| Mortgage-backed securities | $5,898,000 | 3,637 |
| Certificates of participation in pools of residential mortgages | $3,745,000 | 3,627 |
| Issued or guaranteed by U.S. | $3,745,000 | 3,612 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,153,000 | 2,192 |
| CMOs issued by government agencies or sponsored agencies | $2,153,000 | 1,889 |
| 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) | $18,827,000 | 4,088 |
| Total debt securities | $18,827,000 | 4,554 |
| Structured notes | ||
| Amortized cost | $3,300,000 | 722 |
| Fair value | $3,337,000 | 724 |
| 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 | $16,460,000 | 4,958 |
| U.S. Government securities | $12,734,000 | 4,817 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $12,734,000 | 4,722 |
| Securities issued by states & political subdivisions | $3,726,000 | 3,495 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,842,000 | 3,625 |
| Mortgage-backed securities | $3,431,000 | 4,188 |
| Certificates of participation in pools of residential mortgages | $2,199,000 | 4,107 |
| Issued or guaranteed by U.S. | $2,199,000 | 4,094 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,232,000 | 2,461 |
| CMOs issued by government agencies or sponsored agencies | $1,232,000 | 2,162 |
| 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) | $16,460,000 | 4,400 |
| Total debt securities | $16,461,000 | 4,912 |
| Structured notes | ||
| Amortized cost | $4,597,000 | 673 |
| Fair value | $4,623,000 | 669 |
| 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 | $15,305,000 | 5,154 |
| U.S. Government securities | $11,524,000 | 5,082 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $11,524,000 | 4,975 |
| Securities issued by states & political subdivisions | $3,781,000 | 3,478 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,732,000 | 3,635 |
| Mortgage-backed securities | $2,330,000 | 4,579 |
| Certificates of participation in pools of residential mortgages | $1,066,000 | 4,740 |
| Issued or guaranteed by U.S. | $1,066,000 | 4,725 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,264,000 | 2,422 |
| CMOs issued by government agencies or sponsored agencies | $1,264,000 | 2,136 |
| 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) | $15,305,000 | 4,572 |
| Total debt securities | $15,303,000 | 5,111 |
| Structured notes | ||
| Amortized cost | $4,843,000 | 675 |
| Fair value | $4,821,000 | 671 |
| 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 | $15,097,000 | 5,241 |
| U.S. Government securities | $11,148,000 | 5,169 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $11,148,000 | 5,046 |
| Securities issued by states & political subdivisions | $3,949,000 | 3,430 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,815,000 | 3,641 |
| Mortgage-backed securities | $1,923,000 | 4,748 |
| Certificates of participation in pools of residential mortgages | $575,000 | 5,186 |
| Issued or guaranteed by U.S. | $575,000 | 5,165 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,348,000 | 2,348 |
| CMOs issued by government agencies or sponsored agencies | $1,348,000 | 2,071 |
| 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) | $15,097,000 | 4,633 |
| Total debt securities | $15,098,000 | 5,194 |
| Structured notes | ||
| Amortized cost | $4,839,000 | 724 |
| Fair value | $4,836,000 | 725 |
| 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 | $13,505,000 | 5,528 |
| U.S. Government securities | $9,549,000 | 5,577 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $9,549,000 | 5,456 |
| Securities issued by states & political subdivisions | $3,956,000 | 3,442 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,843,000 | 3,614 |
| Mortgage-backed securities | $846,000 | 5,408 |
| Certificates of participation in pools of residential mortgages | $607,000 | 5,163 |
| Issued or guaranteed by U.S. | $607,000 | 5,143 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $239,000 | 3,139 |
| CMOs issued by government agencies or sponsored agencies | $239,000 | 2,850 |
| 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) | $13,505,000 | 4,920 |
| Total debt securities | $13,505,000 | 5,481 |
| Structured notes | ||
| Amortized cost | $4,834,000 | 769 |
| Fair value | $4,817,000 | 767 |
| 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 | $13,085,000 | 5,632 |
| U.S. Government securities | $9,110,000 | 5,721 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $9,110,000 | 5,601 |
| Securities issued by states & political subdivisions | $3,975,000 | 3,419 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,912,000 | 3,622 |
| Mortgage-backed securities | $927,000 | 5,355 |
| Certificates of participation in pools of residential mortgages | $666,000 | 5,122 |
| Issued or guaranteed by U.S. | $666,000 | 5,098 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $261,000 | 3,081 |
| CMOs issued by government agencies or sponsored agencies | $261,000 | 2,795 |
| 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) | $13,085,000 | 4,997 |
| Total debt securities | $13,085,000 | 5,582 |
| Structured notes | ||
| Amortized cost | $4,830,000 | 840 |
| Fair value | $4,803,000 | 835 |
| 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 | $13,025,000 | 5,687 |
| U.S. Government securities | $9,021,000 | 5,768 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $9,021,000 | 5,639 |
| Securities issued by states & political subdivisions | $4,004,000 | 3,399 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,833,000 | 3,626 |
| Mortgage-backed securities | $974,000 | 5,342 |
| Certificates of participation in pools of residential mortgages | $693,000 | 5,130 |
| Issued or guaranteed by U.S. | $693,000 | 5,107 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $281,000 | 3,060 |
| CMOs issued by government agencies or sponsored agencies | $281,000 | 2,758 |
| 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) | $13,025,000 | 5,029 |
| Total debt securities | $13,025,000 | 5,633 |
| Structured notes | ||
| Amortized cost | $4,825,000 | 901 |
| Fair value | $4,721,000 | 899 |
| 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 | $12,300,000 | 5,815 |
| U.S. Government securities | $9,189,000 | 5,797 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $9,189,000 | 5,656 |
| Securities issued by states & political subdivisions | $3,111,000 | 3,762 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,903,000 | 4,051 |
| Mortgage-backed securities | $1,292,000 | 5,161 |
| Certificates of participation in pools of residential mortgages | $987,000 | 4,900 |
| Issued or guaranteed by U.S. | $987,000 | 4,881 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $305,000 | 3,034 |
| CMOs issued by government agencies or sponsored agencies | $305,000 | 2,732 |
| 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) | $12,300,000 | 5,163 |
| Total debt securities | $12,301,000 | 5,759 |
| Structured notes | ||
| Amortized cost | $5,335,000 | 816 |
| Fair value | $5,260,000 | 815 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $10,464,000 | 6,224 |
| U.S. Government securities | $7,484,000 | 6,202 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $7,484,000 | 6,068 |
| Securities issued by states & political subdivisions | $2,980,000 | 3,840 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,992,000 | 4,012 |
| Mortgage-backed securities | $621,000 | 5,698 |
| Certificates of participation in pools of residential mortgages | $289,000 | 5,669 |
| Issued or guaranteed by U.S. | $289,000 | 5,642 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $332,000 | 3,022 |
| CMOs issued by government agencies or sponsored agencies | $332,000 | 2,732 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $10,464,000 | 5,516 |
| Total debt securities | $10,464,000 | 6,166 |
| Structured notes | ||
| Amortized cost | $4,762,000 | 927 |
| Fair value | $4,710,000 | 926 |
| 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 | $10,556,000 | 6,214 |
| U.S. Government securities | $7,805,000 | 6,123 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $7,805,000 | 5,990 |
| Securities issued by states & political subdivisions | $2,751,000 | 3,946 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,606,000 | 3,861 |
| Mortgage-backed securities | $709,000 | 5,657 |
| Certificates of participation in pools of residential mortgages | $347,000 | 5,623 |
| Issued or guaranteed by U.S. | $347,000 | 5,602 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $362,000 | 3,018 |
| CMOs issued by government agencies or sponsored agencies | $362,000 | 2,722 |
| 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) | $10,556,000 | 5,488 |
| Total debt securities | $10,557,000 | 6,150 |
| Structured notes | ||
| Amortized cost | $4,466,000 | 949 |
| Fair value | $4,437,000 | 945 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $9,244,000 | 6,522 |
| U.S. Government securities | $6,616,000 | 6,512 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,616,000 | 6,373 |
| Securities issued by states & political subdivisions | $2,628,000 | 3,982 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,751,000 | 3,832 |
| Mortgage-backed securities | $795,000 | 5,658 |
| Certificates of participation in pools of residential mortgages | $389,000 | 5,624 |
| Issued or guaranteed by U.S. | $389,000 | 5,597 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $406,000 | 3,017 |
| CMOs issued by government agencies or sponsored agencies | $406,000 | 2,734 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $9,244,000 | 5,783 |
| Total debt securities | $9,243,000 | 6,462 |
| Structured notes | ||
| Amortized cost | $3,143,000 | 1,202 |
| Fair value | $3,139,000 | 1,197 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $8,778,000 | 6,703 |
| U.S. Government securities | $5,564,000 | 6,904 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,564,000 | 6,752 |
| Securities issued by states & political subdivisions | $2,767,000 | 3,909 |
| Other domestic debt securities | $447,000 | 2,826 |
| Privately issued residential mortgage-backed securities | $447,000 | 914 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,259,000 | 4,211 |
| Mortgage-backed securities | $1,175,000 | 5,472 |
| Certificates of participation in pools of residential mortgages | $728,000 | 5,312 |
| Issued or guaranteed by U.S. | $728,000 | 5,296 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $447,000 | 3,030 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $447,000 | 847 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $8,778,000 | 5,957 |
| Total debt securities | $8,776,000 | 6,650 |
| Structured notes | ||
| Amortized cost | $2,645,000 | 1,343 |
| Fair value | $2,604,000 | 1,342 |
| 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 | $9,973,000 | 6,467 |
| U.S. Government securities | $6,672,000 | 6,555 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,672,000 | 6,412 |
| Securities issued by states & political subdivisions | $2,811,000 | 3,909 |
| Other domestic debt securities | $490,000 | 2,824 |
| Privately issued residential mortgage-backed securities | $490,000 | 879 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,119,000 | 4,556 |
| Mortgage-backed securities | $2,018,000 | 5,030 |
| Certificates of participation in pools of residential mortgages | $1,528,000 | 4,757 |
| Issued or guaranteed by U.S. | $1,528,000 | 4,742 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $490,000 | 3,029 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $490,000 | 812 |
| 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) | $9,973,000 | 5,707 |
| Total debt securities | $9,973,000 | 6,405 |
| Structured notes | ||
| Amortized cost | $2,893,000 | 1,277 |
| Fair value | $2,881,000 | 1,276 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $8,202,000 | 6,888 |
| U.S. Government securities | $5,363,000 | 7,025 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,363,000 | 6,866 |
| Securities issued by states & political subdivisions | $2,839,000 | 3,905 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,887,000 | 4,656 |
| Mortgage-backed securities | $2,200,000 | 4,990 |
| Certificates of participation in pools of residential mortgages | $1,655,000 | 4,717 |
| Issued or guaranteed by U.S. | $1,655,000 | 4,705 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $545,000 | 2,974 |
| CMOs issued by government agencies or sponsored agencies | $545,000 | 2,714 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $8,202,000 | 6,111 |
| Total debt securities | $8,202,000 | 6,825 |
| Structured notes | ||
| Amortized cost | $2,392,000 | 1,411 |
| Fair value | $2,392,000 | 1,411 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $8,911,000 | 6,811 |
| U.S. Government securities | $6,137,000 | 6,845 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $6,137,000 | 6,676 |
| Securities issued by states & political subdivisions | $2,774,000 | 3,922 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,096,000 | 4,217 |
| Mortgage-backed securities | $2,552,000 | 4,902 |
| Certificates of participation in pools of residential mortgages | $1,950,000 | 4,602 |
| Issued or guaranteed by U.S. | $1,950,000 | 4,587 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $602,000 | 2,980 |
| CMOs issued by government agencies or sponsored agencies | $602,000 | 2,729 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $8,911,000 | 6,060 |
| Total debt securities | $8,911,000 | 6,736 |
| Structured notes | ||
| Amortized cost | $2,883,000 | 1,281 |
| Fair value | $2,833,000 | 1,278 |
| 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 | $10,597,000 | 6,452 |
| U.S. Government securities | $7,708,000 | 6,314 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $7,708,000 | 6,159 |
| Securities issued by states & political subdivisions | $2,889,000 | 3,878 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,014,000 | 4,541 |
| Mortgage-backed securities | $3,438,000 | 4,583 |
| Certificates of participation in pools of residential mortgages | $2,720,000 | 4,252 |
| Issued or guaranteed by U.S. | $2,720,000 | 4,241 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $718,000 | 2,961 |
| CMOs issued by government agencies or sponsored agencies | $718,000 | 2,702 |
| 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) | $10,597,000 | 5,712 |
| Total debt securities | $10,597,000 | 6,365 |
| Structured notes | ||
| Amortized cost | $3,750,000 | 914 |
| Fair value | $3,768,000 | 913 |
| 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 | $13,258,000 | 5,943 |
| U.S. Government securities | $10,408,000 | 5,677 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $10,408,000 | 5,518 |
| Securities issued by states & political subdivisions | $2,850,000 | 3,926 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,960,000 | 5,356 |
| Mortgage-backed securities | $3,725,000 | 4,474 |
| Certificates of participation in pools of residential mortgages | $2,933,000 | 4,138 |
| Issued or guaranteed by U.S. | $2,933,000 | 4,125 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $792,000 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $792,000 | 2,797 |
| 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) | $13,258,000 | 5,193 |
| Total debt securities | $13,256,000 | 5,851 |
| Structured notes | ||
| Amortized cost | $4,730,000 | 664 |
| Fair value | $4,713,000 | 663 |
| 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 | $13,421,000 | 5,830 |
| U.S. Government securities | $10,532,000 | 5,491 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $10,532,000 | 5,334 |
| Securities issued by states & political subdivisions | $2,836,000 | 3,956 |
| Other domestic debt securities | $53,000 | 3,805 |
| Privately issued residential mortgage-backed securities | $53,000 | 1,076 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,966,000 | 5,333 |
| Mortgage-backed securities | $3,341,000 | 4,598 |
| Certificates of participation in pools of residential mortgages | $3,193,000 | 4,017 |
| Issued or guaranteed by U.S. | $3,193,000 | 4,003 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $148,000 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $95,000 | 3,608 |
| Privately issued | $53,000 | 936 |
| 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) | $13,421,000 | 5,112 |
| Total debt securities | $13,421,000 | 5,741 |
| Structured notes | ||
| Amortized cost | $4,751,000 | 546 |
| Fair value | $4,743,000 | 542 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $12,278,000 | 6,007 |
| U.S. Government securities | $9,057,000 | 5,793 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $9,057,000 | 5,607 |
| Securities issued by states & political subdivisions | $2,559,000 | 4,051 |
| Other domestic debt securities | $662,000 | 3,063 |
| Privately issued residential mortgage-backed securities | $662,000 | 762 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $759,000 | 6,737 |
| Mortgage-backed securities | $3,679,000 | 4,548 |
| Certificates of participation in pools of residential mortgages | $2,905,000 | 4,194 |
| Issued or guaranteed by U.S. | $2,905,000 | 4,180 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $774,000 | 3,208 |
| CMOs issued by government agencies or sponsored agencies | $112,000 | 3,757 |
| Privately issued | $662,000 | 676 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $12,278,000 | 5,276 |
| Total debt securities | $12,278,000 | 5,911 |
| Structured notes | ||
| Amortized cost | $4,998,000 | 404 |
| Fair value | $5,036,000 | 397 |
| 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 | $11,085,000 | 6,277 |
| U.S. Government securities | $7,213,000 | 6,387 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $7,213,000 | 6,209 |
| Securities issued by states & political subdivisions | $2,495,000 | 4,014 |
| Other domestic debt securities | $1,377,000 | 2,523 |
| Privately issued residential mortgage-backed securities | $1,377,000 | 614 |
| 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 | $761,000 | 6,760 |
| Mortgage-backed securities | $3,058,000 | 4,856 |
| Certificates of participation in pools of residential mortgages | $1,549,000 | 4,941 |
| Issued or guaranteed by U.S. | $1,549,000 | 4,926 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,509,000 | 2,828 |
| CMOs issued by government agencies or sponsored agencies | $132,000 | 3,821 |
| Privately issued | $1,377,000 | 547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $11,085,000 | 5,502 |
| Total debt securities | $11,085,000 | 6,192 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 408 |
| Fair value | $3,536,000 | 409 |
| 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 | $9,713,000 | 6,578 |
| U.S. Government securities | $5,993,000 | 6,822 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $5,993,000 | 6,617 |
| Securities issued by states & political subdivisions | $2,491,000 | 4,000 |
| Other domestic debt securities | $1,229,000 | 2,643 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,229,000 | 247 |
| 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 | $1,464,000 | 6,258 |
| Mortgage-backed securities | $1,096,000 | 5,837 |
| Certificates of participation in pools of residential mortgages | $922,000 | 5,427 |
| Issued or guaranteed by U.S. | $922,000 | 5,408 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $174,000 | 3,991 |
| CMOs issued by government agencies or sponsored agencies | $174,000 | 3,818 |
| 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) | $9,713,000 | 5,785 |
| Total debt securities | $9,712,000 | 6,474 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 337 |
| Fair value | $3,044,000 | 347 |
| 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 | $12,804,000 | 5,832 |
| U.S. Government securities | $11,052,000 | 5,238 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $11,052,000 | 5,020 |
| Securities issued by states & political subdivisions | $1,249,000 | 4,979 |
| Other domestic debt securities | $503,000 | 3,381 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $503,000 | 380 |
| 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 | $2,755,000 | 5,491 |
| Mortgage-backed securities | $6,294,000 | 3,640 |
| Certificates of participation in pools of residential mortgages | $2,091,000 | 4,415 |
| Issued or guaranteed by U.S. | $2,091,000 | 4,397 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $4,203,000 | 2,047 |
| CMOs issued by government agencies or sponsored agencies | $4,203,000 | 1,918 |
| 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) | $12,804,000 | 4,988 |
| Total debt securities | $12,804,000 | 5,736 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $12,202,000 | 6,192 |
| U.S. Government securities | $11,079,000 | 5,515 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $11,079,000 | 5,187 |
| Securities issued by states & political subdivisions | $723,000 | 5,737 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $400,000 | 4,313 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,247,000 | 5,547 |
| Mortgage-backed securities | $2,297,000 | 4,592 |
| Certificates of participation in pools of residential mortgages | $1,637,000 | 4,238 |
| Issued or guaranteed by U.S. | $1,637,000 | 4,212 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $660,000 | 3,165 |
| CMOs issued by government agencies or sponsored agencies | $660,000 | 3,004 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $12,202,000 | 5,179 |
| Total debt securities | $11,802,000 | 6,161 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $8,452,000 | 7,512 |
| U.S. Government securities | $8,177,000 | 6,716 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $8,177,000 | 6,178 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $275,000 | 5,046 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $1,451,000 | 5,473 |
| Certificates of participation in pools of residential mortgages | $1,043,000 | 4,985 |
| Issued or guaranteed by U.S. | $1,043,000 | 4,972 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $408,000 | 3,676 |
| CMOs issued by government agencies or sponsored agencies | $408,000 | 3,512 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $8,452,000 | 6,299 |
| Total debt securities | $8,177,000 | 7,470 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $7,181,000 | 7,969 |
| U.S. Government securities | $6,956,000 | 7,168 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $6,956,000 | 6,334 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $225,000 | 5,207 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $253,000 | 8,065 |
| Mortgage-backed securities | $3,203,000 | 4,631 |
| Certificates of participation in pools of residential mortgages | $1,218,000 | 5,032 |
| Issued or guaranteed by U.S. | $1,218,000 | 5,017 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,985,000 | 2,646 |
| CMOs issued by government agencies or sponsored agencies | $1,985,000 | 2,517 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $7,181,000 | 6,617 |
| Total debt securities | $6,956,000 | 7,914 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $4,178,000 | 9,533 |
| U.S. Government securities | $4,053,000 | 9,042 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $4,053,000 | 7,782 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $125,000 | 6,121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $4,178,000 | 7,813 |
| Total debt securities | $4,053,000 | 9,473 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,789 |
| Fair value | $498,000 | 1,976 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |