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Sunset Bank & Savings, Securities
| 2021-03-31 | Rank | |
| Total securities | $8,166,000 | 4,209 |
| U.S. Government securities | $4,224,000 | 3,991 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $4,224,000 | 3,819 |
| Securities issued by states & political subdivisions | $3,692,000 | 3,377 |
| Other domestic debt securities | $250,000 | 2,067 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $250,000 | 1,663 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $3,791,000 | 3,327 |
| Certificates of participation in pools of residential mortgages | $1,815,000 | 3,318 |
| Issued or guaranteed by U.S. | $1,815,000 | 3,226 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,976,000 | 2,013 |
| CMOs issued by government agencies or sponsored agencies | $1,976,000 | 1,961 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $8,166,000 | 3,975 |
| Total debt securities | $8,159,000 | 4,186 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $8,644,000 | 4,132 |
| U.S. Government securities | $4,688,000 | 3,830 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $4,688,000 | 3,686 |
| Securities issued by states & political subdivisions | $3,706,000 | 3,372 |
| Other domestic debt securities | $250,000 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $250,000 | 1,602 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $4,203,000 | 3,253 |
| Certificates of participation in pools of residential mortgages | $2,002,000 | 3,252 |
| Issued or guaranteed by U.S. | $2,002,000 | 3,170 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $2,201,000 | 1,982 |
| CMOs issued by government agencies or sponsored agencies | $2,201,000 | 1,933 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $8,644,000 | 3,885 |
| Total debt securities | $8,645,000 | 4,105 |
| 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 | $9,331,000 | 4,053 |
| U.S. Government securities | $5,209,000 | 3,782 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $5,209,000 | 3,626 |
| Securities issued by states & political subdivisions | $3,872,000 | 3,281 |
| Other domestic debt securities | $250,000 | 1,982 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $250,000 | 1,576 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $4,722,000 | 3,184 |
| Certificates of participation in pools of residential mortgages | $2,237,000 | 3,181 |
| Issued or guaranteed by U.S. | $2,237,000 | 3,091 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,485,000 | 1,947 |
| CMOs issued by government agencies or sponsored agencies | $2,485,000 | 1,896 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $9,331,000 | 3,814 |
| Total debt securities | $9,332,000 | 4,031 |
| 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 | $9,999,000 | 3,997 |
| U.S. Government securities | $5,666,000 | 3,748 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $5,666,000 | 3,583 |
| Securities issued by states & political subdivisions | $4,083,000 | 3,196 |
| Other domestic debt securities | $250,000 | 1,924 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $250,000 | 1,530 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $5,146,000 | 3,134 |
| Certificates of participation in pools of residential mortgages | $2,402,000 | 3,138 |
| Issued or guaranteed by U.S. | $2,402,000 | 3,052 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,744,000 | 1,919 |
| CMOs issued by government agencies or sponsored agencies | $2,744,000 | 1,873 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $9,999,000 | 3,757 |
| Total debt securities | $9,999,000 | 3,974 |
| 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 | $10,809,000 | 3,952 |
| U.S. Government securities | $5,943,000 | 3,767 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $5,943,000 | 3,590 |
| Securities issued by states & political subdivisions | $4,616,000 | 3,053 |
| Other domestic debt securities | $250,000 | 1,852 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $250,000 | 1,436 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $5,432,000 | 3,107 |
| Certificates of participation in pools of residential mortgages | $2,544,000 | 3,116 |
| Issued or guaranteed by U.S. | $2,544,000 | 3,021 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $2,888,000 | 1,915 |
| CMOs issued by government agencies or sponsored agencies | $2,888,000 | 1,870 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $10,809,000 | 3,703 |
| Total debt securities | $10,809,000 | 3,928 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $11,048,000 | 3,983 |
| U.S. Government securities | $6,168,000 | 3,824 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $6,168,000 | 3,665 |
| Securities issued by states & political subdivisions | $4,630,000 | 3,057 |
| Other domestic debt securities | $250,000 | 1,831 |
| 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 | $250,000 | 1,420 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $5,600,000 | 3,065 |
| Certificates of participation in pools of residential mortgages | $2,630,000 | 3,074 |
| Issued or guaranteed by U.S. | $2,630,000 | 2,984 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,970,000 | 1,908 |
| CMOs issued by government agencies or sponsored agencies | $2,970,000 | 1,861 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $11,048,000 | 3,735 |
| Total debt securities | $11,048,000 | 3,960 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $9,584,000 | 4,180 |
| U.S. Government securities | $4,698,000 | 4,077 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $4,698,000 | 3,918 |
| Securities issued by states & political subdivisions | $4,636,000 | 3,074 |
| Other domestic debt securities | $250,000 | 1,872 |
| 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 | $250,000 | 1,422 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $4,120,000 | 3,278 |
| Certificates of participation in pools of residential mortgages | $2,036,000 | 3,231 |
| Issued or guaranteed by U.S. | $2,036,000 | 3,127 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,084,000 | 2,100 |
| CMOs issued by government agencies or sponsored agencies | $2,084,000 | 2,053 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $9,584,000 | 3,920 |
| Total debt securities | $9,584,000 | 4,152 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $10,156,000 | 4,186 |
| U.S. Government securities | $4,963,000 | 4,119 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $4,963,000 | 3,958 |
| Securities issued by states & political subdivisions | $4,943,000 | 3,085 |
| Other domestic debt securities | $250,000 | 1,862 |
| 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 | $250,000 | 1,446 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $4,335,000 | 3,227 |
| Certificates of participation in pools of residential mortgages | $2,159,000 | 3,198 |
| Issued or guaranteed by U.S. | $2,159,000 | 3,111 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,176,000 | 2,053 |
| CMOs issued by government agencies or sponsored agencies | $2,176,000 | 2,005 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $10,156,000 | 3,920 |
| Total debt securities | $10,157,000 | 4,165 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $10,429,000 | 4,222 |
| U.S. Government securities | $5,107,000 | 4,152 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $5,107,000 | 3,995 |
| Securities issued by states & political subdivisions | $5,072,000 | 3,123 |
| Other domestic debt securities | $250,000 | 1,863 |
| 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 | $250,000 | 1,446 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $4,492,000 | 3,225 |
| Certificates of participation in pools of residential mortgages | $2,245,000 | 3,195 |
| Issued or guaranteed by U.S. | $2,245,000 | 3,104 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,247,000 | 2,038 |
| CMOs issued by government agencies or sponsored agencies | $2,247,000 | 1,989 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $10,429,000 | 3,953 |
| Total debt securities | $10,428,000 | 4,201 |
| 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 | $10,865,000 | 4,231 |
| U.S. Government securities | $5,261,000 | 4,168 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $5,261,000 | 4,021 |
| Securities issued by states & political subdivisions | $5,354,000 | 3,131 |
| Other domestic debt securities | $250,000 | 1,851 |
| 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 | $250,000 | 1,449 |
| 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 | $0 | 4,567 |
| Mortgage-backed securities | $4,609,000 | 3,219 |
| Certificates of participation in pools of residential mortgages | $2,303,000 | 3,199 |
| Issued or guaranteed by U.S. | $2,303,000 | 3,127 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,306,000 | 2,022 |
| CMOs issued by government agencies or sponsored agencies | $2,306,000 | 1,972 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $10,865,000 | 3,957 |
| Total debt securities | $10,865,000 | 4,208 |
| 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 | $10,987,000 | 4,271 |
| U.S. Government securities | $5,385,000 | 4,203 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $5,385,000 | 4,058 |
| Securities issued by states & political subdivisions | $5,350,000 | 3,163 |
| Other domestic debt securities | $252,000 | 1,816 |
| Privately issued residential mortgage-backed securities | $2,000 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $250,000 | 1,455 |
| 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 | $0 | 4,627 |
| Mortgage-backed securities | $4,747,000 | 3,227 |
| Certificates of participation in pools of residential mortgages | $2,375,000 | 3,228 |
| Issued or guaranteed by U.S. | $2,375,000 | 3,200 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,372,000 | 1,998 |
| CMOs issued by government agencies or sponsored agencies | $2,370,000 | 1,947 |
| Privately issued | $2,000 | 498 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $10,987,000 | 3,993 |
| Total debt securities | $10,987,000 | 4,249 |
| 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 | $13,318,000 | 4,114 |
| U.S. Government securities | $5,684,000 | 4,188 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $5,684,000 | 4,040 |
| Securities issued by states & political subdivisions | $7,380,000 | 2,901 |
| Other domestic debt securities | $254,000 | 2,008 |
| Privately issued residential mortgage-backed securities | $4,000 | 892 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $250,000 | 1,458 |
| 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 | $0 | 4,680 |
| Mortgage-backed securities | $5,005,000 | 3,225 |
| Certificates of participation in pools of residential mortgages | $2,501,000 | 3,242 |
| Issued or guaranteed by U.S. | $2,501,000 | 3,082 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $2,504,000 | 1,974 |
| CMOs issued by government agencies or sponsored agencies | $2,500,000 | 1,925 |
| Privately issued | $4,000 | 518 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $13,318,000 | 3,833 |
| Total debt securities | $13,317,000 | 4,091 |
| 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 | $15,319,000 | 4,001 |
| U.S. Government securities | $6,695,000 | 4,109 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $6,695,000 | 3,969 |
| Securities issued by states & political subdivisions | $7,958,000 | 2,867 |
| Other domestic debt securities | $666,000 | 1,624 |
| Privately issued residential mortgage-backed securities | $8,000 | 558 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $658,000 | 1,312 |
| 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 | $0 | 4,746 |
| Mortgage-backed securities | $6,017,000 | 3,100 |
| Certificates of participation in pools of residential mortgages | $3,018,000 | 3,150 |
| Issued or guaranteed by U.S. | $3,018,000 | 3,144 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,999,000 | 1,882 |
| CMOs issued by government agencies or sponsored agencies | $2,991,000 | 1,825 |
| Privately issued | $8,000 | 518 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $15,319,000 | 3,723 |
| Total debt securities | $15,319,000 | 3,980 |
| 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 | $16,271,000 | 4,006 |
| U.S. Government securities | $7,150,000 | 4,081 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $7,150,000 | 3,943 |
| Securities issued by states & political subdivisions | $8,450,000 | 2,861 |
| Other domestic debt securities | $671,000 | 1,630 |
| Privately issued residential mortgage-backed securities | $11,000 | 559 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $660,000 | 1,333 |
| 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 | $0 | 4,818 |
| Mortgage-backed securities | $6,423,000 | 3,070 |
| Certificates of participation in pools of residential mortgages | $3,226,000 | 3,147 |
| Issued or guaranteed by U.S. | $3,226,000 | 3,141 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $3,197,000 | 1,842 |
| CMOs issued by government agencies or sponsored agencies | $3,186,000 | 1,782 |
| Privately issued | $11,000 | 526 |
| 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) | $16,271,000 | 3,723 |
| Total debt securities | $16,271,000 | 3,983 |
| 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 | $17,128,000 | 3,972 |
| U.S. Government securities | $7,550,000 | 4,074 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $7,550,000 | 3,937 |
| Securities issued by states & political subdivisions | $8,899,000 | 2,849 |
| Other domestic debt securities | $679,000 | 1,645 |
| Privately issued residential mortgage-backed securities | $17,000 | 558 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $662,000 | 1,360 |
| 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 | $0 | 4,886 |
| Mortgage-backed securities | $6,824,000 | 3,050 |
| Certificates of participation in pools of residential mortgages | $3,414,000 | 3,162 |
| Issued or guaranteed by U.S. | $3,414,000 | 3,158 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $3,410,000 | 1,822 |
| CMOs issued by government agencies or sponsored agencies | $3,393,000 | 1,768 |
| Privately issued | $17,000 | 523 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $17,128,000 | 3,681 |
| Total debt securities | $17,129,000 | 3,947 |
| 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 | $17,552,000 | 4,000 |
| U.S. Government securities | $7,950,000 | 4,073 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $7,950,000 | 3,941 |
| Securities issued by states & political subdivisions | $8,930,000 | 2,865 |
| Other domestic debt securities | $672,000 | 1,676 |
| Privately issued residential mortgage-backed securities | $22,000 | 572 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $650,000 | 1,389 |
| 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 | $0 | 4,931 |
| Mortgage-backed securities | $7,187,000 | 3,050 |
| Certificates of participation in pools of residential mortgages | $3,582,000 | 3,166 |
| Issued or guaranteed by U.S. | $3,582,000 | 3,162 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,605,000 | 1,824 |
| CMOs issued by government agencies or sponsored agencies | $3,583,000 | 1,766 |
| Privately issued | $22,000 | 537 |
| 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) | $17,552,000 | 3,698 |
| Total debt securities | $17,553,000 | 3,974 |
| 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 | $18,422,000 | 3,969 |
| U.S. Government securities | $8,272,000 | 4,085 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $8,272,000 | 3,945 |
| Securities issued by states & political subdivisions | $9,130,000 | 2,877 |
| Other domestic debt securities | $1,020,000 | 1,544 |
| Privately issued residential mortgage-backed securities | $67,000 | 549 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $953,000 | 1,340 |
| 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 | $0 | 4,985 |
| Mortgage-backed securities | $7,559,000 | 3,045 |
| Certificates of participation in pools of residential mortgages | $3,738,000 | 3,201 |
| Issued or guaranteed by U.S. | $3,738,000 | 3,198 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,821,000 | 1,797 |
| CMOs issued by government agencies or sponsored agencies | $3,754,000 | 1,744 |
| Privately issued | $67,000 | 518 |
| 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) | $18,422,000 | 3,659 |
| Total debt securities | $18,422,000 | 3,942 |
| 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 | $19,157,000 | 3,922 |
| U.S. Government securities | $8,363,000 | 4,051 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $8,363,000 | 3,917 |
| Securities issued by states & political subdivisions | $9,136,000 | 2,907 |
| Other domestic debt securities | $1,658,000 | 1,368 |
| Privately issued residential mortgage-backed securities | $80,000 | 561 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $1,578,000 | 1,111 |
| 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 | $0 | 5,033 |
| Mortgage-backed securities | $7,622,000 | 3,044 |
| Certificates of participation in pools of residential mortgages | $3,865,000 | 3,192 |
| Issued or guaranteed by U.S. | $3,865,000 | 3,188 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,757,000 | 1,775 |
| CMOs issued by government agencies or sponsored agencies | $3,677,000 | 1,723 |
| Privately issued | $80,000 | 529 |
| 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) | $19,157,000 | 3,613 |
| Total debt securities | $19,158,000 | 3,896 |
| 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 | $20,131,000 | 3,862 |
| U.S. Government securities | $9,096,000 | 3,972 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $9,096,000 | 3,845 |
| Securities issued by states & political subdivisions | $9,368,000 | 2,892 |
| Other domestic debt securities | $1,667,000 | 1,365 |
| Privately issued residential mortgage-backed securities | $89,000 | 560 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $1,578,000 | 1,108 |
| 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 | $0 | 5,116 |
| Mortgage-backed securities | $8,330,000 | 2,967 |
| Certificates of participation in pools of residential mortgages | $4,238,000 | 3,144 |
| Issued or guaranteed by U.S. | $4,238,000 | 3,143 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,092,000 | 1,734 |
| CMOs issued by government agencies or sponsored agencies | $4,003,000 | 1,677 |
| Privately issued | $89,000 | 530 |
| 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) | $20,131,000 | 3,546 |
| Total debt securities | $20,131,000 | 3,838 |
| 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 | $24,043,000 | 3,648 |
| U.S. Government securities | $9,883,000 | 3,968 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $9,883,000 | 3,847 |
| Securities issued by states & political subdivisions | $9,402,000 | 2,871 |
| Other domestic debt securities | $4,758,000 | 902 |
| Privately issued residential mortgage-backed securities | $108,000 | 570 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,650,000 | 675 |
| 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 | $0 | 5,199 |
| Mortgage-backed securities | $8,816,000 | 2,951 |
| Certificates of participation in pools of residential mortgages | $4,479,000 | 3,137 |
| Issued or guaranteed by U.S. | $4,479,000 | 3,134 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,337,000 | 1,713 |
| CMOs issued by government agencies or sponsored agencies | $4,229,000 | 1,667 |
| Privately issued | $108,000 | 537 |
| 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) | $24,043,000 | 3,353 |
| Total debt securities | $24,043,000 | 3,621 |
| 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 | $25,658,000 | 3,594 |
| U.S. Government securities | $10,289,000 | 4,020 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $10,289,000 | 3,900 |
| Securities issued by states & political subdivisions | $9,632,000 | 2,841 |
| Other domestic debt securities | $5,737,000 | 815 |
| Privately issued residential mortgage-backed securities | $125,000 | 562 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $5,612,000 | 611 |
| 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 | $0 | 5,255 |
| Mortgage-backed securities | $9,244,000 | 2,925 |
| Certificates of participation in pools of residential mortgages | $4,685,000 | 3,114 |
| Issued or guaranteed by U.S. | $4,685,000 | 3,113 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,559,000 | 1,687 |
| CMOs issued by government agencies or sponsored agencies | $4,434,000 | 1,642 |
| Privately issued | $125,000 | 533 |
| 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) | $25,658,000 | 3,301 |
| Total debt securities | $25,658,000 | 3,570 |
| 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 | $28,245,000 | 3,470 |
| U.S. Government securities | $9,265,000 | 4,209 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,265,000 | 4,076 |
| Securities issued by states & political subdivisions | $11,057,000 | 2,684 |
| Other domestic debt securities | $7,923,000 | 671 |
| Privately issued residential mortgage-backed securities | $144,000 | 558 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $7,779,000 | 494 |
| 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 | $0 | 5,301 |
| Mortgage-backed securities | $7,452,000 | 3,146 |
| Certificates of participation in pools of residential mortgages | $4,407,000 | 3,160 |
| Issued or guaranteed by U.S. | $4,407,000 | 3,158 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,045,000 | 1,972 |
| CMOs issued by government agencies or sponsored agencies | $2,901,000 | 1,939 |
| Privately issued | $144,000 | 531 |
| 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) | $28,245,000 | 3,181 |
| Total debt securities | $28,245,000 | 3,444 |
| Structured notes | ||
| Amortized cost | $350,000 | 1,422 |
| Fair value | $350,000 | 1,424 |
| 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 | $29,443,000 | 3,463 |
| U.S. Government securities | $9,436,000 | 4,264 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $9,436,000 | 4,149 |
| Securities issued by states & political subdivisions | $14,139,000 | 2,363 |
| Other domestic debt securities | $5,868,000 | 809 |
| Privately issued residential mortgage-backed securities | $164,000 | 556 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $5,704,000 | 607 |
| 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 | $0 | 5,371 |
| Mortgage-backed securities | $7,353,000 | 3,208 |
| Certificates of participation in pools of residential mortgages | $4,074,000 | 3,282 |
| Issued or guaranteed by U.S. | $4,074,000 | 3,278 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $3,279,000 | 1,948 |
| CMOs issued by government agencies or sponsored agencies | $3,115,000 | 1,925 |
| Privately issued | $164,000 | 528 |
| 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) | $29,443,000 | 3,162 |
| Total debt securities | $29,446,000 | 3,433 |
| Structured notes | ||
| Amortized cost | $350,000 | 1,595 |
| Fair value | $347,000 | 1,598 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $28,397,000 | 3,580 |
| U.S. Government securities | $10,286,000 | 4,270 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $10,286,000 | 4,156 |
| Securities issued by states & political subdivisions | $15,226,000 | 2,248 |
| Other domestic debt securities | $2,885,000 | 1,140 |
| Privately issued residential mortgage-backed securities | $181,000 | 568 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $2,704,000 | 906 |
| 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 | $0 | 5,428 |
| Mortgage-backed securities | $7,748,000 | 3,226 |
| Certificates of participation in pools of residential mortgages | $4,249,000 | 3,328 |
| Issued or guaranteed by U.S. | $4,249,000 | 3,326 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,499,000 | 1,962 |
| CMOs issued by government agencies or sponsored agencies | $3,318,000 | 1,935 |
| Privately issued | $181,000 | 540 |
| 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) | $28,397,000 | 3,277 |
| Total debt securities | $28,398,000 | 3,554 |
| Structured notes | ||
| Amortized cost | $350,000 | 1,746 |
| Fair value | $344,000 | 1,755 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $30,787,000 | 3,480 |
| U.S. Government securities | $10,835,000 | 4,267 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $10,835,000 | 4,145 |
| Securities issued by states & political subdivisions | $15,532,000 | 2,195 |
| Other domestic debt securities | $4,420,000 | 942 |
| Privately issued residential mortgage-backed securities | $217,000 | 590 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $4,203,000 | 708 |
| 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 | $0 | 5,487 |
| Mortgage-backed securities | $8,311,000 | 3,209 |
| Certificates of participation in pools of residential mortgages | $4,503,000 | 3,335 |
| Issued or guaranteed by U.S. | $4,503,000 | 3,333 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,808,000 | 1,956 |
| CMOs issued by government agencies or sponsored agencies | $3,591,000 | 1,925 |
| Privately issued | $217,000 | 559 |
| 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) | $30,787,000 | 3,174 |
| Total debt securities | $30,787,000 | 3,449 |
| Structured notes | ||
| Amortized cost | $850,000 | 1,538 |
| Fair value | $844,000 | 1,544 |
| 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 | $33,447,000 | 3,340 |
| U.S. Government securities | $11,112,000 | 4,295 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $11,112,000 | 4,182 |
| Securities issued by states & political subdivisions | $15,891,000 | 2,175 |
| Other domestic debt securities | $6,444,000 | 758 |
| Privately issued residential mortgage-backed securities | $237,000 | 578 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $6,207,000 | 557 |
| 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 | $0 | 5,563 |
| Mortgage-backed securities | $8,621,000 | 3,208 |
| Certificates of participation in pools of residential mortgages | $4,622,000 | 3,376 |
| Issued or guaranteed by U.S. | $4,622,000 | 3,371 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,999,000 | 1,957 |
| CMOs issued by government agencies or sponsored agencies | $3,762,000 | 1,932 |
| Privately issued | $237,000 | 548 |
| 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) | $33,447,000 | 3,056 |
| Total debt securities | $33,449,000 | 3,317 |
| Structured notes | ||
| Amortized cost | $850,000 | 1,626 |
| Fair value | $838,000 | 1,631 |
| 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 | $27,804,000 | 3,773 |
| U.S. Government securities | $11,433,000 | 4,365 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $11,433,000 | 4,256 |
| Securities issued by states & political subdivisions | $12,401,000 | 2,565 |
| Other domestic debt securities | $3,970,000 | 1,024 |
| Privately issued residential mortgage-backed securities | $264,000 | 605 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $3,706,000 | 786 |
| 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 | $0 | 5,639 |
| Mortgage-backed securities | $8,984,000 | 3,255 |
| Certificates of participation in pools of residential mortgages | $4,751,000 | 3,423 |
| Issued or guaranteed by U.S. | $4,751,000 | 3,421 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,233,000 | 1,944 |
| CMOs issued by government agencies or sponsored agencies | $3,969,000 | 1,911 |
| Privately issued | $264,000 | 578 |
| 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) | $27,804,000 | 3,445 |
| Total debt securities | $27,805,000 | 3,748 |
| Structured notes | ||
| Amortized cost | $850,000 | 1,732 |
| Fair value | $835,000 | 1,735 |
| 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 | $30,852,000 | 3,630 |
| U.S. Government securities | $14,131,000 | 4,094 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $14,131,000 | 3,977 |
| Securities issued by states & political subdivisions | $12,386,000 | 2,564 |
| Other domestic debt securities | $4,335,000 | 999 |
| Privately issued residential mortgage-backed securities | $341,000 | 570 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $3,994,000 | 771 |
| 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 | $0 | 5,698 |
| Mortgage-backed securities | $11,731,000 | 2,981 |
| Certificates of participation in pools of residential mortgages | $6,744,000 | 3,116 |
| Issued or guaranteed by U.S. | $6,744,000 | 3,115 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,987,000 | 1,849 |
| CMOs issued by government agencies or sponsored agencies | $4,646,000 | 1,830 |
| Privately issued | $341,000 | 545 |
| 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) | $30,852,000 | 3,310 |
| Total debt securities | $30,851,000 | 3,600 |
| Structured notes | ||
| Amortized cost | $850,000 | 1,770 |
| Fair value | $835,000 | 1,770 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $31,881,000 | 3,584 |
| U.S. Government securities | $14,814,000 | 4,035 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $14,814,000 | 3,933 |
| Securities issued by states & political subdivisions | $12,678,000 | 2,539 |
| Other domestic debt securities | $4,389,000 | 1,037 |
| Privately issued residential mortgage-backed securities | $379,000 | 581 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $4,010,000 | 802 |
| 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 | $0 | 5,749 |
| Mortgage-backed securities | $12,227,000 | 2,952 |
| Certificates of participation in pools of residential mortgages | $6,388,000 | 3,187 |
| Issued or guaranteed by U.S. | $6,388,000 | 3,186 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $5,839,000 | 1,737 |
| CMOs issued by government agencies or sponsored agencies | $5,460,000 | 1,700 |
| Privately issued | $379,000 | 556 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $31,881,000 | 3,270 |
| Total debt securities | $31,880,000 | 3,557 |
| Structured notes | ||
| Amortized cost | $850,000 | 1,804 |
| Fair value | $828,000 | 1,806 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $30,800,000 | 3,640 |
| U.S. Government securities | $11,467,000 | 4,456 |
| U.S. Treasury securities | $454,000 | 1,014 |
| U.S. Government agency obligations | $11,013,000 | 4,418 |
| Securities issued by states & political subdivisions | $14,093,000 | 2,386 |
| Other domestic debt securities | $5,240,000 | 952 |
| Privately issued residential mortgage-backed securities | $420,000 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $4,820,000 | 739 |
| 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 | $0 | 5,833 |
| Mortgage-backed securities | $9,481,000 | 3,261 |
| Certificates of participation in pools of residential mortgages | $3,338,000 | 3,877 |
| Issued or guaranteed by U.S. | $3,338,000 | 3,872 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $6,143,000 | 1,710 |
| CMOs issued by government agencies or sponsored agencies | $5,723,000 | 1,679 |
| Privately issued | $420,000 | 571 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $30,800,000 | 3,339 |
| Total debt securities | $30,801,000 | 3,612 |
| Structured notes | ||
| Amortized cost | $850,000 | 1,802 |
| Fair value | $834,000 | 1,802 |
| 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 | $31,087,000 | 3,645 |
| U.S. Government securities | $11,969,000 | 4,420 |
| U.S. Treasury securities | $458,000 | 1,010 |
| U.S. Government agency obligations | $11,511,000 | 4,385 |
| Securities issued by states & political subdivisions | $12,938,000 | 2,497 |
| Other domestic debt securities | $6,180,000 | 898 |
| Privately issued residential mortgage-backed securities | $480,000 | 616 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $5,700,000 | 671 |
| 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 | $0 | 5,888 |
| Mortgage-backed securities | $10,040,000 | 3,215 |
| Certificates of participation in pools of residential mortgages | $3,486,000 | 3,862 |
| Issued or guaranteed by U.S. | $3,486,000 | 3,856 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $6,554,000 | 1,677 |
| CMOs issued by government agencies or sponsored agencies | $6,074,000 | 1,657 |
| Privately issued | $480,000 | 589 |
| 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) | $31,087,000 | 3,345 |
| Total debt securities | $31,087,000 | 3,615 |
| Structured notes | ||
| Amortized cost | $850,000 | 1,796 |
| Fair value | $840,000 | 1,798 |
| 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 | $27,056,000 | 3,911 |
| U.S. Government securities | $11,142,000 | 4,509 |
| U.S. Treasury securities | $966,000 | 875 |
| U.S. Government agency obligations | $10,176,000 | 4,539 |
| Securities issued by states & political subdivisions | $11,208,000 | 2,708 |
| Other domestic debt securities | $4,706,000 | 1,081 |
| Privately issued residential mortgage-backed securities | $596,000 | 604 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $4,110,000 | 841 |
| 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 | $0 | 5,912 |
| Mortgage-backed securities | $8,802,000 | 3,382 |
| Certificates of participation in pools of residential mortgages | $1,635,000 | 4,392 |
| Issued or guaranteed by U.S. | $1,635,000 | 4,389 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,167,000 | 1,647 |
| CMOs issued by government agencies or sponsored agencies | $6,571,000 | 1,621 |
| Privately issued | $596,000 | 579 |
| 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) | $27,056,000 | 3,600 |
| Total debt securities | $27,056,000 | 3,882 |
| Structured notes | ||
| Amortized cost | $350,000 | 2,137 |
| Fair value | $341,000 | 2,145 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $28,008,000 | 3,841 |
| U.S. Government securities | $9,639,000 | 4,779 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $9,639,000 | 4,678 |
| Securities issued by states & political subdivisions | $13,924,000 | 2,380 |
| Other domestic debt securities | $4,445,000 | 1,116 |
| Privately issued residential mortgage-backed securities | $747,000 | 589 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $3,698,000 | 870 |
| 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 | $0 | 5,985 |
| Mortgage-backed securities | $7,668,000 | 3,611 |
| Certificates of participation in pools of residential mortgages | $1,807,000 | 4,364 |
| Issued or guaranteed by U.S. | $1,807,000 | 4,361 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,861,000 | 1,868 |
| CMOs issued by government agencies or sponsored agencies | $5,114,000 | 1,864 |
| Privately issued | $747,000 | 568 |
| 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) | $28,008,000 | 3,568 |
| Total debt securities | $28,008,000 | 3,813 |
| Structured notes | ||
| Amortized cost | $350,000 | 2,185 |
| Fair value | $349,000 | 2,188 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $28,981,000 | 3,752 |
| U.S. Government securities | $9,842,000 | 4,721 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $9,842,000 | 4,624 |
| Securities issued by states & political subdivisions | $14,506,000 | 2,269 |
| Other domestic debt securities | $4,633,000 | 1,062 |
| Privately issued residential mortgage-backed securities | $983,000 | 575 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $3,650,000 | 851 |
| 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 | $0 | 6,039 |
| Mortgage-backed securities | $8,361,000 | 3,528 |
| Certificates of participation in pools of residential mortgages | $2,003,000 | 4,318 |
| Issued or guaranteed by U.S. | $2,003,000 | 4,317 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $6,358,000 | 1,847 |
| CMOs issued by government agencies or sponsored agencies | $5,375,000 | 1,893 |
| Privately issued | $983,000 | 556 |
| 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) | $28,981,000 | 3,468 |
| Total debt securities | $28,981,000 | 3,723 |
| Structured notes | ||
| Amortized cost | $600,000 | 1,956 |
| Fair value | $599,000 | 1,964 |
| 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 | $28,818,000 | 3,785 |
| U.S. Government securities | $9,927,000 | 4,803 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $9,927,000 | 4,706 |
| Securities issued by states & political subdivisions | $14,110,000 | 2,281 |
| Other domestic debt securities | $4,781,000 | 1,085 |
| Privately issued residential mortgage-backed securities | $1,124,000 | 587 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $3,657,000 | 892 |
| 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 | $0 | 6,124 |
| Mortgage-backed securities | $8,957,000 | 3,576 |
| Certificates of participation in pools of residential mortgages | $2,210,000 | 4,379 |
| Issued or guaranteed by U.S. | $2,210,000 | 4,377 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $6,747,000 | 1,868 |
| CMOs issued by government agencies or sponsored agencies | $5,623,000 | 1,933 |
| Privately issued | $1,124,000 | 564 |
| 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) | $28,818,000 | 3,499 |
| Total debt securities | $28,819,000 | 3,759 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,033 |
| Fair value | $751,000 | 2,055 |
| 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 | $28,424,000 | 3,817 |
| U.S. Government securities | $10,009,000 | 4,890 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $10,009,000 | 4,794 |
| Securities issued by states & political subdivisions | $13,576,000 | 2,304 |
| Other domestic debt securities | $4,839,000 | 1,095 |
| Privately issued residential mortgage-backed securities | $1,316,000 | 605 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $3,523,000 | 914 |
| 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 | $0 | 6,201 |
| Mortgage-backed securities | $8,380,000 | 3,695 |
| Certificates of participation in pools of residential mortgages | $2,351,000 | 4,379 |
| Issued or guaranteed by U.S. | $2,351,000 | 4,378 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,029,000 | 1,974 |
| CMOs issued by government agencies or sponsored agencies | $4,713,000 | 2,077 |
| Privately issued | $1,316,000 | 585 |
| 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) | $28,424,000 | 3,545 |
| Total debt securities | $28,423,000 | 3,789 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,290 |
| Fair value | $753,000 | 2,294 |
| 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 | $27,759,000 | 3,893 |
| U.S. Government securities | $10,315,000 | 4,916 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $10,315,000 | 4,817 |
| Securities issued by states & political subdivisions | $12,719,000 | 2,328 |
| Other domestic debt securities | $4,725,000 | 1,098 |
| Privately issued residential mortgage-backed securities | $1,517,000 | 608 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $3,208,000 | 938 |
| 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 | $0 | 6,234 |
| Mortgage-backed securities | $8,412,000 | 3,718 |
| Certificates of participation in pools of residential mortgages | $2,566,000 | 4,328 |
| Issued or guaranteed by U.S. | $2,566,000 | 4,326 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,846,000 | 2,021 |
| CMOs issued by government agencies or sponsored agencies | $4,329,000 | 2,146 |
| Privately issued | $1,517,000 | 588 |
| 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) | $27,759,000 | 3,598 |
| Total debt securities | $27,758,000 | 3,865 |
| Structured notes | ||
| Amortized cost | $1,497,000 | 1,996 |
| Fair value | $1,488,000 | 1,998 |
| 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 | $27,519,000 | 3,877 |
| U.S. Government securities | $9,850,000 | 4,967 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $9,850,000 | 4,869 |
| Securities issued by states & political subdivisions | $12,742,000 | 2,289 |
| Other domestic debt securities | $4,927,000 | 1,049 |
| Privately issued residential mortgage-backed securities | $1,749,000 | 641 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $3,178,000 | 877 |
| 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 | $0 | 5,916 |
| Mortgage-backed securities | $9,158,000 | 3,536 |
| Certificates of participation in pools of residential mortgages | $2,751,000 | 4,217 |
| Issued or guaranteed by U.S. | $2,751,000 | 4,210 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $6,407,000 | 1,926 |
| CMOs issued by government agencies or sponsored agencies | $4,658,000 | 1,992 |
| Privately issued | $1,749,000 | 611 |
| 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) | $27,519,000 | 3,577 |
| Total debt securities | $27,509,000 | 3,855 |
| Structured notes | ||
| Amortized cost | $1,247,000 | 2,044 |
| Fair value | $1,250,000 | 2,038 |
| 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 | $26,063,000 | 3,915 |
| U.S. Government securities | $9,097,000 | 5,067 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $9,097,000 | 4,967 |
| Securities issued by states & political subdivisions | $11,721,000 | 2,340 |
| Other domestic debt securities | $5,245,000 | 1,005 |
| Privately issued residential mortgage-backed securities | $1,949,000 | 652 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $3,296,000 | 844 |
| 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 | $0 | 5,942 |
| Mortgage-backed securities | $9,037,000 | 3,505 |
| Certificates of participation in pools of residential mortgages | $2,564,000 | 4,214 |
| Issued or guaranteed by U.S. | $2,564,000 | 4,199 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $6,473,000 | 1,904 |
| CMOs issued by government agencies or sponsored agencies | $4,524,000 | 1,988 |
| Privately issued | $1,949,000 | 615 |
| 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) | $26,063,000 | 3,602 |
| Total debt securities | $26,063,000 | 3,879 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,991 |
| Fair value | $1,502,000 | 2,031 |
| 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 | $26,376,000 | 3,911 |
| U.S. Government securities | $9,605,000 | 5,112 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $9,605,000 | 4,995 |
| Securities issued by states & political subdivisions | $11,447,000 | 2,322 |
| Other domestic debt securities | $5,324,000 | 989 |
| Privately issued residential mortgage-backed securities | $2,135,000 | 642 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $3,189,000 | 791 |
| 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 | $0 | 6,008 |
| Mortgage-backed securities | $7,536,000 | 3,687 |
| Certificates of participation in pools of residential mortgages | $1,494,000 | 4,590 |
| Issued or guaranteed by U.S. | $1,494,000 | 4,582 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $6,042,000 | 1,942 |
| CMOs issued by government agencies or sponsored agencies | $3,907,000 | 2,055 |
| Privately issued | $2,135,000 | 607 |
| 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) | $26,376,000 | 3,598 |
| Total debt securities | $26,376,000 | 3,876 |
| Structured notes | ||
| Amortized cost | $3,200,000 | 1,553 |
| Fair value | $3,207,000 | 1,560 |
| 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 | $26,581,000 | 3,895 |
| U.S. Government securities | $7,970,000 | 5,402 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $7,970,000 | 5,288 |
| Securities issued by states & political subdivisions | $11,591,000 | 2,269 |
| Other domestic debt securities | $7,020,000 | 874 |
| Privately issued residential mortgage-backed securities | $2,344,000 | 653 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $4,676,000 | 648 |
| 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 | $0 | 6,043 |
| Mortgage-backed securities | $7,622,000 | 3,611 |
| Certificates of participation in pools of residential mortgages | $1,498,000 | 4,556 |
| Issued or guaranteed by U.S. | $1,498,000 | 4,548 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $6,124,000 | 1,855 |
| CMOs issued by government agencies or sponsored agencies | $3,780,000 | 2,002 |
| Privately issued | $2,344,000 | 623 |
| 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) | $26,581,000 | 3,589 |
| Total debt securities | $26,581,000 | 3,862 |
| Structured notes | ||
| Amortized cost | $1,700,000 | 2,183 |
| Fair value | $1,693,000 | 2,187 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $21,703,000 | 4,216 |
| U.S. Government securities | $4,287,000 | 6,082 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $4,287,000 | 5,949 |
| Securities issued by states & political subdivisions | $11,298,000 | 2,276 |
| Other domestic debt securities | $6,118,000 | 1,018 |
| Privately issued residential mortgage-backed securities | $2,403,000 | 675 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $3,715,000 | 736 |
| 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 | $0 | 6,121 |
| Mortgage-backed securities | $5,952,000 | 3,812 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,952,000 | 1,864 |
| CMOs issued by government agencies or sponsored agencies | $3,549,000 | 2,007 |
| Privately issued | $2,403,000 | 643 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $21,703,000 | 3,879 |
| Total debt securities | $21,704,000 | 4,184 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,615 |
| Fair value | $738,000 | 2,635 |
| 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 | $21,836,000 | 4,153 |
| U.S. Government securities | $3,993,000 | 6,164 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $3,993,000 | 6,046 |
| Securities issued by states & political subdivisions | $11,037,000 | 2,234 |
| Other domestic debt securities | $6,806,000 | 974 |
| Privately issued residential mortgage-backed securities | $2,866,000 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $3,940,000 | 716 |
| 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 | $0 | 6,199 |
| Mortgage-backed securities | $6,859,000 | 3,653 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,859,000 | 1,740 |
| CMOs issued by government agencies or sponsored agencies | $3,993,000 | 1,899 |
| Privately issued | $2,866,000 | 667 |
| 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) | $21,836,000 | 3,813 |
| Total debt securities | $21,835,000 | 4,115 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $19,570,000 | 4,447 |
| U.S. Government securities | $4,279,000 | 6,217 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $4,279,000 | 6,099 |
| Securities issued by states & political subdivisions | $10,672,000 | 2,171 |
| Other domestic debt securities | $4,619,000 | 1,196 |
| Privately issued residential mortgage-backed securities | $3,170,000 | 707 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,449,000 | 1,152 |
| 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 | $0 | 6,254 |
| Mortgage-backed securities | $6,446,000 | 3,721 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $6,446,000 | 1,725 |
| CMOs issued by government agencies or sponsored agencies | $3,276,000 | 1,933 |
| Privately issued | $3,170,000 | 680 |
| 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) | $19,570,000 | 4,034 |
| Total debt securities | $19,570,000 | 4,401 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,460 |
| Fair value | $1,003,000 | 2,564 |
| 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 | $20,954,000 | 4,344 |
| U.S. Government securities | $5,374,000 | 6,033 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $5,374,000 | 5,913 |
| Securities issued by states & political subdivisions | $10,018,000 | 2,219 |
| Other domestic debt securities | $5,562,000 | 1,125 |
| Privately issued residential mortgage-backed securities | $3,132,000 | 735 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $2,430,000 | 937 |
| 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 | $0 | 6,343 |
| Mortgage-backed securities | $6,995,000 | 3,684 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $6,995,000 | 1,629 |
| CMOs issued by government agencies or sponsored agencies | $3,863,000 | 1,780 |
| Privately issued | $3,132,000 | 704 |
| 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) | $20,954,000 | 3,937 |
| Total debt securities | $20,954,000 | 4,310 |
| Structured notes | ||
| Amortized cost | $1,511,000 | 2,021 |
| Fair value | $1,500,000 | 2,056 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $16,272,000 | 4,839 |
| U.S. Government securities | $10,205,000 | 4,950 |
| U.S. Treasury securities | $8,249,000 | 289 |
| U.S. Government agency obligations | $1,956,000 | 6,893 |
| Securities issued by states & political subdivisions | $2,403,000 | 4,142 |
| Other domestic debt securities | $3,664,000 | 1,415 |
| Privately issued residential mortgage-backed securities | $1,917,000 | 904 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,747,000 | 1,126 |
| 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 | $0 | 6,398 |
| Mortgage-backed securities | $3,373,000 | 4,565 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $3,373,000 | 2,121 |
| CMOs issued by government agencies or sponsored agencies | $1,456,000 | 2,346 |
| Privately issued | $1,917,000 | 867 |
| 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) | $16,272,000 | 4,415 |
| Total debt securities | $16,271,000 | 4,802 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,404 |
| Fair value | $500,000 | 2,454 |
| 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 | $19,070,000 | 4,540 |
| U.S. Government securities | $11,702,000 | 4,669 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $11,702,000 | 4,574 |
| Securities issued by states & political subdivisions | $2,070,000 | 4,333 |
| Other domestic debt securities | $5,298,000 | 1,258 |
| Privately issued residential mortgage-backed securities | $489,000 | 1,335 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $4,809,000 | 660 |
| 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 | $0 | 6,412 |
| Mortgage-backed securities | $11,382,000 | 3,142 |
| Certificates of participation in pools of residential mortgages | $5,659,000 | 3,450 |
| Issued or guaranteed by U.S. | $5,659,000 | 3,439 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $5,723,000 | 1,737 |
| CMOs issued by government agencies or sponsored agencies | $5,234,000 | 1,505 |
| Privately issued | $489,000 | 1,277 |
| 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) | $19,070,000 | 4,119 |
| Total debt securities | $19,077,000 | 4,498 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $19,285,000 | 4,510 |
| U.S. Government securities | $11,101,000 | 4,790 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $11,101,000 | 4,698 |
| Securities issued by states & political subdivisions | $1,413,000 | 4,656 |
| Other domestic debt securities | $6,771,000 | 1,131 |
| 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 | $250,000 | 349 |
| Other domestic debt securities - All other | $6,521,000 | 541 |
| 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 | $0 | 6,462 |
| Mortgage-backed securities | $10,293,000 | 3,323 |
| Certificates of participation in pools of residential mortgages | $4,857,000 | 3,714 |
| Issued or guaranteed by U.S. | $4,857,000 | 3,701 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $5,436,000 | 1,767 |
| CMOs issued by government agencies or sponsored agencies | $5,436,000 | 1,458 |
| 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) | $19,285,000 | 4,067 |
| Total debt securities | $19,293,000 | 4,464 |
| 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 | $14,686,000 | 5,139 |
| U.S. Government securities | $9,053,000 | 5,278 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $9,053,000 | 5,198 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $5,633,000 | 1,166 |
| 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 | $5,633,000 | 602 |
| 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 | $0 | 6,516 |
| Mortgage-backed securities | $8,243,000 | 3,703 |
| Certificates of participation in pools of residential mortgages | $5,235,000 | 3,696 |
| Issued or guaranteed by U.S. | $5,235,000 | 3,683 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,008,000 | 2,219 |
| CMOs issued by government agencies or sponsored agencies | $3,008,000 | 1,861 |
| 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) | $14,686,000 | 4,651 |
| Total debt securities | $14,686,000 | 5,096 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $14,416,000 | 5,207 |
| U.S. Government securities | $8,735,000 | 5,422 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $8,735,000 | 5,340 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $5,681,000 | 1,136 |
| 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 | $5,681,000 | 592 |
| 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 | $0 | 6,541 |
| Mortgage-backed securities | $7,918,000 | 3,689 |
| Certificates of participation in pools of residential mortgages | $5,433,000 | 3,609 |
| Issued or guaranteed by U.S. | $5,433,000 | 3,595 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,485,000 | 2,277 |
| CMOs issued by government agencies or sponsored agencies | $2,485,000 | 1,958 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $14,416,000 | 4,700 |
| Total debt securities | $14,416,000 | 5,165 |
| 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 | $13,817,000 | 5,242 |
| U.S. Government securities | $8,277,000 | 5,505 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $8,277,000 | 5,416 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $5,540,000 | 1,133 |
| 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 | $5,540,000 | 592 |
| 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 | $0 | 6,576 |
| Mortgage-backed securities | $7,489,000 | 3,658 |
| Certificates of participation in pools of residential mortgages | $5,373,000 | 3,540 |
| Issued or guaranteed by U.S. | $5,373,000 | 3,528 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,116,000 | 2,310 |
| CMOs issued by government agencies or sponsored agencies | $2,116,000 | 1,972 |
| 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) | $13,817,000 | 4,724 |
| Total debt securities | $13,818,000 | 5,202 |
| 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 | $13,390,000 | 5,334 |
| U.S. Government securities | $8,240,000 | 5,532 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,240,000 | 5,451 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $5,150,000 | 1,218 |
| 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 | $5,150,000 | 684 |
| 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 | $0 | 6,612 |
| Mortgage-backed securities | $7,465,000 | 3,662 |
| Certificates of participation in pools of residential mortgages | $5,328,000 | 3,560 |
| Issued or guaranteed by U.S. | $5,328,000 | 3,544 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,137,000 | 2,305 |
| CMOs issued by government agencies or sponsored agencies | $2,137,000 | 1,984 |
| 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) | $13,390,000 | 4,848 |
| Total debt securities | $13,390,000 | 5,282 |
| 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 | $12,890,000 | 5,442 |
| U.S. Government securities | $7,677,000 | 5,682 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $7,677,000 | 5,595 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $5,213,000 | 1,177 |
| 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 | $5,213,000 | 683 |
| 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 | $0 | 6,633 |
| Mortgage-backed securities | $1,992,000 | 5,094 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,992,000 | 2,345 |
| CMOs issued by government agencies or sponsored agencies | $1,992,000 | 2,016 |
| 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) | $12,890,000 | 4,950 |
| Total debt securities | $12,889,000 | 5,369 |
| 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 | $13,613,000 | 5,392 |
| U.S. Government securities | $8,462,000 | 5,616 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $8,462,000 | 5,510 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $5,151,000 | 1,114 |
| 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 | $5,151,000 | 653 |
| 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 | $0 | 6,689 |
| Mortgage-backed securities | $2,142,000 | 4,796 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,142,000 | 2,193 |
| CMOs issued by government agencies or sponsored agencies | $2,142,000 | 1,891 |
| 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) | $13,613,000 | 4,835 |
| Total debt securities | $13,613,000 | 5,339 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $8,834,000 | 6,306 |
| U.S. Government securities | $8,484,000 | 5,719 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $8,484,000 | 5,614 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $350,000 | 2,517 |
| 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 | $350,000 | 1,863 |
| 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 | $0 | 6,710 |
| Mortgage-backed securities | $2,295,000 | 4,617 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,295,000 | 2,089 |
| CMOs issued by government agencies or sponsored agencies | $2,295,000 | 1,799 |
| 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) | $8,834,000 | 5,709 |
| Total debt securities | $8,834,000 | 6,247 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $8,949,000 | 6,313 |
| U.S. Government securities | $8,599,000 | 5,718 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $8,599,000 | 5,610 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $350,000 | 2,469 |
| 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 | $350,000 | 1,829 |
| 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 | $0 | 6,778 |
| Mortgage-backed securities | $2,488,000 | 4,516 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,488,000 | 2,001 |
| CMOs issued by government agencies or sponsored agencies | $2,488,000 | 1,726 |
| 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) | $8,949,000 | 5,705 |
| Total debt securities | $8,950,000 | 6,257 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $9,646,000 | 6,215 |
| U.S. Government securities | $9,296,000 | 5,580 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $9,296,000 | 5,457 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $350,000 | 2,487 |
| 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 | $350,000 | 1,868 |
| 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 | $0 | 6,814 |
| Mortgage-backed securities | $2,747,000 | 4,391 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,747,000 | 1,918 |
| CMOs issued by government agencies or sponsored agencies | $2,747,000 | 1,654 |
| 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) | $9,646,000 | 5,560 |
| Total debt securities | $9,647,000 | 6,158 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $8,834,000 | 6,416 |
| U.S. Government securities | $8,484,000 | 5,812 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $8,484,000 | 5,690 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $350,000 | 2,515 |
| 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 | $350,000 | 1,916 |
| 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 | $0 | 6,854 |
| Mortgage-backed securities | $2,960,000 | 4,288 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,960,000 | 1,870 |
| CMOs issued by government agencies or sponsored agencies | $2,960,000 | 1,615 |
| 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) | $8,834,000 | 5,766 |
| Total debt securities | $8,835,000 | 6,359 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $9,026,000 | 6,417 |
| U.S. Government securities | $8,676,000 | 5,834 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $8,676,000 | 5,717 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $350,000 | 2,557 |
| 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 | $350,000 | 1,961 |
| 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 | $0 | 6,913 |
| Mortgage-backed securities | $3,180,000 | 4,205 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $3,180,000 | 1,789 |
| CMOs issued by government agencies or sponsored agencies | $3,180,000 | 1,548 |
| 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) | $9,026,000 | 5,727 |
| Total debt securities | $9,026,000 | 6,353 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $8,596,000 | 6,545 |
| U.S. Government securities | $8,246,000 | 5,960 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $8,246,000 | 5,822 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $350,000 | 2,587 |
| 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 | $350,000 | 2,005 |
| 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 | $0 | 6,970 |
| Mortgage-backed securities | $3,403,000 | 4,110 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,403,000 | 1,728 |
| CMOs issued by government agencies or sponsored agencies | $3,403,000 | 1,503 |
| 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) | $8,596,000 | 5,835 |
| Total debt securities | $8,595,000 | 6,482 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $8,906,000 | 6,536 |
| U.S. Government securities | $8,556,000 | 5,951 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $8,556,000 | 5,805 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $350,000 | 2,658 |
| 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 | $350,000 | 2,107 |
| 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 | $0 | 6,996 |
| Mortgage-backed securities | $3,677,000 | 4,044 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,677,000 | 1,673 |
| CMOs issued by government agencies or sponsored agencies | $3,677,000 | 1,442 |
| 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) | $8,906,000 | 5,825 |
| Total debt securities | $8,907,000 | 6,475 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $8,672,000 | 6,611 |
| U.S. Government securities | $8,322,000 | 5,981 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $8,322,000 | 5,825 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $350,000 | 2,740 |
| 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 | $350,000 | 2,218 |
| 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 | $0 | 7,036 |
| Mortgage-backed securities | $3,940,000 | 3,979 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,940,000 | 1,629 |
| CMOs issued by government agencies or sponsored agencies | $3,940,000 | 1,408 |
| 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) | $8,672,000 | 5,890 |
| Total debt securities | $8,672,000 | 6,560 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $9,097,000 | 6,533 |
| U.S. Government securities | $8,747,000 | 5,878 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $8,747,000 | 5,733 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $350,000 | 2,791 |
| 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 | $350,000 | 2,290 |
| 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 | $0 | 7,079 |
| Mortgage-backed securities | $4,317,000 | 3,909 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,317,000 | 1,576 |
| CMOs issued by government agencies or sponsored agencies | $4,317,000 | 1,363 |
| 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) | $9,097,000 | 5,794 |
| Total debt securities | $9,097,000 | 6,476 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $9,514,000 | 6,468 |
| U.S. Government securities | $9,164,000 | 5,800 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $9,164,000 | 5,652 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $350,000 | 2,864 |
| 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 | $350,000 | 2,379 |
| 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 | $0 | 7,094 |
| Mortgage-backed securities | $4,722,000 | 3,868 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $4,722,000 | 1,549 |
| CMOs issued by government agencies or sponsored agencies | $4,722,000 | 1,348 |
| 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) | $9,514,000 | 5,735 |
| Total debt securities | $9,514,000 | 6,407 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $9,711,000 | 6,495 |
| U.S. Government securities | $9,361,000 | 5,837 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $9,361,000 | 5,694 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $350,000 | 2,915 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $350,000 | 2,461 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $1,965,000 | 5,035 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,965,000 | 2,165 |
| CMOs issued by government agencies or sponsored agencies | $1,965,000 | 1,937 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $9,711,000 | 5,756 |
| Total debt securities | $9,711,000 | 6,436 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,753 |
| Fair value | $1,483,000 | 1,780 |
| 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 | $9,982,000 | 6,463 |
| U.S. Government securities | $9,632,000 | 5,772 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $9,632,000 | 5,619 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $350,000 | 2,954 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $350,000 | 2,508 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $2,182,000 | 4,956 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,182,000 | 2,126 |
| CMOs issued by government agencies or sponsored agencies | $2,182,000 | 1,900 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $9,982,000 | 5,703 |
| Total debt securities | $9,983,000 | 6,401 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,784 |
| Fair value | $1,496,000 | 1,744 |
| 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 | $10,736,000 | 6,339 |
| U.S. Government securities | $10,386,000 | 5,614 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $10,386,000 | 5,454 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $350,000 | 2,990 |
| 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 | $350,000 | 2,569 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $2,405,000 | 4,901 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,405,000 | 2,057 |
| CMOs issued by government agencies or sponsored agencies | $2,405,000 | 1,840 |
| 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) | $10,736,000 | 5,583 |
| Total debt securities | $10,736,000 | 6,272 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,783 |
| Fair value | $1,501,000 | 1,738 |
| 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 | $10,851,000 | 6,401 |
| U.S. Government securities | $10,501,000 | 5,661 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $10,501,000 | 5,504 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $350,000 | 3,081 |
| 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 | $350,000 | 2,674 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $2,601,000 | 4,874 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,601,000 | 2,024 |
| CMOs issued by government agencies or sponsored agencies | $2,601,000 | 1,819 |
| 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) | $10,851,000 | 5,646 |
| Total debt securities | $10,851,000 | 6,324 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,760 |
| Fair value | $1,477,000 | 1,745 |
| 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 | $11,892,000 | 6,159 |
| U.S. Government securities | $11,542,000 | 5,372 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $11,542,000 | 5,226 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $350,000 | 3,188 |
| 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 | $350,000 | 2,760 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $2,991,000 | 4,774 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,991,000 | 1,982 |
| CMOs issued by government agencies or sponsored agencies | $2,991,000 | 1,771 |
| 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) | $11,892,000 | 5,431 |
| Total debt securities | $11,891,000 | 6,077 |
| Structured notes | ||
| Amortized cost | $1,498,000 | 1,559 |
| Fair value | $1,518,000 | 1,511 |
| 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 | $12,519,000 | 6,098 |
| U.S. Government securities | $12,169,000 | 5,275 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $12,169,000 | 5,114 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $350,000 | 3,249 |
| 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 | $350,000 | 2,900 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $3,165,000 | 4,669 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,165,000 | 1,939 |
| CMOs issued by government agencies or sponsored agencies | $3,165,000 | 1,819 |
| 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) | $12,519,000 | 5,352 |
| Total debt securities | $12,519,000 | 6,006 |
| Structured notes | ||
| Amortized cost | $1,498,000 | 1,436 |
| Fair value | $1,497,000 | 1,419 |
| 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 | $15,516,000 | 5,446 |
| U.S. Government securities | $15,166,000 | 4,521 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $15,166,000 | 4,358 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $350,000 | 3,377 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $350,000 | 3,008 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $3,676,000 | 4,472 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $3,676,000 | 1,864 |
| CMOs issued by government agencies or sponsored agencies | $3,676,000 | 1,738 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $15,516,000 | 4,766 |
| Total debt securities | $15,517,000 | 5,357 |
| Structured notes | ||
| Amortized cost | $1,498,000 | 1,248 |
| Fair value | $1,492,000 | 1,238 |
| 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 | $8,725,000 | 6,798 |
| U.S. Government securities | $8,375,000 | 5,998 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $8,375,000 | 5,812 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $350,000 | 3,421 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $350,000 | 3,038 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $3,316,000 | 4,690 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $3,316,000 | 2,064 |
| CMOs issued by government agencies or sponsored agencies | $3,316,000 | 1,951 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $8,725,000 | 6,017 |
| Total debt securities | $8,724,000 | 6,698 |
| Structured notes | ||
| Amortized cost | $1,997,000 | 924 |
| Fair value | $2,022,000 | 841 |
| 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 | $4,759,000 | 7,883 |
| U.S. Government securities | $4,409,000 | 7,374 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,409,000 | 7,174 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $350,000 | 3,469 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $350,000 | 3,071 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $3,382,000 | 4,720 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,382,000 | 2,128 |
| CMOs issued by government agencies or sponsored agencies | $3,382,000 | 2,020 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $4,759,000 | 7,033 |
| Total debt securities | $4,758,000 | 7,808 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $3,442,000 | 8,295 |
| U.S. Government securities | $3,092,000 | 7,895 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $3,092,000 | 7,682 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $350,000 | 3,520 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $350,000 | 3,098 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $1,566,000 | 5,564 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,566,000 | 2,833 |
| CMOs issued by government agencies or sponsored agencies | $1,566,000 | 2,695 |
| 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) | $3,442,000 | 7,400 |
| Total debt securities | $3,442,000 | 8,209 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $4,067,000 | 8,224 |
| U.S. Government securities | $3,050,000 | 8,043 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $3,050,000 | 7,819 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $1,017,000 | 2,886 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,017,000 | 2,487 |
| 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 | $501,000 | 7,201 |
| Mortgage-backed securities | $1,805,000 | 5,387 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,805,000 | 2,822 |
| CMOs issued by government agencies or sponsored agencies | $1,805,000 | 2,666 |
| 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) | $4,067,000 | 7,270 |
| Total debt securities | $4,067,000 | 8,120 |
| 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 | $7,085,000 | 7,644 |
| U.S. Government securities | $6,010,000 | 7,303 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $6,010,000 | 6,954 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $997,000 | 2,478 |
| 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 | $997,000 | 2,168 |
| Foreign debt securities | NA | NA |
| Equity securities | $78,000 | 7,054 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,814,000 | 4,722 |
| Mortgage-backed securities | $827,000 | 5,714 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $827,000 | 3,022 |
| CMOs issued by government agencies or sponsored agencies | $827,000 | 2,866 |
| 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) | $7,085,000 | 6,569 |
| Total debt securities | $7,007,000 | 7,548 |
| 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 | $8,593,000 | 7,480 |
| U.S. Government securities | $7,592,000 | 6,942 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $7,592,000 | 6,420 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $983,000 | 2,389 |
| 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 | $983,000 | 2,023 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,000 | 7,794 |
| 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 | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| 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) | $8,593,000 | 6,258 |
| Total debt securities | $8,575,000 | 7,374 |
| 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 |