Home > The Bank of Waynesboro > Securities
The Bank of Waynesboro, Securities
| 2020-06-30 | Rank | |
| Total securities | $17,113,000 | 3,504 |
| U.S. Government securities | $10,487,000 | 3,204 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $10,487,000 | 3,057 |
| Securities issued by states & political subdivisions | $5,406,000 | 3,005 |
| Other domestic debt securities | $1,220,000 | 1,544 |
| 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 | $1,220,000 | 1,183 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,304,000 | 2,895 |
| Mortgage-backed securities | $0 | 4,205 |
| Certificates of participation in pools of residential mortgages | $0 | 4,071 |
| Issued or guaranteed by U.S. | $0 | 4,016 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $17,113,000 | 3,277 |
| Total debt securities | $17,113,000 | 3,479 |
| 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 | $20,443,000 | 3,270 |
| U.S. Government securities | $13,980,000 | 2,945 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $13,980,000 | 2,798 |
| Securities issued by states & political subdivisions | $4,895,000 | 3,014 |
| Other domestic debt securities | $1,568,000 | 1,393 |
| 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 | $1,568,000 | 1,017 |
| 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 | $6,992,000 | 2,893 |
| Mortgage-backed securities | $0 | 4,242 |
| Certificates of participation in pools of residential mortgages | $0 | 4,107 |
| Issued or guaranteed by U.S. | $0 | 4,042 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $20,443,000 | 3,071 |
| Total debt securities | $20,442,000 | 3,248 |
| Structured notes | ||
| Amortized cost | $240,000 | 524 |
| Fair value | $239,000 | 524 |
| 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 | $25,399,000 | 3,088 |
| U.S. Government securities | $17,992,000 | 2,716 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $17,992,000 | 2,555 |
| Securities issued by states & political subdivisions | $5,534,000 | 2,903 |
| Other domestic debt securities | $1,873,000 | 1,308 |
| 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 | $1,873,000 | 949 |
| 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 | $5,471,000 | 3,155 |
| Mortgage-backed securities | $0 | 4,283 |
| Certificates of participation in pools of residential mortgages | $0 | 4,141 |
| Issued or guaranteed by U.S. | $0 | 4,080 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $25,399,000 | 2,889 |
| Total debt securities | $25,399,000 | 3,066 |
| Structured notes | ||
| Amortized cost | $1,240,000 | 379 |
| Fair value | $1,238,000 | 377 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $24,951,000 | 3,129 |
| U.S. Government securities | $16,475,000 | 2,854 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $16,475,000 | 2,696 |
| Securities issued by states & political subdivisions | $5,735,000 | 2,900 |
| Other domestic debt securities | $2,741,000 | 1,159 |
| 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 | $2,741,000 | 818 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,674,000 | 3,035 |
| Mortgage-backed securities | $0 | 4,333 |
| Certificates of participation in pools of residential mortgages | $0 | 4,185 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $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) | $24,951,000 | 2,912 |
| Total debt securities | $24,951,000 | 3,108 |
| Structured notes | ||
| Amortized cost | $2,089,000 | 354 |
| Fair value | $2,087,000 | 355 |
| 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 | $24,786,000 | 3,175 |
| U.S. Government securities | $17,266,000 | 2,845 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $17,266,000 | 2,683 |
| Securities issued by states & political subdivisions | $4,778,000 | 3,102 |
| Other domestic debt securities | $2,742,000 | 1,145 |
| 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 | $2,742,000 | 822 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,680,000 | 3,091 |
| Mortgage-backed securities | $0 | 4,365 |
| Certificates of participation in pools of residential mortgages | $0 | 4,219 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $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) | $24,786,000 | 2,949 |
| Total debt securities | $24,786,000 | 3,155 |
| Structured notes | ||
| Amortized cost | $2,988,000 | 347 |
| Fair value | $2,986,000 | 333 |
| 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 | $23,449,000 | 3,303 |
| U.S. Government securities | $16,143,000 | 2,951 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $16,143,000 | 2,789 |
| Securities issued by states & political subdivisions | $4,328,000 | 3,234 |
| Other domestic debt securities | $2,978,000 | 1,117 |
| 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 | $2,978,000 | 794 |
| 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 | $6,354,000 | 3,174 |
| Mortgage-backed securities | $0 | 4,413 |
| Certificates of participation in pools of residential mortgages | $0 | 4,262 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $300,000 | 1,681 |
| Available-for-sale securities (fair market value) | $23,149,000 | 3,070 |
| Total debt securities | $23,450,000 | 3,282 |
| Structured notes | ||
| Amortized cost | $3,639,000 | 289 |
| Fair value | $3,618,000 | 284 |
| 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 | $24,278,000 | 3,290 |
| U.S. Government securities | $16,375,000 | 2,953 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $16,375,000 | 2,788 |
| Securities issued by states & political subdivisions | $4,935,000 | 3,197 |
| Other domestic debt securities | $2,968,000 | 1,090 |
| 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 | $2,968,000 | 790 |
| 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 | $6,283,000 | 3,212 |
| Mortgage-backed securities | $0 | 4,455 |
| Certificates of participation in pools of residential mortgages | $0 | 4,303 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $300,000 | 1,721 |
| Available-for-sale securities (fair market value) | $23,978,000 | 3,059 |
| Total debt securities | $24,278,000 | 3,268 |
| Structured notes | ||
| Amortized cost | $2,240,000 | 409 |
| Fair value | $2,205,000 | 410 |
| 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 | $24,386,000 | 3,309 |
| U.S. Government securities | $16,655,000 | 2,953 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $16,655,000 | 2,799 |
| Securities issued by states & political subdivisions | $4,755,000 | 3,265 |
| Other domestic debt securities | $2,976,000 | 1,052 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $2,976,000 | 795 |
| 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 | $6,704,000 | 3,188 |
| Mortgage-backed securities | $0 | 4,513 |
| Certificates of participation in pools of residential mortgages | $0 | 4,362 |
| Issued or guaranteed by U.S. | $0 | 4,341 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $300,000 | 1,760 |
| Available-for-sale securities (fair market value) | $24,086,000 | 3,071 |
| Total debt securities | $24,385,000 | 3,287 |
| Structured notes | ||
| Amortized cost | $2,240,000 | 407 |
| Fair value | $2,181,000 | 407 |
| 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 | $24,429,000 | 3,343 |
| U.S. Government securities | $16,626,000 | 2,954 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $16,626,000 | 2,808 |
| Securities issued by states & political subdivisions | $4,823,000 | 3,303 |
| Other domestic debt securities | $2,980,000 | 1,186 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $2,980,000 | 793 |
| 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 | $6,735,000 | 3,214 |
| Mortgage-backed securities | $0 | 4,567 |
| Certificates of participation in pools of residential mortgages | $0 | 4,414 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $300,000 | 1,789 |
| Available-for-sale securities (fair market value) | $24,129,000 | 3,103 |
| Total debt securities | $24,429,000 | 3,320 |
| Structured notes | ||
| Amortized cost | $2,240,000 | 413 |
| Fair value | $2,189,000 | 413 |
| 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 | $22,592,000 | 3,500 |
| U.S. Government securities | $14,581,000 | 3,222 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $14,581,000 | 3,062 |
| Securities issued by states & political subdivisions | $5,018,000 | 3,317 |
| Other domestic debt securities | $2,993,000 | 1,038 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $2,993,000 | 804 |
| 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 | $6,665,000 | 3,259 |
| Mortgage-backed securities | $0 | 4,615 |
| Certificates of participation in pools of residential mortgages | $0 | 4,464 |
| Issued or guaranteed by U.S. | $0 | 4,457 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $22,592,000 | 3,228 |
| Total debt securities | $22,592,000 | 3,478 |
| Structured notes | ||
| Amortized cost | $2,240,000 | 405 |
| Fair value | $2,191,000 | 406 |
| 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 | $20,341,000 | 3,700 |
| U.S. Government securities | $12,153,000 | 3,475 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $12,153,000 | 3,335 |
| Securities issued by states & political subdivisions | $4,920,000 | 3,400 |
| Other domestic debt securities | $3,268,000 | 982 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $3,268,000 | 764 |
| 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 | $6,046,000 | 3,413 |
| Mortgage-backed securities | $0 | 4,665 |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | $0 | 4,511 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $20,341,000 | 3,424 |
| Total debt securities | $20,340,000 | 3,677 |
| Structured notes | ||
| Amortized cost | $2,240,000 | 401 |
| Fair value | $2,206,000 | 401 |
| 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 | $18,936,000 | 3,832 |
| U.S. Government securities | $10,725,000 | 3,663 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $10,725,000 | 3,519 |
| Securities issued by states & political subdivisions | $4,673,000 | 3,479 |
| Other domestic debt securities | $3,538,000 | 982 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $3,538,000 | 770 |
| 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 | $5,120,000 | 3,615 |
| Mortgage-backed securities | $0 | 4,727 |
| Certificates of participation in pools of residential mortgages | $0 | 4,578 |
| Issued or guaranteed by U.S. | $0 | 4,573 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $18,936,000 | 3,545 |
| Total debt securities | $18,939,000 | 3,806 |
| Structured notes | ||
| Amortized cost | $2,490,000 | 404 |
| Fair value | $2,469,000 | 402 |
| 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 | $19,044,000 | 3,885 |
| U.S. Government securities | $10,819,000 | 3,708 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $10,819,000 | 3,569 |
| Securities issued by states & political subdivisions | $4,679,000 | 3,517 |
| Other domestic debt securities | $3,546,000 | 996 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $3,546,000 | 782 |
| 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 | $5,618,000 | 3,562 |
| Mortgage-backed securities | $0 | 4,767 |
| Certificates of participation in pools of residential mortgages | $0 | 4,616 |
| Issued or guaranteed by U.S. | $0 | 4,610 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $19,044,000 | 3,593 |
| Total debt securities | $19,044,000 | 3,859 |
| Structured notes | ||
| Amortized cost | $2,490,000 | 424 |
| Fair value | $2,471,000 | 420 |
| 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 | $18,717,000 | 3,953 |
| U.S. Government securities | $10,787,000 | 3,754 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $10,787,000 | 3,608 |
| Securities issued by states & political subdivisions | $4,286,000 | 3,616 |
| Other domestic debt securities | $3,644,000 | 1,013 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $3,644,000 | 787 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,108,000 | 3,511 |
| Mortgage-backed securities | $0 | 4,838 |
| Certificates of participation in pools of residential mortgages | $0 | 4,686 |
| Issued or guaranteed by U.S. | $0 | 4,681 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $18,717,000 | 3,640 |
| Total debt securities | $18,717,000 | 3,925 |
| Structured notes | ||
| Amortized cost | $2,490,000 | 444 |
| Fair value | $2,463,000 | 439 |
| 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 | $18,126,000 | 3,990 |
| U.S. Government securities | $10,832,000 | 3,743 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $10,832,000 | 3,599 |
| Securities issued by states & political subdivisions | $3,923,000 | 3,724 |
| Other domestic debt securities | $3,371,000 | 1,045 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $3,371,000 | 803 |
| 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 | $6,100,000 | 3,533 |
| Mortgage-backed securities | $0 | 4,889 |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | $0 | 4,732 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $18,126,000 | 3,678 |
| Total debt securities | $18,126,000 | 3,959 |
| Structured notes | ||
| Amortized cost | $2,490,000 | 430 |
| Fair value | $2,445,000 | 427 |
| 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 | $17,950,000 | 4,016 |
| U.S. Government securities | $11,014,000 | 3,725 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $11,014,000 | 3,600 |
| Securities issued by states & political subdivisions | $3,526,000 | 3,810 |
| Other domestic debt securities | $3,410,000 | 1,051 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $3,410,000 | 809 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,167,000 | 3,555 |
| Mortgage-backed securities | $0 | 4,935 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $17,950,000 | 3,693 |
| Total debt securities | $17,951,000 | 3,990 |
| Structured notes | ||
| Amortized cost | $2,490,000 | 419 |
| Fair value | $2,479,000 | 422 |
| 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 | $19,163,000 | 3,993 |
| U.S. Government securities | $12,217,000 | 3,676 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $12,217,000 | 3,554 |
| Securities issued by states & political subdivisions | $3,539,000 | 3,849 |
| Other domestic debt securities | $3,407,000 | 1,059 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,407,000 | 813 |
| 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 | $7,172,000 | 3,434 |
| Mortgage-backed securities | $0 | 4,997 |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | $0 | 4,839 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $19,163,000 | 3,673 |
| Total debt securities | $19,162,000 | 3,969 |
| Structured notes | ||
| Amortized cost | $2,990,000 | 431 |
| Fair value | $2,986,000 | 429 |
| 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 | $20,906,000 | 3,921 |
| U.S. Government securities | $13,211,000 | 3,665 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $13,211,000 | 3,544 |
| Securities issued by states & political subdivisions | $4,061,000 | 3,746 |
| Other domestic debt securities | $3,634,000 | 1,032 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,634,000 | 779 |
| 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 | $7,325,000 | 3,444 |
| Mortgage-backed securities | $0 | 5,046 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $20,906,000 | 3,597 |
| Total debt securities | $20,907,000 | 3,897 |
| Structured notes | ||
| Amortized cost | $2,990,000 | 534 |
| Fair value | $2,989,000 | 525 |
| 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 | $21,446,000 | 3,911 |
| U.S. Government securities | $14,560,000 | 3,580 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $14,560,000 | 3,451 |
| Securities issued by states & political subdivisions | $3,751,000 | 3,834 |
| Other domestic debt securities | $3,135,000 | 1,078 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,135,000 | 834 |
| 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 | $7,299,000 | 3,490 |
| Mortgage-backed securities | $0 | 5,088 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $21,446,000 | 3,579 |
| Total debt securities | $21,445,000 | 3,888 |
| Structured notes | ||
| Amortized cost | $6,789,000 | 304 |
| Fair value | $6,785,000 | 305 |
| 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 | $19,549,000 | 4,133 |
| U.S. Government securities | $13,107,000 | 3,806 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $13,107,000 | 3,685 |
| Securities issued by states & political subdivisions | $3,481,000 | 3,939 |
| Other domestic debt securities | $2,961,000 | 1,120 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $2,961,000 | 877 |
| 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 | $6,325,000 | 3,707 |
| Mortgage-backed securities | $0 | 5,155 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $19,549,000 | 3,777 |
| Total debt securities | $19,549,000 | 4,104 |
| Structured notes | ||
| Amortized cost | $5,788,000 | 409 |
| Fair value | $5,792,000 | 406 |
| 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 | $21,564,000 | 4,069 |
| U.S. Government securities | $15,899,000 | 3,607 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $15,899,000 | 3,489 |
| Securities issued by states & political subdivisions | $2,890,000 | 4,088 |
| Other domestic debt securities | $2,775,000 | 1,154 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $2,775,000 | 898 |
| 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 | $8,310,000 | 3,387 |
| Mortgage-backed securities | $0 | 5,233 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $21,564,000 | 3,722 |
| Total debt securities | $21,565,000 | 4,046 |
| Structured notes | ||
| Amortized cost | $7,068,000 | 401 |
| Fair value | $7,044,000 | 402 |
| 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 | $27,542,000 | 3,673 |
| U.S. Government securities | $21,897,000 | 3,133 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $21,897,000 | 3,037 |
| Securities issued by states & political subdivisions | $3,024,000 | 4,063 |
| Other domestic debt securities | $2,621,000 | 1,189 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $2,621,000 | 911 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,994,000 | 3,872 |
| Mortgage-backed securities | $0 | 5,287 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $27,542,000 | 3,360 |
| Total debt securities | $27,541,000 | 3,646 |
| Structured notes | ||
| Amortized cost | $13,138,000 | 248 |
| Fair value | $13,121,000 | 248 |
| 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 | $27,427,000 | 3,713 |
| U.S. Government securities | $21,145,000 | 3,242 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $21,145,000 | 3,139 |
| Securities issued by states & political subdivisions | $3,066,000 | 4,098 |
| Other domestic debt securities | $3,216,000 | 1,082 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $3,216,000 | 831 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,952,000 | 3,917 |
| Mortgage-backed securities | $0 | 5,380 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $27,427,000 | 3,395 |
| Total debt securities | $27,437,000 | 3,689 |
| Structured notes | ||
| Amortized cost | $12,388,000 | 277 |
| Fair value | $12,323,000 | 277 |
| 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 | $26,035,000 | 3,900 |
| U.S. Government securities | $20,238,000 | 3,416 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $20,238,000 | 3,303 |
| Securities issued by states & political subdivisions | $3,061,000 | 4,134 |
| Other domestic debt securities | $2,736,000 | 1,215 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $2,736,000 | 921 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,930,000 | 3,981 |
| Mortgage-backed securities | $0 | 5,465 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $26,035,000 | 3,564 |
| Total debt securities | $26,035,000 | 3,871 |
| Structured notes | ||
| Amortized cost | $11,049,000 | 356 |
| Fair value | $10,972,000 | 354 |
| 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 | $25,125,000 | 4,017 |
| U.S. Government securities | $19,332,000 | 3,530 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $19,332,000 | 3,426 |
| Securities issued by states & political subdivisions | $3,047,000 | 4,178 |
| Other domestic debt securities | $2,746,000 | 1,249 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $2,746,000 | 948 |
| 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 | $5,925,000 | 4,010 |
| Mortgage-backed securities | $0 | 5,516 |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $25,125,000 | 3,667 |
| Total debt securities | $25,122,000 | 3,985 |
| Structured notes | ||
| Amortized cost | $10,049,000 | 409 |
| Fair value | $9,951,000 | 407 |
| 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 | $24,839,000 | 4,072 |
| U.S. Government securities | $19,075,000 | 3,580 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $19,075,000 | 3,482 |
| Securities issued by states & political subdivisions | $3,023,000 | 4,221 |
| Other domestic debt securities | $2,741,000 | 1,282 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $2,741,000 | 974 |
| 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 | $6,402,000 | 3,935 |
| Mortgage-backed securities | $0 | 5,578 |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $24,839,000 | 3,707 |
| Total debt securities | $24,840,000 | 4,046 |
| Structured notes | ||
| Amortized cost | $9,849,000 | 446 |
| Fair value | $9,734,000 | 424 |
| 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 | $24,172,000 | 4,128 |
| U.S. Government securities | $18,642,000 | 3,621 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $18,642,000 | 3,521 |
| Securities issued by states & political subdivisions | $3,053,000 | 4,241 |
| Other domestic debt securities | $2,477,000 | 1,369 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $2,477,000 | 1,038 |
| 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 | $3,943,000 | 4,481 |
| Mortgage-backed securities | $0 | 5,624 |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $24,172,000 | 3,769 |
| Total debt securities | $24,171,000 | 4,095 |
| Structured notes | ||
| Amortized cost | $10,849,000 | 392 |
| Fair value | $10,705,000 | 370 |
| 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 | $25,789,000 | 4,031 |
| U.S. Government securities | $20,605,000 | 3,451 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $20,605,000 | 3,367 |
| Securities issued by states & political subdivisions | $2,975,000 | 4,277 |
| Other domestic debt securities | $2,209,000 | 1,485 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,209,000 | 1,133 |
| 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 | $10,725,000 | 3,171 |
| Mortgage-backed securities | $0 | 5,680 |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | $0 | 5,508 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $25,789,000 | 3,695 |
| Total debt securities | $25,788,000 | 4,001 |
| Structured notes | ||
| Amortized cost | $12,849,000 | 322 |
| Fair value | $12,673,000 | 310 |
| 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 | $24,415,000 | 4,126 |
| U.S. Government securities | $20,473,000 | 3,471 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $20,473,000 | 3,382 |
| Securities issued by states & political subdivisions | $2,799,000 | 4,335 |
| Other domestic debt securities | $1,143,000 | 1,884 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,143,000 | 1,448 |
| 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 | $9,272,000 | 3,383 |
| Mortgage-backed securities | $0 | 5,709 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $24,415,000 | 3,784 |
| Total debt securities | $24,416,000 | 4,097 |
| Structured notes | ||
| Amortized cost | $12,849,000 | 316 |
| Fair value | $12,679,000 | 311 |
| 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 | $24,282,000 | 4,149 |
| U.S. Government securities | $20,301,000 | 3,510 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $20,301,000 | 3,421 |
| Securities issued by states & political subdivisions | $2,767,000 | 4,329 |
| Other domestic debt securities | $1,214,000 | 1,879 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,214,000 | 1,419 |
| 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 | $9,421,000 | 3,402 |
| Mortgage-backed securities | $0 | 5,765 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $24,282,000 | 3,830 |
| Total debt securities | $24,282,000 | 4,122 |
| Structured notes | ||
| Amortized cost | $12,849,000 | 334 |
| Fair value | $12,670,000 | 334 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $23,818,000 | 4,141 |
| U.S. Government securities | $19,839,000 | 3,507 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $19,839,000 | 3,424 |
| Securities issued by states & political subdivisions | $2,779,000 | 4,315 |
| Other domestic debt securities | $1,200,000 | 1,850 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $1,200,000 | 1,381 |
| 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 | $9,843,000 | 3,322 |
| Mortgage-backed securities | $0 | 5,808 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $23,818,000 | 3,814 |
| Total debt securities | $23,819,000 | 4,111 |
| Structured notes | ||
| Amortized cost | $15,199,000 | 296 |
| Fair value | $15,212,000 | 296 |
| 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 | $26,111,000 | 3,988 |
| U.S. Government securities | $21,867,000 | 3,391 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $21,867,000 | 3,324 |
| Securities issued by states & political subdivisions | $2,847,000 | 4,304 |
| Other domestic debt securities | $1,395,000 | 1,843 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $1,395,000 | 1,389 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $2,000 | 1,286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,866,000 | 3,341 |
| Mortgage-backed securities | $0 | 5,902 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $26,111,000 | 3,680 |
| Total debt securities | $26,110,000 | 3,959 |
| Structured notes | ||
| Amortized cost | $14,849,000 | 307 |
| Fair value | $14,882,000 | 310 |
| 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 | $23,296,000 | 4,289 |
| U.S. Government securities | $19,103,000 | 3,726 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $19,103,000 | 3,653 |
| Securities issued by states & political subdivisions | $2,817,000 | 4,287 |
| Other domestic debt securities | $1,374,000 | 1,856 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $1,374,000 | 1,402 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $2,000 | 1,289 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,550,000 | 3,422 |
| Mortgage-backed securities | $0 | 5,941 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $23,296,000 | 3,946 |
| Total debt securities | $23,294,000 | 4,252 |
| Structured notes | ||
| Amortized cost | $15,094,000 | 331 |
| Fair value | $15,118,000 | 330 |
| 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 | $25,455,000 | 4,096 |
| U.S. Government securities | $20,706,000 | 3,647 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $20,706,000 | 3,567 |
| Securities issued by states & political subdivisions | $2,905,000 | 4,183 |
| Other domestic debt securities | $1,842,000 | 1,675 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $1,842,000 | 1,249 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $2,000 | 1,277 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,516,000 | 3,439 |
| Mortgage-backed securities | $0 | 5,982 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $25,455,000 | 3,768 |
| Total debt securities | $25,453,000 | 4,062 |
| Structured notes | ||
| Amortized cost | $16,794,000 | 355 |
| Fair value | $16,743,000 | 356 |
| 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 | $20,633,000 | 4,490 |
| U.S. Government securities | $15,521,000 | 4,150 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $15,521,000 | 4,062 |
| Securities issued by states & political subdivisions | $2,910,000 | 4,157 |
| Other domestic debt securities | $1,951,000 | 1,622 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $1,951,000 | 1,142 |
| Foreign debt securities | $249,000 | 133 |
| Equity securities | $2,000 | 1,292 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,076,000 | 3,715 |
| Mortgage-backed securities | $0 | 5,999 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $20,633,000 | 4,122 |
| Total debt securities | $20,631,000 | 4,464 |
| Structured notes | ||
| Amortized cost | $11,674,000 | 475 |
| Fair value | $11,671,000 | 477 |
| 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 | $17,123,000 | 4,815 |
| U.S. Government securities | $11,925,000 | 4,605 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $11,925,000 | 4,514 |
| Securities issued by states & political subdivisions | $2,870,000 | 4,129 |
| Other domestic debt securities | $2,326,000 | 1,498 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,326,000 | 1,010 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $2,000 | 1,348 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,044,000 | 3,918 |
| Mortgage-backed securities | $0 | 6,031 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $17,123,000 | 4,417 |
| Total debt securities | $17,122,000 | 4,787 |
| Structured notes | ||
| Amortized cost | $9,089,000 | 632 |
| Fair value | $9,082,000 | 633 |
| 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 | $16,403,000 | 4,968 |
| U.S. Government securities | $11,073,000 | 4,854 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $11,073,000 | 4,745 |
| Securities issued by states & political subdivisions | $2,698,000 | 4,172 |
| Other domestic debt securities | $2,630,000 | 1,374 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $2,630,000 | 897 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $2,000 | 1,369 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,326,000 | 3,910 |
| Mortgage-backed securities | $0 | 6,067 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $16,403,000 | 4,549 |
| Total debt securities | $16,401,000 | 4,931 |
| Structured notes | ||
| Amortized cost | $9,760,000 | 719 |
| Fair value | $9,748,000 | 720 |
| 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 | $13,158,000 | 5,353 |
| U.S. Government securities | $7,978,000 | 5,397 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $7,978,000 | 5,284 |
| Securities issued by states & political subdivisions | $2,564,000 | 4,186 |
| Other domestic debt securities | $2,614,000 | 1,395 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $2,614,000 | 912 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $2,000 | 1,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,946,000 | 4,241 |
| Mortgage-backed securities | $190,000 | 5,648 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $190,000 | 3,550 |
| CMOs issued by government agencies or sponsored agencies | $190,000 | 3,258 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $13,158,000 | 4,924 |
| Total debt securities | $13,155,000 | 5,320 |
| Structured notes | ||
| Amortized cost | $6,549,000 | 1,014 |
| Fair value | $6,465,000 | 1,020 |
| 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 | $13,755,000 | 5,193 |
| U.S. Government securities | $8,490,000 | 5,146 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $8,490,000 | 5,043 |
| Securities issued by states & political subdivisions | $2,143,000 | 4,355 |
| Other domestic debt securities | $3,117,000 | 1,379 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $3,117,000 | 818 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $5,000 | 1,344 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,393,000 | 4,084 |
| Mortgage-backed securities | $639,000 | 5,342 |
| 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 | $639,000 | 3,201 |
| CMOs issued by government agencies or sponsored agencies | $639,000 | 2,917 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $13,755,000 | 4,764 |
| Total debt securities | $13,750,000 | 5,158 |
| Structured notes | ||
| Amortized cost | $6,549,000 | 920 |
| Fair value | $6,451,000 | 932 |
| 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 | $14,376,000 | 5,055 |
| U.S. Government securities | $9,278,000 | 4,976 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $9,278,000 | 4,865 |
| Securities issued by states & political subdivisions | $1,883,000 | 4,393 |
| Other domestic debt securities | $3,215,000 | 1,413 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $3,215,000 | 801 |
| 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 | $6,266,000 | 3,925 |
| Mortgage-backed securities | $1,201,000 | 5,115 |
| 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 | $1,201,000 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $1,201,000 | 2,606 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $14,376,000 | 4,616 |
| Total debt securities | $14,376,000 | 5,019 |
| Structured notes | ||
| Amortized cost | $6,622,000 | 894 |
| Fair value | $6,660,000 | 893 |
| 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 | $12,466,000 | 5,320 |
| U.S. Government securities | $8,048,000 | 5,334 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $8,048,000 | 5,219 |
| Securities issued by states & political subdivisions | $1,858,000 | 4,371 |
| Other domestic debt securities | $2,557,000 | 1,563 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $2,557,000 | 880 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $3,000 | 1,481 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,864,000 | 4,069 |
| Mortgage-backed securities | $1,525,000 | 5,001 |
| 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 | $1,525,000 | 2,683 |
| CMOs issued by government agencies or sponsored agencies | $1,525,000 | 2,384 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $12,466,000 | 4,880 |
| Total debt securities | $12,463,000 | 5,286 |
| Structured notes | ||
| Amortized cost | $4,884,000 | 1,219 |
| Fair value | $4,911,000 | 1,220 |
| 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 | $15,102,000 | 5,017 |
| U.S. Government securities | $12,169,000 | 4,579 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $12,169,000 | 4,466 |
| Securities issued by states & political subdivisions | $1,762,000 | 4,412 |
| Other domestic debt securities | $1,171,000 | 2,106 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,171,000 | 1,270 |
| 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 | $5,755,000 | 4,180 |
| Mortgage-backed securities | $1,542,000 | 5,087 |
| 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 | $1,542,000 | 2,645 |
| CMOs issued by government agencies or sponsored agencies | $1,542,000 | 2,322 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $15,102,000 | 4,583 |
| Total debt securities | $15,103,000 | 4,983 |
| Structured notes | ||
| Amortized cost | $5,572,000 | 882 |
| Fair value | $5,555,000 | 883 |
| 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 | $16,883,000 | 4,767 |
| U.S. Government securities | $13,752,000 | 4,322 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $13,752,000 | 4,232 |
| Securities issued by states & political subdivisions | $1,969,000 | 4,353 |
| Other domestic debt securities | $1,162,000 | 2,174 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,162,000 | 1,304 |
| 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 | $7,051,000 | 3,888 |
| Mortgage-backed securities | $1,548,000 | 5,164 |
| 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 | $1,548,000 | 2,638 |
| CMOs issued by government agencies or sponsored agencies | $1,548,000 | 2,307 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $16,883,000 | 4,334 |
| Total debt securities | $16,882,000 | 4,733 |
| Structured notes | ||
| Amortized cost | $7,800,000 | 550 |
| Fair value | $7,679,000 | 552 |
| 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 | $15,167,000 | 5,038 |
| U.S. Government securities | $11,852,000 | 4,639 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $11,852,000 | 4,545 |
| Securities issued by states & political subdivisions | $1,703,000 | 4,518 |
| Other domestic debt securities | $1,612,000 | 2,067 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,612,000 | 1,230 |
| 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 | $7,807,000 | 3,753 |
| Mortgage-backed securities | $1,549,000 | 5,253 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,549,000 | 2,636 |
| CMOs issued by government agencies or sponsored agencies | $1,549,000 | 2,288 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $15,167,000 | 4,613 |
| Total debt securities | $15,168,000 | 4,996 |
| Structured notes | ||
| Amortized cost | $6,459,000 | 430 |
| Fair value | $6,458,000 | 429 |
| 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 | $16,071,000 | 4,908 |
| U.S. Government securities | $12,178,000 | 4,592 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $12,178,000 | 4,495 |
| Securities issued by states & political subdivisions | $1,657,000 | 4,512 |
| Other domestic debt securities | $2,234,000 | 1,868 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $2,234,000 | 1,068 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $2,000 | 1,704 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,949,000 | 3,728 |
| Mortgage-backed securities | $1,543,000 | 5,306 |
| Certificates of participation in pools of residential mortgages | $1,543,000 | 4,865 |
| Issued or guaranteed by U.S. | $1,543,000 | 4,851 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| 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) | $16,071,000 | 4,464 |
| Total debt securities | $16,070,000 | 4,863 |
| Structured notes | ||
| Amortized cost | $3,597,000 | 478 |
| Fair value | $3,578,000 | 472 |
| 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 | $14,531,000 | 5,159 |
| U.S. Government securities | $11,196,000 | 4,851 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $11,196,000 | 4,764 |
| Securities issued by states & political subdivisions | $1,567,000 | 4,492 |
| Other domestic debt securities | $1,766,000 | 1,966 |
| 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 | $1,766,000 | 1,221 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $2,000 | 1,729 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,527,000 | 3,846 |
| Mortgage-backed securities | $1,559,000 | 5,376 |
| Certificates of participation in pools of residential mortgages | $1,559,000 | 4,930 |
| Issued or guaranteed by U.S. | $1,559,000 | 4,915 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| 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) | $14,531,000 | 4,672 |
| Total debt securities | $14,529,000 | 5,120 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 506 |
| Fair value | $2,497,000 | 499 |
| 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 | $11,938,000 | 5,595 |
| U.S. Government securities | $9,317,000 | 5,303 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $9,317,000 | 5,218 |
| Securities issued by states & political subdivisions | $1,464,000 | 4,511 |
| Other domestic debt securities | $1,156,000 | 2,187 |
| 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 | $1,156,000 | 1,425 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $1,000 | 1,767 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,504,000 | 3,896 |
| Mortgage-backed securities | $1,518,000 | 5,377 |
| Certificates of participation in pools of residential mortgages | $1,518,000 | 4,929 |
| Issued or guaranteed by U.S. | $1,518,000 | 4,916 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $11,938,000 | 5,083 |
| Total debt securities | $11,937,000 | 5,548 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 943 |
| Fair value | $1,002,000 | 1,026 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $14,667,000 | 5,116 |
| U.S. Government securities | $11,094,000 | 4,872 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $11,094,000 | 4,786 |
| Securities issued by states & political subdivisions | $1,608,000 | 4,414 |
| Other domestic debt securities | $1,929,000 | 1,814 |
| 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 | $1,929,000 | 1,132 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $36,000 | 1,579 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,606,000 | 3,880 |
| Mortgage-backed securities | $1,532,000 | 5,330 |
| Certificates of participation in pools of residential mortgages | $1,532,000 | 4,893 |
| Issued or guaranteed by U.S. | $1,532,000 | 4,877 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $14,667,000 | 4,601 |
| Total debt securities | $14,630,000 | 5,077 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 926 |
| Fair value | $1,000,000 | 971 |
| 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 | $16,050,000 | 4,971 |
| U.S. Government securities | $12,401,000 | 4,678 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $12,401,000 | 4,599 |
| Securities issued by states & political subdivisions | $1,593,000 | 4,470 |
| Other domestic debt securities | $1,955,000 | 1,865 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,955,000 | 1,219 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $101,000 | 1,662 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,964,000 | 3,768 |
| Mortgage-backed securities | $1,503,000 | 5,358 |
| Certificates of participation in pools of residential mortgages | $1,503,000 | 4,915 |
| Issued or guaranteed by U.S. | $1,503,000 | 4,896 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $16,050,000 | 4,474 |
| Total debt securities | $15,949,000 | 4,930 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 642 |
| Fair value | $2,000,000 | 651 |
| 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 | $11,476,000 | 5,681 |
| U.S. Government securities | $9,658,000 | 5,186 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $9,658,000 | 5,095 |
| Securities issued by states & political subdivisions | $1,614,000 | 4,462 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $204,000 | 1,550 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,552,000 | 4,623 |
| Mortgage-backed securities | $1,549,000 | 5,284 |
| Certificates of participation in pools of residential mortgages | $1,549,000 | 4,833 |
| Issued or guaranteed by U.S. | $1,549,000 | 4,811 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $11,476,000 | 5,167 |
| Total debt securities | $11,272,000 | 5,643 |
| 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 | $12,004,000 | 5,672 |
| U.S. Government securities | $10,203,000 | 5,214 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $10,203,000 | 5,110 |
| Securities issued by states & political subdivisions | $1,598,000 | 4,476 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $203,000 | 1,499 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,527,000 | 3,880 |
| Mortgage-backed securities | $1,512,000 | 5,085 |
| Certificates of participation in pools of residential mortgages | $1,512,000 | 4,626 |
| Issued or guaranteed by U.S. | $1,512,000 | 4,607 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $12,004,000 | 5,107 |
| Total debt securities | $11,800,000 | 5,648 |
| Structured notes | ||
| Amortized cost | $1,682,000 | 1,215 |
| Fair value | $1,690,000 | 1,211 |
| 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 | $21,957,000 | 4,228 |
| U.S. Government securities | $19,825,000 | 3,659 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $19,825,000 | 3,582 |
| Securities issued by states & political subdivisions | $1,892,000 | 4,329 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $240,000 | 1,420 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,442,000 | 3,359 |
| Mortgage-backed securities | $1,504,000 | 4,983 |
| Certificates of participation in pools of residential mortgages | $1,504,000 | 4,496 |
| Issued or guaranteed by U.S. | $1,504,000 | 4,482 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $21,957,000 | 3,737 |
| Total debt securities | $21,718,000 | 4,212 |
| Structured notes | ||
| Amortized cost | $4,180,000 | 710 |
| Fair value | $4,176,000 | 706 |
| 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 | $22,313,000 | 4,177 |
| U.S. Government securities | $20,201,000 | 3,620 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $20,201,000 | 3,530 |
| Securities issued by states & political subdivisions | $1,866,000 | 4,338 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $246,000 | 1,424 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,752,000 | 3,298 |
| Mortgage-backed securities | $1,475,000 | 4,992 |
| Certificates of participation in pools of residential mortgages | $1,475,000 | 4,479 |
| Issued or guaranteed by U.S. | $1,475,000 | 4,465 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $22,313,000 | 3,684 |
| Total debt securities | $22,065,000 | 4,161 |
| Structured notes | ||
| Amortized cost | $4,677,000 | 692 |
| Fair value | $4,652,000 | 691 |
| 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 | $17,764,000 | 4,818 |
| U.S. Government securities | $15,810,000 | 4,296 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $15,810,000 | 4,189 |
| Securities issued by states & political subdivisions | $1,700,000 | 4,463 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $254,000 | 1,433 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,779,000 | 3,285 |
| Mortgage-backed securities | $0 | 6,691 |
| 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 | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $17,764,000 | 4,245 |
| Total debt securities | $17,510,000 | 4,797 |
| Structured notes | ||
| Amortized cost | $4,675,000 | 742 |
| Fair value | $4,652,000 | 741 |
| 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 | $15,117,000 | 5,273 |
| U.S. Government securities | $12,853,000 | 4,890 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $12,853,000 | 4,762 |
| Securities issued by states & political subdivisions | $1,703,000 | 4,471 |
| Other domestic debt securities | $311,000 | 2,545 |
| 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 | $311,000 | 1,937 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $250,000 | 1,475 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,763,000 | 3,289 |
| Mortgage-backed securities | $0 | 6,730 |
| 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 | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $15,117,000 | 4,665 |
| Total debt securities | $14,866,000 | 5,271 |
| Structured notes | ||
| Amortized cost | $5,072,000 | 710 |
| Fair value | $5,040,000 | 707 |
| 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 | $15,306,000 | 5,277 |
| U.S. Government securities | $13,260,000 | 4,853 |
| U.S. Treasury securities | $499,000 | 1,261 |
| U.S. Government agency obligations | $12,761,000 | 4,818 |
| Securities issued by states & political subdivisions | $1,486,000 | 4,634 |
| Other domestic debt securities | $310,000 | 2,590 |
| 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 | $310,000 | 1,981 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $250,000 | 1,514 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,629,000 | 3,490 |
| Mortgage-backed securities | $0 | 6,779 |
| 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 | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $15,306,000 | 4,648 |
| Total debt securities | $15,055,000 | 5,262 |
| Structured notes | ||
| Amortized cost | $4,635,000 | 864 |
| Fair value | $4,583,000 | 863 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $15,073,000 | 5,322 |
| U.S. Government securities | $12,941,000 | 4,911 |
| U.S. Treasury securities | $497,000 | 1,308 |
| U.S. Government agency obligations | $12,444,000 | 4,872 |
| Securities issued by states & political subdivisions | $1,579,000 | 4,580 |
| Other domestic debt securities | $303,000 | 2,629 |
| 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 | $303,000 | 2,039 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $250,000 | 1,526 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,563,000 | 3,313 |
| Mortgage-backed securities | $0 | 6,845 |
| 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 | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $15,073,000 | 4,662 |
| Total debt securities | $14,823,000 | 5,301 |
| Structured notes | ||
| Amortized cost | $4,391,000 | 961 |
| Fair value | $4,310,000 | 954 |
| 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 | $13,736,000 | 5,590 |
| U.S. Government securities | $11,402,000 | 5,265 |
| U.S. Treasury securities | $496,000 | 1,398 |
| U.S. Government agency obligations | $10,906,000 | 5,240 |
| Securities issued by states & political subdivisions | $1,788,000 | 4,466 |
| Other domestic debt securities | $296,000 | 2,721 |
| 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 | $296,000 | 2,159 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $250,000 | 1,546 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,788,000 | 3,275 |
| Mortgage-backed securities | $0 | 6,885 |
| 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 | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $13,736,000 | 4,914 |
| Total debt securities | $13,488,000 | 5,587 |
| Structured notes | ||
| Amortized cost | $3,989,000 | 1,065 |
| Fair value | $3,924,000 | 1,042 |
| 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 | $13,506,000 | 5,644 |
| U.S. Government securities | $11,020,000 | 5,347 |
| U.S. Treasury securities | $496,000 | 1,407 |
| U.S. Government agency obligations | $10,524,000 | 5,314 |
| Securities issued by states & political subdivisions | $1,794,000 | 4,489 |
| Other domestic debt securities | $442,000 | 2,655 |
| 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 | $442,000 | 2,145 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $250,000 | 1,567 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,301,000 | 3,326 |
| Mortgage-backed securities | $0 | 6,961 |
| 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 | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $13,506,000 | 4,958 |
| Total debt securities | $13,256,000 | 5,639 |
| Structured notes | ||
| Amortized cost | $3,495,000 | 1,168 |
| Fair value | $3,436,000 | 1,162 |
| 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 | $12,005,000 | 5,904 |
| U.S. Government securities | $9,469,000 | 5,684 |
| U.S. Treasury securities | $498,000 | 1,409 |
| U.S. Government agency obligations | $8,971,000 | 5,674 |
| Securities issued by states & political subdivisions | $1,816,000 | 4,474 |
| Other domestic debt securities | $470,000 | 2,679 |
| 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 | $470,000 | 2,203 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $250,000 | 1,579 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,348,000 | 3,305 |
| Mortgage-backed securities | $0 | 6,997 |
| 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 | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $12,005,000 | 5,203 |
| Total debt securities | $11,755,000 | 5,905 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 1,256 |
| Fair value | $2,963,000 | 1,252 |
| 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 | $12,113,000 | 5,937 |
| U.S. Government securities | $9,537,000 | 5,711 |
| U.S. Treasury securities | $499,000 | 1,459 |
| U.S. Government agency obligations | $9,038,000 | 5,691 |
| Securities issued by states & political subdivisions | $1,822,000 | 4,454 |
| Other domestic debt securities | $504,000 | 2,626 |
| 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 | $504,000 | 2,153 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $250,000 | 1,603 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,855,000 | 3,211 |
| Mortgage-backed securities | $0 | 7,037 |
| 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 | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $12,113,000 | 5,215 |
| Total debt securities | $11,863,000 | 5,922 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 1,265 |
| Fair value | $2,969,000 | 1,283 |
| 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 | $12,349,000 | 5,973 |
| U.S. Government securities | $10,001,000 | 5,669 |
| U.S. Treasury securities | $499,000 | 1,560 |
| U.S. Government agency obligations | $9,502,000 | 5,653 |
| Securities issued by states & political subdivisions | $2,018,000 | 4,338 |
| Other domestic debt securities | $80,000 | 3,298 |
| 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 | $80,000 | 2,795 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $250,000 | 1,644 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,313,000 | 3,133 |
| Mortgage-backed securities | $0 | 7,121 |
| 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 | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $12,349,000 | 5,234 |
| Total debt securities | $12,099,000 | 5,960 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 1,252 |
| Fair value | $2,949,000 | 1,247 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $11,673,000 | 6,147 |
| U.S. Government securities | $9,073,000 | 5,917 |
| U.S. Treasury securities | $504,000 | 1,574 |
| U.S. Government agency obligations | $8,569,000 | 5,889 |
| Securities issued by states & political subdivisions | $2,043,000 | 4,325 |
| Other domestic debt securities | $294,000 | 3,012 |
| 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 | $294,000 | 2,563 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $263,000 | 1,662 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,187,000 | 3,318 |
| Mortgage-backed securities | $0 | 7,171 |
| 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 | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $11,673,000 | 5,380 |
| Total debt securities | $11,408,000 | 6,139 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 1,223 |
| Fair value | $2,969,000 | 1,246 |
| 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 | $11,803,000 | 6,135 |
| U.S. Government securities | $9,115,000 | 5,898 |
| U.S. Treasury securities | $509,000 | 1,564 |
| U.S. Government agency obligations | $8,606,000 | 5,896 |
| Securities issued by states & political subdivisions | $2,065,000 | 4,315 |
| Other domestic debt securities | $355,000 | 2,987 |
| 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 | $355,000 | 2,565 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $268,000 | 1,666 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,038,000 | 3,299 |
| Mortgage-backed securities | $0 | 7,222 |
| 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 | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $11,803,000 | 5,356 |
| Total debt securities | $11,535,000 | 6,120 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 1,262 |
| Fair value | $2,986,000 | 1,279 |
| 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 | $11,740,000 | 6,213 |
| U.S. Government securities | $9,076,000 | 5,998 |
| U.S. Treasury securities | $506,000 | 1,659 |
| U.S. Government agency obligations | $8,570,000 | 5,976 |
| Securities issued by states & political subdivisions | $2,024,000 | 4,345 |
| Other domestic debt securities | $372,000 | 3,066 |
| 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 | $372,000 | 2,662 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $268,000 | 1,716 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,974,000 | 3,286 |
| Mortgage-backed securities | $0 | 7,304 |
| 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 | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $11,740,000 | 5,472 |
| Total debt securities | $11,472,000 | 6,188 |
| Structured notes | ||
| Amortized cost | $2,997,000 | 1,239 |
| Fair value | $2,946,000 | 1,221 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $12,088,000 | 6,110 |
| U.S. Government securities | $9,203,000 | 5,930 |
| U.S. Treasury securities | $521,000 | 1,624 |
| U.S. Government agency obligations | $8,682,000 | 5,903 |
| Securities issued by states & political subdivisions | $2,231,000 | 4,221 |
| Other domestic debt securities | $386,000 | 3,162 |
| 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 | $386,000 | 2,743 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $268,000 | 1,751 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,137,000 | 3,241 |
| Mortgage-backed securities | $0 | 7,319 |
| 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 | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $12,088,000 | 5,388 |
| Total debt securities | $11,820,000 | 6,092 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,382 |
| Fair value | $2,004,000 | 1,357 |
| 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 | $11,073,000 | 6,375 |
| U.S. Government securities | $7,792,000 | 6,369 |
| U.S. Treasury securities | $517,000 | 1,734 |
| U.S. Government agency obligations | $7,275,000 | 6,338 |
| Securities issued by states & political subdivisions | $2,213,000 | 4,266 |
| Other domestic debt securities | $804,000 | 2,741 |
| 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 | $804,000 | 2,431 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $264,000 | 1,773 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,657,000 | 3,442 |
| Mortgage-backed securities | $0 | 7,358 |
| 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 | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $11,073,000 | 5,645 |
| Total debt securities | $10,808,000 | 6,353 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,606 |
| Fair value | $1,001,000 | 1,717 |
| 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 | $11,457,000 | 6,237 |
| U.S. Government securities | $7,305,000 | 6,375 |
| U.S. Treasury securities | $519,000 | 1,793 |
| U.S. Government agency obligations | $6,786,000 | 6,360 |
| Securities issued by states & political subdivisions | $2,254,000 | 4,263 |
| Other domestic debt securities | $1,642,000 | 2,272 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,642,000 | 1,986 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $256,000 | 1,851 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,062,000 | 3,524 |
| Mortgage-backed securities | $0 | 7,403 |
| 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 | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $11,457,000 | 5,513 |
| Total debt securities | $11,203,000 | 6,197 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,378 |
| Fair value | $1,001,000 | 1,468 |
| 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 | $11,297,000 | 6,183 |
| U.S. Government securities | $6,805,000 | 6,471 |
| U.S. Treasury securities | $529,000 | 1,801 |
| U.S. Government agency obligations | $6,276,000 | 6,454 |
| Securities issued by states & political subdivisions | $2,365,000 | 4,148 |
| Other domestic debt securities | $1,857,000 | 2,258 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,857,000 | 1,968 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $270,000 | 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 | $6,457,000 | 3,890 |
| Mortgage-backed securities | $0 | 7,451 |
| 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 | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $11,297,000 | 5,445 |
| Total debt securities | $11,024,000 | 6,161 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,191 |
| Fair value | $1,003,000 | 1,300 |
| 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 | $12,139,000 | 6,060 |
| U.S. Government securities | $7,315,000 | 6,352 |
| U.S. Treasury securities | $518,000 | 1,852 |
| U.S. Government agency obligations | $6,797,000 | 6,327 |
| Securities issued by states & political subdivisions | $2,550,000 | 3,993 |
| Other domestic debt securities | $2,013,000 | 2,212 |
| 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 | $2,013,000 | 1,910 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $261,000 | 1,845 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,683,000 | 3,568 |
| Mortgage-backed securities | $0 | 7,482 |
| 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 | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $12,139,000 | 5,291 |
| Total debt securities | $11,878,000 | 6,024 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 910 |
| Fair value | $1,002,000 | 1,033 |
| 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 | $10,789,000 | 6,344 |
| U.S. Government securities | $6,270,000 | 6,717 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $6,270,000 | 6,518 |
| Securities issued by states & political subdivisions | $2,602,000 | 3,953 |
| Other domestic debt securities | $1,917,000 | 2,261 |
| 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 | $1,917,000 | 1,970 |
| 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 | $4,232,000 | 4,723 |
| Mortgage-backed securities | $0 | 7,491 |
| 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 | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $10,789,000 | 5,554 |
| Total debt securities | $10,787,000 | 6,245 |
| 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 | $25,574,000 | 3,786 |
| U.S. Government securities | $21,393,000 | 3,333 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $21,393,000 | 3,165 |
| Securities issued by states & political subdivisions | $3,353,000 | 3,565 |
| Other domestic debt securities | $828,000 | 3,079 |
| 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 | $828,000 | 2,654 |
| 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 | $5,737,000 | 4,112 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $25,574,000 | 3,193 |
| Total debt securities | $25,572,000 | 3,700 |
| 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 | $27,265,000 | 3,698 |
| U.S. Government securities | $22,942,000 | 3,282 |
| U.S. Treasury securities | $501,000 | 3,380 |
| U.S. Government agency obligations | $22,441,000 | 3,089 |
| Securities issued by states & political subdivisions | $3,882,000 | 3,254 |
| Other domestic debt securities | $176,000 | 3,488 |
| 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 | $176,000 | 3,052 |
| Foreign debt securities | NA | NA |
| Equity securities | $265,000 | 5,235 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,789,000 | 2,844 |
| Mortgage-backed securities | $0 | 7,590 |
| 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 | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| 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) | $27,265,000 | 2,979 |
| Total debt securities | $27,000,000 | 3,619 |
| 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 | $32,058,000 | 3,391 |
| U.S. Government securities | $24,427,000 | 3,297 |
| U.S. Treasury securities | $497,000 | 4,602 |
| U.S. Government agency obligations | $23,930,000 | 2,996 |
| Securities issued by states & political subdivisions | $6,948,000 | 2,318 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $683,000 | 3,092 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,392,000 | 2,555 |
| 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) | $7,035,000 | 2,583 |
| Available-for-sale securities (fair market value) | $25,023,000 | 3,268 |
| Total debt securities | $31,375,000 | 3,349 |
| Structured notes | ||
| Amortized cost | $500,000 | 744 |
| Fair value | $498,000 | 782 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $24,326,000 | 4,234 |
| U.S. Government securities | $15,178,000 | 4,751 |
| U.S. Treasury securities | $504,000 | 5,904 |
| U.S. Government agency obligations | $14,674,000 | 4,186 |
| Securities issued by states & political subdivisions | $8,452,000 | 1,986 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $696,000 | 2,950 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,598,000 | 4,031 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,570,000 | 2,557 |
| Available-for-sale securities (fair market value) | $15,756,000 | 4,510 |
| Total debt securities | $23,630,000 | 4,218 |
| Structured notes | ||
| Amortized cost | $500,000 | 941 |
| Fair value | $504,000 | 931 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $18,983,000 | 5,109 |
| U.S. Government securities | $9,105,000 | 6,810 |
| U.S. Treasury securities | $500,000 | 7,201 |
| U.S. Government agency obligations | $8,605,000 | 5,731 |
| Securities issued by states & political subdivisions | $8,957,000 | 1,637 |
| Other domestic debt securities | $250,000 | 2,797 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,230 |
| Foreign debt securities | NA | NA |
| Equity securities | $671,000 | 3,027 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,917,000 | 4,101 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,824,000 | 2,850 |
| Available-for-sale securities (fair market value) | $9,159,000 | 6,002 |
| Total debt securities | $18,312,000 | 5,120 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,189 |
| Fair value | $993,000 | 1,351 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $18,559,000 | 5,579 |
| U.S. Government securities | $8,601,000 | 7,568 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $8,601,000 | 5,990 |
| Securities issued by states & political subdivisions | $8,843,000 | 1,650 |
| Other domestic debt securities | $504,000 | 2,642 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $504,000 | 2,007 |
| Foreign debt securities | NA | NA |
| Equity securities | $611,000 | 3,118 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,919,000 | 4,672 |
| Mortgage-backed securities | $66,000 | 8,644 |
| Certificates of participation in pools of residential mortgages | $66,000 | 8,052 |
| Issued or guaranteed by U.S. | $66,000 | 8,031 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,510,000 | 3,292 |
| Available-for-sale securities (fair market value) | $9,049,000 | 6,280 |
| Total debt securities | $17,948,000 | 5,599 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,515 |
| Fair value | $1,229,000 | 1,529 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $21,164,000 | 5,340 |
| U.S. Government securities | $10,363,000 | 7,166 |
| U.S. Treasury securities | $496,000 | 9,547 |
| U.S. Government agency obligations | $9,867,000 | 5,524 |
| Securities issued by states & political subdivisions | $9,153,000 | 1,609 |
| Other domestic debt securities | $1,222,000 | 2,259 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,222,000 | 1,748 |
| Foreign debt securities | NA | NA |
| Equity securities | $426,000 | 3,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,231,000 | 5,770 |
| Mortgage-backed securities | $145,000 | 8,841 |
| Certificates of participation in pools of residential mortgages | $145,000 | 8,060 |
| Issued or guaranteed by U.S. | $145,000 | 8,028 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,872,000 | 3,199 |
| Available-for-sale securities (fair market value) | $10,292,000 | 6,057 |
| Total debt securities | $20,738,000 | 5,314 |
| Structured notes | ||
| Amortized cost | $2,750,000 | 1,296 |
| Fair value | $2,696,000 | 1,303 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $22,510,000 | 5,395 |
| U.S. Government securities | $9,986,000 | 7,748 |
| U.S. Treasury securities | $967,000 | 9,812 |
| U.S. Government agency obligations | $9,019,000 | 5,741 |
| Securities issued by states & political subdivisions | $9,905,000 | 1,511 |
| Other domestic debt securities | $2,232,000 | 1,906 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,232,000 | 1,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $387,000 | 3,552 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,264,000 | 5,177 |
| Mortgage-backed securities | $190,000 | 9,276 |
| Certificates of participation in pools of residential mortgages | $190,000 | 8,401 |
| Issued or guaranteed by U.S. | $190,000 | 8,374 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,137,000 | 5,012 |
| Available-for-sale securities (fair market value) | $10,373,000 | 4,652 |
| Total debt securities | $22,123,000 | 5,375 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $23,813,000 | 5,421 |
| U.S. Government securities | $12,097,000 | 7,185 |
| U.S. Treasury securities | $1,498,000 | 9,240 |
| U.S. Government agency obligations | $10,599,000 | 5,370 |
| Securities issued by states & political subdivisions | $9,583,000 | 1,596 |
| Other domestic debt securities | $1,691,000 | 2,592 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,691,000 | 1,964 |
| Foreign debt securities | NA | NA |
| Equity securities | $442,000 | 3,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,000,000 | 4,620 |
| Mortgage-backed securities | $1,073,000 | 8,311 |
| Certificates of participation in pools of residential mortgages | $1,073,000 | 6,948 |
| Issued or guaranteed by U.S. | $1,073,000 | 6,898 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $23,371,000 | 5,364 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $23,300,000 | 5,466 |
| U.S. Government securities | $12,374,000 | 7,105 |
| U.S. Treasury securities | $972,000 | 10,577 |
| U.S. Government agency obligations | $11,402,000 | 5,065 |
| Securities issued by states & political subdivisions | $8,484,000 | 1,610 |
| Other domestic debt securities | $2,008,000 | 2,917 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,008,000 | 2,062 |
| Foreign debt securities | NA | NA |
| Equity securities | $434,000 | 2,824 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,800,000 | 6,168 |
| Mortgage-backed securities | $1,297,000 | 8,513 |
| Certificates of participation in pools of residential mortgages | $1,297,000 | 7,063 |
| Issued or guaranteed by U.S. | $1,297,000 | 7,004 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $22,779,000 | 5,453 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |