Home > The Milford Bank > Securities
The Milford Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $100,184,000 | 1,707 |
| U.S. Government securities | $99,805,000 | 1,167 |
| U.S. Treasury securities | $7,027,000 | 1,615 |
| U.S. Government agency obligations | $92,778,000 | 1,029 |
| Securities issued by states & political subdivisions | $379,000 | 3,691 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,333,000 | 3,719 |
| Mortgage-backed securities | $63,941,000 | 1,081 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $24,586,000 | 1,338 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,214,000 | 1,840 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $37,141,000 | 212 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $3,825,000 | 1,244 |
| Available-for-sale securities (fair market value) | $96,359,000 | 1,549 |
| Total debt securities | $100,185,000 | 1,692 |
| Structured notes | ||
| Amortized cost | $3,925,000 | 392 |
| Fair value | $3,308,000 | 410 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $95,883,000 | 1,742 |
| U.S. Government securities | $95,531,000 | 1,198 |
| U.S. Treasury securities | $6,861,000 | 1,685 |
| U.S. Government agency obligations | $88,670,000 | 1,057 |
| Securities issued by states & political subdivisions | $352,000 | 3,733 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,283,000 | 3,726 |
| Mortgage-backed securities | $60,916,000 | 1,092 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $23,936,000 | 1,340 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,166,000 | 1,822 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $34,814,000 | 212 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $3,908,000 | 1,256 |
| Available-for-sale securities (fair market value) | $91,975,000 | 1,575 |
| Total debt securities | $95,885,000 | 1,729 |
| Structured notes | ||
| Amortized cost | $3,925,000 | 411 |
| Fair value | $3,099,000 | 436 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $99,603,000 | 1,737 |
| U.S. Government securities | $99,223,000 | 1,205 |
| U.S. Treasury securities | $6,835,000 | 1,714 |
| U.S. Government agency obligations | $92,388,000 | 1,060 |
| Securities issued by states & political subdivisions | $380,000 | 3,763 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,301,000 | 3,721 |
| Mortgage-backed securities | $64,186,000 | 1,086 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $25,545,000 | 1,332 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,195,000 | 1,830 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $36,446,000 | 204 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $3,951,000 | 1,269 |
| Available-for-sale securities (fair market value) | $95,652,000 | 1,573 |
| Total debt securities | $99,604,000 | 1,720 |
| Structured notes | ||
| Amortized cost | $3,925,000 | 441 |
| Fair value | $3,258,000 | 459 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $101,913,000 | 1,781 |
| U.S. Government securities | $101,527,000 | 1,245 |
| U.S. Treasury securities | $6,902,000 | 1,776 |
| U.S. Government agency obligations | $94,625,000 | 1,050 |
| Securities issued by states & political subdivisions | $386,000 | 3,811 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,315,000 | 3,711 |
| Mortgage-backed securities | $66,170,000 | 1,113 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $26,578,000 | 1,346 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,290,000 | 1,852 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $37,302,000 | 216 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $3,994,000 | 1,300 |
| Available-for-sale securities (fair market value) | $97,919,000 | 1,618 |
| Total debt securities | $101,913,000 | 1,762 |
| Structured notes | ||
| Amortized cost | $3,925,000 | 463 |
| Fair value | $3,276,000 | 485 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $100,870,000 | 1,825 |
| U.S. Government securities | $100,492,000 | 1,264 |
| U.S. Treasury securities | $6,793,000 | 1,828 |
| U.S. Government agency obligations | $93,699,000 | 1,058 |
| Securities issued by states & political subdivisions | $378,000 | 3,847 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,294,000 | 3,668 |
| Mortgage-backed securities | $65,801,000 | 1,119 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $26,865,000 | 1,343 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,457,000 | 1,843 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $36,479,000 | 220 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $4,049,000 | 1,319 |
| Available-for-sale securities (fair market value) | $96,821,000 | 1,664 |
| Total debt securities | $100,870,000 | 1,805 |
| Structured notes | ||
| Amortized cost | $3,925,000 | 483 |
| Fair value | $3,190,000 | 508 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $100,678,000 | 1,825 |
| U.S. Government securities | $100,327,000 | 1,274 |
| U.S. Treasury securities | $6,733,000 | 1,857 |
| U.S. Government agency obligations | $93,594,000 | 1,065 |
| Securities issued by states & political subdivisions | $351,000 | 3,889 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,275,000 | 3,675 |
| Mortgage-backed securities | $65,980,000 | 1,133 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $27,259,000 | 1,345 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,468,000 | 1,845 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $36,253,000 | 220 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $4,131,000 | 1,289 |
| Available-for-sale securities (fair market value) | $96,547,000 | 1,655 |
| Total debt securities | $100,677,000 | 1,805 |
| Structured notes | ||
| Amortized cost | $3,925,000 | 475 |
| Fair value | $3,158,000 | 509 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $104,336,000 | 1,801 |
| U.S. Government securities | $104,336,000 | 1,237 |
| U.S. Treasury securities | $6,943,000 | 1,809 |
| U.S. Government agency obligations | $97,393,000 | 1,057 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,330,000 | 3,696 |
| Mortgage-backed securities | $68,266,000 | 1,143 |
| Certificates of participation in pools of residential mortgages | $26,399,000 | 1,439 |
| Issued or guaranteed by U.S. | $26,399,000 | 1,409 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $2,604,000 | 1,928 |
| CMOs issued by government agencies or sponsored agencies | $2,604,000 | 1,849 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $39,263,000 | 414 |
| Commercial mortgage pass-through securities | $39,263,000 | 220 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $4,177,000 | 1,224 |
| Available-for-sale securities (fair market value) | $100,159,000 | 1,679 |
| Total debt securities | $104,336,000 | 1,789 |
| Structured notes | ||
| Amortized cost | $3,925,000 | 464 |
| Fair value | $3,482,000 | 478 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $102,356,000 | 1,813 |
| U.S. Government securities | $102,356,000 | 1,229 |
| U.S. Treasury securities | $7,035,000 | 1,607 |
| U.S. Government agency obligations | $95,321,000 | 1,079 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,368,000 | 3,711 |
| Mortgage-backed securities | $68,015,000 | 1,161 |
| Certificates of participation in pools of residential mortgages | $25,712,000 | 1,479 |
| Issued or guaranteed by U.S. | $25,712,000 | 1,456 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $2,678,000 | 1,915 |
| CMOs issued by government agencies or sponsored agencies | $2,678,000 | 1,848 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $39,625,000 | 414 |
| Commercial mortgage pass-through securities | $39,625,000 | 219 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $649,000 | 1,506 |
| Available-for-sale securities (fair market value) | $101,707,000 | 1,667 |
| Total debt securities | $102,356,000 | 1,796 |
| Structured notes | ||
| Amortized cost | $3,925,000 | 404 |
| Fair value | $3,613,000 | 412 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $99,559,000 | 1,796 |
| U.S. Government securities | $99,559,000 | 1,184 |
| U.S. Treasury securities | $7,372,000 | 1,187 |
| U.S. Government agency obligations | $92,187,000 | 1,087 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,448,000 | 3,708 |
| Mortgage-backed securities | $63,311,000 | 1,212 |
| Certificates of participation in pools of residential mortgages | $25,933,000 | 1,491 |
| Issued or guaranteed by U.S. | $25,933,000 | 1,458 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,864,000 | 1,867 |
| CMOs issued by government agencies or sponsored agencies | $2,864,000 | 1,810 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $34,514,000 | 441 |
| Commercial mortgage pass-through securities | $34,514,000 | 226 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $691,000 | 1,411 |
| Available-for-sale securities (fair market value) | $98,868,000 | 1,674 |
| Total debt securities | $99,560,000 | 1,776 |
| Structured notes | ||
| Amortized cost | $3,925,000 | 343 |
| Fair value | $3,875,000 | 342 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $65,050,000 | 2,278 |
| U.S. Government securities | $65,050,000 | 1,529 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $65,050,000 | 1,386 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,005,000 | 3,845 |
| Mortgage-backed securities | $36,380,000 | 1,650 |
| Certificates of participation in pools of residential mortgages | $18,966,000 | 1,727 |
| Issued or guaranteed by U.S. | $18,966,000 | 1,684 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,938,000 | 1,862 |
| CMOs issued by government agencies or sponsored agencies | $2,938,000 | 1,816 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $14,476,000 | 727 |
| Commercial mortgage pass-through securities | $14,476,000 | 388 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $743,000 | 1,397 |
| Available-for-sale securities (fair market value) | $64,307,000 | 2,143 |
| Total debt securities | $65,049,000 | 2,261 |
| Structured notes | ||
| Amortized cost | $3,925,000 | 288 |
| Fair value | $3,894,000 | 287 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $46,082,000 | 2,677 |
| U.S. Government securities | $46,082,000 | 1,836 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $46,082,000 | 1,676 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,010,000 | 3,863 |
| Mortgage-backed securities | $30,706,000 | 1,777 |
| Certificates of participation in pools of residential mortgages | $17,447,000 | 1,748 |
| Issued or guaranteed by U.S. | $17,447,000 | 1,704 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $3,035,000 | 1,815 |
| CMOs issued by government agencies or sponsored agencies | $3,035,000 | 1,777 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $10,224,000 | 846 |
| Commercial mortgage pass-through securities | $10,224,000 | 470 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $808,000 | 1,370 |
| Available-for-sale securities (fair market value) | $45,274,000 | 2,551 |
| Total debt securities | $46,084,000 | 2,660 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 286 |
| Fair value | $2,997,000 | 299 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $21,155,000 | 3,461 |
| U.S. Government securities | $21,155,000 | 2,602 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $21,155,000 | 2,442 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,014,000 | 3,875 |
| Mortgage-backed securities | $18,150,000 | 2,162 |
| Certificates of participation in pools of residential mortgages | $8,478,000 | 2,348 |
| Issued or guaranteed by U.S. | $8,478,000 | 2,276 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $3,077,000 | 1,781 |
| CMOs issued by government agencies or sponsored agencies | $3,077,000 | 1,736 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $6,595,000 | 994 |
| Commercial mortgage pass-through securities | $6,595,000 | 592 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $874,000 | 1,342 |
| Available-for-sale securities (fair market value) | $20,281,000 | 3,301 |
| Total debt securities | $21,156,000 | 3,433 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $12,490,000 | 3,854 |
| U.S. Government securities | $12,490,000 | 3,077 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $12,490,000 | 2,930 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,018,000 | 3,887 |
| Mortgage-backed securities | $11,472,000 | 2,518 |
| Certificates of participation in pools of residential mortgages | $9,796,000 | 2,108 |
| Issued or guaranteed by U.S. | $9,796,000 | 2,053 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $614,000 | 2,447 |
| CMOs issued by government agencies or sponsored agencies | $614,000 | 2,395 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $1,062,000 | 1,624 |
| Commercial mortgage pass-through securities | $1,062,000 | 1,136 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $1,044,000 | 1,299 |
| Available-for-sale securities (fair market value) | $11,446,000 | 3,703 |
| Total debt securities | $12,490,000 | 3,829 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $13,901,000 | 3,721 |
| U.S. Government securities | $13,901,000 | 2,892 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $13,901,000 | 2,754 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,023,000 | 3,905 |
| Mortgage-backed securities | $12,878,000 | 2,406 |
| Certificates of participation in pools of residential mortgages | $11,152,000 | 1,980 |
| Issued or guaranteed by U.S. | $11,152,000 | 1,923 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $665,000 | 2,447 |
| CMOs issued by government agencies or sponsored agencies | $665,000 | 2,396 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $1,061,000 | 1,595 |
| Commercial mortgage pass-through securities | $1,061,000 | 1,122 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $1,124,000 | 1,272 |
| Available-for-sale securities (fair market value) | $12,777,000 | 3,564 |
| Total debt securities | $13,900,000 | 3,700 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $15,338,000 | 3,627 |
| U.S. Government securities | $15,338,000 | 2,794 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $15,338,000 | 2,660 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,026,000 | 3,942 |
| Mortgage-backed securities | $14,273,000 | 2,321 |
| Certificates of participation in pools of residential mortgages | $12,475,000 | 1,845 |
| Issued or guaranteed by U.S. | $12,475,000 | 1,796 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $734,000 | 2,437 |
| CMOs issued by government agencies or sponsored agencies | $734,000 | 2,397 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $1,064,000 | 1,577 |
| Commercial mortgage pass-through securities | $1,064,000 | 1,119 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $1,193,000 | 1,269 |
| Available-for-sale securities (fair market value) | $14,145,000 | 3,479 |
| Total debt securities | $15,338,000 | 3,605 |
| 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 | $18,238,000 | 3,409 |
| U.S. Government securities | $18,238,000 | 2,611 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $18,238,000 | 2,478 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,029,000 | 3,961 |
| Mortgage-backed securities | $16,119,000 | 2,193 |
| Certificates of participation in pools of residential mortgages | $13,289,000 | 1,764 |
| Issued or guaranteed by U.S. | $13,289,000 | 1,714 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $763,000 | 2,431 |
| CMOs issued by government agencies or sponsored agencies | $763,000 | 2,385 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $2,067,000 | 1,348 |
| Commercial mortgage pass-through securities | $2,067,000 | 894 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $1,251,000 | 1,254 |
| Available-for-sale securities (fair market value) | $16,987,000 | 3,268 |
| Total debt securities | $18,238,000 | 3,384 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $20,543,000 | 3,330 |
| U.S. Government securities | $20,543,000 | 2,540 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $20,543,000 | 2,398 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,009,000 | 4,026 |
| Mortgage-backed securities | $16,416,000 | 2,138 |
| Certificates of participation in pools of residential mortgages | $13,663,000 | 1,673 |
| Issued or guaranteed by U.S. | $13,663,000 | 1,629 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $784,000 | 2,430 |
| CMOs issued by government agencies or sponsored agencies | $784,000 | 2,388 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $1,969,000 | 1,342 |
| Commercial mortgage pass-through securities | $1,969,000 | 911 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $1,306,000 | 1,290 |
| Available-for-sale securities (fair market value) | $19,237,000 | 3,178 |
| Total debt securities | $20,543,000 | 3,306 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $21,541,000 | 3,292 |
| U.S. Government securities | $21,541,000 | 2,511 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $21,541,000 | 2,375 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,007,000 | 4,100 |
| Mortgage-backed securities | $17,422,000 | 2,080 |
| Certificates of participation in pools of residential mortgages | $14,565,000 | 1,607 |
| Issued or guaranteed by U.S. | $14,565,000 | 1,557 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $852,000 | 2,430 |
| CMOs issued by government agencies or sponsored agencies | $852,000 | 2,388 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $2,005,000 | 1,318 |
| Commercial mortgage pass-through securities | $2,005,000 | 897 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $1,377,000 | 1,336 |
| Available-for-sale securities (fair market value) | $20,164,000 | 3,147 |
| Total debt securities | $21,540,000 | 3,267 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $17,259,000 | 3,637 |
| U.S. Government securities | $17,259,000 | 2,846 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $17,259,000 | 2,684 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,005,000 | 4,149 |
| Mortgage-backed securities | $13,104,000 | 2,364 |
| Certificates of participation in pools of residential mortgages | $10,225,000 | 1,954 |
| Issued or guaranteed by U.S. | $10,225,000 | 1,918 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $906,000 | 2,395 |
| CMOs issued by government agencies or sponsored agencies | $906,000 | 2,352 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $1,973,000 | 1,313 |
| Commercial mortgage pass-through securities | $1,973,000 | 894 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $1,529,000 | 1,363 |
| Available-for-sale securities (fair market value) | $15,730,000 | 3,483 |
| Total debt securities | $17,260,000 | 3,617 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $18,685,000 | 3,606 |
| U.S. Government securities | $18,685,000 | 2,788 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $18,685,000 | 2,634 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $992,000 | 4,215 |
| Mortgage-backed securities | $13,577,000 | 2,319 |
| Certificates of participation in pools of residential mortgages | $10,709,000 | 1,914 |
| Issued or guaranteed by U.S. | $10,709,000 | 1,871 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $939,000 | 2,393 |
| CMOs issued by government agencies or sponsored agencies | $939,000 | 2,350 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $1,929,000 | 1,254 |
| Commercial mortgage pass-through securities | $1,929,000 | 881 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $1,628,000 | 1,363 |
| Available-for-sale securities (fair market value) | $17,057,000 | 3,446 |
| Total debt securities | $18,684,000 | 3,582 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $19,102,000 | 3,610 |
| U.S. Government securities | $19,102,000 | 2,758 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $19,102,000 | 2,609 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $985,000 | 4,267 |
| Mortgage-backed securities | $13,956,000 | 2,288 |
| Certificates of participation in pools of residential mortgages | $11,060,000 | 1,893 |
| Issued or guaranteed by U.S. | $11,060,000 | 1,870 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $991,000 | 2,376 |
| CMOs issued by government agencies or sponsored agencies | $991,000 | 2,330 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $1,905,000 | 1,233 |
| Commercial mortgage pass-through securities | $1,905,000 | 873 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $1,728,000 | 1,374 |
| Available-for-sale securities (fair market value) | $17,374,000 | 3,458 |
| Total debt securities | $19,101,000 | 3,587 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $19,437,000 | 3,622 |
| U.S. Government securities | $19,437,000 | 2,767 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $19,437,000 | 2,622 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $972,000 | 4,337 |
| Mortgage-backed securities | $14,344,000 | 2,282 |
| Certificates of participation in pools of residential mortgages | $11,472,000 | 1,889 |
| Issued or guaranteed by U.S. | $11,472,000 | 1,876 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,025,000 | 2,362 |
| CMOs issued by government agencies or sponsored agencies | $1,025,000 | 2,311 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $1,847,000 | 1,227 |
| Commercial mortgage pass-through securities | $1,847,000 | 881 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $1,820,000 | 1,392 |
| Available-for-sale securities (fair market value) | $17,617,000 | 3,467 |
| Total debt securities | $19,437,000 | 3,598 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $21,678,000 | 3,527 |
| U.S. Government securities | $21,178,000 | 2,633 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $21,178,000 | 2,493 |
| Securities issued by states & political subdivisions | $500,000 | 4,363 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $975,000 | 4,380 |
| Mortgage-backed securities | $16,021,000 | 2,181 |
| Certificates of participation in pools of residential mortgages | $12,141,000 | 1,873 |
| Issued or guaranteed by U.S. | $12,141,000 | 1,795 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,080,000 | 2,363 |
| CMOs issued by government agencies or sponsored agencies | $1,080,000 | 2,311 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $2,800,000 | 1,049 |
| Commercial mortgage pass-through securities | $2,800,000 | 733 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $2,404,000 | 1,342 |
| Available-for-sale securities (fair market value) | $19,274,000 | 3,400 |
| Total debt securities | $21,678,000 | 3,504 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $23,495,000 | 3,444 |
| U.S. Government securities | $21,996,000 | 2,649 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $21,996,000 | 2,521 |
| Securities issued by states & political subdivisions | $500,000 | 4,404 |
| Other domestic debt securities | $999,000 | 1,484 |
| 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 | $999,000 | 1,192 |
| 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 | $979,000 | 4,439 |
| Mortgage-backed securities | $16,830,000 | 2,131 |
| Certificates of participation in pools of residential mortgages | $12,836,000 | 1,845 |
| Issued or guaranteed by U.S. | $12,836,000 | 1,843 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,169,000 | 2,333 |
| CMOs issued by government agencies or sponsored agencies | $1,169,000 | 2,276 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $2,825,000 | 924 |
| Commercial mortgage pass-through securities | $2,825,000 | 585 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $2,507,000 | 1,354 |
| Available-for-sale securities (fair market value) | $20,988,000 | 3,319 |
| Total debt securities | $23,495,000 | 3,424 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $24,718,000 | 3,410 |
| U.S. Government securities | $23,220,000 | 2,590 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $23,220,000 | 2,472 |
| Securities issued by states & political subdivisions | $500,000 | 4,472 |
| Other domestic debt securities | $998,000 | 1,508 |
| 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 | $998,000 | 1,237 |
| 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 | $995,000 | 4,503 |
| Mortgage-backed securities | $17,954,000 | 2,067 |
| Certificates of participation in pools of residential mortgages | $13,783,000 | 1,814 |
| Issued or guaranteed by U.S. | $13,783,000 | 1,813 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,280,000 | 2,292 |
| CMOs issued by government agencies or sponsored agencies | $1,280,000 | 2,231 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $2,891,000 | 907 |
| Commercial mortgage pass-through securities | $2,891,000 | 579 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $2,593,000 | 1,376 |
| Available-for-sale securities (fair market value) | $22,125,000 | 3,314 |
| Total debt securities | $24,718,000 | 3,384 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $26,624,000 | 3,343 |
| U.S. Government securities | $24,127,000 | 2,552 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $24,127,000 | 2,450 |
| Securities issued by states & political subdivisions | $500,000 | 4,520 |
| Other domestic debt securities | $1,997,000 | 1,230 |
| 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 | $1,997,000 | 996 |
| 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 | $1,006,000 | 4,536 |
| Mortgage-backed securities | $18,827,000 | 2,016 |
| Certificates of participation in pools of residential mortgages | $14,538,000 | 1,792 |
| Issued or guaranteed by U.S. | $14,538,000 | 1,791 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,384,000 | 2,280 |
| CMOs issued by government agencies or sponsored agencies | $1,384,000 | 2,220 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $2,905,000 | 891 |
| Commercial mortgage pass-through securities | $2,905,000 | 581 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $2,697,000 | 1,409 |
| Available-for-sale securities (fair market value) | $23,927,000 | 3,220 |
| Total debt securities | $26,624,000 | 3,319 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $27,523,000 | 3,325 |
| U.S. Government securities | $25,028,000 | 2,560 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $25,028,000 | 2,459 |
| Securities issued by states & political subdivisions | $500,000 | 4,567 |
| Other domestic debt securities | $1,995,000 | 1,256 |
| 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 | $1,995,000 | 1,021 |
| 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 | $1,003,000 | 4,569 |
| Mortgage-backed securities | $19,626,000 | 1,998 |
| Certificates of participation in pools of residential mortgages | $15,232,000 | 1,773 |
| Issued or guaranteed by U.S. | $15,232,000 | 1,772 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,490,000 | 2,277 |
| CMOs issued by government agencies or sponsored agencies | $1,490,000 | 2,212 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $2,904,000 | 867 |
| Commercial mortgage pass-through securities | $2,904,000 | 562 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $2,793,000 | 1,420 |
| Available-for-sale securities (fair market value) | $24,730,000 | 3,226 |
| Total debt securities | $27,523,000 | 3,303 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $28,146,000 | 3,324 |
| U.S. Government securities | $25,652,000 | 2,553 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $25,652,000 | 2,452 |
| Securities issued by states & political subdivisions | $500,000 | 4,624 |
| Other domestic debt securities | $1,994,000 | 1,280 |
| 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 | $1,994,000 | 1,031 |
| 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 | $1,000,000 | 4,634 |
| Mortgage-backed securities | $20,281,000 | 1,990 |
| Certificates of participation in pools of residential mortgages | $15,858,000 | 1,775 |
| Issued or guaranteed by U.S. | $15,858,000 | 1,775 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,548,000 | 2,290 |
| CMOs issued by government agencies or sponsored agencies | $1,548,000 | 2,223 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $2,875,000 | 844 |
| Commercial mortgage pass-through securities | $2,875,000 | 543 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $3,880,000 | 1,331 |
| Available-for-sale securities (fair market value) | $24,266,000 | 3,287 |
| Total debt securities | $28,146,000 | 3,302 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $28,919,000 | 3,261 |
| U.S. Government securities | $26,424,000 | 2,495 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $26,424,000 | 2,382 |
| Securities issued by states & political subdivisions | $500,000 | 4,667 |
| Other domestic debt securities | $1,995,000 | 1,279 |
| 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 | $1,995,000 | 1,025 |
| 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 | $1,001,000 | 4,679 |
| Mortgage-backed securities | $21,006,000 | 1,951 |
| Certificates of participation in pools of residential mortgages | $16,495,000 | 1,748 |
| Issued or guaranteed by U.S. | $16,495,000 | 1,747 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,644,000 | 2,263 |
| CMOs issued by government agencies or sponsored agencies | $1,644,000 | 2,187 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $2,867,000 | 814 |
| Commercial mortgage pass-through securities | $2,867,000 | 520 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $3,969,000 | 1,341 |
| Available-for-sale securities (fair market value) | $24,950,000 | 3,238 |
| Total debt securities | $28,919,000 | 3,240 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $28,033,000 | 3,327 |
| U.S. Government securities | $25,535,000 | 2,531 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $25,535,000 | 2,432 |
| Securities issued by states & political subdivisions | $500,000 | 4,701 |
| Other domestic debt securities | $1,998,000 | 1,288 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $1,998,000 | 1,028 |
| 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 | $1,001,000 | 4,751 |
| Mortgage-backed securities | $20,022,000 | 2,029 |
| Certificates of participation in pools of residential mortgages | $15,196,000 | 1,838 |
| Issued or guaranteed by U.S. | $15,196,000 | 1,838 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,765,000 | 2,249 |
| CMOs issued by government agencies or sponsored agencies | $1,765,000 | 2,177 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $3,061,000 | 754 |
| Commercial mortgage pass-through securities | $3,061,000 | 464 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $4,094,000 | 1,326 |
| Available-for-sale securities (fair market value) | $23,939,000 | 3,308 |
| Total debt securities | $28,033,000 | 3,303 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $22,952,000 | 3,724 |
| U.S. Government securities | $20,449,000 | 2,920 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $20,449,000 | 2,804 |
| Securities issued by states & political subdivisions | $500,000 | 4,740 |
| Other domestic debt securities | $2,003,000 | 1,304 |
| 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 | $2,003,000 | 1,027 |
| 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 | $1,002,000 | 4,832 |
| Mortgage-backed securities | $16,887,000 | 2,250 |
| Certificates of participation in pools of residential mortgages | $15,011,000 | 1,863 |
| Issued or guaranteed by U.S. | $15,011,000 | 1,859 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,876,000 | 2,237 |
| CMOs issued by government agencies or sponsored agencies | $1,876,000 | 2,167 |
| 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) | $4,225,000 | 1,354 |
| Available-for-sale securities (fair market value) | $18,727,000 | 3,697 |
| Total debt securities | $22,952,000 | 3,698 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $23,219,000 | 3,769 |
| U.S. Government securities | $20,716,000 | 2,992 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $20,716,000 | 2,879 |
| Securities issued by states & political subdivisions | $500,000 | 4,789 |
| Other domestic debt securities | $2,003,000 | 1,308 |
| 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 | $2,003,000 | 1,026 |
| 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 | $1,003,000 | 4,887 |
| Mortgage-backed securities | $16,149,000 | 2,310 |
| Certificates of participation in pools of residential mortgages | $14,227,000 | 1,937 |
| Issued or guaranteed by U.S. | $14,227,000 | 1,936 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,922,000 | 2,241 |
| CMOs issued by government agencies or sponsored agencies | $1,922,000 | 2,178 |
| 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) | $4,345,000 | 1,375 |
| Available-for-sale securities (fair market value) | $18,874,000 | 3,741 |
| Total debt securities | $23,219,000 | 3,745 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $25,328,000 | 3,646 |
| U.S. Government securities | $22,340,000 | 2,890 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $22,340,000 | 2,785 |
| Securities issued by states & political subdivisions | $1,000,000 | 4,606 |
| Other domestic debt securities | $1,988,000 | 1,294 |
| 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 | $1,988,000 | 1,029 |
| 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 | $1,003,000 | 4,930 |
| Mortgage-backed securities | $16,524,000 | 2,289 |
| Certificates of participation in pools of residential mortgages | $14,540,000 | 1,912 |
| Issued or guaranteed by U.S. | $14,540,000 | 1,910 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,984,000 | 2,240 |
| CMOs issued by government agencies or sponsored agencies | $1,984,000 | 2,176 |
| 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) | $4,937,000 | 1,354 |
| Available-for-sale securities (fair market value) | $20,391,000 | 3,665 |
| Total debt securities | $25,328,000 | 3,621 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $31,613,000 | 3,317 |
| U.S. Government securities | $27,615,000 | 2,610 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $27,615,000 | 2,521 |
| Securities issued by states & political subdivisions | $1,000,000 | 4,651 |
| Other domestic debt securities | $2,998,000 | 1,111 |
| 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 | $2,998,000 | 869 |
| 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 | $1,004,000 | 4,998 |
| Mortgage-backed securities | $17,274,000 | 2,280 |
| Certificates of participation in pools of residential mortgages | $15,217,000 | 1,866 |
| Issued or guaranteed by U.S. | $15,217,000 | 1,866 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,057,000 | 2,241 |
| CMOs issued by government agencies or sponsored agencies | $2,057,000 | 2,175 |
| 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) | $5,029,000 | 1,345 |
| Available-for-sale securities (fair market value) | $26,584,000 | 3,315 |
| Total debt securities | $31,613,000 | 3,290 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $35,294,000 | 3,176 |
| U.S. Government securities | $31,300,000 | 2,485 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $31,300,000 | 2,399 |
| Securities issued by states & political subdivisions | $1,000,000 | 4,671 |
| Other domestic debt securities | $2,994,000 | 1,118 |
| 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 | $2,994,000 | 869 |
| 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 | $1,004,000 | 5,041 |
| Mortgage-backed securities | $17,846,000 | 2,297 |
| Certificates of participation in pools of residential mortgages | $15,651,000 | 1,899 |
| Issued or guaranteed by U.S. | $15,651,000 | 1,899 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,195,000 | 2,258 |
| CMOs issued by government agencies or sponsored agencies | $2,195,000 | 2,184 |
| 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) | $5,130,000 | 1,354 |
| Available-for-sale securities (fair market value) | $30,164,000 | 3,161 |
| Total debt securities | $35,294,000 | 3,148 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 763 |
| Fair value | $3,001,000 | 768 |
| 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 | $14,634,000 | 4,692 |
| U.S. Government securities | $10,332,000 | 4,333 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $10,332,000 | 4,208 |
| Securities issued by states & political subdivisions | $1,300,000 | 4,569 |
| Other domestic debt securities | $3,002,000 | 1,126 |
| 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 | $3,002,000 | 864 |
| 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 | $1,005,000 | 5,110 |
| Mortgage-backed securities | $6,364,000 | 3,469 |
| Certificates of participation in pools of residential mortgages | $6,364,000 | 2,991 |
| Issued or guaranteed by U.S. | $6,364,000 | 2,988 |
| 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) | $5,677,000 | 1,331 |
| Available-for-sale securities (fair market value) | $8,957,000 | 4,865 |
| Total debt securities | $14,634,000 | 4,672 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $12,970,000 | 4,909 |
| U.S. Government securities | $8,681,000 | 4,613 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $8,681,000 | 4,494 |
| Securities issued by states & political subdivisions | $1,300,000 | 4,640 |
| Other domestic debt securities | $2,989,000 | 1,122 |
| 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 | $2,989,000 | 868 |
| 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 | $1,005,000 | 5,182 |
| Mortgage-backed securities | $6,631,000 | 3,500 |
| Certificates of participation in pools of residential mortgages | $6,631,000 | 3,002 |
| Issued or guaranteed by U.S. | $6,631,000 | 3,001 |
| 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) | $5,791,000 | 1,345 |
| Available-for-sale securities (fair market value) | $7,179,000 | 5,130 |
| Total debt securities | $12,970,000 | 4,887 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $12,162,000 | 5,076 |
| U.S. Government securities | $7,880,000 | 4,852 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $7,880,000 | 4,736 |
| Securities issued by states & political subdivisions | $1,301,000 | 4,694 |
| Other domestic debt securities | $2,981,000 | 1,174 |
| 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 | $2,981,000 | 887 |
| 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 | $1,006,000 | 5,244 |
| Mortgage-backed securities | $5,830,000 | 3,704 |
| Certificates of participation in pools of residential mortgages | $5,830,000 | 3,207 |
| Issued or guaranteed by U.S. | $5,830,000 | 3,204 |
| 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) | $4,842,000 | 1,432 |
| Available-for-sale securities (fair market value) | $7,320,000 | 5,200 |
| Total debt securities | $12,162,000 | 5,053 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| 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 | $12,493,000 | 5,140 |
| U.S. Government securities | $8,199,000 | 4,862 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $8,199,000 | 4,754 |
| Securities issued by states & political subdivisions | $1,301,000 | 4,742 |
| Other domestic debt securities | $2,993,000 | 1,201 |
| 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 | $2,993,000 | 910 |
| 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 | $1,008,000 | 5,300 |
| Mortgage-backed securities | $3,529,000 | 4,204 |
| Certificates of participation in pools of residential mortgages | $3,529,000 | 3,781 |
| Issued or guaranteed by U.S. | $3,529,000 | 3,781 |
| 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) | $2,336,000 | 1,736 |
| Available-for-sale securities (fair market value) | $10,157,000 | 4,944 |
| Total debt securities | $12,493,000 | 5,116 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| 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 | $12,605,000 | 5,162 |
| U.S. Government securities | $8,322,000 | 4,883 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $8,322,000 | 4,781 |
| Securities issued by states & political subdivisions | $1,301,000 | 4,766 |
| Other domestic debt securities | $2,982,000 | 1,239 |
| 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 | $2,982,000 | 940 |
| 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 | $1,007,000 | 5,346 |
| Mortgage-backed securities | $3,657,000 | 4,217 |
| Certificates of participation in pools of residential mortgages | $3,657,000 | 3,783 |
| Issued or guaranteed by U.S. | $3,657,000 | 3,783 |
| 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) | $2,338,000 | 1,734 |
| Available-for-sale securities (fair market value) | $10,267,000 | 4,979 |
| Total debt securities | $12,605,000 | 5,138 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| 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 | $14,832,000 | 4,959 |
| U.S. Government securities | $8,547,000 | 4,834 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,547,000 | 4,737 |
| Securities issued by states & political subdivisions | $1,301,000 | 4,808 |
| Other domestic debt securities | $2,982,000 | 1,278 |
| 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 | $2,982,000 | 959 |
| Foreign debt securities | $2,002,000 | 141 |
| 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 | $1,008,000 | 5,402 |
| Mortgage-backed securities | $3,810,000 | 4,188 |
| Certificates of participation in pools of residential mortgages | $3,810,000 | 3,748 |
| Issued or guaranteed by U.S. | $3,810,000 | 3,745 |
| 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) | $2,340,000 | 1,720 |
| Available-for-sale securities (fair market value) | $12,492,000 | 4,795 |
| Total debt securities | $14,832,000 | 4,933 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| 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 | $15,065,000 | 4,976 |
| U.S. Government securities | $8,781,000 | 4,848 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,781,000 | 4,745 |
| Securities issued by states & political subdivisions | $1,301,000 | 4,829 |
| Other domestic debt securities | $2,972,000 | 1,311 |
| 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 | $2,972,000 | 992 |
| Foreign debt securities | $2,011,000 | 139 |
| 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 | $1,009,000 | 5,456 |
| Mortgage-backed securities | $4,031,000 | 4,191 |
| Certificates of participation in pools of residential mortgages | $4,031,000 | 3,710 |
| Issued or guaranteed by U.S. | $4,031,000 | 3,706 |
| 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) | $2,341,000 | 1,692 |
| Available-for-sale securities (fair market value) | $12,724,000 | 4,823 |
| Total debt securities | $15,065,000 | 4,946 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| 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 | $14,959,000 | 4,994 |
| U.S. Government securities | $7,681,000 | 5,020 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $7,681,000 | 4,908 |
| Securities issued by states & political subdivisions | $1,302,000 | 4,820 |
| Other domestic debt securities | $2,999,000 | 1,325 |
| 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 | $2,999,000 | 995 |
| Foreign debt securities | $2,977,000 | 112 |
| 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 | $1,009,000 | 5,474 |
| Mortgage-backed securities | $4,327,000 | 4,152 |
| Certificates of participation in pools of residential mortgages | $4,327,000 | 3,634 |
| Issued or guaranteed by U.S. | $4,327,000 | 3,629 |
| 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) | $2,343,000 | 1,630 |
| Available-for-sale securities (fair market value) | $12,616,000 | 4,855 |
| Total debt securities | $14,959,000 | 4,965 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| 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 | $13,586,000 | 5,161 |
| U.S. Government securities | $8,222,000 | 4,991 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $8,222,000 | 4,884 |
| Securities issued by states & political subdivisions | $302,000 | 5,361 |
| Other domestic debt securities | $3,037,000 | 1,319 |
| 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 | $3,037,000 | 964 |
| Foreign debt securities | $2,025,000 | 136 |
| 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 | $1,010,000 | 5,535 |
| Mortgage-backed securities | $4,862,000 | 4,102 |
| Certificates of participation in pools of residential mortgages | $4,862,000 | 3,557 |
| Issued or guaranteed by U.S. | $4,862,000 | 3,555 |
| 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) | $1,345,000 | 1,803 |
| Available-for-sale securities (fair market value) | $12,241,000 | 4,931 |
| Total debt securities | $13,586,000 | 5,122 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| 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 | $14,518,000 | 5,011 |
| U.S. Government securities | $8,941,000 | 4,862 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $8,941,000 | 4,768 |
| Securities issued by states & political subdivisions | $507,000 | 5,256 |
| Other domestic debt securities | $2,041,000 | 1,559 |
| 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 | $2,041,000 | 1,160 |
| Foreign debt securities | $3,029,000 | 113 |
| 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 | $1,010,000 | 5,568 |
| Mortgage-backed securities | $5,496,000 | 3,978 |
| Certificates of participation in pools of residential mortgages | $5,496,000 | 3,407 |
| Issued or guaranteed by U.S. | $5,496,000 | 3,405 |
| 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) | $1,601,000 | 1,744 |
| Available-for-sale securities (fair market value) | $12,917,000 | 4,828 |
| Total debt securities | $14,518,000 | 4,979 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $19,150,000 | 4,617 |
| U.S. Government securities | $12,564,000 | 4,432 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $12,564,000 | 4,340 |
| Securities issued by states & political subdivisions | $507,000 | 5,300 |
| Other domestic debt securities | $3,042,000 | 1,332 |
| 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 | $3,042,000 | 980 |
| Foreign debt securities | $3,037,000 | 113 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,011,000 | 5,650 |
| Mortgage-backed securities | $6,116,000 | 4,007 |
| Certificates of participation in pools of residential mortgages | $6,116,000 | 3,446 |
| Issued or guaranteed by U.S. | $6,116,000 | 3,446 |
| 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) | $1,604,000 | 1,778 |
| Available-for-sale securities (fair market value) | $17,546,000 | 4,402 |
| Total debt securities | $19,150,000 | 4,583 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $23,259,000 | 4,290 |
| U.S. Government securities | $16,725,000 | 3,987 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $16,725,000 | 3,900 |
| Securities issued by states & political subdivisions | $508,000 | 5,298 |
| Other domestic debt securities | $4,012,000 | 1,189 |
| 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 | $4,012,000 | 847 |
| Foreign debt securities | $2,014,000 | 127 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,011,000 | 5,720 |
| Mortgage-backed securities | $6,654,000 | 3,961 |
| Certificates of participation in pools of residential mortgages | $6,654,000 | 3,362 |
| Issued or guaranteed by U.S. | $6,654,000 | 3,362 |
| 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) | $1,606,000 | 1,777 |
| Available-for-sale securities (fair market value) | $21,653,000 | 4,090 |
| Total debt securities | $23,259,000 | 4,253 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $23,619,000 | 4,294 |
| U.S. Government securities | $17,057,000 | 4,029 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $17,057,000 | 3,942 |
| Securities issued by states & political subdivisions | $508,000 | 5,295 |
| Other domestic debt securities | $3,032,000 | 1,327 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $3,032,000 | 975 |
| Foreign debt securities | $3,022,000 | 85 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,006,000 | 5,752 |
| Mortgage-backed securities | $6,993,000 | 3,948 |
| Certificates of participation in pools of residential mortgages | $6,993,000 | 3,296 |
| Issued or guaranteed by U.S. | $6,993,000 | 3,294 |
| 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) | $1,604,000 | 1,821 |
| Available-for-sale securities (fair market value) | $22,015,000 | 4,078 |
| Total debt securities | $23,619,000 | 4,251 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $28,916,000 | 3,759 |
| U.S. Government securities | $22,523,000 | 3,385 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $22,523,000 | 3,311 |
| Securities issued by states & political subdivisions | $509,000 | 5,289 |
| Other domestic debt securities | $2,920,000 | 1,357 |
| 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 | $2,920,000 | 934 |
| Foreign debt securities | $2,964,000 | 73 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,006,000 | 5,481 |
| Mortgage-backed securities | $7,375,000 | 3,802 |
| Certificates of participation in pools of residential mortgages | $7,375,000 | 3,113 |
| Issued or guaranteed by U.S. | $7,375,000 | 3,113 |
| 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) | $1,606,000 | 1,897 |
| Available-for-sale securities (fair market value) | $27,310,000 | 3,590 |
| Total debt securities | $28,916,000 | 3,734 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $24,075,000 | 4,102 |
| U.S. Government securities | $19,617,000 | 3,620 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $19,617,000 | 3,538 |
| Securities issued by states & political subdivisions | $509,000 | 5,280 |
| Other domestic debt securities | $3,949,000 | 1,189 |
| 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 | $3,949,000 | 774 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,007,000 | 5,501 |
| Mortgage-backed securities | $5,397,000 | 4,114 |
| Certificates of participation in pools of residential mortgages | $5,397,000 | 3,460 |
| Issued or guaranteed by U.S. | $5,397,000 | 3,455 |
| 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) | $6,366,000 | 1,239 |
| Available-for-sale securities (fair market value) | $17,709,000 | 4,349 |
| Total debt securities | $24,075,000 | 4,069 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $14,632,000 | 5,178 |
| U.S. Government securities | $14,123,000 | 4,392 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $14,123,000 | 4,280 |
| Securities issued by states & political subdivisions | $509,000 | 5,259 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,007,000 | 5,538 |
| Mortgage-backed securities | $5,557,000 | 4,048 |
| Certificates of participation in pools of residential mortgages | $5,557,000 | 3,403 |
| Issued or guaranteed by U.S. | $5,557,000 | 3,395 |
| 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) | $6,485,000 | 1,259 |
| Available-for-sale securities (fair market value) | $8,147,000 | 5,628 |
| Total debt securities | $14,632,000 | 5,146 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $16,273,000 | 4,985 |
| U.S. Government securities | $15,763,000 | 4,133 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $15,763,000 | 4,010 |
| Securities issued by states & political subdivisions | $510,000 | 5,265 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 5,581 |
| Mortgage-backed securities | $718,000 | 5,300 |
| Certificates of participation in pools of residential mortgages | $718,000 | 4,933 |
| Issued or guaranteed by U.S. | $718,000 | 4,926 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| 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) | $1,608,000 | 1,964 |
| Available-for-sale securities (fair market value) | $14,665,000 | 4,742 |
| Total debt securities | $16,273,000 | 4,951 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| 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 | $16,447,000 | 4,849 |
| U.S. Government securities | $15,937,000 | 3,940 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $15,937,000 | 3,822 |
| Securities issued by states & political subdivisions | $510,000 | 5,270 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 5,631 |
| Mortgage-backed securities | $703,000 | 5,310 |
| Certificates of participation in pools of residential mortgages | $703,000 | 4,871 |
| Issued or guaranteed by U.S. | $703,000 | 4,864 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| 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) | $1,611,000 | 1,983 |
| Available-for-sale securities (fair market value) | $14,836,000 | 4,620 |
| Total debt securities | $16,447,000 | 4,813 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $16,636,000 | 4,765 |
| U.S. Government securities | $16,126,000 | 3,892 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $16,126,000 | 3,779 |
| Securities issued by states & political subdivisions | $510,000 | 5,249 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 5,721 |
| Mortgage-backed securities | $822,000 | 5,288 |
| Certificates of participation in pools of residential mortgages | $822,000 | 4,822 |
| Issued or guaranteed by U.S. | $822,000 | 4,814 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| 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) | $1,614,000 | 2,024 |
| Available-for-sale securities (fair market value) | $15,022,000 | 4,533 |
| Total debt securities | $16,636,000 | 4,722 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $9,178,000 | 5,883 |
| U.S. Government securities | $8,667,000 | 5,195 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $8,667,000 | 5,082 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $511,000 | 2,537 |
| 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 | $511,000 | 1,635 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 5,773 |
| Mortgage-backed securities | $866,000 | 5,277 |
| Certificates of participation in pools of residential mortgages | $866,000 | 4,834 |
| Issued or guaranteed by U.S. | $866,000 | 4,827 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| 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) | $1,618,000 | 2,095 |
| Available-for-sale securities (fair market value) | $7,560,000 | 5,679 |
| Total debt securities | $9,178,000 | 5,841 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $2,897,000 | 7,118 |
| U.S. Government securities | $2,386,000 | 6,828 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $2,386,000 | 6,716 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $511,000 | 2,592 |
| 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 | $511,000 | 1,646 |
| 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 | $1,000,000 | 5,834 |
| Mortgage-backed securities | $1,128,000 | 5,256 |
| Certificates of participation in pools of residential mortgages | $1,128,000 | 4,806 |
| Issued or guaranteed by U.S. | $1,128,000 | 4,797 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| 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) | $1,629,000 | 2,114 |
| Available-for-sale securities (fair market value) | $1,268,000 | 6,886 |
| Total debt securities | $2,897,000 | 7,077 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $3,180,000 | 7,082 |
| U.S. Government securities | $2,669,000 | 6,755 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,669,000 | 6,658 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $511,000 | 2,644 |
| 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 | $511,000 | 1,694 |
| 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 | $1,000,000 | 5,901 |
| Mortgage-backed securities | $1,287,000 | 5,268 |
| Certificates of participation in pools of residential mortgages | $1,287,000 | 4,823 |
| Issued or guaranteed by U.S. | $1,287,000 | 4,813 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| 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) | $1,636,000 | 2,146 |
| Available-for-sale securities (fair market value) | $1,544,000 | 6,877 |
| Total debt securities | $3,180,000 | 7,045 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $3,353,000 | 7,123 |
| U.S. Government securities | $2,841,000 | 6,763 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,841,000 | 6,667 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $512,000 | 2,743 |
| 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 | $512,000 | 1,782 |
| 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 | $1,000,000 | 5,925 |
| Mortgage-backed securities | $1,458,000 | 5,283 |
| Certificates of participation in pools of residential mortgages | $1,458,000 | 4,840 |
| Issued or guaranteed by U.S. | $1,458,000 | 4,828 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| 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) | $1,643,000 | 2,226 |
| Available-for-sale securities (fair market value) | $1,710,000 | 6,900 |
| Total debt securities | $3,353,000 | 7,087 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $3,465,000 | 7,108 |
| U.S. Government securities | $2,953,000 | 6,765 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $2,953,000 | 6,672 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $512,000 | 2,782 |
| 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 | $512,000 | 1,827 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 5,956 |
| Mortgage-backed securities | $1,569,000 | 5,294 |
| Certificates of participation in pools of residential mortgages | $1,569,000 | 4,860 |
| Issued or guaranteed by U.S. | $1,569,000 | 4,845 |
| 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) | $1,651,000 | 2,242 |
| Available-for-sale securities (fair market value) | $1,814,000 | 6,932 |
| Total debt securities | $3,465,000 | 7,068 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $3,704,000 | 7,117 |
| U.S. Government securities | $3,192,000 | 6,797 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $3,192,000 | 6,704 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $512,000 | 2,699 |
| 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 | $512,000 | 1,890 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,010 |
| Mortgage-backed securities | $1,753,000 | 5,314 |
| Certificates of participation in pools of residential mortgages | $1,753,000 | 4,862 |
| Issued or guaranteed by U.S. | $1,753,000 | 4,846 |
| 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) | $1,658,000 | 2,278 |
| Available-for-sale securities (fair market value) | $2,046,000 | 6,927 |
| Total debt securities | $3,704,000 | 7,070 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $4,084,000 | 7,113 |
| U.S. Government securities | $3,471,000 | 6,836 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $3,471,000 | 6,743 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $613,000 | 2,569 |
| 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 | $613,000 | 1,787 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,044 |
| Mortgage-backed securities | $1,958,000 | 5,220 |
| Certificates of participation in pools of residential mortgages | $1,958,000 | 4,759 |
| Issued or guaranteed by U.S. | $1,958,000 | 4,744 |
| 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) | $1,770,000 | 2,255 |
| Available-for-sale securities (fair market value) | $2,314,000 | 6,918 |
| Total debt securities | $4,084,000 | 7,071 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $4,212,000 | 7,092 |
| U.S. Government securities | $3,598,000 | 6,813 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $3,598,000 | 6,722 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $614,000 | 2,540 |
| 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 | $614,000 | 1,771 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,077 |
| Mortgage-backed securities | $2,087,000 | 5,116 |
| Certificates of participation in pools of residential mortgages | $2,087,000 | 4,658 |
| Issued or guaranteed by U.S. | $2,087,000 | 4,643 |
| 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) | $1,814,000 | 2,266 |
| Available-for-sale securities (fair market value) | $2,398,000 | 6,912 |
| Total debt securities | $4,212,000 | 7,049 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $5,424,000 | 6,886 |
| U.S. Government securities | $4,809,000 | 6,519 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $4,809,000 | 6,428 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $615,000 | 2,516 |
| 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 | $615,000 | 1,790 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,097 |
| Mortgage-backed securities | $3,238,000 | 4,718 |
| Certificates of participation in pools of residential mortgages | $3,238,000 | 4,211 |
| Issued or guaranteed by U.S. | $3,238,000 | 4,196 |
| 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) | $1,827,000 | 2,258 |
| Available-for-sale securities (fair market value) | $3,597,000 | 6,713 |
| Total debt securities | $5,424,000 | 6,827 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $6,351,000 | 6,695 |
| U.S. Government securities | $5,735,000 | 6,237 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,735,000 | 6,140 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $616,000 | 2,458 |
| 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 | $616,000 | 1,754 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,115 |
| Mortgage-backed securities | $4,160,000 | 4,357 |
| Certificates of participation in pools of residential mortgages | $4,160,000 | 3,785 |
| Issued or guaranteed by U.S. | $4,160,000 | 3,771 |
| 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) | $1,846,000 | 2,292 |
| Available-for-sale securities (fair market value) | $4,505,000 | 6,534 |
| Total debt securities | $6,351,000 | 6,621 |
| 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 | $7,014,000 | 6,653 |
| U.S. Government securities | $6,398,000 | 6,181 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $6,398,000 | 6,074 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $616,000 | 2,291 |
| 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 | $616,000 | 1,630 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,175 |
| Mortgage-backed securities | $4,721,000 | 3,910 |
| Certificates of participation in pools of residential mortgages | $4,721,000 | 3,308 |
| Issued or guaranteed by U.S. | $4,721,000 | 3,293 |
| 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) | $1,863,000 | 2,348 |
| Available-for-sale securities (fair market value) | $5,151,000 | 6,408 |
| Total debt securities | $7,014,000 | 6,587 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $8,290,000 | 6,422 |
| U.S. Government securities | $6,676,000 | 6,177 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $6,676,000 | 6,070 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $1,614,000 | 1,703 |
| 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 | $1,614,000 | 1,157 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $999,000 | 6,199 |
| Mortgage-backed securities | $5,003,000 | 3,691 |
| Certificates of participation in pools of residential mortgages | $5,003,000 | 3,074 |
| Issued or guaranteed by U.S. | $5,003,000 | 3,058 |
| 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) | $1,879,000 | 2,395 |
| Available-for-sale securities (fair market value) | $6,411,000 | 6,198 |
| Total debt securities | $8,290,000 | 6,360 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $8,730,000 | 6,359 |
| U.S. Government securities | $7,118,000 | 6,070 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $7,118,000 | 5,964 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $1,612,000 | 1,619 |
| 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 | $1,612,000 | 1,102 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $999,000 | 6,235 |
| Mortgage-backed securities | $5,331,000 | 3,541 |
| Certificates of participation in pools of residential mortgages | $5,331,000 | 2,910 |
| Issued or guaranteed by U.S. | $5,331,000 | 2,896 |
| 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) | $1,915,000 | 2,408 |
| Available-for-sale securities (fair market value) | $6,815,000 | 6,132 |
| Total debt securities | $8,730,000 | 6,304 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $9,118,000 | 6,315 |
| U.S. Government securities | $6,713,000 | 6,252 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $6,713,000 | 6,131 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $2,405,000 | 1,419 |
| 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 | $2,405,000 | 934 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $999,000 | 6,260 |
| Mortgage-backed securities | $5,714,000 | 3,419 |
| Certificates of participation in pools of residential mortgages | $5,714,000 | 2,810 |
| Issued or guaranteed by U.S. | $5,714,000 | 2,797 |
| 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) | $1,934,000 | 2,446 |
| Available-for-sale securities (fair market value) | $7,184,000 | 6,073 |
| Total debt securities | $9,118,000 | 6,253 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $9,617,000 | 6,245 |
| U.S. Government securities | $6,991,000 | 6,214 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $6,991,000 | 6,088 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $2,626,000 | 1,370 |
| 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 | $2,626,000 | 919 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $998,000 | 6,296 |
| Mortgage-backed securities | $5,993,000 | 3,366 |
| Certificates of participation in pools of residential mortgages | $5,993,000 | 2,764 |
| Issued or guaranteed by U.S. | $5,993,000 | 2,748 |
| 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) | $1,960,000 | 2,484 |
| Available-for-sale securities (fair market value) | $7,657,000 | 6,004 |
| Total debt securities | $9,617,000 | 6,185 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $9,930,000 | 6,222 |
| U.S. Government securities | $7,307,000 | 6,178 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $7,307,000 | 6,050 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $2,623,000 | 1,366 |
| 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 | $2,623,000 | 917 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $998,000 | 6,341 |
| Mortgage-backed securities | $6,309,000 | 3,277 |
| Certificates of participation in pools of residential mortgages | $6,309,000 | 2,704 |
| Issued or guaranteed by U.S. | $6,309,000 | 2,691 |
| 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) | $1,978,000 | 2,536 |
| Available-for-sale securities (fair market value) | $7,952,000 | 5,968 |
| Total debt securities | $9,930,000 | 6,163 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $15,352,000 | 5,267 |
| U.S. Government securities | $12,574,000 | 4,991 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $12,574,000 | 4,851 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $2,778,000 | 1,345 |
| 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 | $2,778,000 | 907 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $998,000 | 6,380 |
| Mortgage-backed securities | $6,579,000 | 3,222 |
| Certificates of participation in pools of residential mortgages | $6,579,000 | 2,670 |
| Issued or guaranteed by U.S. | $6,579,000 | 2,657 |
| 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) | $2,108,000 | 2,500 |
| Available-for-sale securities (fair market value) | $13,244,000 | 4,967 |
| Total debt securities | $15,352,000 | 5,210 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $20,995,000 | 4,481 |
| U.S. Government securities | $14,289,000 | 4,681 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $14,289,000 | 4,548 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $6,706,000 | 909 |
| 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 | $6,706,000 | 579 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,373 |
| Mortgage-backed securities | $7,247,000 | 3,116 |
| Certificates of participation in pools of residential mortgages | $7,247,000 | 2,578 |
| Issued or guaranteed by U.S. | $7,247,000 | 2,564 |
| 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) | $2,147,000 | 2,530 |
| Available-for-sale securities (fair market value) | $18,848,000 | 4,143 |
| Total debt securities | $20,995,000 | 4,419 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $25,247,000 | 4,025 |
| U.S. Government securities | $16,210,000 | 4,343 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $16,210,000 | 4,210 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $9,037,000 | 781 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,308,000 | 163 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,729,000 | 544 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,398 |
| Mortgage-backed securities | $7,781,000 | 3,051 |
| Certificates of participation in pools of residential mortgages | $7,781,000 | 2,495 |
| Issued or guaranteed by U.S. | $7,781,000 | 2,485 |
| 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) | $2,187,000 | 2,568 |
| Available-for-sale securities (fair market value) | $23,060,000 | 3,656 |
| Total debt securities | $25,246,000 | 3,963 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $27,882,000 | 3,728 |
| U.S. Government securities | $16,808,000 | 4,215 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $16,808,000 | 4,093 |
| Securities issued by states & political subdivisions | $731,000 | 5,350 |
| Other domestic debt securities | $10,343,000 | 729 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,316,000 | 167 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,027,000 | 499 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,415 |
| Mortgage-backed securities | $8,415,000 | 2,962 |
| Certificates of participation in pools of residential mortgages | $8,415,000 | 2,425 |
| Issued or guaranteed by U.S. | $8,415,000 | 2,415 |
| 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) | $2,225,000 | 2,586 |
| Available-for-sale securities (fair market value) | $25,657,000 | 3,406 |
| Total debt securities | $27,882,000 | 3,670 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $30,567,000 | 3,535 |
| U.S. Government securities | $19,187,000 | 3,897 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $19,187,000 | 3,766 |
| Securities issued by states & political subdivisions | $726,000 | 5,339 |
| Other domestic debt securities | $10,654,000 | 727 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,583,000 | 161 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,071,000 | 514 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,421 |
| Mortgage-backed securities | $9,305,000 | 2,912 |
| Certificates of participation in pools of residential mortgages | $9,305,000 | 2,361 |
| Issued or guaranteed by U.S. | $9,305,000 | 2,352 |
| 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) | $2,244,000 | 2,621 |
| Available-for-sale securities (fair market value) | $28,323,000 | 3,233 |
| Total debt securities | $30,567,000 | 3,486 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $30,495,000 | 3,574 |
| U.S. Government securities | $19,835,000 | 3,898 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $19,835,000 | 3,762 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $10,660,000 | 740 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,573,000 | 149 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,087,000 | 538 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,477 |
| Mortgage-backed securities | $9,991,000 | 2,879 |
| Certificates of participation in pools of residential mortgages | $9,991,000 | 2,321 |
| Issued or guaranteed by U.S. | $9,991,000 | 2,310 |
| 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) | $1,555,000 | 2,930 |
| Available-for-sale securities (fair market value) | $28,940,000 | 3,215 |
| Total debt securities | $30,495,000 | 3,520 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $34,304,000 | 3,286 |
| U.S. Government securities | $23,093,000 | 3,495 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $23,093,000 | 3,373 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $11,211,000 | 748 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,037,000 | 146 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,174,000 | 568 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,490 |
| Mortgage-backed securities | $10,712,000 | 2,828 |
| Certificates of participation in pools of residential mortgages | $10,712,000 | 2,272 |
| Issued or guaranteed by U.S. | $10,712,000 | 2,263 |
| 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) | $1,622,000 | 2,932 |
| Available-for-sale securities (fair market value) | $32,682,000 | 2,940 |
| Total debt securities | $34,304,000 | 3,231 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $40,494,000 | 2,868 |
| U.S. Government securities | $24,074,000 | 3,374 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $24,074,000 | 3,251 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $16,420,000 | 602 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,056,000 | 151 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,364,000 | 429 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,530 |
| Mortgage-backed securities | $11,646,000 | 2,718 |
| Certificates of participation in pools of residential mortgages | $11,646,000 | 2,163 |
| Issued or guaranteed by U.S. | $11,646,000 | 2,154 |
| 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) | $1,681,000 | 2,953 |
| Available-for-sale securities (fair market value) | $38,813,000 | 2,532 |
| Total debt securities | $40,494,000 | 2,815 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $41,609,000 | 2,846 |
| U.S. Government securities | $24,980,000 | 3,325 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $24,980,000 | 3,202 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $16,629,000 | 619 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,211,000 | 156 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,418,000 | 443 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,547 |
| Mortgage-backed securities | $12,593,000 | 2,633 |
| Certificates of participation in pools of residential mortgages | $12,593,000 | 2,088 |
| Issued or guaranteed by U.S. | $12,593,000 | 2,079 |
| 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) | $1,744,000 | 2,931 |
| Available-for-sale securities (fair market value) | $39,865,000 | 2,513 |
| Total debt securities | $41,609,000 | 2,779 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $48,126,000 | 2,537 |
| U.S. Government securities | $31,079,000 | 2,736 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $31,079,000 | 2,650 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $17,047,000 | 642 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,272,000 | 157 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,775,000 | 463 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,544 |
| Mortgage-backed securities | $14,498,000 | 2,475 |
| Certificates of participation in pools of residential mortgages | $14,498,000 | 1,931 |
| Issued or guaranteed by U.S. | $14,498,000 | 1,922 |
| 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) | $1,792,000 | 2,919 |
| Available-for-sale securities (fair market value) | $46,334,000 | 2,241 |
| Total debt securities | $48,126,000 | 2,475 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $51,513,000 | 2,436 |
| U.S. Government securities | $34,330,000 | 2,608 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $34,330,000 | 2,524 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $17,183,000 | 613 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,377,000 | 160 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,806,000 | 492 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,537 |
| Mortgage-backed securities | $15,764,000 | 2,330 |
| Certificates of participation in pools of residential mortgages | $15,764,000 | 1,834 |
| Issued or guaranteed by U.S. | $15,764,000 | 1,819 |
| 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) | $1,897,000 | 2,914 |
| Available-for-sale securities (fair market value) | $49,616,000 | 2,134 |
| Total debt securities | $51,513,000 | 2,378 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $55,835,000 | 2,242 |
| U.S. Government securities | $38,476,000 | 2,324 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $38,476,000 | 2,245 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $17,359,000 | 629 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,397,000 | 173 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,962,000 | 513 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,003,000 | 6,542 |
| Mortgage-backed securities | $17,304,000 | 2,197 |
| Certificates of participation in pools of residential mortgages | $17,304,000 | 1,700 |
| Issued or guaranteed by U.S. | $17,304,000 | 1,693 |
| 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) | $2,999,000 | 2,528 |
| Available-for-sale securities (fair market value) | $52,836,000 | 1,998 |
| Total debt securities | $55,835,000 | 2,186 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $37,716,000 | 3,012 |
| U.S. Government securities | $20,082,000 | 3,682 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $20,082,000 | 3,537 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $17,634,000 | 638 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,530,000 | 175 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,104,000 | 530 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,567 |
| Mortgage-backed securities | $8,832,000 | 3,251 |
| Certificates of participation in pools of residential mortgages | $8,832,000 | 2,578 |
| Issued or guaranteed by U.S. | $8,832,000 | 2,565 |
| 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) | $3,130,000 | 2,523 |
| Available-for-sale securities (fair market value) | $34,586,000 | 2,768 |
| Total debt securities | $37,716,000 | 2,923 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $35,468,000 | 3,101 |
| U.S. Government securities | $17,895,000 | 3,995 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $17,895,000 | 3,836 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $17,573,000 | 652 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,517,000 | 176 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,056,000 | 526 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,605 |
| Mortgage-backed securities | $6,621,000 | 3,723 |
| Certificates of participation in pools of residential mortgages | $6,621,000 | 2,983 |
| Issued or guaranteed by U.S. | $6,621,000 | 2,970 |
| 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) | $3,274,000 | 2,523 |
| Available-for-sale securities (fair market value) | $32,194,000 | 2,889 |
| Total debt securities | $35,468,000 | 3,019 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $31,341,000 | 3,406 |
| U.S. Government securities | $20,406,000 | 3,641 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $20,406,000 | 3,477 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $10,935,000 | 887 |
| 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 | $10,935,000 | 672 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,620 |
| Mortgage-backed securities | $10,122,000 | 2,997 |
| Certificates of participation in pools of residential mortgages | $10,122,000 | 2,328 |
| Issued or guaranteed by U.S. | $10,122,000 | 2,315 |
| 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) | $3,387,000 | 2,544 |
| Available-for-sale securities (fair market value) | $27,954,000 | 3,166 |
| Total debt securities | $31,341,000 | 3,329 |
| 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 | $17,100,000 | 4,990 |
| U.S. Government securities | $4,090,000 | 7,613 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $4,090,000 | 7,357 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $13,010,000 | 802 |
| 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 | $13,010,000 | 593 |
| 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 | $1,010,000 | 6,727 |
| Mortgage-backed securities | $2,071,000 | 5,217 |
| Certificates of participation in pools of residential mortgages | $2,071,000 | 4,428 |
| Issued or guaranteed by U.S. | $2,071,000 | 4,410 |
| 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) | $4,090,000 | 2,477 |
| Available-for-sale securities (fair market value) | $13,010,000 | 4,941 |
| Total debt securities | $17,100,000 | 4,898 |
| 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 | $8,561,000 | 7,204 |
| U.S. Government securities | $5,965,000 | 7,327 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $5,965,000 | 6,982 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $2,596,000 | 1,324 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,499,000 | 6,650 |
| Mortgage-backed securities | $3,452,000 | 3,958 |
| Certificates of participation in pools of residential mortgages | $3,452,000 | 3,183 |
| Issued or guaranteed by U.S. | $3,452,000 | 3,167 |
| 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) | $5,965,000 | 2,538 |
| Available-for-sale securities (fair market value) | $2,596,000 | 7,989 |
| Total debt securities | $5,965,000 | 7,904 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $8,493,000 | 7,499 |
| U.S. Government securities | $6,576,000 | 7,342 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $6,576,000 | 6,815 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,917,000 | 1,572 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,497,000 | 6,751 |
| Mortgage-backed securities | $4,061,000 | 3,951 |
| Certificates of participation in pools of residential mortgages | $4,061,000 | 3,121 |
| Issued or guaranteed by U.S. | $4,061,000 | 3,109 |
| 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) | $6,576,000 | 2,678 |
| Available-for-sale securities (fair market value) | $1,917,000 | 8,451 |
| Total debt securities | $6,576,000 | 8,013 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $9,561,000 | 7,235 |
| U.S. Government securities | $8,219,000 | 6,672 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $8,219,000 | 5,842 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $1,342,000 | 1,948 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,494,000 | 6,629 |
| Mortgage-backed securities | $5,725,000 | 3,600 |
| Certificates of participation in pools of residential mortgages | $5,725,000 | 2,767 |
| Issued or guaranteed by U.S. | $5,725,000 | 2,752 |
| 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) | $8,219,000 | 2,625 |
| Available-for-sale securities (fair market value) | $1,342,000 | 8,717 |
| Total debt securities | $8,219,000 | 7,488 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $12,102,000 | 6,776 |
| U.S. Government securities | $10,888,000 | 6,180 |
| U.S. Treasury securities | $1,000,000 | 6,435 |
| U.S. Government agency obligations | $9,888,000 | 5,271 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $1,214,000 | 2,047 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 7,512 |
| Mortgage-backed securities | $8,888,000 | 2,832 |
| Certificates of participation in pools of residential mortgages | $8,888,000 | 2,078 |
| Issued or guaranteed by U.S. | $8,888,000 | 2,063 |
| 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) | $10,888,000 | 2,630 |
| Available-for-sale securities (fair market value) | $1,214,000 | 9,074 |
| Total debt securities | $10,888,000 | 7,026 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| 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 | $15,344,000 | 6,326 |
| U.S. Government securities | $14,297,000 | 5,663 |
| U.S. Treasury securities | $1,000,000 | 7,265 |
| U.S. Government agency obligations | $13,297,000 | 4,584 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| 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 | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $1,047,000 | 2,249 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 7,846 |
| Mortgage-backed securities | $10,970,000 | 2,763 |
| Certificates of participation in pools of residential mortgages | $10,970,000 | 2,020 |
| Issued or guaranteed by U.S. | $10,970,000 | 2,002 |
| 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) | $14,297,000 | 2,464 |
| Available-for-sale securities (fair market value) | $1,047,000 | 9,492 |
| Total debt securities | $14,296,000 | 6,482 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| 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 | $14,143,000 | 6,942 |
| U.S. Government securities | $13,140,000 | 6,234 |
| U.S. Treasury securities | $1,500,000 | 7,783 |
| U.S. Government agency obligations | $11,640,000 | 4,970 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| 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 | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $1,003,000 | 2,166 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 8,116 |
| Mortgage-backed securities | $8,643,000 | 3,374 |
| Certificates of participation in pools of residential mortgages | $8,643,000 | 2,376 |
| Issued or guaranteed by U.S. | $8,643,000 | 2,352 |
| 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) | $13,140,000 | 2,779 |
| Available-for-sale securities (fair market value) | $1,003,000 | 9,969 |
| Total debt securities | $13,140,000 | 7,092 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| 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 | $15,735,000 | 6,908 |
| U.S. Government securities | $14,818,000 | 6,110 |
| U.S. Treasury securities | $999,000 | 9,628 |
| U.S. Government agency obligations | $13,819,000 | 4,264 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| 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 | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $917,000 | 2,144 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 9,205 |
| Mortgage-backed securities | $10,334,000 | 3,167 |
| Certificates of participation in pools of residential mortgages | $10,334,000 | 2,197 |
| Issued or guaranteed by U.S. | $10,334,000 | 2,180 |
| 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) | $14,818,000 | 4,349 |
| Available-for-sale securities (fair market value) | $917,000 | 9,752 |
| Total debt securities | $14,816,000 | 7,063 |
| 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 | $14,774,000 | 7,478 |
| U.S. Government securities | $13,957,000 | 6,560 |
| U.S. Treasury securities | $1,005,000 | 9,926 |
| U.S. Government agency obligations | $12,952,000 | 4,645 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| 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 | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $817,000 | 2,364 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $507,000 | 9,442 |
| Mortgage-backed securities | $11,455,000 | 3,343 |
| Certificates of participation in pools of residential mortgages | $11,455,000 | 2,270 |
| Issued or guaranteed by U.S. | $11,455,000 | 2,242 |
| 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 | $13,957,000 | 7,573 |
| 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 | $12,835,000 | 8,070 |
| U.S. Government securities | $11,945,000 | 7,272 |
| U.S. Treasury securities | $2,000,000 | 8,834 |
| U.S. Government agency obligations | $9,945,000 | 5,550 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| 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 | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $890,000 | 2,021 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,656,000 | 5,386 |
| Mortgage-backed securities | $6,420,000 | 4,815 |
| Certificates of participation in pools of residential mortgages | $5,386,000 | 3,797 |
| Issued or guaranteed by U.S. | $5,386,000 | 3,747 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,034,000 | 4,953 |
| CMOs issued by government agencies or sponsored agencies | $1,034,000 | 4,576 |
| 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 | $11,945,000 | 8,280 |
| 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 |