Home > The Valley State Bank > Securities
The Valley State Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $22,152,000 | 3,490 |
| U.S. Government securities | $17,947,000 | 3,095 |
| U.S. Treasury securities | $11,453,000 | 1,281 |
| U.S. Government agency obligations | $6,494,000 | 3,531 |
| Securities issued by states & political subdivisions | $4,204,000 | 3,011 |
| Other domestic debt securities | $1,000 | 2,334 |
| Privately issued residential mortgage-backed securities | $1,000 | 686 |
| 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 | $21,249,000 | 2,325 |
| Mortgage-backed securities | $4,532,000 | 3,055 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $872,000 | 3,255 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,072,000 | 1,689 |
| Privately issued | $1,000 | 524 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $587,000 | 1,349 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $22,152,000 | 3,242 |
| Total debt securities | $22,152,000 | 3,466 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $20,198,000 | 3,585 |
| U.S. Government securities | $16,212,000 | 3,209 |
| U.S. Treasury securities | $9,766,000 | 1,444 |
| U.S. Government agency obligations | $6,446,000 | 3,541 |
| Securities issued by states & political subdivisions | $3,985,000 | 3,048 |
| Other domestic debt securities | $1,000 | 2,348 |
| Privately issued residential mortgage-backed securities | $1,000 | 669 |
| 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 | $18,891,000 | 2,395 |
| Mortgage-backed securities | $4,560,000 | 3,043 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $893,000 | 3,262 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,044,000 | 1,662 |
| Privately issued | $1,000 | 523 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $622,000 | 1,314 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $20,198,000 | 3,326 |
| Total debt securities | $20,198,000 | 3,562 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $37,555,000 | 2,996 |
| U.S. Government securities | $17,284,000 | 3,189 |
| U.S. Treasury securities | $10,415,000 | 1,414 |
| U.S. Government agency obligations | $6,869,000 | 3,539 |
| Securities issued by states & political subdivisions | $4,759,000 | 3,002 |
| Other domestic debt securities | $1,000 | 2,370 |
| Privately issued residential mortgage-backed securities | $1,000 | 679 |
| 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 | $20,833,000 | 2,308 |
| Mortgage-backed securities | $4,899,000 | 3,039 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $976,000 | 3,259 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,250,000 | 1,649 |
| Privately issued | $1,000 | 521 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $672,000 | 1,301 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $22,044,000 | 3,292 |
| Total debt securities | $22,044,000 | 3,532 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $38,523,000 | 3,052 |
| U.S. Government securities | $18,141,000 | 3,208 |
| U.S. Treasury securities | $10,996,000 | 1,438 |
| U.S. Government agency obligations | $7,145,000 | 3,524 |
| Securities issued by states & political subdivisions | $4,818,000 | 3,048 |
| Other domestic debt securities | $1,000 | 2,423 |
| Privately issued residential mortgage-backed securities | $1,000 | 704 |
| 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 | $19,013,000 | 2,301 |
| Mortgage-backed securities | $5,157,000 | 3,060 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,041,000 | 3,290 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,382,000 | 1,665 |
| Privately issued | $1,000 | 536 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $733,000 | 1,313 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $22,960,000 | 3,325 |
| Total debt securities | $22,960,000 | 3,571 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $34,266,000 | 3,221 |
| U.S. Government securities | $14,182,000 | 3,478 |
| U.S. Treasury securities | $6,941,000 | 1,808 |
| U.S. Government agency obligations | $7,241,000 | 3,528 |
| Securities issued by states & political subdivisions | $4,770,000 | 3,094 |
| Other domestic debt securities | $1,000 | 2,461 |
| Privately issued residential mortgage-backed securities | $1,000 | 720 |
| 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 | $17,087,000 | 2,279 |
| Mortgage-backed securities | $5,234,000 | 3,090 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,078,000 | 3,305 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,428,000 | 1,670 |
| Privately issued | $1,000 | 538 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $727,000 | 1,304 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $18,953,000 | 3,513 |
| Total debt securities | $18,953,000 | 3,761 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $32,929,000 | 3,279 |
| U.S. Government securities | $13,149,000 | 3,550 |
| U.S. Treasury securities | $5,497,000 | 1,989 |
| U.S. Government agency obligations | $7,652,000 | 3,516 |
| Securities issued by states & political subdivisions | $4,610,000 | 3,130 |
| Other domestic debt securities | $1,000 | 2,423 |
| Privately issued residential mortgage-backed securities | $1,000 | 710 |
| 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 | $16,709,000 | 2,240 |
| Mortgage-backed securities | $5,607,000 | 3,076 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,145,000 | 3,317 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,663,000 | 1,656 |
| Privately issued | $1,000 | 543 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $798,000 | 1,299 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $17,760,000 | 3,570 |
| Total debt securities | $17,760,000 | 3,826 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $36,218,000 | 3,209 |
| U.S. Government securities | $15,953,000 | 3,400 |
| U.S. Treasury securities | $7,590,000 | 1,750 |
| U.S. Government agency obligations | $8,363,000 | 3,482 |
| Securities issued by states & political subdivisions | $4,839,000 | 3,161 |
| Other domestic debt securities | $1,000 | 2,281 |
| Privately issued residential mortgage-backed securities | $1,000 | 726 |
| 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 | $19,361,000 | 2,092 |
| Mortgage-backed securities | $6,173,000 | 3,066 |
| Certificates of participation in pools of residential mortgages | $1,262,000 | 3,401 |
| Issued or guaranteed by U.S. | $1,262,000 | 3,309 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $4,043,000 | 1,698 |
| CMOs issued by government agencies or sponsored agencies | $4,042,000 | 1,628 |
| Privately issued | $1,000 | 547 |
| Commercial mortgage-backed securities | $868,000 | 1,766 |
| Commercial mortgage pass-through securities | $868,000 | 1,273 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $20,793,000 | 3,488 |
| Total debt securities | $20,793,000 | 3,736 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $34,901,000 | 3,207 |
| U.S. Government securities | $14,255,000 | 3,444 |
| U.S. Treasury securities | $8,209,000 | 1,516 |
| U.S. Government agency obligations | $6,046,000 | 3,671 |
| Securities issued by states & political subdivisions | $4,945,000 | 3,171 |
| Other domestic debt securities | $1,000 | 2,263 |
| Privately issued residential mortgage-backed securities | $1,000 | 715 |
| 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 | $17,750,000 | 2,134 |
| Mortgage-backed securities | $4,578,000 | 3,233 |
| Certificates of participation in pools of residential mortgages | $1,376,000 | 3,391 |
| Issued or guaranteed by U.S. | $1,376,000 | 3,298 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $2,326,000 | 1,975 |
| CMOs issued by government agencies or sponsored agencies | $2,325,000 | 1,912 |
| Privately issued | $1,000 | 529 |
| Commercial mortgage-backed securities | $876,000 | 1,757 |
| Commercial mortgage pass-through securities | $876,000 | 1,261 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $19,201,000 | 3,535 |
| Total debt securities | $19,201,000 | 3,758 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $37,428,000 | 3,054 |
| U.S. Government securities | $16,206,000 | 3,174 |
| U.S. Treasury securities | $9,411,000 | 1,078 |
| U.S. Government agency obligations | $6,795,000 | 3,571 |
| Securities issued by states & political subdivisions | $5,132,000 | 3,196 |
| Other domestic debt securities | $1,000 | 2,239 |
| Privately issued residential mortgage-backed securities | $1,000 | 686 |
| 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 | $18,741,000 | 2,083 |
| Mortgage-backed securities | $5,136,000 | 3,175 |
| Certificates of participation in pools of residential mortgages | $1,554,000 | 3,358 |
| Issued or guaranteed by U.S. | $1,554,000 | 3,257 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,704,000 | 1,886 |
| CMOs issued by government agencies or sponsored agencies | $2,703,000 | 1,829 |
| Privately issued | $1,000 | 490 |
| Commercial mortgage-backed securities | $878,000 | 1,738 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $878,000 | 1,224 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $21,339,000 | 3,422 |
| Total debt securities | $21,339,000 | 3,614 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $36,126,000 | 3,043 |
| U.S. Government securities | $14,834,000 | 3,198 |
| U.S. Treasury securities | $7,379,000 | 992 |
| U.S. Government agency obligations | $7,455,000 | 3,512 |
| Securities issued by states & political subdivisions | $5,151,000 | 3,213 |
| Other domestic debt securities | $1,000 | 2,197 |
| Privately issued residential mortgage-backed securities | $1,000 | 668 |
| 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 | $16,068,000 | 2,204 |
| Mortgage-backed securities | $5,784,000 | 3,147 |
| Certificates of participation in pools of residential mortgages | $1,693,000 | 3,362 |
| Issued or guaranteed by U.S. | $1,693,000 | 3,275 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $3,124,000 | 1,826 |
| CMOs issued by government agencies or sponsored agencies | $3,123,000 | 1,781 |
| Privately issued | $1,000 | 481 |
| Commercial mortgage-backed securities | $967,000 | 1,727 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $967,000 | 1,220 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $19,986,000 | 3,426 |
| Total debt securities | $19,986,000 | 3,622 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $39,877,000 | 2,853 |
| U.S. Government securities | $15,515,000 | 3,095 |
| U.S. Treasury securities | $8,342,000 | 854 |
| U.S. Government agency obligations | $7,173,000 | 3,525 |
| Securities issued by states & political subdivisions | $5,202,000 | 3,187 |
| Other domestic debt securities | $1,000 | 2,196 |
| Privately issued residential mortgage-backed securities | $1,000 | 672 |
| 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 | $15,618,000 | 2,209 |
| Mortgage-backed securities | $6,438,000 | 3,058 |
| Certificates of participation in pools of residential mortgages | $1,840,000 | 3,336 |
| Issued or guaranteed by U.S. | $1,840,000 | 3,239 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $3,608,000 | 1,714 |
| CMOs issued by government agencies or sponsored agencies | $3,607,000 | 1,676 |
| Privately issued | $1,000 | 471 |
| Commercial mortgage-backed securities | $990,000 | 1,708 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $990,000 | 1,192 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $20,718,000 | 3,382 |
| Total debt securities | $20,718,000 | 3,564 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $44,914,000 | 2,602 |
| U.S. Government securities | $11,016,000 | 3,335 |
| U.S. Treasury securities | $5,221,000 | 781 |
| U.S. Government agency obligations | $5,795,000 | 3,613 |
| Securities issued by states & political subdivisions | $5,782,000 | 3,093 |
| Other domestic debt securities | $2,000 | 2,186 |
| Privately issued residential mortgage-backed securities | $2,000 | 675 |
| 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 | $16,090,000 | 2,164 |
| Mortgage-backed securities | $5,062,000 | 3,175 |
| Certificates of participation in pools of residential mortgages | $2,033,000 | 3,252 |
| Issued or guaranteed by U.S. | $2,033,000 | 3,160 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $2,026,000 | 1,995 |
| CMOs issued by government agencies or sponsored agencies | $2,024,000 | 1,945 |
| Privately issued | $2,000 | 464 |
| Commercial mortgage-backed securities | $1,003,000 | 1,682 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $1,003,000 | 1,157 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $16,800,000 | 3,469 |
| Total debt securities | $16,797,000 | 3,662 |
| 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 | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $45,895,000 | 2,450 |
| U.S. Government securities | $12,157,000 | 3,108 |
| U.S. Treasury securities | $4,864,000 | 604 |
| U.S. Government agency obligations | $7,293,000 | 3,379 |
| Securities issued by states & political subdivisions | $5,497,000 | 3,117 |
| Other domestic debt securities | $2,000 | 2,130 |
| Privately issued residential mortgage-backed securities | $2,000 | 657 |
| 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 | $14,899,000 | 2,219 |
| Mortgage-backed securities | $5,997,000 | 3,028 |
| Certificates of participation in pools of residential mortgages | $2,208,000 | 3,194 |
| Issued or guaranteed by U.S. | $2,208,000 | 3,111 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $2,785,000 | 1,870 |
| CMOs issued by government agencies or sponsored agencies | $2,783,000 | 1,826 |
| Privately issued | $2,000 | 463 |
| Commercial mortgage-backed securities | $1,004,000 | 1,644 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $1,004,000 | 1,119 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $17,656,000 | 3,335 |
| Total debt securities | $17,656,000 | 3,527 |
| 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 | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $44,429,000 | 2,399 |
| U.S. Government securities | $10,740,000 | 3,181 |
| U.S. Treasury securities | $2,589,000 | 746 |
| U.S. Government agency obligations | $8,151,000 | 3,292 |
| Securities issued by states & political subdivisions | $5,495,000 | 3,026 |
| Other domestic debt securities | $2,000 | 2,111 |
| Privately issued residential mortgage-backed securities | $2,000 | 659 |
| 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 | $14,237,000 | 2,256 |
| Mortgage-backed securities | $6,845,000 | 2,931 |
| Certificates of participation in pools of residential mortgages | $2,389,000 | 3,140 |
| Issued or guaranteed by U.S. | $2,389,000 | 3,048 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,456,000 | 1,782 |
| CMOs issued by government agencies or sponsored agencies | $3,454,000 | 1,737 |
| Privately issued | $2,000 | 455 |
| Commercial mortgage-backed securities | $1,000,000 | 1,627 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $1,000,000 | 1,096 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $16,237,000 | 3,351 |
| Total debt securities | $16,237,000 | 3,553 |
| 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 | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $48,502,000 | 2,216 |
| U.S. Government securities | $9,586,000 | 3,300 |
| U.S. Treasury securities | $1,574,000 | 894 |
| U.S. Government agency obligations | $8,012,000 | 3,313 |
| Securities issued by states & political subdivisions | $5,775,000 | 2,952 |
| Other domestic debt securities | $2,000 | 2,055 |
| Privately issued residential mortgage-backed securities | $2,000 | 648 |
| 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 | $14,124,000 | 2,279 |
| Mortgage-backed securities | $6,682,000 | 2,959 |
| Certificates of participation in pools of residential mortgages | $2,554,000 | 3,109 |
| Issued or guaranteed by U.S. | $2,554,000 | 3,025 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,128,000 | 1,723 |
| CMOs issued by government agencies or sponsored agencies | $4,126,000 | 1,682 |
| Privately issued | $2,000 | 444 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $15,363,000 | 3,392 |
| Total debt securities | $15,364,000 | 3,604 |
| 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 | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $40,681,000 | 2,392 |
| U.S. Government securities | $10,067,000 | 3,303 |
| U.S. Treasury securities | $1,552,000 | 935 |
| U.S. Government agency obligations | $8,515,000 | 3,317 |
| Securities issued by states & political subdivisions | $5,715,000 | 2,888 |
| Other domestic debt securities | $3,000 | 1,991 |
| Privately issued residential mortgage-backed securities | $3,000 | 662 |
| 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 | $13,891,000 | 2,226 |
| Mortgage-backed securities | $7,220,000 | 2,916 |
| Certificates of participation in pools of residential mortgages | $2,705,000 | 3,082 |
| Issued or guaranteed by U.S. | $2,705,000 | 2,989 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $4,515,000 | 1,680 |
| CMOs issued by government agencies or sponsored agencies | $4,512,000 | 1,637 |
| Privately issued | $3,000 | 446 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $15,785,000 | 3,352 |
| Total debt securities | $15,784,000 | 3,560 |
| 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 | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $20,613,000 | 3,327 |
| U.S. Government securities | $10,026,000 | 3,382 |
| U.S. Treasury securities | $1,535,000 | 997 |
| U.S. Government agency obligations | $8,491,000 | 3,400 |
| Securities issued by states & political subdivisions | $5,700,000 | 2,881 |
| Other domestic debt securities | $3,000 | 1,964 |
| Privately issued residential mortgage-backed securities | $3,000 | 634 |
| 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 | $12,662,000 | 2,344 |
| Mortgage-backed securities | $7,640,000 | 2,837 |
| Certificates of participation in pools of residential mortgages | $2,826,000 | 3,033 |
| Issued or guaranteed by U.S. | $2,826,000 | 2,946 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $4,814,000 | 1,619 |
| CMOs issued by government agencies or sponsored agencies | $4,811,000 | 1,579 |
| Privately issued | $3,000 | 440 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $15,729,000 | 3,389 |
| Total debt securities | $15,728,000 | 3,606 |
| 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 | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $18,994,000 | 3,471 |
| U.S. Government securities | $8,430,000 | 3,622 |
| U.S. Treasury securities | $1,535,000 | 1,020 |
| U.S. Government agency obligations | $6,895,000 | 3,644 |
| Securities issued by states & political subdivisions | $5,689,000 | 2,910 |
| Other domestic debt securities | $3,000 | 2,018 |
| Privately issued residential mortgage-backed securities | $3,000 | 682 |
| 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 | $13,033,000 | 2,354 |
| Mortgage-backed securities | $6,034,000 | 3,003 |
| Certificates of participation in pools of residential mortgages | $2,981,000 | 2,994 |
| Issued or guaranteed by U.S. | $2,981,000 | 2,905 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $3,053,000 | 1,913 |
| CMOs issued by government agencies or sponsored agencies | $3,050,000 | 1,871 |
| Privately issued | $3,000 | 448 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $14,122,000 | 3,554 |
| Total debt securities | $14,123,000 | 3,786 |
| 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 | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $19,510,000 | 3,499 |
| U.S. Government securities | $8,742,000 | 3,651 |
| U.S. Treasury securities | $1,527,000 | 1,055 |
| U.S. Government agency obligations | $7,215,000 | 3,679 |
| Securities issued by states & political subdivisions | $5,935,000 | 2,925 |
| Other domestic debt securities | $3,000 | 2,002 |
| Privately issued residential mortgage-backed securities | $3,000 | 655 |
| 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 | $12,880,000 | 2,413 |
| Mortgage-backed securities | $6,318,000 | 2,978 |
| Certificates of participation in pools of residential mortgages | $3,133,000 | 2,969 |
| Issued or guaranteed by U.S. | $3,133,000 | 2,890 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $3,185,000 | 1,864 |
| CMOs issued by government agencies or sponsored agencies | $3,182,000 | 1,817 |
| Privately issued | $3,000 | 461 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $14,680,000 | 3,560 |
| Total debt securities | $14,680,000 | 3,802 |
| 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 | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $18,154,000 | 3,646 |
| U.S. Government securities | $7,519,000 | 3,848 |
| U.S. Treasury securities | $515,000 | 1,339 |
| U.S. Government agency obligations | $7,004,000 | 3,736 |
| Securities issued by states & political subdivisions | $5,869,000 | 2,984 |
| Other domestic debt securities | $4,000 | 2,013 |
| Privately issued residential mortgage-backed securities | $4,000 | 670 |
| 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 | $12,910,000 | 2,450 |
| Mortgage-backed securities | $6,125,000 | 3,018 |
| Certificates of participation in pools of residential mortgages | $3,296,000 | 2,964 |
| Issued or guaranteed by U.S. | $3,296,000 | 2,876 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,829,000 | 1,934 |
| CMOs issued by government agencies or sponsored agencies | $2,825,000 | 1,882 |
| Privately issued | $4,000 | 477 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $13,392,000 | 3,700 |
| Total debt securities | $13,391,000 | 3,946 |
| 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 | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $18,152,000 | 3,672 |
| U.S. Government securities | $7,693,000 | 3,846 |
| U.S. Treasury securities | $494,000 | 1,388 |
| U.S. Government agency obligations | $7,199,000 | 3,737 |
| Securities issued by states & political subdivisions | $5,750,000 | 3,061 |
| Other domestic debt securities | $4,000 | 2,015 |
| Privately issued residential mortgage-backed securities | $4,000 | 636 |
| 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 | $12,103,000 | 2,546 |
| Mortgage-backed securities | $6,307,000 | 3,001 |
| Certificates of participation in pools of residential mortgages | $3,406,000 | 2,954 |
| Issued or guaranteed by U.S. | $3,406,000 | 2,895 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,901,000 | 1,920 |
| CMOs issued by government agencies or sponsored agencies | $2,897,000 | 1,868 |
| Privately issued | $4,000 | 474 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $13,447,000 | 3,738 |
| Total debt securities | $13,447,000 | 3,977 |
| 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 | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $18,313,000 | 3,692 |
| U.S. Government securities | $7,995,000 | 3,865 |
| U.S. Treasury securities | $496,000 | 1,364 |
| U.S. Government agency obligations | $7,499,000 | 3,762 |
| Securities issued by states & political subdivisions | $5,659,000 | 3,110 |
| Other domestic debt securities | $4,000 | 1,991 |
| Privately issued residential mortgage-backed securities | $4,000 | 597 |
| 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 | $12,249,000 | 2,515 |
| Mortgage-backed securities | $6,623,000 | 2,994 |
| Certificates of participation in pools of residential mortgages | $3,600,000 | 2,951 |
| Issued or guaranteed by U.S. | $3,600,000 | 2,929 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,023,000 | 1,877 |
| CMOs issued by government agencies or sponsored agencies | $3,019,000 | 1,830 |
| Privately issued | $4,000 | 490 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $13,658,000 | 3,755 |
| Total debt securities | $13,659,000 | 4,002 |
| 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 | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $17,618,000 | 3,795 |
| U.S. Government securities | $6,942,000 | 4,008 |
| U.S. Treasury securities | $502,000 | 1,305 |
| U.S. Government agency obligations | $6,440,000 | 3,927 |
| Securities issued by states & political subdivisions | $6,021,000 | 3,104 |
| Other domestic debt securities | $5,000 | 2,201 |
| Privately issued residential mortgage-backed securities | $5,000 | 884 |
| 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 | $12,862,000 | 2,510 |
| Mortgage-backed securities | $5,524,000 | 3,147 |
| Certificates of participation in pools of residential mortgages | $3,843,000 | 2,939 |
| Issued or guaranteed by U.S. | $3,843,000 | 2,791 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,681,000 | 2,184 |
| CMOs issued by government agencies or sponsored agencies | $1,676,000 | 2,130 |
| Privately issued | $5,000 | 511 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $12,968,000 | 3,873 |
| Total debt securities | $12,968,000 | 4,128 |
| 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 | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $17,995,000 | 3,803 |
| U.S. Government securities | $7,319,000 | 4,018 |
| U.S. Treasury securities | $496,000 | 1,289 |
| U.S. Government agency obligations | $6,823,000 | 3,946 |
| Securities issued by states & political subdivisions | $6,027,000 | 3,144 |
| Other domestic debt securities | $7,000 | 2,011 |
| Privately issued residential mortgage-backed securities | $7,000 | 563 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $4,642,000 | 127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,966,000 | 2,540 |
| Mortgage-backed securities | $5,904,000 | 3,112 |
| Certificates of participation in pools of residential mortgages | $4,114,000 | 2,933 |
| Issued or guaranteed by U.S. | $4,114,000 | 2,927 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,790,000 | 2,147 |
| CMOs issued by government agencies or sponsored agencies | $1,783,000 | 2,089 |
| Privately issued | $7,000 | 523 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $17,995,000 | 3,525 |
| Total debt securities | $13,352,000 | 4,140 |
| 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 | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $18,701,000 | 3,814 |
| U.S. Government securities | $7,756,000 | 4,012 |
| U.S. Treasury securities | $501,000 | 1,186 |
| U.S. Government agency obligations | $7,255,000 | 3,921 |
| Securities issued by states & political subdivisions | $6,283,000 | 3,173 |
| Other domestic debt securities | $8,000 | 2,014 |
| Privately issued residential mortgage-backed securities | $8,000 | 564 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $4,654,000 | 228 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,840,000 | 2,687 |
| Mortgage-backed securities | $6,285,000 | 3,086 |
| Certificates of participation in pools of residential mortgages | $4,379,000 | 2,925 |
| Issued or guaranteed by U.S. | $4,379,000 | 2,922 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,906,000 | 2,093 |
| CMOs issued by government agencies or sponsored agencies | $1,898,000 | 2,033 |
| Privately issued | $8,000 | 531 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $18,701,000 | 3,541 |
| Total debt securities | $14,047,000 | 4,151 |
| 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 | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $18,671,000 | 3,849 |
| U.S. Government securities | $8,223,000 | 3,986 |
| U.S. Treasury securities | $498,000 | 1,203 |
| U.S. Government agency obligations | $7,725,000 | 3,910 |
| Securities issued by states & political subdivisions | $5,787,000 | 3,293 |
| Other domestic debt securities | $8,000 | 2,040 |
| Privately issued residential mortgage-backed securities | $8,000 | 582 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $4,653,000 | 242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,717,000 | 2,723 |
| Mortgage-backed securities | $6,753,000 | 3,058 |
| Certificates of participation in pools of residential mortgages | $4,730,000 | 2,909 |
| Issued or guaranteed by U.S. | $4,730,000 | 2,907 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,023,000 | 2,079 |
| CMOs issued by government agencies or sponsored agencies | $2,015,000 | 2,022 |
| Privately issued | $8,000 | 546 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $18,671,000 | 3,563 |
| Total debt securities | $14,018,000 | 4,197 |
| 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 | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $19,793,000 | 3,825 |
| U.S. Government securities | $8,658,000 | 3,985 |
| U.S. Treasury securities | $496,000 | 1,238 |
| U.S. Government agency obligations | $8,162,000 | 3,913 |
| Securities issued by states & political subdivisions | $6,488,000 | 3,207 |
| Other domestic debt securities | $10,000 | 2,081 |
| Privately issued residential mortgage-backed securities | $10,000 | 600 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $4,637,000 | 240 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,029,000 | 2,702 |
| Mortgage-backed securities | $7,168,000 | 3,052 |
| Certificates of participation in pools of residential mortgages | $5,019,000 | 2,900 |
| Issued or guaranteed by U.S. | $5,019,000 | 2,897 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,149,000 | 2,077 |
| CMOs issued by government agencies or sponsored agencies | $2,139,000 | 2,013 |
| Privately issued | $10,000 | 564 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $19,793,000 | 3,534 |
| Total debt securities | $15,155,000 | 4,150 |
| 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 | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $20,052,000 | 3,852 |
| U.S. Government securities | $9,039,000 | 3,974 |
| U.S. Treasury securities | $494,000 | 1,277 |
| U.S. Government agency obligations | $8,545,000 | 3,902 |
| Securities issued by states & political subdivisions | $6,392,000 | 3,266 |
| Other domestic debt securities | $10,000 | 2,136 |
| Privately issued residential mortgage-backed securities | $10,000 | 634 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $4,611,000 | 245 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,134,000 | 2,732 |
| Mortgage-backed securities | $7,552,000 | 3,047 |
| Certificates of participation in pools of residential mortgages | $5,302,000 | 2,900 |
| Issued or guaranteed by U.S. | $5,302,000 | 2,897 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,250,000 | 2,080 |
| CMOs issued by government agencies or sponsored agencies | $2,240,000 | 2,015 |
| Privately issued | $10,000 | 600 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $20,052,000 | 3,548 |
| Total debt securities | $15,443,000 | 4,175 |
| 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 | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $18,567,000 | 3,962 |
| U.S. Government securities | $8,010,000 | 4,106 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $8,010,000 | 3,972 |
| Securities issued by states & political subdivisions | $5,945,000 | 3,347 |
| Other domestic debt securities | $13,000 | 2,152 |
| Privately issued residential mortgage-backed securities | $13,000 | 653 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $4,599,000 | 249 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,700,000 | 2,759 |
| Mortgage-backed securities | $8,023,000 | 2,993 |
| Certificates of participation in pools of residential mortgages | $5,645,000 | 2,857 |
| Issued or guaranteed by U.S. | $5,645,000 | 2,852 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,378,000 | 2,049 |
| CMOs issued by government agencies or sponsored agencies | $2,365,000 | 1,983 |
| Privately issued | $13,000 | 616 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $18,567,000 | 3,654 |
| Total debt securities | $13,968,000 | 4,288 |
| 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 | $19,608,000 | 3,897 |
| U.S. Government securities | $8,736,000 | 4,021 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $8,736,000 | 3,898 |
| Securities issued by states & political subdivisions | $6,220,000 | 3,326 |
| Other domestic debt securities | $14,000 | 2,163 |
| Privately issued residential mortgage-backed securities | $14,000 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $4,638,000 | 244 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,570,000 | 2,673 |
| Mortgage-backed securities | $8,750,000 | 2,924 |
| Certificates of participation in pools of residential mortgages | $6,151,000 | 2,785 |
| Issued or guaranteed by U.S. | $6,151,000 | 2,782 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,599,000 | 2,016 |
| CMOs issued by government agencies or sponsored agencies | $2,585,000 | 1,953 |
| Privately issued | $14,000 | 624 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $19,608,000 | 3,581 |
| Total debt securities | $14,970,000 | 4,240 |
| 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 | $19,756,000 | 3,947 |
| U.S. Government securities | $9,278,000 | 4,044 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $9,278,000 | 3,919 |
| Securities issued by states & political subdivisions | $5,832,000 | 3,402 |
| Other domestic debt securities | $14,000 | 2,202 |
| Privately issued residential mortgage-backed securities | $14,000 | 677 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $4,632,000 | 249 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,380,000 | 2,752 |
| Mortgage-backed securities | $9,292,000 | 2,904 |
| Certificates of participation in pools of residential mortgages | $6,547,000 | 2,782 |
| Issued or guaranteed by U.S. | $6,547,000 | 2,776 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,745,000 | 2,018 |
| CMOs issued by government agencies or sponsored agencies | $2,731,000 | 1,948 |
| Privately issued | $14,000 | 640 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $19,756,000 | 3,626 |
| Total debt securities | $15,125,000 | 4,289 |
| 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 | $19,517,000 | 4,025 |
| U.S. Government securities | $9,718,000 | 4,089 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $9,718,000 | 3,969 |
| Securities issued by states & political subdivisions | $5,196,000 | 3,501 |
| Other domestic debt securities | $15,000 | 2,218 |
| Privately issued residential mortgage-backed securities | $15,000 | 680 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $4,588,000 | 246 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,685,000 | 2,562 |
| Mortgage-backed securities | $9,733,000 | 2,874 |
| Certificates of participation in pools of residential mortgages | $6,886,000 | 2,730 |
| Issued or guaranteed by U.S. | $6,886,000 | 2,725 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,847,000 | 1,998 |
| CMOs issued by government agencies or sponsored agencies | $2,832,000 | 1,932 |
| Privately issued | $15,000 | 647 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $19,517,000 | 3,688 |
| Total debt securities | $14,929,000 | 4,357 |
| 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 | $19,991,000 | 4,039 |
| U.S. Government securities | $10,148,000 | 4,081 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $10,148,000 | 3,946 |
| Securities issued by states & political subdivisions | $5,278,000 | 3,503 |
| Other domestic debt securities | $16,000 | 2,204 |
| Privately issued residential mortgage-backed securities | $16,000 | 678 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $4,549,000 | 251 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,732,000 | 2,582 |
| Mortgage-backed securities | $10,164,000 | 2,828 |
| Certificates of participation in pools of residential mortgages | $7,241,000 | 2,685 |
| Issued or guaranteed by U.S. | $7,241,000 | 2,680 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,923,000 | 2,001 |
| CMOs issued by government agencies or sponsored agencies | $2,907,000 | 1,936 |
| Privately issued | $16,000 | 648 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $19,991,000 | 3,693 |
| Total debt securities | $15,442,000 | 4,376 |
| 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 | $20,634,000 | 4,061 |
| U.S. Government securities | $10,799,000 | 4,078 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $10,799,000 | 3,949 |
| Securities issued by states & political subdivisions | $5,237,000 | 3,551 |
| Other domestic debt securities | $17,000 | 2,245 |
| Privately issued residential mortgage-backed securities | $17,000 | 697 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $4,581,000 | 257 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,417,000 | 2,645 |
| Mortgage-backed securities | $10,816,000 | 2,801 |
| Certificates of participation in pools of residential mortgages | $7,714,000 | 2,658 |
| Issued or guaranteed by U.S. | $7,714,000 | 2,654 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $3,102,000 | 1,991 |
| CMOs issued by government agencies or sponsored agencies | $3,085,000 | 1,935 |
| Privately issued | $17,000 | 666 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $20,634,000 | 3,711 |
| Total debt securities | $16,051,000 | 4,397 |
| 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 | $21,507,000 | 4,073 |
| U.S. Government securities | $11,386,000 | 4,122 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $11,386,000 | 3,995 |
| Securities issued by states & political subdivisions | $5,544,000 | 3,505 |
| Other domestic debt securities | $20,000 | 2,271 |
| Privately issued residential mortgage-backed securities | $20,000 | 717 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $4,557,000 | 257 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,321,000 | 2,571 |
| Mortgage-backed securities | $11,406,000 | 2,810 |
| Certificates of participation in pools of residential mortgages | $8,191,000 | 2,664 |
| Issued or guaranteed by U.S. | $8,191,000 | 2,660 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,215,000 | 2,023 |
| CMOs issued by government agencies or sponsored agencies | $3,195,000 | 1,962 |
| Privately issued | $20,000 | 685 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $21,507,000 | 3,725 |
| Total debt securities | $16,949,000 | 4,410 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $21,344,000 | 4,134 |
| U.S. Government securities | $12,145,000 | 4,103 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $12,145,000 | 3,984 |
| Securities issued by states & political subdivisions | $4,609,000 | 3,690 |
| Other domestic debt securities | $20,000 | 2,339 |
| Privately issued residential mortgage-backed securities | $20,000 | 759 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $4,570,000 | 260 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,805,000 | 2,659 |
| Mortgage-backed securities | $12,165,000 | 2,780 |
| Certificates of participation in pools of residential mortgages | $8,761,000 | 2,635 |
| Issued or guaranteed by U.S. | $8,761,000 | 2,632 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,404,000 | 2,028 |
| CMOs issued by government agencies or sponsored agencies | $3,384,000 | 1,963 |
| Privately issued | $20,000 | 723 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $21,344,000 | 3,771 |
| Total debt securities | $16,774,000 | 4,467 |
| 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 | $21,895,000 | 4,141 |
| U.S. Government securities | $12,656,000 | 4,095 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $12,656,000 | 3,980 |
| Securities issued by states & political subdivisions | $4,687,000 | 3,715 |
| Other domestic debt securities | $22,000 | 2,360 |
| Privately issued residential mortgage-backed securities | $22,000 | 757 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $4,530,000 | 260 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,040,000 | 2,657 |
| Mortgage-backed securities | $12,678,000 | 2,772 |
| Certificates of participation in pools of residential mortgages | $9,196,000 | 2,621 |
| Issued or guaranteed by U.S. | $9,196,000 | 2,617 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,482,000 | 2,055 |
| CMOs issued by government agencies or sponsored agencies | $3,460,000 | 1,985 |
| Privately issued | $22,000 | 719 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $21,895,000 | 3,792 |
| Total debt securities | $17,364,000 | 4,484 |
| 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 | $25,429,000 | 3,946 |
| U.S. Government securities | $13,239,000 | 4,130 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $13,239,000 | 4,016 |
| Securities issued by states & political subdivisions | $4,678,000 | 3,765 |
| Other domestic debt securities | $26,000 | 2,417 |
| Privately issued residential mortgage-backed securities | $26,000 | 787 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $7,486,000 | 185 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,613,000 | 2,597 |
| Mortgage-backed securities | $13,265,000 | 2,786 |
| Certificates of participation in pools of residential mortgages | $9,658,000 | 2,632 |
| Issued or guaranteed by U.S. | $9,658,000 | 2,629 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,607,000 | 2,066 |
| CMOs issued by government agencies or sponsored agencies | $3,581,000 | 1,996 |
| Privately issued | $26,000 | 752 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $25,429,000 | 3,600 |
| Total debt securities | $17,940,000 | 4,526 |
| 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 | $25,411,000 | 3,997 |
| U.S. Government securities | $13,938,000 | 4,118 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $13,938,000 | 4,006 |
| Securities issued by states & political subdivisions | $3,531,000 | 4,062 |
| Other domestic debt securities | $476,000 | 2,153 |
| Privately issued residential mortgage-backed securities | $30,000 | 803 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $446,000 | 1,751 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $7,466,000 | 192 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,291,000 | 2,634 |
| Mortgage-backed securities | $13,968,000 | 2,762 |
| Certificates of participation in pools of residential mortgages | $10,200,000 | 2,606 |
| Issued or guaranteed by U.S. | $10,200,000 | 2,606 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,768,000 | 2,064 |
| CMOs issued by government agencies or sponsored agencies | $3,738,000 | 1,991 |
| Privately issued | $30,000 | 770 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $25,411,000 | 3,646 |
| Total debt securities | $17,945,000 | 4,585 |
| 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 | $25,998,000 | 3,986 |
| U.S. Government securities | $14,503,000 | 4,071 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $14,503,000 | 3,975 |
| Securities issued by states & political subdivisions | $3,598,000 | 4,087 |
| Other domestic debt securities | $495,000 | 2,190 |
| Privately issued residential mortgage-backed securities | $32,000 | 828 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $463,000 | 1,783 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $7,402,000 | 196 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,451,000 | 2,733 |
| Mortgage-backed securities | $14,535,000 | 2,729 |
| Certificates of participation in pools of residential mortgages | $10,657,000 | 2,570 |
| Issued or guaranteed by U.S. | $10,657,000 | 2,570 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,878,000 | 2,043 |
| CMOs issued by government agencies or sponsored agencies | $3,846,000 | 1,974 |
| Privately issued | $32,000 | 795 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $25,998,000 | 3,628 |
| Total debt securities | $18,594,000 | 4,565 |
| 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 | $26,668,000 | 3,928 |
| U.S. Government securities | $15,187,000 | 3,980 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $15,187,000 | 3,882 |
| Securities issued by states & political subdivisions | $3,657,000 | 4,088 |
| Other domestic debt securities | $494,000 | 2,249 |
| Privately issued residential mortgage-backed securities | $37,000 | 856 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $457,000 | 1,819 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $7,330,000 | 197 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,623,000 | 2,936 |
| Mortgage-backed securities | $15,224,000 | 2,669 |
| Certificates of participation in pools of residential mortgages | $11,136,000 | 2,515 |
| Issued or guaranteed by U.S. | $11,136,000 | 2,515 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $4,088,000 | 2,007 |
| CMOs issued by government agencies or sponsored agencies | $4,051,000 | 1,934 |
| Privately issued | $37,000 | 819 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $26,668,000 | 3,595 |
| Total debt securities | $19,336,000 | 4,496 |
| 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 | $27,646,000 | 3,888 |
| U.S. Government securities | $16,105,000 | 3,928 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $16,105,000 | 3,826 |
| Securities issued by states & political subdivisions | $3,664,000 | 4,097 |
| Other domestic debt securities | $503,000 | 2,243 |
| Privately issued residential mortgage-backed securities | $42,000 | 887 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $461,000 | 1,855 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $7,374,000 | 204 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,135,000 | 2,844 |
| Mortgage-backed securities | $16,147,000 | 2,625 |
| Certificates of participation in pools of residential mortgages | $11,915,000 | 2,435 |
| Issued or guaranteed by U.S. | $11,915,000 | 2,433 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $4,232,000 | 2,004 |
| CMOs issued by government agencies or sponsored agencies | $4,190,000 | 1,931 |
| Privately issued | $42,000 | 850 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $27,646,000 | 3,571 |
| Total debt securities | $20,273,000 | 4,435 |
| 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 | $28,720,000 | 3,796 |
| U.S. Government securities | $17,062,000 | 3,808 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $17,062,000 | 3,717 |
| Securities issued by states & political subdivisions | $3,751,000 | 4,071 |
| Other domestic debt securities | $510,000 | 2,301 |
| Privately issued residential mortgage-backed securities | $45,000 | 902 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $465,000 | 1,896 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $7,397,000 | 200 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,738,000 | 3,025 |
| Mortgage-backed securities | $17,107,000 | 2,562 |
| Certificates of participation in pools of residential mortgages | $12,712,000 | 2,336 |
| Issued or guaranteed by U.S. | $12,712,000 | 2,335 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,395,000 | 2,017 |
| CMOs issued by government agencies or sponsored agencies | $4,350,000 | 1,939 |
| Privately issued | $45,000 | 864 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $28,720,000 | 3,492 |
| Total debt securities | $21,323,000 | 4,355 |
| 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 | $26,726,000 | 3,942 |
| U.S. Government securities | $15,607,000 | 3,994 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $15,607,000 | 3,902 |
| Securities issued by states & political subdivisions | $2,094,000 | 4,505 |
| Other domestic debt securities | $1,525,000 | 1,753 |
| Privately issued residential mortgage-backed securities | $51,000 | 939 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,474,000 | 1,360 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $7,500,000 | 191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,754,000 | 2,924 |
| Mortgage-backed securities | $15,658,000 | 2,703 |
| Certificates of participation in pools of residential mortgages | $10,936,000 | 2,549 |
| Issued or guaranteed by U.S. | $10,936,000 | 2,548 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,722,000 | 2,024 |
| CMOs issued by government agencies or sponsored agencies | $4,671,000 | 1,947 |
| Privately issued | $51,000 | 900 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $26,726,000 | 3,639 |
| Total debt securities | $19,226,000 | 4,555 |
| 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 | $25,073,000 | 4,031 |
| U.S. Government securities | $13,751,000 | 4,182 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $13,751,000 | 4,075 |
| Securities issued by states & political subdivisions | $2,254,000 | 4,460 |
| Other domestic debt securities | $1,546,000 | 1,712 |
| Privately issued residential mortgage-backed securities | $59,000 | 960 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $1,487,000 | 1,311 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $7,522,000 | 190 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,339,000 | 2,978 |
| Mortgage-backed securities | $13,810,000 | 2,896 |
| Certificates of participation in pools of residential mortgages | $10,907,000 | 2,537 |
| Issued or guaranteed by U.S. | $10,907,000 | 2,536 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,903,000 | 2,422 |
| CMOs issued by government agencies or sponsored agencies | $2,844,000 | 2,332 |
| Privately issued | $59,000 | 924 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $25,073,000 | 3,713 |
| Total debt securities | $17,549,000 | 4,680 |
| 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 | $23,284,000 | 4,229 |
| U.S. Government securities | $16,291,000 | 3,965 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $16,291,000 | 3,884 |
| Securities issued by states & political subdivisions | $2,269,000 | 4,481 |
| Other domestic debt securities | $1,669,000 | 1,740 |
| Privately issued residential mortgage-backed securities | $67,000 | 1,004 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $1,602,000 | 1,319 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $3,055,000 | 370 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,280,000 | 2,874 |
| Mortgage-backed securities | $16,358,000 | 2,791 |
| Certificates of participation in pools of residential mortgages | $13,195,000 | 2,428 |
| Issued or guaranteed by U.S. | $13,195,000 | 2,426 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,163,000 | 2,457 |
| CMOs issued by government agencies or sponsored agencies | $3,096,000 | 2,358 |
| Privately issued | $67,000 | 965 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $23,284,000 | 3,888 |
| Total debt securities | $20,229,000 | 4,486 |
| 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 | $22,707,000 | 4,330 |
| U.S. Government securities | $16,424,000 | 4,015 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $16,424,000 | 3,933 |
| Securities issued by states & political subdivisions | $1,554,000 | 4,724 |
| Other domestic debt securities | $1,686,000 | 1,743 |
| Privately issued residential mortgage-backed securities | $84,000 | 1,047 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $1,602,000 | 1,320 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $3,043,000 | 353 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,456,000 | 2,869 |
| Mortgage-backed securities | $16,508,000 | 2,803 |
| Certificates of participation in pools of residential mortgages | $15,203,000 | 2,272 |
| Issued or guaranteed by U.S. | $15,203,000 | 2,271 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,305,000 | 3,013 |
| CMOs issued by government agencies or sponsored agencies | $1,221,000 | 2,903 |
| Privately issued | $84,000 | 1,006 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $22,707,000 | 3,990 |
| Total debt securities | $19,664,000 | 4,573 |
| 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 | $25,209,000 | 4,136 |
| U.S. Government securities | $18,026,000 | 3,919 |
| U.S. Treasury securities | $253,000 | 1,052 |
| U.S. Government agency obligations | $17,773,000 | 3,866 |
| Securities issued by states & political subdivisions | $2,432,000 | 4,334 |
| Other domestic debt securities | $1,710,000 | 1,712 |
| Privately issued residential mortgage-backed securities | $97,000 | 1,071 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $1,613,000 | 1,295 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $3,041,000 | 346 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,987,000 | 2,801 |
| Mortgage-backed securities | $17,870,000 | 2,718 |
| Certificates of participation in pools of residential mortgages | $15,594,000 | 2,228 |
| Issued or guaranteed by U.S. | $15,594,000 | 2,224 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,276,000 | 2,725 |
| CMOs issued by government agencies or sponsored agencies | $2,179,000 | 2,620 |
| Privately issued | $97,000 | 1,031 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $25,209,000 | 3,798 |
| Total debt securities | $22,165,000 | 4,392 |
| 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 | $27,146,000 | 3,916 |
| U.S. Government securities | $19,995,000 | 3,640 |
| U.S. Treasury securities | $252,000 | 981 |
| U.S. Government agency obligations | $19,743,000 | 3,591 |
| Securities issued by states & political subdivisions | $2,439,000 | 4,321 |
| Other domestic debt securities | $1,681,000 | 1,708 |
| Privately issued residential mortgage-backed securities | $100,000 | 1,156 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $1,581,000 | 1,225 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $3,031,000 | 330 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,870,000 | 2,700 |
| Mortgage-backed securities | $19,188,000 | 2,533 |
| Certificates of participation in pools of residential mortgages | $16,762,000 | 2,038 |
| Issued or guaranteed by U.S. | $16,762,000 | 2,036 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,426,000 | 2,636 |
| CMOs issued by government agencies or sponsored agencies | $2,326,000 | 2,470 |
| Privately issued | $100,000 | 1,097 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $27,146,000 | 3,603 |
| Total debt securities | $24,115,000 | 4,145 |
| 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 | $26,750,000 | 3,860 |
| U.S. Government securities | $20,074,000 | 3,572 |
| U.S. Treasury securities | $254,000 | 1,029 |
| U.S. Government agency obligations | $19,820,000 | 3,524 |
| Securities issued by states & political subdivisions | $2,436,000 | 4,290 |
| Other domestic debt securities | $2,199,000 | 1,526 |
| Privately issued residential mortgage-backed securities | $118,000 | 1,164 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,081,000 | 1,062 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $2,041,000 | 425 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,117,000 | 3,020 |
| Mortgage-backed securities | $18,769,000 | 2,523 |
| Certificates of participation in pools of residential mortgages | $16,229,000 | 2,014 |
| Issued or guaranteed by U.S. | $16,229,000 | 2,008 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,540,000 | 2,600 |
| CMOs issued by government agencies or sponsored agencies | $2,422,000 | 2,432 |
| Privately issued | $118,000 | 1,102 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $26,750,000 | 3,553 |
| Total debt securities | $24,708,000 | 4,004 |
| 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 | $26,356,000 | 3,912 |
| U.S. Government securities | $19,098,000 | 3,759 |
| U.S. Treasury securities | $255,000 | 1,126 |
| U.S. Government agency obligations | $18,843,000 | 3,700 |
| Securities issued by states & political subdivisions | $2,456,000 | 4,264 |
| Other domestic debt securities | $2,777,000 | 1,337 |
| Privately issued residential mortgage-backed securities | $130,000 | 1,177 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $2,647,000 | 891 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $2,025,000 | 431 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,614,000 | 2,959 |
| Mortgage-backed securities | $17,790,000 | 2,528 |
| Certificates of participation in pools of residential mortgages | $15,159,000 | 2,037 |
| Issued or guaranteed by U.S. | $15,159,000 | 2,035 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,631,000 | 2,556 |
| CMOs issued by government agencies or sponsored agencies | $2,501,000 | 2,364 |
| Privately issued | $130,000 | 1,121 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $26,356,000 | 3,599 |
| Total debt securities | $24,331,000 | 4,085 |
| 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 | $20,686,000 | 4,463 |
| U.S. Government securities | $13,379,000 | 4,487 |
| U.S. Treasury securities | $255,000 | 1,172 |
| U.S. Government agency obligations | $13,124,000 | 4,407 |
| Securities issued by states & political subdivisions | $2,507,000 | 4,211 |
| Other domestic debt securities | $2,786,000 | 1,367 |
| Privately issued residential mortgage-backed securities | $141,000 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $2,645,000 | 904 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $2,014,000 | 431 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,492,000 | 2,988 |
| Mortgage-backed securities | $12,069,000 | 2,990 |
| Certificates of participation in pools of residential mortgages | $9,416,000 | 2,661 |
| Issued or guaranteed by U.S. | $9,416,000 | 2,656 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,653,000 | 2,484 |
| CMOs issued by government agencies or sponsored agencies | $2,512,000 | 2,297 |
| Privately issued | $141,000 | 1,146 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $20,686,000 | 4,095 |
| Total debt securities | $18,673,000 | 4,662 |
| 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 | $23,212,000 | 4,066 |
| U.S. Government securities | $18,448,000 | 3,636 |
| U.S. Treasury securities | $251,000 | 1,174 |
| U.S. Government agency obligations | $18,197,000 | 3,557 |
| Securities issued by states & political subdivisions | $1,976,000 | 4,425 |
| Other domestic debt securities | $2,788,000 | 1,464 |
| Privately issued residential mortgage-backed securities | $157,000 | 1,249 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $2,631,000 | 913 |
| 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 | $10,018,000 | 3,164 |
| Mortgage-backed securities | $17,146,000 | 2,419 |
| Certificates of participation in pools of residential mortgages | $15,402,000 | 1,886 |
| Issued or guaranteed by U.S. | $15,402,000 | 1,881 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,744,000 | 2,717 |
| CMOs issued by government agencies or sponsored agencies | $1,587,000 | 2,509 |
| Privately issued | $157,000 | 1,190 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $23,212,000 | 3,748 |
| Total debt securities | $23,211,000 | 4,031 |
| 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 | $21,592,000 | 4,185 |
| U.S. Government securities | $16,730,000 | 3,810 |
| U.S. Treasury securities | $250,000 | 1,089 |
| U.S. Government agency obligations | $16,480,000 | 3,739 |
| Securities issued by states & political subdivisions | $2,018,000 | 4,329 |
| Other domestic debt securities | $2,844,000 | 1,486 |
| Privately issued residential mortgage-backed securities | $187,000 | 1,298 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $2,657,000 | 890 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,706,000 | 3,105 |
| Mortgage-backed securities | $15,445,000 | 2,551 |
| Certificates of participation in pools of residential mortgages | $14,555,000 | 1,918 |
| Issued or guaranteed by U.S. | $14,555,000 | 1,911 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $890,000 | 3,041 |
| CMOs issued by government agencies or sponsored agencies | $703,000 | 2,856 |
| Privately issued | $187,000 | 1,240 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $21,592,000 | 3,846 |
| Total debt securities | $21,590,000 | 4,148 |
| 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 | $21,975,000 | 4,176 |
| U.S. Government securities | $16,837,000 | 3,843 |
| U.S. Treasury securities | $250,000 | 1,031 |
| U.S. Government agency obligations | $16,587,000 | 3,778 |
| Securities issued by states & political subdivisions | $2,325,000 | 4,162 |
| Other domestic debt securities | $2,813,000 | 1,506 |
| Privately issued residential mortgage-backed securities | $207,000 | 1,319 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $2,606,000 | 873 |
| 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 | $10,639,000 | 3,132 |
| Mortgage-backed securities | $15,563,000 | 2,527 |
| Certificates of participation in pools of residential mortgages | $14,471,000 | 1,939 |
| Issued or guaranteed by U.S. | $14,471,000 | 1,933 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,092,000 | 2,853 |
| CMOs issued by government agencies or sponsored agencies | $885,000 | 2,665 |
| Privately issued | $207,000 | 1,264 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $21,975,000 | 3,807 |
| Total debt securities | $21,976,000 | 4,137 |
| 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 | $22,868,000 | 4,133 |
| U.S. Government securities | $17,342,000 | 3,855 |
| U.S. Treasury securities | $251,000 | 1,038 |
| U.S. Government agency obligations | $17,091,000 | 3,795 |
| Securities issued by states & political subdivisions | $2,717,000 | 3,988 |
| Other domestic debt securities | $2,809,000 | 1,549 |
| Privately issued residential mortgage-backed securities | $198,000 | 1,366 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $2,611,000 | 897 |
| 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 | $10,401,000 | 3,255 |
| Mortgage-backed securities | $16,053,000 | 2,558 |
| Certificates of participation in pools of residential mortgages | $14,785,000 | 2,010 |
| Issued or guaranteed by U.S. | $14,785,000 | 2,004 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,268,000 | 2,751 |
| CMOs issued by government agencies or sponsored agencies | $1,070,000 | 2,528 |
| Privately issued | $198,000 | 1,311 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $22,868,000 | 3,748 |
| Total debt securities | $22,868,000 | 4,098 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $22,171,000 | 4,176 |
| U.S. Government securities | $15,614,000 | 4,035 |
| U.S. Treasury securities | $251,000 | 986 |
| U.S. Government agency obligations | $15,363,000 | 3,983 |
| Securities issued by states & political subdivisions | $2,712,000 | 4,008 |
| Other domestic debt securities | $3,845,000 | 1,392 |
| Privately issued residential mortgage-backed securities | $210,000 | 1,400 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $3,635,000 | 751 |
| 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 | $9,928,000 | 3,355 |
| Mortgage-backed securities | $14,331,000 | 2,789 |
| Certificates of participation in pools of residential mortgages | $12,909,000 | 2,251 |
| Issued or guaranteed by U.S. | $12,909,000 | 2,243 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,422,000 | 2,688 |
| CMOs issued by government agencies or sponsored agencies | $1,212,000 | 2,447 |
| Privately issued | $210,000 | 1,338 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $22,171,000 | 3,785 |
| Total debt securities | $22,172,000 | 4,148 |
| 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 | $19,922,000 | 4,454 |
| U.S. Government securities | $13,362,000 | 4,387 |
| U.S. Treasury securities | $247,000 | 959 |
| U.S. Government agency obligations | $13,115,000 | 4,337 |
| Securities issued by states & political subdivisions | $2,731,000 | 4,020 |
| Other domestic debt securities | $3,829,000 | 1,457 |
| Privately issued residential mortgage-backed securities | $231,000 | 1,441 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $3,598,000 | 797 |
| 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 | $10,404,000 | 3,282 |
| Mortgage-backed securities | $12,093,000 | 3,053 |
| Certificates of participation in pools of residential mortgages | $10,520,000 | 2,598 |
| Issued or guaranteed by U.S. | $10,520,000 | 2,590 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,573,000 | 2,625 |
| CMOs issued by government agencies or sponsored agencies | $1,342,000 | 2,370 |
| Privately issued | $231,000 | 1,378 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $19,922,000 | 4,032 |
| Total debt securities | $19,921,000 | 4,416 |
| 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 | $20,444,000 | 4,380 |
| U.S. Government securities | $14,127,000 | 4,257 |
| U.S. Treasury securities | $243,000 | 951 |
| U.S. Government agency obligations | $13,884,000 | 4,204 |
| Securities issued by states & political subdivisions | $2,681,000 | 4,021 |
| Other domestic debt securities | $3,636,000 | 1,524 |
| Privately issued residential mortgage-backed securities | $250,000 | 1,450 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $3,386,000 | 850 |
| 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 | $10,781,000 | 3,221 |
| Mortgage-backed securities | $12,881,000 | 2,987 |
| Certificates of participation in pools of residential mortgages | $11,155,000 | 2,552 |
| Issued or guaranteed by U.S. | $11,155,000 | 2,540 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,726,000 | 2,576 |
| CMOs issued by government agencies or sponsored agencies | $1,476,000 | 2,315 |
| Privately issued | $250,000 | 1,383 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $20,444,000 | 3,947 |
| Total debt securities | $20,445,000 | 4,341 |
| 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 | $21,822,000 | 4,223 |
| U.S. Government securities | $14,633,000 | 4,249 |
| U.S. Treasury securities | $241,000 | 886 |
| U.S. Government agency obligations | $14,392,000 | 4,211 |
| Securities issued by states & political subdivisions | $2,786,000 | 3,898 |
| Other domestic debt securities | $4,403,000 | 1,332 |
| Privately issued residential mortgage-backed securities | $257,000 | 1,471 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,146,000 | 743 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,313,000 | 3,191 |
| Mortgage-backed securities | $13,149,000 | 3,008 |
| Certificates of participation in pools of residential mortgages | $11,255,000 | 2,598 |
| Issued or guaranteed by U.S. | $11,255,000 | 2,582 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,894,000 | 2,533 |
| CMOs issued by government agencies or sponsored agencies | $1,637,000 | 2,258 |
| Privately issued | $257,000 | 1,409 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $21,822,000 | 3,789 |
| Total debt securities | $21,821,000 | 4,186 |
| 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 | $18,283,000 | 4,650 |
| U.S. Government securities | $12,862,000 | 4,598 |
| U.S. Treasury securities | $235,000 | 869 |
| U.S. Government agency obligations | $12,627,000 | 4,557 |
| Securities issued by states & political subdivisions | $2,791,000 | 3,856 |
| Other domestic debt securities | $2,630,000 | 1,623 |
| Privately issued residential mortgage-backed securities | $302,000 | 1,396 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,328,000 | 1,038 |
| 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 | $11,221,000 | 3,257 |
| Mortgage-backed securities | $10,910,000 | 3,234 |
| Certificates of participation in pools of residential mortgages | $8,760,000 | 2,909 |
| Issued or guaranteed by U.S. | $8,760,000 | 2,895 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,150,000 | 2,378 |
| CMOs issued by government agencies or sponsored agencies | $1,848,000 | 2,168 |
| Privately issued | $302,000 | 1,333 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $18,283,000 | 4,177 |
| Total debt securities | $18,283,000 | 4,617 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $19,869,000 | 4,411 |
| U.S. Government securities | $14,519,000 | 4,270 |
| U.S. Treasury securities | $245,000 | 917 |
| U.S. Government agency obligations | $14,274,000 | 4,230 |
| Securities issued by states & political subdivisions | $2,757,000 | 3,858 |
| Other domestic debt securities | $2,593,000 | 1,608 |
| Privately issued residential mortgage-backed securities | $310,000 | 1,364 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,283,000 | 1,024 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,678,000 | 3,179 |
| Mortgage-backed securities | $12,370,000 | 2,948 |
| Certificates of participation in pools of residential mortgages | $8,678,000 | 2,853 |
| Issued or guaranteed by U.S. | $8,678,000 | 2,840 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,692,000 | 1,947 |
| CMOs issued by government agencies or sponsored agencies | $3,382,000 | 1,687 |
| Privately issued | $310,000 | 1,303 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $19,869,000 | 3,933 |
| Total debt securities | $19,868,000 | 4,379 |
| 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 | $20,614,000 | 4,359 |
| U.S. Government securities | $15,127,000 | 4,197 |
| U.S. Treasury securities | $249,000 | 913 |
| U.S. Government agency obligations | $14,878,000 | 4,174 |
| Securities issued by states & political subdivisions | $2,723,000 | 3,899 |
| Other domestic debt securities | $2,764,000 | 1,622 |
| Privately issued residential mortgage-backed securities | $322,000 | 1,340 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,442,000 | 1,070 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,554,000 | 3,285 |
| Mortgage-backed securities | $12,733,000 | 2,878 |
| Certificates of participation in pools of residential mortgages | $9,099,000 | 2,783 |
| Issued or guaranteed by U.S. | $9,099,000 | 2,768 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,634,000 | 1,951 |
| CMOs issued by government agencies or sponsored agencies | $3,312,000 | 1,706 |
| Privately issued | $322,000 | 1,274 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $20,614,000 | 3,902 |
| Total debt securities | $20,614,000 | 4,313 |
| 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 | $20,899,000 | 4,313 |
| U.S. Government securities | $17,029,000 | 3,928 |
| U.S. Treasury securities | $250,000 | 942 |
| U.S. Government agency obligations | $16,779,000 | 3,893 |
| Securities issued by states & political subdivisions | $2,463,000 | 4,028 |
| Other domestic debt securities | $1,407,000 | 1,985 |
| Privately issued residential mortgage-backed securities | $378,000 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,029,000 | 1,460 |
| 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 | $9,122,000 | 3,519 |
| Mortgage-backed securities | $11,799,000 | 2,933 |
| Certificates of participation in pools of residential mortgages | $7,238,000 | 3,003 |
| Issued or guaranteed by U.S. | $7,238,000 | 2,991 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,561,000 | 1,757 |
| CMOs issued by government agencies or sponsored agencies | $4,183,000 | 1,539 |
| Privately issued | $378,000 | 1,236 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $20,899,000 | 3,866 |
| Total debt securities | $20,899,000 | 4,256 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $18,711,000 | 4,626 |
| U.S. Government securities | $16,056,000 | 4,128 |
| U.S. Treasury securities | $238,000 | 1,049 |
| U.S. Government agency obligations | $15,818,000 | 4,068 |
| Securities issued by states & political subdivisions | $2,173,000 | 4,190 |
| Other domestic debt securities | $482,000 | 2,466 |
| Privately issued residential mortgage-backed securities | $383,000 | 1,194 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $99,000 | 2,158 |
| 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 | $10,815,000 | 3,259 |
| Mortgage-backed securities | $6,972,000 | 3,395 |
| Certificates of participation in pools of residential mortgages | $2,144,000 | 4,285 |
| Issued or guaranteed by U.S. | $2,144,000 | 4,269 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,828,000 | 1,638 |
| CMOs issued by government agencies or sponsored agencies | $4,445,000 | 1,415 |
| Privately issued | $383,000 | 1,136 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $18,711,000 | 4,101 |
| Total debt securities | $18,712,000 | 4,573 |
| 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 | $18,957,000 | 4,618 |
| U.S. Government securities | $16,568,000 | 4,118 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $16,568,000 | 4,033 |
| Securities issued by states & political subdivisions | $1,989,000 | 4,276 |
| Other domestic debt securities | $400,000 | 2,468 |
| Privately issued residential mortgage-backed securities | $400,000 | 1,151 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,073,000 | 3,076 |
| Mortgage-backed securities | $5,993,000 | 3,452 |
| Certificates of participation in pools of residential mortgages | $2,316,000 | 4,051 |
| Issued or guaranteed by U.S. | $2,316,000 | 4,037 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $3,677,000 | 1,771 |
| CMOs issued by government agencies or sponsored agencies | $3,277,000 | 1,560 |
| Privately issued | $400,000 | 1,094 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $18,957,000 | 4,081 |
| Total debt securities | $18,956,000 | 4,566 |
| 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 | $19,483,000 | 4,557 |
| U.S. Government securities | $17,108,000 | 4,060 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $17,108,000 | 3,961 |
| Securities issued by states & political subdivisions | $1,966,000 | 4,278 |
| Other domestic debt securities | $409,000 | 2,414 |
| Privately issued residential mortgage-backed securities | $409,000 | 1,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,085,000 | 3,402 |
| Mortgage-backed securities | $6,202,000 | 3,341 |
| Certificates of participation in pools of residential mortgages | $2,384,000 | 3,980 |
| Issued or guaranteed by U.S. | $2,384,000 | 3,968 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,818,000 | 1,727 |
| CMOs issued by government agencies or sponsored agencies | $3,409,000 | 1,532 |
| Privately issued | $409,000 | 1,038 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $19,483,000 | 4,008 |
| Total debt securities | $19,482,000 | 4,507 |
| 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 | $20,183,000 | 4,474 |
| U.S. Government securities | $17,710,000 | 3,993 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $17,710,000 | 3,893 |
| Securities issued by states & political subdivisions | $2,035,000 | 4,258 |
| Other domestic debt securities | $438,000 | 2,423 |
| Privately issued residential mortgage-backed securities | $438,000 | 1,062 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,377,000 | 3,359 |
| Mortgage-backed securities | $6,758,000 | 3,212 |
| Certificates of participation in pools of residential mortgages | $2,507,000 | 3,920 |
| Issued or guaranteed by U.S. | $2,507,000 | 3,902 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $4,251,000 | 1,635 |
| CMOs issued by government agencies or sponsored agencies | $3,813,000 | 1,451 |
| Privately issued | $438,000 | 995 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $20,183,000 | 3,935 |
| Total debt securities | $20,182,000 | 4,433 |
| 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 | $17,615,000 | 4,883 |
| U.S. Government securities | $16,424,000 | 4,248 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $16,424,000 | 4,143 |
| Securities issued by states & political subdivisions | $1,191,000 | 4,823 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,470,000 | 3,339 |
| Mortgage-backed securities | $6,236,000 | 3,318 |
| Certificates of participation in pools of residential mortgages | $2,603,000 | 3,882 |
| Issued or guaranteed by U.S. | $2,603,000 | 3,870 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $3,633,000 | 1,747 |
| CMOs issued by government agencies or sponsored agencies | $3,633,000 | 1,497 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $17,615,000 | 4,307 |
| Total debt securities | $17,616,000 | 4,833 |
| 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 | $17,262,000 | 4,979 |
| U.S. Government securities | $16,314,000 | 4,331 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $16,314,000 | 4,203 |
| Securities issued by states & political subdivisions | $948,000 | 5,062 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,554,000 | 3,330 |
| Mortgage-backed securities | $6,155,000 | 3,305 |
| Certificates of participation in pools of residential mortgages | $2,320,000 | 3,998 |
| Issued or guaranteed by U.S. | $2,320,000 | 3,977 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $3,835,000 | 1,667 |
| CMOs issued by government agencies or sponsored agencies | $3,835,000 | 1,438 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $17,262,000 | 4,368 |
| Total debt securities | $17,263,000 | 4,936 |
| 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 | $16,436,000 | 5,108 |
| U.S. Government securities | $15,897,000 | 4,369 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $15,897,000 | 4,243 |
| Securities issued by states & political subdivisions | $539,000 | 5,478 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,658,000 | 3,485 |
| Mortgage-backed securities | $6,395,000 | 3,260 |
| Certificates of participation in pools of residential mortgages | $2,411,000 | 3,950 |
| Issued or guaranteed by U.S. | $2,411,000 | 3,934 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,984,000 | 1,617 |
| CMOs issued by government agencies or sponsored agencies | $3,984,000 | 1,399 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $16,436,000 | 4,458 |
| Total debt securities | $16,436,000 | 5,060 |
| 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 | $17,757,000 | 4,946 |
| U.S. Government securities | $17,208,000 | 4,195 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $17,208,000 | 4,065 |
| Securities issued by states & political subdivisions | $549,000 | 5,501 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,136,000 | 3,373 |
| Mortgage-backed securities | $6,883,000 | 3,192 |
| Certificates of participation in pools of residential mortgages | $2,649,000 | 3,884 |
| Issued or guaranteed by U.S. | $2,649,000 | 3,868 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,234,000 | 1,583 |
| CMOs issued by government agencies or sponsored agencies | $4,234,000 | 1,365 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $17,757,000 | 4,310 |
| Total debt securities | $17,757,000 | 4,886 |
| 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 | $16,776,000 | 5,091 |
| U.S. Government securities | $16,229,000 | 4,338 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $16,229,000 | 4,206 |
| Securities issued by states & political subdivisions | $547,000 | 5,521 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,868,000 | 3,400 |
| Mortgage-backed securities | $7,325,000 | 3,141 |
| Certificates of participation in pools of residential mortgages | $2,776,000 | 3,843 |
| Issued or guaranteed by U.S. | $2,776,000 | 3,828 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $4,549,000 | 1,535 |
| CMOs issued by government agencies or sponsored agencies | $4,549,000 | 1,326 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $16,776,000 | 4,424 |
| Total debt securities | $16,776,000 | 5,043 |
| 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 | $16,590,000 | 5,105 |
| U.S. Government securities | $16,038,000 | 4,321 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $16,038,000 | 4,192 |
| Securities issued by states & political subdivisions | $552,000 | 5,540 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,871,000 | 3,393 |
| Mortgage-backed securities | $7,104,000 | 3,215 |
| Certificates of participation in pools of residential mortgages | $2,986,000 | 3,813 |
| Issued or guaranteed by U.S. | $2,986,000 | 3,799 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,118,000 | 1,611 |
| CMOs issued by government agencies or sponsored agencies | $4,118,000 | 1,394 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $16,590,000 | 4,444 |
| Total debt securities | $16,589,000 | 5,055 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,848 |
| Fair value | $249,000 | 2,853 |
| 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 | $16,451,000 | 5,186 |
| U.S. Government securities | $15,891,000 | 4,414 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $15,891,000 | 4,281 |
| Securities issued by states & political subdivisions | $560,000 | 5,534 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,982,000 | 3,355 |
| Mortgage-backed securities | $7,365,000 | 3,227 |
| Certificates of participation in pools of residential mortgages | $3,231,000 | 3,802 |
| Issued or guaranteed by U.S. | $3,231,000 | 3,787 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $4,134,000 | 1,644 |
| CMOs issued by government agencies or sponsored agencies | $4,134,000 | 1,425 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $16,451,000 | 4,517 |
| Total debt securities | $16,451,000 | 5,134 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,828 |
| Fair value | $249,000 | 2,842 |
| 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 | $16,276,000 | 5,270 |
| U.S. Government securities | $16,023,000 | 4,453 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $16,023,000 | 4,316 |
| Securities issued by states & political subdivisions | $253,000 | 6,012 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,958,000 | 3,364 |
| Mortgage-backed securities | $7,122,000 | 3,383 |
| Certificates of participation in pools of residential mortgages | $2,660,000 | 4,115 |
| Issued or guaranteed by U.S. | $2,660,000 | 4,103 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,462,000 | 1,628 |
| CMOs issued by government agencies or sponsored agencies | $4,462,000 | 1,421 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $16,276,000 | 4,614 |
| Total debt securities | $16,276,000 | 5,212 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,788 |
| Fair value | $249,000 | 2,797 |
| 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 | $16,344,000 | 5,278 |
| U.S. Government securities | $16,231,000 | 4,412 |
| U.S. Treasury securities | $2,998,000 | 862 |
| U.S. Government agency obligations | $13,233,000 | 4,812 |
| Securities issued by states & political subdivisions | $113,000 | 6,348 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,285,000 | 3,496 |
| Mortgage-backed securities | $5,864,000 | 3,702 |
| Certificates of participation in pools of residential mortgages | $2,402,000 | 4,265 |
| Issued or guaranteed by U.S. | $2,402,000 | 4,251 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $3,462,000 | 1,823 |
| CMOs issued by government agencies or sponsored agencies | $3,462,000 | 1,614 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $16,344,000 | 4,612 |
| Total debt securities | $16,344,000 | 5,208 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,726 |
| Fair value | $251,000 | 2,728 |
| 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 | $13,484,000 | 5,807 |
| U.S. Government securities | $13,369,000 | 4,953 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $13,369,000 | 4,800 |
| Securities issued by states & political subdivisions | $115,000 | 6,383 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,468,000 | 3,421 |
| Mortgage-backed securities | $6,201,000 | 3,659 |
| Certificates of participation in pools of residential mortgages | $2,565,000 | 4,218 |
| Issued or guaranteed by U.S. | $2,565,000 | 4,208 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,636,000 | 1,767 |
| CMOs issued by government agencies or sponsored agencies | $3,636,000 | 1,567 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $13,484,000 | 5,079 |
| Total debt securities | $13,484,000 | 5,734 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,703 |
| Fair value | $252,000 | 2,708 |
| 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 | $13,956,000 | 5,775 |
| U.S. Government securities | $13,842,000 | 4,917 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $13,842,000 | 4,759 |
| Securities issued by states & political subdivisions | $114,000 | 6,426 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,489,000 | 3,406 |
| Mortgage-backed securities | $6,018,000 | 3,762 |
| Certificates of participation in pools of residential mortgages | $2,221,000 | 4,439 |
| Issued or guaranteed by U.S. | $2,221,000 | 4,423 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,797,000 | 1,765 |
| CMOs issued by government agencies or sponsored agencies | $3,797,000 | 1,556 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $13,956,000 | 5,074 |
| Total debt securities | $13,956,000 | 5,700 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,656 |
| Fair value | $250,000 | 2,666 |
| 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 | $15,068,000 | 5,553 |
| U.S. Government securities | $14,952,000 | 4,660 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $14,952,000 | 4,515 |
| Securities issued by states & political subdivisions | $116,000 | 6,421 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,759,000 | 3,736 |
| Mortgage-backed securities | $5,611,000 | 3,905 |
| Certificates of participation in pools of residential mortgages | $1,997,000 | 4,618 |
| Issued or guaranteed by U.S. | $1,997,000 | 4,601 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $3,614,000 | 1,864 |
| CMOs issued by government agencies or sponsored agencies | $3,614,000 | 1,655 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $15,068,000 | 4,873 |
| Total debt securities | $15,067,000 | 5,466 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,444 |
| Fair value | $257,000 | 2,441 |
| 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 | $16,028,000 | 5,440 |
| U.S. Government securities | $15,913,000 | 4,524 |
| U.S. Treasury securities | $4,501,000 | 725 |
| U.S. Government agency obligations | $11,412,000 | 5,264 |
| Securities issued by states & political subdivisions | $115,000 | 6,507 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,272,000 | 3,782 |
| Mortgage-backed securities | $4,101,000 | 4,335 |
| Certificates of participation in pools of residential mortgages | $1,405,000 | 4,967 |
| Issued or guaranteed by U.S. | $1,405,000 | 4,949 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,696,000 | 2,077 |
| CMOs issued by government agencies or sponsored agencies | $2,696,000 | 1,950 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $16,028,000 | 4,744 |
| Total debt securities | $16,028,000 | 5,347 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,313 |
| Fair value | $253,000 | 2,318 |
| 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 | $10,925,000 | 6,346 |
| U.S. Government securities | $10,810,000 | 5,430 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $10,810,000 | 5,263 |
| Securities issued by states & political subdivisions | $115,000 | 6,554 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,493,000 | 3,925 |
| Mortgage-backed securities | $4,974,000 | 4,059 |
| Certificates of participation in pools of residential mortgages | $2,483,000 | 4,342 |
| Issued or guaranteed by U.S. | $2,483,000 | 4,321 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,491,000 | 2,162 |
| CMOs issued by government agencies or sponsored agencies | $2,491,000 | 2,032 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $10,925,000 | 5,623 |
| Total debt securities | $10,924,000 | 6,255 |
| 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 | $11,768,000 | 6,099 |
| U.S. Government securities | $11,768,000 | 5,138 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $11,768,000 | 4,969 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,122,000 | 3,997 |
| Mortgage-backed securities | $6,131,000 | 3,835 |
| Certificates of participation in pools of residential mortgages | $3,356,000 | 4,001 |
| Issued or guaranteed by U.S. | $3,356,000 | 3,988 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,775,000 | 2,239 |
| CMOs issued by government agencies or sponsored agencies | $2,775,000 | 2,117 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $11,768,000 | 5,367 |
| Total debt securities | $11,766,000 | 6,007 |
| 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 | $15,069,000 | 5,479 |
| U.S. Government securities | $15,069,000 | 4,510 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $15,069,000 | 4,344 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,316,000 | 3,948 |
| Mortgage-backed securities | $8,719,000 | 3,287 |
| Certificates of participation in pools of residential mortgages | $4,301,000 | 3,657 |
| Issued or guaranteed by U.S. | $4,301,000 | 3,646 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $4,418,000 | 1,892 |
| CMOs issued by government agencies or sponsored agencies | $4,418,000 | 1,780 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $15,069,000 | 4,761 |
| Total debt securities | $15,068,000 | 5,382 |
| 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 | $14,339,000 | 5,578 |
| U.S. Government securities | $14,339,000 | 4,593 |
| U.S. Treasury securities | $2,497,000 | 1,110 |
| U.S. Government agency obligations | $11,842,000 | 4,966 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,074,000 | 4,030 |
| Mortgage-backed securities | $7,505,000 | 3,480 |
| Certificates of participation in pools of residential mortgages | $3,547,000 | 3,917 |
| Issued or guaranteed by U.S. | $3,547,000 | 3,903 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,958,000 | 2,024 |
| CMOs issued by government agencies or sponsored agencies | $3,958,000 | 1,927 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $14,339,000 | 4,832 |
| Total debt securities | $14,339,000 | 5,479 |
| 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 | $10,636,000 | 6,364 |
| U.S. Government securities | $10,561,000 | 5,370 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $10,561,000 | 5,139 |
| Securities issued by states & political subdivisions | $75,000 | 6,848 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,368,000 | 3,869 |
| Mortgage-backed securities | $7,191,000 | 3,401 |
| Certificates of participation in pools of residential mortgages | $3,505,000 | 3,656 |
| Issued or guaranteed by U.S. | $3,505,000 | 3,642 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,686,000 | 2,179 |
| CMOs issued by government agencies or sponsored agencies | $3,686,000 | 2,041 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $10,636,000 | 5,480 |
| Total debt securities | $10,635,000 | 6,265 |
| 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 | $11,346,000 | 6,397 |
| U.S. Government securities | $10,934,000 | 5,567 |
| U.S. Treasury securities | $251,000 | 3,794 |
| U.S. Government agency obligations | $10,683,000 | 5,317 |
| Securities issued by states & political subdivisions | $225,000 | 6,639 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $187,000 | 5,919 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,316,000 | 4,137 |
| Mortgage-backed securities | $6,406,000 | 2,986 |
| Certificates of participation in pools of residential mortgages | $2,579,000 | 3,585 |
| Issued or guaranteed by U.S. | $2,579,000 | 3,571 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,827,000 | 1,734 |
| CMOs issued by government agencies or sponsored agencies | $3,827,000 | 1,602 |
| 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) | $225,000 | 5,243 |
| Available-for-sale securities (fair market value) | $11,121,000 | 5,431 |
| Total debt securities | $11,159,000 | 6,333 |
| 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 | $11,046,000 | 6,770 |
| U.S. Government securities | $8,674,000 | 6,552 |
| U.S. Treasury securities | $750,000 | 4,065 |
| U.S. Government agency obligations | $7,924,000 | 6,282 |
| Securities issued by states & political subdivisions | $2,222,000 | 4,450 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $150,000 | 6,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,033,000 | 5,092 |
| Mortgage-backed securities | $4,728,000 | 3,682 |
| Certificates of participation in pools of residential mortgages | $2,150,000 | 4,107 |
| Issued or guaranteed by U.S. | $2,150,000 | 4,089 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,578,000 | 2,206 |
| CMOs issued by government agencies or sponsored agencies | $2,578,000 | 2,065 |
| 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) | $2,222,000 | 4,110 |
| Available-for-sale securities (fair market value) | $8,824,000 | 6,206 |
| Total debt securities | $10,896,000 | 6,701 |
| 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 | $9,787,000 | 7,178 |
| U.S. Government securities | $7,180,000 | 7,085 |
| U.S. Treasury securities | $1,816,000 | 4,119 |
| U.S. Government agency obligations | $5,364,000 | 7,021 |
| Securities issued by states & political subdivisions | $2,607,000 | 4,263 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,290,000 | 4,663 |
| Mortgage-backed securities | $2,265,000 | 5,142 |
| Certificates of participation in pools of residential mortgages | $289,000 | 6,398 |
| Issued or guaranteed by U.S. | $289,000 | 6,379 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,976,000 | 2,653 |
| CMOs issued by government agencies or sponsored agencies | $1,976,000 | 2,523 |
| 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) | $2,607,000 | 4,385 |
| Available-for-sale securities (fair market value) | $7,180,000 | 6,619 |
| Total debt securities | $9,787,000 | 7,032 |
| 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 | $10,086,000 | 7,388 |
| U.S. Government securities | $7,424,000 | 7,485 |
| U.S. Treasury securities | $2,810,000 | 4,447 |
| U.S. Government agency obligations | $4,614,000 | 7,498 |
| Securities issued by states & political subdivisions | $2,662,000 | 4,073 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,487,000 | 4,759 |
| Mortgage-backed securities | $2,083,000 | 5,346 |
| Certificates of participation in pools of residential mortgages | $408,000 | 6,358 |
| Issued or guaranteed by U.S. | $408,000 | 6,336 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,675,000 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $1,675,000 | 2,788 |
| 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) | $2,662,000 | 5,224 |
| Available-for-sale securities (fair market value) | $7,424,000 | 6,558 |
| Total debt securities | $10,086,000 | 7,249 |
| 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 | $10,209,000 | 7,864 |
| U.S. Government securities | $8,146,000 | 7,746 |
| U.S. Treasury securities | $4,292,000 | 4,167 |
| U.S. Government agency obligations | $3,854,000 | 8,309 |
| Securities issued by states & political subdivisions | $2,063,000 | 4,719 |
| 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 | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,985,000 | 4,636 |
| Mortgage-backed securities | $579,000 | 7,405 |
| Certificates of participation in pools of residential mortgages | $478,000 | 6,732 |
| Issued or guaranteed by U.S. | $478,000 | 6,713 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $101,000 | 5,232 |
| CMOs issued by government agencies or sponsored agencies | $101,000 | 4,998 |
| 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) | $2,063,000 | 6,238 |
| Available-for-sale securities (fair market value) | $8,146,000 | 6,574 |
| Total debt securities | $10,209,000 | 7,728 |
| 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 | $9,205,000 | 8,557 |
| U.S. Government securities | $6,900,000 | 8,673 |
| U.S. Treasury securities | $3,733,000 | 5,447 |
| U.S. Government agency obligations | $3,167,000 | 8,855 |
| Securities issued by states & political subdivisions | $2,305,000 | 4,595 |
| 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 | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,352,000 | 4,502 |
| Mortgage-backed securities | $202,000 | 8,669 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $202,000 | 5,465 |
| CMOs issued by government agencies or sponsored agencies | $202,000 | 5,235 |
| 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) | $2,305,000 | 6,429 |
| Available-for-sale securities (fair market value) | $6,900,000 | 7,198 |
| Total debt securities | $9,205,000 | 8,437 |
| 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 | $9,166,000 | 9,065 |
| U.S. Government securities | $7,405,000 | 8,939 |
| U.S. Treasury securities | $4,911,000 | 5,615 |
| U.S. Government agency obligations | $2,494,000 | 9,520 |
| Securities issued by states & political subdivisions | $1,761,000 | 5,509 |
| 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 | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,597,000 | 5,620 |
| Mortgage-backed securities | $200,000 | 9,234 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $200,000 | 5,899 |
| CMOs issued by government agencies or sponsored agencies | $200,000 | 5,642 |
| 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) | $7,685,000 | 6,611 |
| Available-for-sale securities (fair market value) | $1,481,000 | 9,282 |
| Total debt securities | $9,166,000 | 8,962 |
| 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 | $7,859,000 | 9,945 |
| U.S. Government securities | $6,279,000 | 9,793 |
| U.S. Treasury securities | $6,029,000 | 5,067 |
| U.S. Government agency obligations | $250,000 | 11,936 |
| Securities issued by states & political subdivisions | $1,579,000 | 5,876 |
| 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 | NA | NA |
| Equity securities | $1,000 | 9,081 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,450,000 | 4,375 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| 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 | $7,858,000 | 9,800 |
| 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 | $8,111,000 | 9,973 |
| U.S. Government securities | $6,582,000 | 9,823 |
| U.S. Treasury securities | $6,582,000 | 4,817 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $1,528,000 | 5,652 |
| 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 | NA | NA |
| Equity securities | $1,000 | 9,084 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,043,000 | 5,108 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $8,110,000 | 9,834 |
| 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 |