Home > Bank of Santa Clarita > Securities
Bank of Santa Clarita, Securities
| 2021-09-30 | Rank | |
| Total securities | $14,475,000 | 3,915 |
| U.S. Government securities | $14,475,000 | 3,224 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $14,475,000 | 2,980 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $10,737,000 | 2,730 |
| Certificates of participation in pools of residential mortgages | $3,253,000 | 3,070 |
| Issued or guaranteed by U.S. | $3,253,000 | 2,985 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $7,322,000 | 1,353 |
| CMOs issued by government agencies or sponsored agencies | $7,322,000 | 1,310 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $162,000 | 1,953 |
| Commercial mortgage pass-through securities | $162,000 | 1,476 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $14,475,000 | 3,708 |
| Total debt securities | $14,476,000 | 3,893 |
| 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 | $15,349,000 | 3,857 |
| U.S. Government securities | $15,349,000 | 3,111 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $15,349,000 | 2,895 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $11,483,000 | 2,654 |
| Certificates of participation in pools of residential mortgages | $3,559,000 | 3,013 |
| Issued or guaranteed by U.S. | $3,559,000 | 2,918 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $7,757,000 | 1,271 |
| CMOs issued by government agencies or sponsored agencies | $7,757,000 | 1,232 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $167,000 | 1,956 |
| Commercial mortgage pass-through securities | $167,000 | 1,488 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $15,349,000 | 3,637 |
| Total debt securities | $15,349,000 | 3,834 |
| 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 | $16,417,000 | 3,709 |
| U.S. Government securities | $16,417,000 | 2,902 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $16,417,000 | 2,731 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,417,000 | 2,138 |
| Mortgage-backed securities | $12,346,000 | 2,543 |
| Certificates of participation in pools of residential mortgages | $3,860,000 | 2,930 |
| Issued or guaranteed by U.S. | $3,860,000 | 2,836 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $8,163,000 | 1,201 |
| CMOs issued by government agencies or sponsored agencies | $8,163,000 | 1,160 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $323,000 | 1,903 |
| Commercial mortgage pass-through securities | $323,000 | 1,437 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $16,417,000 | 3,486 |
| Total debt securities | $16,417,000 | 3,682 |
| 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 | $13,104,000 | 3,827 |
| U.S. Government securities | $13,104,000 | 3,010 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $13,104,000 | 2,860 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,104,000 | 2,350 |
| Mortgage-backed securities | $9,780,000 | 2,670 |
| Certificates of participation in pools of residential mortgages | $3,264,000 | 2,968 |
| Issued or guaranteed by U.S. | $3,264,000 | 2,894 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $5,815,000 | 1,426 |
| CMOs issued by government agencies or sponsored agencies | $5,815,000 | 1,381 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $701,000 | 1,741 |
| Commercial mortgage pass-through securities | $321,000 | 1,385 |
| Other commercial mortgage-backed securities | $380,000 | 1,285 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $13,104,000 | 3,605 |
| Total debt securities | $13,104,000 | 3,802 |
| 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 | $10,512,000 | 3,967 |
| U.S. Government securities | $10,512,000 | 3,204 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $10,512,000 | 3,064 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,512,000 | 2,544 |
| Mortgage-backed securities | $7,750,000 | 2,856 |
| Certificates of participation in pools of residential mortgages | $2,711,000 | 3,075 |
| Issued or guaranteed by U.S. | $2,711,000 | 2,986 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,330,000 | 1,650 |
| CMOs issued by government agencies or sponsored agencies | $4,330,000 | 1,610 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $709,000 | 1,724 |
| Commercial mortgage pass-through securities | $322,000 | 1,372 |
| Other commercial mortgage-backed securities | $387,000 | 1,245 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $10,512,000 | 3,734 |
| Total debt securities | $10,512,000 | 3,942 |
| 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 | $8,649,000 | 4,112 |
| U.S. Government securities | $8,649,000 | 3,386 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $8,649,000 | 3,229 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,649,000 | 2,739 |
| Mortgage-backed securities | $6,570,000 | 2,973 |
| Certificates of participation in pools of residential mortgages | $2,618,000 | 3,095 |
| Issued or guaranteed by U.S. | $2,618,000 | 3,009 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,120,000 | 1,858 |
| CMOs issued by government agencies or sponsored agencies | $3,120,000 | 1,815 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $832,000 | 1,684 |
| Commercial mortgage pass-through securities | $326,000 | 1,363 |
| Other commercial mortgage-backed securities | $506,000 | 1,197 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $8,649,000 | 3,867 |
| Total debt securities | $8,649,000 | 4,084 |
| 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 | $7,019,000 | 4,268 |
| U.S. Government securities | $7,019,000 | 3,628 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $7,019,000 | 3,473 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,019,000 | 2,888 |
| Mortgage-backed securities | $5,209,000 | 3,129 |
| Certificates of participation in pools of residential mortgages | $914,000 | 3,565 |
| Issued or guaranteed by U.S. | $914,000 | 3,462 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $3,286,000 | 1,840 |
| CMOs issued by government agencies or sponsored agencies | $3,286,000 | 1,796 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,009,000 | 1,580 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $1,009,000 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $7,019,000 | 4,024 |
| Total debt securities | $7,019,000 | 4,244 |
| 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 | $8,985,000 | 4,171 |
| U.S. Government securities | $8,985,000 | 3,500 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $8,985,000 | 3,341 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,985,000 | 2,726 |
| Mortgage-backed securities | $6,894,000 | 2,918 |
| Certificates of participation in pools of residential mortgages | $1,555,000 | 3,340 |
| Issued or guaranteed by U.S. | $1,555,000 | 3,245 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $3,290,000 | 1,849 |
| CMOs issued by government agencies or sponsored agencies | $3,290,000 | 1,804 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $2,049,000 | 1,315 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $2,049,000 | 829 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $8,985,000 | 3,913 |
| Total debt securities | $8,985,000 | 4,146 |
| 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 | $10,296,000 | 4,109 |
| U.S. Government securities | $10,296,000 | 3,399 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $10,296,000 | 3,240 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,296,000 | 2,604 |
| Mortgage-backed securities | $8,107,000 | 2,785 |
| Certificates of participation in pools of residential mortgages | $2,248,000 | 3,151 |
| Issued or guaranteed by U.S. | $2,248,000 | 3,052 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $3,344,000 | 1,851 |
| CMOs issued by government agencies or sponsored agencies | $3,344,000 | 1,809 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $2,515,000 | 1,225 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $2,515,000 | 761 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $10,296,000 | 3,851 |
| Total debt securities | $10,296,000 | 4,084 |
| 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 | $12,750,000 | 3,964 |
| U.S. Government securities | $12,750,000 | 3,213 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $12,750,000 | 3,058 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,750,000 | 2,425 |
| Mortgage-backed securities | $10,358,000 | 2,587 |
| Certificates of participation in pools of residential mortgages | $3,125,000 | 2,974 |
| Issued or guaranteed by U.S. | $3,125,000 | 2,894 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $3,378,000 | 1,820 |
| CMOs issued by government agencies or sponsored agencies | $3,378,000 | 1,770 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $3,855,000 | 1,049 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $3,855,000 | 617 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $12,750,000 | 3,700 |
| Total debt securities | $12,750,000 | 3,942 |
| 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 | $13,678,000 | 3,945 |
| U.S. Government securities | $13,678,000 | 3,152 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $13,678,000 | 2,983 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,198,000 | 2,609 |
| Mortgage-backed securities | $11,198,000 | 2,501 |
| Certificates of participation in pools of residential mortgages | $3,845,000 | 2,849 |
| Issued or guaranteed by U.S. | $3,845,000 | 2,765 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,371,000 | 1,847 |
| CMOs issued by government agencies or sponsored agencies | $3,371,000 | 1,796 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $3,982,000 | 972 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $3,982,000 | 556 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $13,678,000 | 3,678 |
| Total debt securities | $13,678,000 | 3,924 |
| 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 | $14,645,000 | 3,921 |
| U.S. Government securities | $14,645,000 | 3,113 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $14,645,000 | 2,937 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,085,000 | 2,547 |
| Mortgage-backed securities | $12,085,000 | 2,432 |
| Certificates of participation in pools of residential mortgages | $4,675,000 | 2,684 |
| Issued or guaranteed by U.S. | $4,675,000 | 2,641 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,379,000 | 1,841 |
| CMOs issued by government agencies or sponsored agencies | $3,379,000 | 1,791 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $4,031,000 | 937 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $4,031,000 | 536 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $14,645,000 | 3,654 |
| Total debt securities | $14,645,000 | 3,896 |
| 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 | $15,502,000 | 3,890 |
| U.S. Government securities | $15,502,000 | 3,063 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $15,502,000 | 2,907 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,799,000 | 2,465 |
| Mortgage-backed securities | $12,799,000 | 2,395 |
| Certificates of participation in pools of residential mortgages | $5,365,000 | 2,600 |
| Issued or guaranteed by U.S. | $5,365,000 | 2,584 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,361,000 | 1,813 |
| CMOs issued by government agencies or sponsored agencies | $3,361,000 | 1,764 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $4,073,000 | 917 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $4,073,000 | 536 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $15,502,000 | 3,613 |
| Total debt securities | $15,502,000 | 3,868 |
| 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 | $16,560,000 | 3,873 |
| U.S. Government securities | $16,560,000 | 2,965 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $16,560,000 | 2,815 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,780,000 | 2,427 |
| Mortgage-backed securities | $16,560,000 | 2,136 |
| Certificates of participation in pools of residential mortgages | $6,072,000 | 2,538 |
| Issued or guaranteed by U.S. | $6,072,000 | 2,416 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $3,414,000 | 1,813 |
| CMOs issued by government agencies or sponsored agencies | $3,414,000 | 1,765 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $7,074,000 | 732 |
| Commercial mortgage pass-through securities | $2,780,000 | 736 |
| Other commercial mortgage-backed securities | $4,294,000 | 513 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $16,560,000 | 3,598 |
| Total debt securities | $16,560,000 | 3,853 |
| 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 | $18,216,000 | 3,791 |
| U.S. Government securities | $18,216,000 | 2,912 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $18,216,000 | 2,779 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,338,000 | 2,332 |
| Mortgage-backed securities | $15,338,000 | 2,233 |
| Certificates of participation in pools of residential mortgages | $6,814,000 | 2,471 |
| Issued or guaranteed by U.S. | $6,814,000 | 2,467 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,462,000 | 1,799 |
| CMOs issued by government agencies or sponsored agencies | $3,462,000 | 1,748 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $5,062,000 | 723 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $5,062,000 | 471 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $18,216,000 | 3,510 |
| Total debt securities | $18,216,000 | 3,771 |
| 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 | $15,989,000 | 4,032 |
| U.S. Government securities | $15,989,000 | 3,125 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $15,989,000 | 2,981 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,989,000 | 2,301 |
| Mortgage-backed securities | $15,989,000 | 2,207 |
| Certificates of participation in pools of residential mortgages | $7,108,000 | 2,469 |
| Issued or guaranteed by U.S. | $7,108,000 | 2,467 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $3,547,000 | 1,774 |
| CMOs issued by government agencies or sponsored agencies | $3,547,000 | 1,717 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $5,334,000 | 706 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $5,334,000 | 442 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $15,989,000 | 3,749 |
| Total debt securities | $15,989,000 | 4,009 |
| 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 | $16,882,000 | 3,990 |
| U.S. Government securities | $16,882,000 | 3,072 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $16,882,000 | 2,952 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,882,000 | 2,256 |
| Mortgage-backed securities | $16,882,000 | 2,164 |
| Certificates of participation in pools of residential mortgages | $7,682,000 | 2,438 |
| Issued or guaranteed by U.S. | $7,682,000 | 2,436 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $3,655,000 | 1,773 |
| CMOs issued by government agencies or sponsored agencies | $3,655,000 | 1,719 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $5,545,000 | 679 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $5,545,000 | 418 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $16,882,000 | 3,693 |
| Total debt securities | $16,882,000 | 3,964 |
| 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 | $17,307,000 | 4,019 |
| U.S. Government securities | $17,307,000 | 3,097 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $17,307,000 | 2,974 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,307,000 | 2,257 |
| Mortgage-backed securities | $17,307,000 | 2,168 |
| Certificates of participation in pools of residential mortgages | $7,820,000 | 2,464 |
| Issued or guaranteed by U.S. | $7,820,000 | 2,463 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,721,000 | 1,799 |
| CMOs issued by government agencies or sponsored agencies | $3,721,000 | 1,737 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $5,766,000 | 645 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $5,766,000 | 401 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $17,307,000 | 3,719 |
| Total debt securities | $17,307,000 | 3,993 |
| 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 | $17,981,000 | 4,006 |
| U.S. Government securities | $17,981,000 | 3,083 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $17,981,000 | 2,958 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,981,000 | 2,235 |
| Mortgage-backed securities | $17,981,000 | 2,158 |
| Certificates of participation in pools of residential mortgages | $8,039,000 | 2,474 |
| Issued or guaranteed by U.S. | $8,039,000 | 2,474 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,784,000 | 1,800 |
| CMOs issued by government agencies or sponsored agencies | $3,784,000 | 1,741 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $6,158,000 | 620 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $6,158,000 | 383 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $17,981,000 | 3,697 |
| Total debt securities | $17,981,000 | 3,981 |
| 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 | $20,837,000 | 3,812 |
| U.S. Government securities | $20,837,000 | 2,849 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $20,837,000 | 2,714 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,837,000 | 2,041 |
| Mortgage-backed securities | $20,837,000 | 1,963 |
| Certificates of participation in pools of residential mortgages | $9,128,000 | 2,339 |
| Issued or guaranteed by U.S. | $9,128,000 | 2,336 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,992,000 | 1,568 |
| CMOs issued by government agencies or sponsored agencies | $4,992,000 | 1,509 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $6,717,000 | 583 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $6,717,000 | 359 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $20,837,000 | 3,495 |
| Total debt securities | $20,837,000 | 3,783 |
| 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 | $22,207,000 | 3,702 |
| U.S. Government securities | $22,207,000 | 2,733 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $22,207,000 | 2,624 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,207,000 | 1,970 |
| Mortgage-backed securities | $22,207,000 | 1,921 |
| Certificates of participation in pools of residential mortgages | $9,574,000 | 2,313 |
| Issued or guaranteed by U.S. | $9,574,000 | 2,313 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,311,000 | 1,556 |
| CMOs issued by government agencies or sponsored agencies | $5,311,000 | 1,493 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $7,322,000 | 524 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $7,322,000 | 331 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $22,207,000 | 3,408 |
| Total debt securities | $22,207,000 | 3,675 |
| 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 | $23,292,000 | 3,700 |
| U.S. Government securities | $23,292,000 | 2,728 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $23,292,000 | 2,622 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,292,000 | 1,933 |
| Mortgage-backed securities | $23,292,000 | 1,883 |
| Certificates of participation in pools of residential mortgages | $9,780,000 | 2,344 |
| Issued or guaranteed by U.S. | $9,780,000 | 2,340 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,565,000 | 1,553 |
| CMOs issued by government agencies or sponsored agencies | $5,565,000 | 1,483 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $7,947,000 | 487 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $7,947,000 | 304 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $23,292,000 | 3,406 |
| Total debt securities | $23,292,000 | 3,676 |
| 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 | $24,765,000 | 3,653 |
| U.S. Government securities | $24,765,000 | 2,702 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $24,765,000 | 2,607 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,765,000 | 1,873 |
| Mortgage-backed securities | $24,765,000 | 1,830 |
| Certificates of participation in pools of residential mortgages | $9,800,000 | 2,364 |
| Issued or guaranteed by U.S. | $9,800,000 | 2,363 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,900,000 | 1,422 |
| CMOs issued by government agencies or sponsored agencies | $6,900,000 | 1,360 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $8,065,000 | 468 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $8,065,000 | 292 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $24,765,000 | 3,347 |
| Total debt securities | $24,765,000 | 3,630 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $25,118,000 | 3,655 |
| U.S. Government securities | $25,118,000 | 2,710 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $25,118,000 | 2,611 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,118,000 | 1,861 |
| Mortgage-backed securities | $25,118,000 | 1,813 |
| Certificates of participation in pools of residential mortgages | $9,736,000 | 2,368 |
| Issued or guaranteed by U.S. | $9,736,000 | 2,365 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,076,000 | 1,414 |
| CMOs issued by government agencies or sponsored agencies | $7,076,000 | 1,354 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $8,306,000 | 435 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $8,306,000 | 263 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $25,118,000 | 3,341 |
| Total debt securities | $25,118,000 | 3,631 |
| 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 | $26,080,000 | 3,664 |
| U.S. Government securities | $26,080,000 | 2,703 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $26,080,000 | 2,614 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,080,000 | 1,831 |
| Mortgage-backed securities | $26,080,000 | 1,781 |
| Certificates of participation in pools of residential mortgages | $9,961,000 | 2,368 |
| Issued or guaranteed by U.S. | $9,961,000 | 2,366 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $7,465,000 | 1,399 |
| CMOs issued by government agencies or sponsored agencies | $7,465,000 | 1,335 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $8,654,000 | 404 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $8,654,000 | 241 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $26,080,000 | 3,343 |
| Total debt securities | $26,080,000 | 3,641 |
| 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 | $27,559,000 | 3,636 |
| U.S. Government securities | $27,559,000 | 2,697 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $27,559,000 | 2,602 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,559,000 | 1,779 |
| Mortgage-backed securities | $27,559,000 | 1,775 |
| Certificates of participation in pools of residential mortgages | $10,046,000 | 2,423 |
| Issued or guaranteed by U.S. | $10,046,000 | 2,421 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,727,000 | 1,431 |
| CMOs issued by government agencies or sponsored agencies | $7,727,000 | 1,366 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $9,786,000 | 353 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $9,786,000 | 208 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $27,559,000 | 3,327 |
| Total debt securities | $27,559,000 | 3,607 |
| 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 | $28,635,000 | 3,615 |
| U.S. Government securities | $28,635,000 | 2,670 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $28,635,000 | 2,587 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,635,000 | 1,745 |
| Mortgage-backed securities | $28,635,000 | 1,754 |
| Certificates of participation in pools of residential mortgages | $10,212,000 | 2,442 |
| Issued or guaranteed by U.S. | $10,212,000 | 2,440 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $8,337,000 | 1,430 |
| CMOs issued by government agencies or sponsored agencies | $8,337,000 | 1,358 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $10,086,000 | 334 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $10,086,000 | 194 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $28,635,000 | 3,295 |
| Total debt securities | $28,636,000 | 3,590 |
| 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 | $29,415,000 | 3,594 |
| U.S. Government securities | $29,415,000 | 2,653 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $29,415,000 | 2,567 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,415,000 | 1,716 |
| Mortgage-backed securities | $29,415,000 | 1,760 |
| Certificates of participation in pools of residential mortgages | $10,185,000 | 2,501 |
| Issued or guaranteed by U.S. | $10,185,000 | 2,496 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $8,766,000 | 1,409 |
| CMOs issued by government agencies or sponsored agencies | $8,766,000 | 1,340 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $10,464,000 | 318 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $10,464,000 | 183 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $29,415,000 | 3,277 |
| Total debt securities | $29,415,000 | 3,572 |
| 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 | $29,829,000 | 3,653 |
| U.S. Government securities | $29,829,000 | 2,709 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $29,829,000 | 2,624 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,829,000 | 1,693 |
| Mortgage-backed securities | $29,829,000 | 1,810 |
| Certificates of participation in pools of residential mortgages | $10,173,000 | 2,566 |
| Issued or guaranteed by U.S. | $10,173,000 | 2,563 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $9,086,000 | 1,417 |
| CMOs issued by government agencies or sponsored agencies | $9,086,000 | 1,336 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $10,570,000 | 314 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $10,570,000 | 174 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $29,829,000 | 3,335 |
| Total debt securities | $29,829,000 | 3,627 |
| 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 | $30,148,000 | 3,673 |
| U.S. Government securities | $30,148,000 | 2,731 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $30,148,000 | 2,644 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,148,000 | 1,698 |
| Mortgage-backed securities | $30,148,000 | 1,829 |
| Certificates of participation in pools of residential mortgages | $10,339,000 | 2,591 |
| Issued or guaranteed by U.S. | $10,339,000 | 2,591 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $8,990,000 | 1,435 |
| CMOs issued by government agencies or sponsored agencies | $8,990,000 | 1,364 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $10,819,000 | 299 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $10,819,000 | 167 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $30,148,000 | 3,351 |
| Total debt securities | $30,148,000 | 3,647 |
| 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 | $33,872,000 | 3,458 |
| U.S. Government securities | $33,872,000 | 2,561 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $33,872,000 | 2,489 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,872,000 | 1,564 |
| Mortgage-backed securities | $33,872,000 | 1,701 |
| Certificates of participation in pools of residential mortgages | $10,205,000 | 2,621 |
| Issued or guaranteed by U.S. | $10,205,000 | 2,621 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $12,818,000 | 1,190 |
| CMOs issued by government agencies or sponsored agencies | $12,818,000 | 1,131 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $10,849,000 | 278 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $10,849,000 | 158 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $33,872,000 | 3,156 |
| Total debt securities | $33,872,000 | 3,433 |
| 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 | $34,580,000 | 3,415 |
| U.S. Government securities | $34,580,000 | 2,510 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $34,580,000 | 2,441 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,580,000 | 1,527 |
| Mortgage-backed securities | $34,580,000 | 1,670 |
| Certificates of participation in pools of residential mortgages | $10,214,000 | 2,634 |
| Issued or guaranteed by U.S. | $10,214,000 | 2,634 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $13,273,000 | 1,167 |
| CMOs issued by government agencies or sponsored agencies | $13,273,000 | 1,108 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $11,093,000 | 261 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $11,093,000 | 145 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $34,580,000 | 3,123 |
| Total debt securities | $34,579,000 | 3,389 |
| 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 | $33,692,000 | 3,476 |
| U.S. Government securities | $33,692,000 | 2,556 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $33,692,000 | 2,492 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,692,000 | 1,555 |
| Mortgage-backed securities | $33,692,000 | 1,712 |
| Certificates of participation in pools of residential mortgages | $7,305,000 | 3,054 |
| Issued or guaranteed by U.S. | $7,305,000 | 3,051 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $15,354,000 | 1,104 |
| CMOs issued by government agencies or sponsored agencies | $15,354,000 | 1,040 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $11,033,000 | 257 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $11,033,000 | 146 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $33,692,000 | 3,192 |
| Total debt securities | $33,692,000 | 3,442 |
| 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 | $31,540,000 | 3,602 |
| U.S. Government securities | $31,540,000 | 2,669 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $31,540,000 | 2,602 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,540,000 | 1,604 |
| Mortgage-backed securities | $31,540,000 | 1,794 |
| Certificates of participation in pools of residential mortgages | $7,275,000 | 3,040 |
| Issued or guaranteed by U.S. | $7,275,000 | 3,037 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $13,114,000 | 1,213 |
| CMOs issued by government agencies or sponsored agencies | $13,114,000 | 1,141 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $11,151,000 | 241 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $11,151,000 | 134 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $31,540,000 | 3,321 |
| Total debt securities | $31,540,000 | 3,567 |
| 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 | $33,348,000 | 3,520 |
| U.S. Government securities | $33,348,000 | 2,607 |
| U.S. Treasury securities | $250,000 | 1,082 |
| U.S. Government agency obligations | $33,098,000 | 2,564 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,282,000 | 1,639 |
| Mortgage-backed securities | $33,098,000 | 1,775 |
| Certificates of participation in pools of residential mortgages | $7,475,000 | 3,043 |
| Issued or guaranteed by U.S. | $7,475,000 | 3,042 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $25,623,000 | 859 |
| CMOs issued by government agencies or sponsored agencies | $25,623,000 | 801 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $250,000 | 2,250 |
| Available-for-sale securities (fair market value) | $33,098,000 | 3,274 |
| Total debt securities | $33,348,000 | 3,483 |
| 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 | $32,195,000 | 3,545 |
| U.S. Government securities | $32,195,000 | 2,615 |
| U.S. Treasury securities | $250,000 | 1,054 |
| U.S. Government agency obligations | $31,945,000 | 2,569 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,195,000 | 1,591 |
| Mortgage-backed securities | $31,945,000 | 1,814 |
| Certificates of participation in pools of residential mortgages | $15,640,000 | 2,095 |
| Issued or guaranteed by U.S. | $15,640,000 | 2,092 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $16,305,000 | 1,145 |
| CMOs issued by government agencies or sponsored agencies | $16,305,000 | 1,075 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $250,000 | 2,278 |
| Available-for-sale securities (fair market value) | $31,945,000 | 3,293 |
| Total debt securities | $32,195,000 | 3,513 |
| 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 | $30,908,000 | 3,662 |
| U.S. Government securities | $30,908,000 | 2,749 |
| U.S. Treasury securities | $250,000 | 1,001 |
| U.S. Government agency obligations | $30,658,000 | 2,708 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,908,000 | 1,635 |
| Mortgage-backed securities | $30,658,000 | 1,955 |
| Certificates of participation in pools of residential mortgages | $7,016,000 | 3,270 |
| Issued or guaranteed by U.S. | $7,016,000 | 3,269 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $23,642,000 | 958 |
| CMOs issued by government agencies or sponsored agencies | $23,642,000 | 887 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $250,000 | 2,326 |
| Available-for-sale securities (fair market value) | $30,658,000 | 3,396 |
| Total debt securities | $30,908,000 | 3,636 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $23,320,000 | 4,285 |
| U.S. Government securities | $23,320,000 | 3,323 |
| U.S. Treasury securities | $251,000 | 981 |
| U.S. Government agency obligations | $23,069,000 | 3,277 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,320,000 | 2,050 |
| Mortgage-backed securities | $23,069,000 | 2,337 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $23,069,000 | 971 |
| CMOs issued by government agencies or sponsored agencies | $23,069,000 | 899 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $251,000 | 2,349 |
| Available-for-sale securities (fair market value) | $23,069,000 | 3,960 |
| Total debt securities | $23,321,000 | 4,249 |
| 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 | $31,619,000 | 3,639 |
| U.S. Government securities | $31,619,000 | 2,783 |
| U.S. Treasury securities | $251,000 | 1,057 |
| U.S. Government agency obligations | $31,368,000 | 2,745 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,619,000 | 1,648 |
| Mortgage-backed securities | $31,368,000 | 1,944 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $31,368,000 | 819 |
| CMOs issued by government agencies or sponsored agencies | $31,368,000 | 759 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $251,000 | 2,405 |
| Available-for-sale securities (fair market value) | $31,368,000 | 3,379 |
| Total debt securities | $31,619,000 | 3,613 |
| 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 | $32,757,000 | 3,486 |
| U.S. Government securities | $32,757,000 | 2,622 |
| U.S. Treasury securities | $250,000 | 990 |
| U.S. Government agency obligations | $32,507,000 | 2,583 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,757,000 | 1,495 |
| Mortgage-backed securities | $32,507,000 | 1,835 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $32,507,000 | 794 |
| CMOs issued by government agencies or sponsored agencies | $32,507,000 | 702 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $250,000 | 2,500 |
| Available-for-sale securities (fair market value) | $32,507,000 | 3,231 |
| Total debt securities | $32,757,000 | 3,457 |
| 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 | $32,869,000 | 3,406 |
| U.S. Government securities | $32,869,000 | 2,551 |
| U.S. Treasury securities | $250,000 | 1,039 |
| U.S. Government agency obligations | $32,619,000 | 2,508 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,937,000 | 1,865 |
| Mortgage-backed securities | $32,619,000 | 1,761 |
| Certificates of participation in pools of residential mortgages | $5,474,000 | 3,445 |
| Issued or guaranteed by U.S. | $5,474,000 | 3,440 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $27,145,000 | 862 |
| CMOs issued by government agencies or sponsored agencies | $27,145,000 | 752 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $250,000 | 2,519 |
| Available-for-sale securities (fair market value) | $32,619,000 | 3,140 |
| Total debt securities | $32,869,000 | 3,374 |
| 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 | $31,778,000 | 3,517 |
| U.S. Government securities | $31,778,000 | 2,668 |
| U.S. Treasury securities | $250,000 | 1,137 |
| U.S. Government agency obligations | $31,528,000 | 2,615 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,335,000 | 1,891 |
| Mortgage-backed securities | $31,528,000 | 1,765 |
| Certificates of participation in pools of residential mortgages | $5,417,000 | 3,432 |
| Issued or guaranteed by U.S. | $5,417,000 | 3,422 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $26,111,000 | 878 |
| CMOs issued by government agencies or sponsored agencies | $26,111,000 | 758 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $250,000 | 2,560 |
| Available-for-sale securities (fair market value) | $31,528,000 | 3,242 |
| Total debt securities | $31,778,000 | 3,486 |
| 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 | $36,056,000 | 3,186 |
| U.S. Government securities | $36,056,000 | 2,411 |
| U.S. Treasury securities | $250,000 | 1,181 |
| U.S. Government agency obligations | $35,806,000 | 2,356 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,056,000 | 1,375 |
| Mortgage-backed securities | $35,806,000 | 1,558 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $35,806,000 | 710 |
| CMOs issued by government agencies or sponsored agencies | $35,806,000 | 613 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $250,000 | 2,565 |
| Available-for-sale securities (fair market value) | $35,806,000 | 2,925 |
| Total debt securities | $36,057,000 | 3,161 |
| 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 | $43,288,000 | 2,735 |
| U.S. Government securities | $43,288,000 | 1,976 |
| U.S. Treasury securities | $250,000 | 1,177 |
| U.S. Government agency obligations | $43,038,000 | 1,917 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,288,000 | 1,172 |
| Mortgage-backed securities | $43,038,000 | 1,317 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $43,038,000 | 602 |
| CMOs issued by government agencies or sponsored agencies | $43,038,000 | 507 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $250,000 | 2,602 |
| Available-for-sale securities (fair market value) | $43,038,000 | 2,459 |
| Total debt securities | $43,287,000 | 2,707 |
| 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 | $44,839,000 | 2,612 |
| U.S. Government securities | $44,157,000 | 1,922 |
| U.S. Treasury securities | $250,000 | 1,089 |
| U.S. Government agency obligations | $43,907,000 | 1,864 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $682,000 | 2,397 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $682,000 | 254 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,839,000 | 1,145 |
| Mortgage-backed securities | $44,589,000 | 1,250 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $43,907,000 | 602 |
| CMOs issued by government agencies or sponsored agencies | $43,907,000 | 504 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $682,000 | 254 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $682,000 | 93 |
| Held to maturity securities (book value) | $250,000 | 2,675 |
| Available-for-sale securities (fair market value) | $44,589,000 | 2,361 |
| Total debt securities | $44,839,000 | 2,586 |
| 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 | $37,522,000 | 2,982 |
| U.S. Government securities | $22,876,000 | 3,204 |
| U.S. Treasury securities | $250,000 | 1,031 |
| U.S. Government agency obligations | $22,626,000 | 3,145 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $14,646,000 | 602 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $14,646,000 | 51 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,228,000 | 1,780 |
| Mortgage-backed securities | $37,272,000 | 1,419 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $22,626,000 | 890 |
| CMOs issued by government agencies or sponsored agencies | $22,626,000 | 752 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $14,646,000 | 51 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $14,646,000 | 34 |
| Held to maturity securities (book value) | $26,228,000 | 583 |
| Available-for-sale securities (fair market value) | $11,294,000 | 5,059 |
| Total debt securities | $37,522,000 | 2,956 |
| 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 | $29,999,000 | 3,500 |
| U.S. Government securities | $11,912,000 | 4,627 |
| U.S. Treasury securities | $250,000 | 1,044 |
| U.S. Government agency obligations | $11,662,000 | 4,552 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $18,087,000 | 540 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $18,087,000 | 50 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,612,000 | 2,065 |
| Mortgage-backed securities | $29,749,000 | 1,733 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $11,662,000 | 1,272 |
| CMOs issued by government agencies or sponsored agencies | $11,662,000 | 1,066 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $18,087,000 | 50 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $18,087,000 | 34 |
| Held to maturity securities (book value) | $29,999,000 | 535 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $29,999,000 | 3,470 |
| 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 | $26,254,000 | 3,768 |
| U.S. Government securities | $14,805,000 | 4,154 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $14,805,000 | 4,071 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $11,449,000 | 763 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $11,449,000 | 60 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,064,000 | 2,781 |
| Mortgage-backed securities | $26,254,000 | 1,917 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $14,805,000 | 1,130 |
| CMOs issued by government agencies or sponsored agencies | $14,805,000 | 920 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $11,449,000 | 60 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $11,449,000 | 40 |
| Held to maturity securities (book value) | $26,254,000 | 595 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $26,254,000 | 3,736 |
| 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 | $13,771,000 | 5,221 |
| U.S. Government securities | $1,951,000 | 7,050 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $1,951,000 | 6,952 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $11,820,000 | 804 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $11,820,000 | 67 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,771,000 | 2,809 |
| Mortgage-backed securities | $13,771,000 | 2,857 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,951,000 | 2,507 |
| CMOs issued by government agencies or sponsored agencies | $1,951,000 | 2,159 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $11,820,000 | 67 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $11,820,000 | 44 |
| Held to maturity securities (book value) | $13,771,000 | 939 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $13,771,000 | 5,176 |
| 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 | $12,595,000 | 5,386 |
| U.S. Government securities | $550,000 | 7,469 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $550,000 | 7,392 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $12,045,000 | 809 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $12,045,000 | 72 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,595,000 | 2,975 |
| Mortgage-backed securities | $12,595,000 | 3,016 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $550,000 | 3,149 |
| CMOs issued by government agencies or sponsored agencies | $550,000 | 2,793 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $12,045,000 | 72 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $12,045,000 | 51 |
| Held to maturity securities (book value) | $12,595,000 | 1,005 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $12,595,000 | 5,348 |
| 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 | $11,037,000 | 5,707 |
| U.S. Government securities | $11,037,000 | 4,889 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $11,037,000 | 4,802 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,037,000 | 3,240 |
| Mortgage-backed securities | $11,037,000 | 3,265 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $11,037,000 | 1,288 |
| CMOs issued by government agencies or sponsored agencies | $11,037,000 | 1,020 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,037,000 | 1,098 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $11,037,000 | 5,660 |
| 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 | $12,564,000 | 5,481 |
| U.S. Government securities | $12,564,000 | 4,654 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $12,564,000 | 4,572 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,563,000 | 3,046 |
| Mortgage-backed securities | $10,564,000 | 3,270 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $10,564,000 | 1,279 |
| CMOs issued by government agencies or sponsored agencies | $10,564,000 | 1,009 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,564,000 | 1,004 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $12,564,000 | 5,440 |
| 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 | $2,000,000 | 7,623 |
| U.S. Government securities | $2,000,000 | 7,322 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $2,000,000 | 7,229 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,632 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000,000 | 2,199 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $2,000,000 | 7,575 |
| 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 | $2,000,000 | 7,668 |
| U.S. Government securities | $2,000,000 | 7,362 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $2,000,000 | 7,274 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,627 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000,000 | 2,208 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $2,000,000 | 7,614 |
| 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 | $2,000,000 | 7,700 |
| U.S. Government securities | $2,000,000 | 7,391 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,000,000 | 7,295 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,620 |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000,000 | 2,241 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $2,000,000 | 7,647 |
| 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 | $3,000,000 | 7,561 |
| U.S. Government securities | $3,000,000 | 7,207 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $3,000,000 | 7,090 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,229 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000,000 | 2,056 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $3,000,000 | 7,516 |
| 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 | $3,000,000 | 7,583 |
| U.S. Government securities | $3,000,000 | 7,251 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $3,000,000 | 7,133 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,244 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,000,000 | 2,095 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $3,000,000 | 7,542 |
| 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 | $3,001,000 | 7,635 |
| U.S. Government securities | $3,001,000 | 7,311 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $3,001,000 | 7,181 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,001,000 | 5,286 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,001,000 | 2,121 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $3,001,000 | 7,590 |
| 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 | $3,002,000 | 7,681 |
| U.S. Government securities | $3,002,000 | 7,337 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $3,002,000 | 7,208 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,002,000 | 5,302 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,002,000 | 2,150 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $3,002,000 | 7,634 |
| 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 | $4,996,000 | 7,264 |
| U.S. Government securities | $4,996,000 | 6,807 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $4,996,000 | 6,680 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| 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 | $4,996,000 | 4,572 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,996,000 | 1,828 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $4,996,000 | 7,215 |
| 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 | $4,996,000 | 7,342 |
| U.S. Government securities | $4,996,000 | 6,871 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $4,996,000 | 6,743 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| 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 | $4,996,000 | 4,603 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,996,000 | 1,890 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $4,996,000 | 7,289 |
| 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 | $4,994,000 | 7,377 |
| U.S. Government securities | $4,994,000 | 6,895 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $4,994,000 | 6,757 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| 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 | $799,000 | 6,502 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,994,000 | 1,915 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $4,994,000 | 7,329 |
| 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 | $4,995,000 | 7,424 |
| U.S. Government securities | $4,995,000 | 6,925 |
| U.S. Treasury securities | $999,000 | 1,105 |
| U.S. Government agency obligations | $3,996,000 | 7,093 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| 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 | $600,000 | 6,613 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,995,000 | 1,932 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $4,995,000 | 7,369 |
| 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 | $990,000 | 8,404 |
| U.S. Government securities | $990,000 | 8,224 |
| U.S. Treasury securities | $990,000 | 1,189 |
| U.S. Government agency obligations | $0 | 8,437 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| 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 | $594,000 | 6,655 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $990,000 | 3,085 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $990,000 | 8,360 |
| 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 | $1,000,000 | 8,426 |
| U.S. Government securities | $1,000,000 | 8,237 |
| U.S. Treasury securities | $1,000,000 | 1,127 |
| U.S. Government agency obligations | $0 | 8,485 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| 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 | $1,000,000 | 6,415 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000,000 | 3,094 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $1,000,000 | 8,384 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $992,000 | 8,465 |
| U.S. Government securities | $992,000 | 8,288 |
| U.S. Treasury securities | $992,000 | 1,223 |
| U.S. Government agency obligations | $0 | 8,507 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| 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 | $992,000 | 6,471 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $992,000 | 3,170 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $992,000 | 8,425 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $0 | 8,768 |
| U.S. Government securities | $0 | 8,658 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $0 | 8,569 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| 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 | $0 | 7,151 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $0 | 8,720 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $0 | 8,814 |
| U.S. Government securities | $0 | 8,690 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $0 | 8,609 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| 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 | $0 | 7,176 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $0 | 8,758 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |