Home > Calwest Bank > Securities
Calwest Bank, Securities
| 2020-03-31 | Rank | |
| Total securities | $13,376,000 | 3,742 |
| U.S. Government securities | $8,458,000 | 3,479 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $8,458,000 | 3,323 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $4,443,000 | 990 |
| 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 | $4,443,000 | 663 |
| Foreign debt securities | $331,000 | 259 |
| 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 | $4,415,000 | 3,260 |
| Mortgage-backed securities | $5,159,000 | 3,134 |
| Certificates of participation in pools of residential mortgages | $2,382,000 | 3,147 |
| Issued or guaranteed by U.S. | $2,382,000 | 3,052 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $2,777,000 | 1,221 |
| Commercial mortgage pass-through securities | $2,777,000 | 784 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $6,659,000 | 811 |
| Available-for-sale securities (fair market value) | $6,573,000 | 4,063 |
| Total debt securities | $13,231,000 | 3,731 |
| Structured notes | ||
| Amortized cost | $400,000 | 485 |
| Fair value | $331,000 | 490 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $13,531,000 | 3,784 |
| U.S. Government securities | $8,508,000 | 3,550 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $8,508,000 | 3,396 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $4,478,000 | 949 |
| 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 | $4,478,000 | 635 |
| Foreign debt securities | $401,000 | 233 |
| 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 | $3,374,000 | 3,509 |
| Mortgage-backed securities | $5,237,000 | 3,114 |
| Certificates of participation in pools of residential mortgages | $2,447,000 | 3,110 |
| Issued or guaranteed by U.S. | $2,447,000 | 3,019 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $2,790,000 | 1,205 |
| Commercial mortgage pass-through securities | $2,790,000 | 789 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $6,736,000 | 845 |
| Available-for-sale securities (fair market value) | $6,651,000 | 4,115 |
| Total debt securities | $13,388,000 | 3,775 |
| Structured notes | ||
| Amortized cost | $400,000 | 610 |
| Fair value | $401,000 | 610 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $14,650,000 | 3,772 |
| U.S. Government securities | $9,555,000 | 3,467 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $9,555,000 | 3,314 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $4,478,000 | 937 |
| 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 | $4,478,000 | 638 |
| Foreign debt securities | $396,000 | 244 |
| 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 | $4,439,000 | 3,375 |
| Mortgage-backed securities | $6,124,000 | 2,992 |
| Certificates of participation in pools of residential mortgages | $2,470,000 | 3,106 |
| Issued or guaranteed by U.S. | $2,470,000 | 3,005 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $3,654,000 | 1,095 |
| Commercial mortgage pass-through securities | $3,654,000 | 708 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $7,622,000 | 848 |
| Available-for-sale securities (fair market value) | $6,807,000 | 4,165 |
| Total debt securities | $14,429,000 | 3,760 |
| Structured notes | ||
| Amortized cost | $400,000 | 763 |
| Fair value | $396,000 | 767 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $14,652,000 | 3,826 |
| U.S. Government securities | $9,608,000 | 3,543 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $9,608,000 | 3,385 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $4,464,000 | 929 |
| 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 | $4,464,000 | 648 |
| Foreign debt securities | $391,000 | 258 |
| 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 | $4,319,000 | 3,440 |
| Mortgage-backed securities | $6,195,000 | 2,991 |
| Certificates of participation in pools of residential mortgages | $2,519,000 | 3,100 |
| Issued or guaranteed by U.S. | $2,519,000 | 3,013 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $3,676,000 | 1,068 |
| Commercial mortgage pass-through securities | $3,676,000 | 709 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $7,692,000 | 869 |
| Available-for-sale securities (fair market value) | $6,771,000 | 4,216 |
| Total debt securities | $14,463,000 | 3,822 |
| Structured notes | ||
| Amortized cost | $400,000 | 821 |
| Fair value | $391,000 | 827 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $14,806,000 | 3,866 |
| U.S. Government securities | $9,812,000 | 3,564 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $9,812,000 | 3,398 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $4,419,000 | 929 |
| 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 | $4,419,000 | 653 |
| Foreign debt securities | $386,000 | 272 |
| 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 | $5,854,000 | 3,261 |
| Mortgage-backed securities | $6,314,000 | 2,993 |
| Certificates of participation in pools of residential mortgages | $2,617,000 | 3,105 |
| Issued or guaranteed by U.S. | $2,617,000 | 3,010 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $3,697,000 | 1,006 |
| Commercial mortgage pass-through securities | $3,697,000 | 689 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $7,811,000 | 883 |
| Available-for-sale securities (fair market value) | $6,806,000 | 4,260 |
| Total debt securities | $14,618,000 | 3,859 |
| Structured notes | ||
| Amortized cost | $400,000 | 836 |
| Fair value | $387,000 | 841 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $14,848,000 | 3,898 |
| U.S. Government securities | $9,962,000 | 3,583 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $9,962,000 | 3,431 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $4,339,000 | 901 |
| 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 | $4,339,000 | 649 |
| Foreign debt securities | $376,000 | 277 |
| 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 | $10,039,000 | 2,738 |
| Mortgage-backed securities | $6,459,000 | 2,984 |
| Certificates of participation in pools of residential mortgages | $2,740,000 | 3,093 |
| Issued or guaranteed by U.S. | $2,740,000 | 3,027 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $3,719,000 | 970 |
| Commercial mortgage pass-through securities | $3,719,000 | 672 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $7,955,000 | 917 |
| Available-for-sale securities (fair market value) | $6,722,000 | 4,306 |
| Total debt securities | $14,677,000 | 3,889 |
| Structured notes | ||
| Amortized cost | $400,000 | 859 |
| Fair value | $376,000 | 864 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $15,128,000 | 3,915 |
| U.S. Government securities | $10,231,000 | 3,590 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $10,231,000 | 3,448 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $4,328,000 | 884 |
| 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 | $4,328,000 | 646 |
| Foreign debt securities | $396,000 | 275 |
| 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 | $4,605,000 | 3,515 |
| Mortgage-backed securities | $6,566,000 | 3,001 |
| Certificates of participation in pools of residential mortgages | $2,825,000 | 3,112 |
| Issued or guaranteed by U.S. | $2,825,000 | 3,083 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $3,741,000 | 959 |
| Commercial mortgage pass-through securities | $3,741,000 | 655 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $8,061,000 | 931 |
| Available-for-sale securities (fair market value) | $6,894,000 | 4,341 |
| Total debt securities | $14,956,000 | 3,907 |
| Structured notes | ||
| Amortized cost | $400,000 | 832 |
| Fair value | $396,000 | 835 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $15,383,000 | 3,960 |
| U.S. Government securities | $10,473,000 | 3,576 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $10,473,000 | 3,431 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $4,333,000 | 1,014 |
| 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 | $4,333,000 | 651 |
| Foreign debt securities | $404,000 | 272 |
| 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 | $4,364,000 | 3,585 |
| Mortgage-backed securities | $8,978,000 | 2,758 |
| Certificates of participation in pools of residential mortgages | $2,992,000 | 3,113 |
| Issued or guaranteed by U.S. | $2,992,000 | 2,951 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $5,986,000 | 774 |
| Commercial mortgage pass-through securities | $5,986,000 | 495 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $8,250,000 | 937 |
| Available-for-sale securities (fair market value) | $6,960,000 | 4,388 |
| Total debt securities | $15,210,000 | 3,946 |
| Structured notes | ||
| Amortized cost | $400,000 | 834 |
| Fair value | $404,000 | 833 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $15,686,000 | 3,972 |
| U.S. Government securities | $10,749,000 | 3,620 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $10,749,000 | 3,482 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $4,358,000 | 888 |
| 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 | $4,358,000 | 670 |
| Foreign debt securities | $406,000 | 263 |
| 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 | $5,525,000 | 3,439 |
| Mortgage-backed securities | $6,875,000 | 2,990 |
| Certificates of participation in pools of residential mortgages | $3,091,000 | 3,137 |
| Issued or guaranteed by U.S. | $3,091,000 | 3,131 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $3,784,000 | 820 |
| Commercial mortgage pass-through securities | $3,784,000 | 505 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $8,369,000 | 943 |
| Available-for-sale securities (fair market value) | $7,144,000 | 4,420 |
| Total debt securities | $15,515,000 | 3,965 |
| Structured notes | ||
| Amortized cost | $400,000 | 801 |
| Fair value | $406,000 | 797 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $15,796,000 | 4,050 |
| U.S. Government securities | $10,927,000 | 3,623 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $10,927,000 | 3,476 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $4,464,000 | 870 |
| 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 | $4,464,000 | 666 |
| Foreign debt securities | $405,000 | 262 |
| 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 | $8,164,000 | 3,095 |
| Mortgage-backed securities | $7,046,000 | 3,002 |
| Certificates of participation in pools of residential mortgages | $3,240,000 | 3,142 |
| Issued or guaranteed by U.S. | $3,240,000 | 3,136 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $3,806,000 | 805 |
| Commercial mortgage pass-through securities | $3,806,000 | 504 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $8,539,000 | 955 |
| Available-for-sale securities (fair market value) | $7,257,000 | 4,476 |
| Total debt securities | $15,797,000 | 4,027 |
| Structured notes | ||
| Amortized cost | $400,000 | 813 |
| Fair value | $405,000 | 814 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $16,109,000 | 4,060 |
| U.S. Government securities | $11,209,000 | 3,606 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $11,209,000 | 3,459 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $4,503,000 | 883 |
| 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 | $4,503,000 | 680 |
| Foreign debt securities | $397,000 | 279 |
| 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 | $7,071,000 | 3,302 |
| Mortgage-backed securities | $7,136,000 | 3,022 |
| Certificates of participation in pools of residential mortgages | $3,308,000 | 3,195 |
| Issued or guaranteed by U.S. | $3,308,000 | 3,191 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $3,828,000 | 783 |
| Commercial mortgage pass-through securities | $3,828,000 | 502 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $8,629,000 | 990 |
| Available-for-sale securities (fair market value) | $7,480,000 | 4,496 |
| Total debt securities | $16,109,000 | 4,035 |
| Structured notes | ||
| Amortized cost | $400,000 | 846 |
| Fair value | $397,000 | 851 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $23,071,000 | 3,620 |
| U.S. Government securities | $18,171,000 | 3,002 |
| U.S. Treasury securities | $1,497,000 | 959 |
| U.S. Government agency obligations | $16,674,000 | 3,026 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $4,496,000 | 902 |
| 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 | $4,496,000 | 693 |
| Foreign debt securities | $404,000 | 288 |
| 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 | $17,494,000 | 2,245 |
| Mortgage-backed securities | $7,243,000 | 3,040 |
| Certificates of participation in pools of residential mortgages | $3,394,000 | 3,210 |
| Issued or guaranteed by U.S. | $3,394,000 | 3,206 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $3,849,000 | 769 |
| Commercial mortgage pass-through securities | $3,849,000 | 489 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $10,232,000 | 933 |
| Available-for-sale securities (fair market value) | $12,839,000 | 4,057 |
| Total debt securities | $23,071,000 | 3,593 |
| Structured notes | ||
| Amortized cost | $400,000 | 906 |
| Fair value | $404,000 | 905 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $25,989,000 | 3,463 |
| U.S. Government securities | $21,129,000 | 2,831 |
| U.S. Treasury securities | $3,989,000 | 691 |
| U.S. Government agency obligations | $17,140,000 | 3,019 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $4,464,000 | 922 |
| 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 | $4,464,000 | 711 |
| Foreign debt securities | $396,000 | 291 |
| 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 | $18,266,000 | 2,208 |
| Mortgage-backed securities | $7,370,000 | 3,070 |
| Certificates of participation in pools of residential mortgages | $3,500,000 | 3,246 |
| Issued or guaranteed by U.S. | $3,500,000 | 3,243 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $3,870,000 | 747 |
| Commercial mortgage pass-through securities | $3,870,000 | 472 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $12,851,000 | 880 |
| Available-for-sale securities (fair market value) | $13,138,000 | 4,062 |
| Total debt securities | $25,989,000 | 3,436 |
| Structured notes | ||
| Amortized cost | $400,000 | 958 |
| Fair value | $396,000 | 962 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $35,401,000 | 2,948 |
| U.S. Government securities | $30,558,000 | 2,274 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $30,558,000 | 2,175 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $4,453,000 | 917 |
| 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 | $4,453,000 | 690 |
| Foreign debt securities | $390,000 | 289 |
| 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 | $21,089,000 | 2,026 |
| Mortgage-backed securities | $20,624,000 | 1,976 |
| Certificates of participation in pools of residential mortgages | $15,824,000 | 1,787 |
| Issued or guaranteed by U.S. | $15,824,000 | 1,785 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $4,800,000 | 665 |
| Commercial mortgage pass-through securities | $4,800,000 | 415 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $9,008,000 | 1,009 |
| Available-for-sale securities (fair market value) | $26,393,000 | 3,145 |
| Total debt securities | $35,400,000 | 2,929 |
| Structured notes | ||
| Amortized cost | $400,000 | 955 |
| Fair value | $390,000 | 961 |
| 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 | $37,526,000 | 2,837 |
| U.S. Government securities | $32,510,000 | 2,178 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $32,510,000 | 2,088 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $4,603,000 | 918 |
| 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 | $4,603,000 | 693 |
| Foreign debt securities | $413,000 | 277 |
| 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 | $22,716,000 | 1,951 |
| Mortgage-backed securities | $21,934,000 | 1,935 |
| Certificates of participation in pools of residential mortgages | $17,077,000 | 1,705 |
| Issued or guaranteed by U.S. | $17,077,000 | 1,705 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $4,857,000 | 632 |
| Commercial mortgage pass-through securities | $4,857,000 | 376 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $9,175,000 | 1,009 |
| Available-for-sale securities (fair market value) | $28,351,000 | 3,030 |
| Total debt securities | $37,527,000 | 2,821 |
| 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 | $38,883,000 | 2,814 |
| U.S. Government securities | $33,866,000 | 2,169 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $33,866,000 | 2,077 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $4,606,000 | 919 |
| 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 | $4,606,000 | 681 |
| Foreign debt securities | $411,000 | 276 |
| 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 | $20,077,000 | 2,136 |
| Mortgage-backed securities | $23,032,000 | 1,899 |
| Certificates of participation in pools of residential mortgages | $18,144,000 | 1,646 |
| Issued or guaranteed by U.S. | $18,144,000 | 1,642 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $4,888,000 | 602 |
| Commercial mortgage pass-through securities | $4,888,000 | 348 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $9,389,000 | 1,019 |
| Available-for-sale securities (fair market value) | $29,494,000 | 3,046 |
| Total debt securities | $38,884,000 | 2,793 |
| 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 | $42,323,000 | 2,720 |
| U.S. Government securities | $39,441,000 | 2,016 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $39,441,000 | 1,928 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $2,882,000 | 1,143 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $2,882,000 | 883 |
| 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 | $23,123,000 | 1,964 |
| Mortgage-backed securities | $21,336,000 | 1,996 |
| Certificates of participation in pools of residential mortgages | $14,920,000 | 1,883 |
| Issued or guaranteed by U.S. | $14,920,000 | 1,882 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $6,416,000 | 524 |
| Commercial mortgage pass-through securities | $6,416,000 | 286 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $9,547,000 | 1,046 |
| Available-for-sale securities (fair market value) | $32,776,000 | 2,899 |
| Total debt securities | $42,322,000 | 2,697 |
| 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 | $41,832,000 | 2,764 |
| U.S. Government securities | $41,832,000 | 1,942 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $41,832,000 | 1,851 |
| 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 | $26,024,000 | 1,813 |
| Mortgage-backed securities | $21,944,000 | 1,976 |
| Certificates of participation in pools of residential mortgages | $15,575,000 | 1,827 |
| Issued or guaranteed by U.S. | $15,575,000 | 1,825 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $6,369,000 | 490 |
| Commercial mortgage pass-through securities | $6,369,000 | 271 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $9,678,000 | 1,053 |
| Available-for-sale securities (fair market value) | $32,154,000 | 2,959 |
| Total debt securities | $41,832,000 | 2,745 |
| 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 | $43,484,000 | 2,719 |
| U.S. Government securities | $43,484,000 | 1,909 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $43,484,000 | 1,825 |
| 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 | $26,593,000 | 1,811 |
| Mortgage-backed securities | $22,768,000 | 1,929 |
| Certificates of participation in pools of residential mortgages | $16,309,000 | 1,792 |
| Issued or guaranteed by U.S. | $16,309,000 | 1,792 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $6,459,000 | 468 |
| Commercial mortgage pass-through securities | $6,459,000 | 272 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $9,803,000 | 1,051 |
| Available-for-sale securities (fair market value) | $33,681,000 | 2,924 |
| Total debt securities | $43,485,000 | 2,695 |
| 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 | $44,507,000 | 2,730 |
| U.S. Government securities | $44,507,000 | 1,939 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $44,507,000 | 1,859 |
| 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 | $26,104,000 | 1,867 |
| Mortgage-backed securities | $23,392,000 | 1,959 |
| Certificates of participation in pools of residential mortgages | $18,479,000 | 1,705 |
| Issued or guaranteed by U.S. | $18,479,000 | 1,705 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $4,913,000 | 507 |
| Commercial mortgage pass-through securities | $4,913,000 | 292 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $8,393,000 | 1,134 |
| Available-for-sale securities (fair market value) | $36,114,000 | 2,854 |
| Total debt securities | $44,506,000 | 2,709 |
| 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 | $41,128,000 | 2,891 |
| U.S. Government securities | $41,128,000 | 2,105 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $41,128,000 | 2,023 |
| 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 | $23,962,000 | 2,005 |
| Mortgage-backed securities | $23,191,000 | 2,026 |
| Certificates of participation in pools of residential mortgages | $19,727,000 | 1,667 |
| Issued or guaranteed by U.S. | $19,727,000 | 1,667 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $3,464,000 | 563 |
| Commercial mortgage pass-through securities | $3,464,000 | 330 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $7,086,000 | 1,228 |
| Available-for-sale securities (fair market value) | $34,042,000 | 2,999 |
| Total debt securities | $41,128,000 | 2,872 |
| 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 | $42,583,000 | 2,869 |
| U.S. Government securities | $42,583,000 | 2,076 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $42,583,000 | 1,995 |
| 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 | $26,250,000 | 1,862 |
| Mortgage-backed securities | $23,508,000 | 2,043 |
| Certificates of participation in pools of residential mortgages | $22,557,000 | 1,546 |
| Issued or guaranteed by U.S. | $22,557,000 | 1,544 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $951,000 | 847 |
| Commercial mortgage pass-through securities | $951,000 | 562 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $1,767,000 | 1,783 |
| Available-for-sale securities (fair market value) | $40,816,000 | 2,692 |
| Total debt securities | $42,583,000 | 2,851 |
| 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 | $43,762,000 | 2,880 |
| U.S. Government securities | $43,762,000 | 2,069 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $43,762,000 | 1,987 |
| 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 | $24,185,000 | 1,973 |
| Mortgage-backed securities | $27,666,000 | 1,885 |
| Certificates of participation in pools of residential mortgages | $26,722,000 | 1,383 |
| Issued or guaranteed by U.S. | $26,722,000 | 1,383 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $944,000 | 817 |
| Commercial mortgage pass-through securities | $944,000 | 557 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $1,852,000 | 1,796 |
| Available-for-sale securities (fair market value) | $41,910,000 | 2,704 |
| Total debt securities | $43,762,000 | 2,857 |
| 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 | $45,132,000 | 2,863 |
| U.S. Government securities | $45,132,000 | 2,042 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $45,132,000 | 1,969 |
| 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 | $25,252,000 | 1,938 |
| Mortgage-backed securities | $28,795,000 | 1,886 |
| Certificates of participation in pools of residential mortgages | $27,839,000 | 1,371 |
| Issued or guaranteed by U.S. | $27,839,000 | 1,371 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $956,000 | 804 |
| Commercial mortgage pass-through securities | $956,000 | 544 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $924,000 | 2,005 |
| Available-for-sale securities (fair market value) | $44,208,000 | 2,651 |
| Total debt securities | $45,132,000 | 2,834 |
| 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 | $48,027,000 | 2,760 |
| U.S. Government securities | $47,826,000 | 1,963 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $47,826,000 | 1,902 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $201,000 | 2,413 |
| 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 | $201,000 | 1,935 |
| 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 | $26,400,000 | 1,862 |
| Mortgage-backed securities | $31,478,000 | 1,804 |
| Certificates of participation in pools of residential mortgages | $30,533,000 | 1,301 |
| Issued or guaranteed by U.S. | $30,533,000 | 1,301 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $945,000 | 788 |
| Commercial mortgage pass-through securities | $945,000 | 536 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $48,027,000 | 2,511 |
| Total debt securities | $48,026,000 | 2,732 |
| 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 | $49,846,000 | 2,694 |
| U.S. Government securities | $49,191,000 | 1,897 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $49,191,000 | 1,847 |
| Securities issued by states & political subdivisions | $251,000 | 5,334 |
| Other domestic debt securities | $404,000 | 2,300 |
| 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 | $404,000 | 1,845 |
| 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 | $27,100,000 | 1,819 |
| Mortgage-backed securities | $32,768,000 | 1,749 |
| Certificates of participation in pools of residential mortgages | $31,832,000 | 1,264 |
| Issued or guaranteed by U.S. | $31,832,000 | 1,264 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $936,000 | 739 |
| Commercial mortgage pass-through securities | $936,000 | 492 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $49,846,000 | 2,448 |
| Total debt securities | $49,846,000 | 2,671 |
| 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 | $56,466,000 | 2,450 |
| U.S. Government securities | $53,025,000 | 1,792 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $53,025,000 | 1,738 |
| Securities issued by states & political subdivisions | $3,032,000 | 4,261 |
| Other domestic debt securities | $409,000 | 2,353 |
| 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 | $409,000 | 1,879 |
| 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 | $26,518,000 | 1,836 |
| Mortgage-backed securities | $36,221,000 | 1,620 |
| Certificates of participation in pools of residential mortgages | $35,274,000 | 1,146 |
| Issued or guaranteed by U.S. | $35,274,000 | 1,145 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $947,000 | 714 |
| Commercial mortgage pass-through securities | $947,000 | 465 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $56,466,000 | 2,228 |
| Total debt securities | $56,467,000 | 2,428 |
| 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 | $59,390,000 | 2,340 |
| U.S. Government securities | $55,922,000 | 1,700 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $55,922,000 | 1,649 |
| Securities issued by states & political subdivisions | $3,054,000 | 4,256 |
| Other domestic debt securities | $414,000 | 2,415 |
| 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 | $414,000 | 1,916 |
| 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 | $28,726,000 | 1,714 |
| Mortgage-backed securities | $38,645,000 | 1,540 |
| Certificates of participation in pools of residential mortgages | $37,685,000 | 1,089 |
| Issued or guaranteed by U.S. | $37,685,000 | 1,088 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $960,000 | 687 |
| Commercial mortgage pass-through securities | $960,000 | 463 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $59,390,000 | 2,134 |
| Total debt securities | $59,390,000 | 2,317 |
| 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 | $49,066,000 | 2,739 |
| U.S. Government securities | $45,490,000 | 2,038 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $45,490,000 | 1,983 |
| Securities issued by states & political subdivisions | $3,173,000 | 4,204 |
| Other domestic debt securities | $403,000 | 2,414 |
| 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 | $403,000 | 1,903 |
| 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 | $18,887,000 | 2,311 |
| Mortgage-backed securities | $34,354,000 | 1,719 |
| Certificates of participation in pools of residential mortgages | $33,337,000 | 1,224 |
| Issued or guaranteed by U.S. | $33,337,000 | 1,222 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $1,017,000 | 601 |
| Commercial mortgage pass-through securities | $1,017,000 | 407 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $15,777,000 | 760 |
| Available-for-sale securities (fair market value) | $33,289,000 | 3,264 |
| Total debt securities | $49,066,000 | 2,713 |
| 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 | $60,012,000 | 2,306 |
| U.S. Government securities | $56,234,000 | 1,700 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $56,234,000 | 1,643 |
| Securities issued by states & political subdivisions | $3,175,000 | 4,209 |
| Other domestic debt securities | $603,000 | 2,232 |
| 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 | $603,000 | 1,700 |
| 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 | $17,843,000 | 2,367 |
| Mortgage-backed securities | $35,960,000 | 1,660 |
| Certificates of participation in pools of residential mortgages | $34,926,000 | 1,164 |
| Issued or guaranteed by U.S. | $34,926,000 | 1,163 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $1,034,000 | 498 |
| Commercial mortgage pass-through securities | $1,034,000 | 355 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $16,642,000 | 743 |
| Available-for-sale securities (fair market value) | $43,370,000 | 2,722 |
| Total debt securities | $60,013,000 | 2,281 |
| 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 | $52,149,000 | 2,577 |
| U.S. Government securities | $48,368,000 | 1,954 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $48,368,000 | 1,916 |
| Securities issued by states & political subdivisions | $3,177,000 | 4,211 |
| Other domestic debt securities | $604,000 | 2,295 |
| 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 | $604,000 | 1,758 |
| 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 | $17,929,000 | 2,396 |
| Mortgage-backed securities | $34,291,000 | 1,818 |
| Certificates of participation in pools of residential mortgages | $31,397,000 | 1,351 |
| Issued or guaranteed by U.S. | $31,397,000 | 1,350 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $2,894,000 | 338 |
| Commercial mortgage pass-through securities | $2,894,000 | 209 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $19,265,000 | 682 |
| Available-for-sale securities (fair market value) | $32,884,000 | 3,271 |
| Total debt securities | $52,146,000 | 2,552 |
| 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 | $61,501,000 | 2,264 |
| U.S. Government securities | $57,716,000 | 1,723 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $57,716,000 | 1,679 |
| Securities issued by states & political subdivisions | $3,179,000 | 4,166 |
| Other domestic debt securities | $606,000 | 2,292 |
| 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 | $606,000 | 1,746 |
| 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 | $17,297,000 | 2,505 |
| Mortgage-backed securities | $48,701,000 | 1,410 |
| Certificates of participation in pools of residential mortgages | $46,842,000 | 978 |
| Issued or guaranteed by U.S. | $46,842,000 | 978 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $1,859,000 | 374 |
| Commercial mortgage pass-through securities | $1,859,000 | 237 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $19,960,000 | 659 |
| Available-for-sale securities (fair market value) | $41,541,000 | 2,826 |
| Total debt securities | $61,500,000 | 2,245 |
| 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 | $60,265,000 | 2,316 |
| U.S. Government securities | $56,477,000 | 1,781 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $56,477,000 | 1,739 |
| Securities issued by states & political subdivisions | $3,181,000 | 4,097 |
| Other domestic debt securities | $607,000 | 2,263 |
| 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 | $607,000 | 1,737 |
| 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 | $17,368,000 | 2,484 |
| Mortgage-backed securities | $49,575,000 | 1,389 |
| Certificates of participation in pools of residential mortgages | $47,705,000 | 956 |
| Issued or guaranteed by U.S. | $47,705,000 | 955 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $1,870,000 | 341 |
| Commercial mortgage pass-through securities | $1,870,000 | 210 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $21,580,000 | 633 |
| Available-for-sale securities (fair market value) | $38,685,000 | 2,978 |
| Total debt securities | $60,265,000 | 2,296 |
| 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 | $49,447,000 | 2,609 |
| U.S. Government securities | $45,656,000 | 2,032 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $45,656,000 | 1,984 |
| Securities issued by states & political subdivisions | $3,183,000 | 4,083 |
| Other domestic debt securities | $608,000 | 2,239 |
| 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 | $608,000 | 1,647 |
| 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 | $18,911,000 | 2,236 |
| Mortgage-backed securities | $40,707,000 | 1,550 |
| Certificates of participation in pools of residential mortgages | $38,826,000 | 1,071 |
| Issued or guaranteed by U.S. | $38,826,000 | 1,071 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $1,881,000 | 281 |
| Commercial mortgage pass-through securities | $1,881,000 | 169 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $22,336,000 | 628 |
| Available-for-sale securities (fair market value) | $27,111,000 | 3,605 |
| Total debt securities | $49,449,000 | 2,588 |
| 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 | $40,801,000 | 2,943 |
| U.S. Government securities | $37,007,000 | 2,319 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $37,007,000 | 2,254 |
| Securities issued by states & political subdivisions | $3,185,000 | 4,025 |
| Other domestic debt securities | $609,000 | 2,224 |
| 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 | $609,000 | 1,609 |
| 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 | $18,216,000 | 2,263 |
| Mortgage-backed securities | $32,882,000 | 1,754 |
| Certificates of participation in pools of residential mortgages | $30,990,000 | 1,254 |
| Issued or guaranteed by U.S. | $30,990,000 | 1,249 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $1,892,000 | 247 |
| Commercial mortgage pass-through securities | $1,892,000 | 155 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $21,042,000 | 649 |
| Available-for-sale securities (fair market value) | $19,759,000 | 4,156 |
| Total debt securities | $40,801,000 | 2,919 |
| 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 | $46,562,000 | 2,694 |
| U.S. Government securities | $41,280,000 | 2,161 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $41,280,000 | 2,101 |
| Securities issued by states & political subdivisions | $4,672,000 | 3,578 |
| Other domestic debt securities | $610,000 | 2,161 |
| 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 | $610,000 | 1,525 |
| 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 | $20,259,000 | 2,141 |
| Mortgage-backed securities | $34,631,000 | 1,641 |
| Certificates of participation in pools of residential mortgages | $32,728,000 | 1,149 |
| Issued or guaranteed by U.S. | $32,728,000 | 1,145 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $1,903,000 | 221 |
| Commercial mortgage pass-through securities | $1,903,000 | 145 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $17,234,000 | 753 |
| Available-for-sale securities (fair market value) | $29,328,000 | 3,382 |
| Total debt securities | $46,562,000 | 2,668 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,196 |
| Fair value | $1,501,000 | 2,241 |
| 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 | $47,492,000 | 2,626 |
| U.S. Government securities | $41,791,000 | 2,138 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $41,791,000 | 2,072 |
| Securities issued by states & political subdivisions | $5,090,000 | 3,450 |
| Other domestic debt securities | $611,000 | 2,208 |
| 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 | $611,000 | 1,567 |
| 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 | $20,122,000 | 2,150 |
| Mortgage-backed securities | $34,304,000 | 1,607 |
| Certificates of participation in pools of residential mortgages | $32,390,000 | 1,135 |
| Issued or guaranteed by U.S. | $32,390,000 | 1,129 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $1,914,000 | 217 |
| Commercial mortgage pass-through securities | $1,914,000 | 141 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $18,204,000 | 726 |
| Available-for-sale securities (fair market value) | $29,288,000 | 3,387 |
| Total debt securities | $47,492,000 | 2,603 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,243 |
| Fair value | $1,463,000 | 2,307 |
| 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 | $52,303,000 | 2,337 |
| U.S. Government securities | $40,678,000 | 2,070 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $40,678,000 | 2,001 |
| Securities issued by states & political subdivisions | $9,088,000 | 2,606 |
| Other domestic debt securities | $2,537,000 | 1,520 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $1,925,000 | 188 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $612,000 | 1,577 |
| 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 | $24,305,000 | 1,862 |
| Mortgage-backed securities | $35,039,000 | 1,539 |
| Certificates of participation in pools of residential mortgages | $33,114,000 | 1,074 |
| Issued or guaranteed by U.S. | $33,114,000 | 1,063 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $1,925,000 | 188 |
| Commercial mortgage pass-through securities | $1,925,000 | 129 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $19,005,000 | 694 |
| Available-for-sale securities (fair market value) | $33,298,000 | 2,988 |
| Total debt securities | $52,303,000 | 2,307 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,096 |
| Fair value | $1,455,000 | 2,158 |
| 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 | $54,753,000 | 2,213 |
| U.S. Government securities | $42,825,000 | 1,962 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $42,825,000 | 1,896 |
| Securities issued by states & political subdivisions | $9,378,000 | 2,475 |
| Other domestic debt securities | $2,550,000 | 1,562 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $1,937,000 | 166 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $613,000 | 1,593 |
| 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 | $23,350,000 | 1,934 |
| Mortgage-backed securities | $37,520,000 | 1,448 |
| Certificates of participation in pools of residential mortgages | $35,583,000 | 978 |
| Issued or guaranteed by U.S. | $35,583,000 | 970 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $1,937,000 | 166 |
| Commercial mortgage pass-through securities | $1,937,000 | 109 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $20,040,000 | 697 |
| Available-for-sale securities (fair market value) | $34,713,000 | 2,878 |
| Total debt securities | $54,752,000 | 2,181 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,140 |
| Fair value | $1,502,000 | 2,207 |
| 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 | $47,936,000 | 2,454 |
| U.S. Government securities | $36,194,000 | 2,302 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $36,194,000 | 2,230 |
| Securities issued by states & political subdivisions | $9,177,000 | 2,392 |
| Other domestic debt securities | $2,565,000 | 1,560 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $1,951,000 | 163 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $614,000 | 1,559 |
| 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 | $23,150,000 | 1,958 |
| Mortgage-backed securities | $33,739,000 | 1,543 |
| Certificates of participation in pools of residential mortgages | $31,788,000 | 1,071 |
| Issued or guaranteed by U.S. | $31,788,000 | 1,063 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $1,951,000 | 163 |
| Commercial mortgage pass-through securities | $1,951,000 | 107 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $23,401,000 | 623 |
| Available-for-sale securities (fair market value) | $24,535,000 | 3,595 |
| Total debt securities | $47,936,000 | 2,431 |
| Structured notes | ||
| Amortized cost | $250,000 | 3,106 |
| Fair value | $250,000 | 3,131 |
| 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 | $49,361,000 | 2,422 |
| U.S. Government securities | $37,706,000 | 2,266 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $37,706,000 | 2,200 |
| Securities issued by states & political subdivisions | $9,076,000 | 2,385 |
| Other domestic debt securities | $2,579,000 | 1,604 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $1,964,000 | 179 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $615,000 | 1,569 |
| 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 | $20,200,000 | 2,203 |
| Mortgage-backed securities | $35,309,000 | 1,533 |
| Certificates of participation in pools of residential mortgages | $33,345,000 | 1,097 |
| Issued or guaranteed by U.S. | $33,345,000 | 1,090 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $1,964,000 | 179 |
| Commercial mortgage pass-through securities | $1,964,000 | 114 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $25,744,000 | 593 |
| Available-for-sale securities (fair market value) | $23,617,000 | 3,668 |
| Total debt securities | $49,360,000 | 2,399 |
| 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 | $49,018,000 | 2,406 |
| U.S. Government securities | $37,443,000 | 2,238 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $37,443,000 | 2,172 |
| Securities issued by states & political subdivisions | $8,981,000 | 2,393 |
| Other domestic debt securities | $2,594,000 | 1,640 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $1,978,000 | 171 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $616,000 | 1,613 |
| 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 | $23,200,000 | 2,032 |
| Mortgage-backed securities | $35,055,000 | 1,561 |
| Certificates of participation in pools of residential mortgages | $33,077,000 | 1,128 |
| Issued or guaranteed by U.S. | $33,077,000 | 1,119 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $1,978,000 | 171 |
| Commercial mortgage pass-through securities | $1,978,000 | 110 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $27,353,000 | 580 |
| Available-for-sale securities (fair market value) | $21,665,000 | 3,840 |
| Total debt securities | $49,018,000 | 2,380 |
| 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 | $48,520,000 | 2,434 |
| U.S. Government securities | $37,377,000 | 2,235 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $37,377,000 | 2,172 |
| Securities issued by states & political subdivisions | $8,531,000 | 2,505 |
| Other domestic debt securities | $2,612,000 | 1,737 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $1,995,000 | 179 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $617,000 | 1,710 |
| 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 | $22,200,000 | 2,060 |
| Mortgage-backed securities | $34,501,000 | 1,617 |
| Certificates of participation in pools of residential mortgages | $32,506,000 | 1,179 |
| Issued or guaranteed by U.S. | $32,506,000 | 1,170 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $1,995,000 | 179 |
| Commercial mortgage pass-through securities | $1,995,000 | 105 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $29,459,000 | 575 |
| Available-for-sale securities (fair market value) | $19,061,000 | 4,120 |
| Total debt securities | $48,522,000 | 2,401 |
| 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 | $49,857,000 | 2,332 |
| U.S. Government securities | $40,623,000 | 2,035 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $40,623,000 | 1,985 |
| Securities issued by states & political subdivisions | $6,813,000 | 2,774 |
| Other domestic debt securities | $2,421,000 | 1,818 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $2,011,000 | 157 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $410,000 | 1,970 |
| 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 | $27,700,000 | 1,770 |
| Mortgage-backed securities | $38,759,000 | 1,495 |
| Certificates of participation in pools of residential mortgages | $36,748,000 | 1,082 |
| Issued or guaranteed by U.S. | $36,748,000 | 1,072 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $2,011,000 | 157 |
| Commercial mortgage pass-through securities | $2,011,000 | 84 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $30,323,000 | 563 |
| Available-for-sale securities (fair market value) | $19,534,000 | 4,049 |
| Total debt securities | $49,856,000 | 2,299 |
| 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 | $47,104,000 | 2,458 |
| U.S. Government securities | $42,733,000 | 1,960 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $42,733,000 | 1,918 |
| Securities issued by states & political subdivisions | $4,371,000 | 3,330 |
| 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 | $27,700,000 | 1,797 |
| Mortgage-backed securities | $38,366,000 | 1,519 |
| Certificates of participation in pools of residential mortgages | $38,366,000 | 1,084 |
| Issued or guaranteed by U.S. | $38,366,000 | 1,071 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $32,506,000 | 537 |
| Available-for-sale securities (fair market value) | $14,598,000 | 4,659 |
| Total debt securities | $47,104,000 | 2,428 |
| 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 | $32,457,000 | 3,274 |
| U.S. Government securities | $28,102,000 | 2,802 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $28,102,000 | 2,744 |
| Securities issued by states & political subdivisions | $4,355,000 | 3,294 |
| 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 | $27,700,000 | 1,803 |
| Mortgage-backed securities | $24,236,000 | 2,068 |
| Certificates of participation in pools of residential mortgages | $24,236,000 | 1,531 |
| Issued or guaranteed by U.S. | $24,236,000 | 1,522 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,883,000 | 732 |
| Available-for-sale securities (fair market value) | $11,574,000 | 5,140 |
| Total debt securities | $32,456,000 | 3,235 |
| 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 | $52,189,000 | 2,167 |
| U.S. Government securities | $47,851,000 | 1,714 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $47,851,000 | 1,689 |
| Securities issued by states & political subdivisions | $4,338,000 | 3,295 |
| 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 | $36,700,000 | 1,397 |
| Mortgage-backed securities | $37,727,000 | 1,401 |
| Certificates of participation in pools of residential mortgages | $37,727,000 | 1,023 |
| Issued or guaranteed by U.S. | $37,727,000 | 1,011 |
| 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) | $19,489,000 | 765 |
| Available-for-sale securities (fair market value) | $32,700,000 | 2,834 |
| Total debt securities | $52,198,000 | 2,139 |
| 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 | $56,840,000 | 2,070 |
| U.S. Government securities | $52,477,000 | 1,595 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $52,477,000 | 1,568 |
| Securities issued by states & political subdivisions | $4,363,000 | 3,309 |
| 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 | $40,200,000 | 1,265 |
| Mortgage-backed securities | $38,401,000 | 1,364 |
| Certificates of participation in pools of residential mortgages | $38,401,000 | 992 |
| Issued or guaranteed by U.S. | $38,401,000 | 981 |
| 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) | $24,238,000 | 642 |
| Available-for-sale securities (fair market value) | $32,602,000 | 2,893 |
| Total debt securities | $56,840,000 | 2,034 |
| 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 | $55,885,000 | 2,088 |
| U.S. Government securities | $51,499,000 | 1,617 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $51,499,000 | 1,583 |
| Securities issued by states & political subdivisions | $4,386,000 | 3,307 |
| 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 | $37,700,000 | 1,322 |
| Mortgage-backed securities | $40,543,000 | 1,273 |
| Certificates of participation in pools of residential mortgages | $40,543,000 | 921 |
| Issued or guaranteed by U.S. | $40,543,000 | 911 |
| 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) | $22,046,000 | 673 |
| Available-for-sale securities (fair market value) | $33,839,000 | 2,807 |
| Total debt securities | $55,884,000 | 2,040 |
| 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 | $47,600,000 | 2,392 |
| U.S. Government securities | $43,218,000 | 1,902 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $43,218,000 | 1,861 |
| Securities issued by states & political subdivisions | $4,382,000 | 3,290 |
| 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 | $34,500,000 | 1,430 |
| Mortgage-backed securities | $35,527,000 | 1,256 |
| Certificates of participation in pools of residential mortgages | $35,527,000 | 910 |
| Issued or guaranteed by U.S. | $35,527,000 | 899 |
| 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) | $25,153,000 | 645 |
| Available-for-sale securities (fair market value) | $22,447,000 | 3,685 |
| Total debt securities | $47,596,000 | 2,349 |
| 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 | $49,336,000 | 2,323 |
| U.S. Government securities | $44,965,000 | 1,869 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $44,965,000 | 1,830 |
| Securities issued by states & political subdivisions | $4,371,000 | 3,290 |
| 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 | $33,100,000 | 1,432 |
| Mortgage-backed securities | $34,276,000 | 1,219 |
| Certificates of participation in pools of residential mortgages | $34,276,000 | 876 |
| Issued or guaranteed by U.S. | $34,276,000 | 866 |
| 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) | $28,943,000 | 604 |
| Available-for-sale securities (fair market value) | $20,393,000 | 3,914 |
| Total debt securities | $49,336,000 | 2,279 |
| 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 | $42,502,000 | 2,622 |
| U.S. Government securities | $38,137,000 | 2,171 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $38,137,000 | 2,111 |
| Securities issued by states & political subdivisions | $4,365,000 | 3,276 |
| 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 | $15,433,000 | 2,619 |
| Mortgage-backed securities | $25,465,000 | 1,476 |
| Certificates of participation in pools of residential mortgages | $25,465,000 | 1,084 |
| Issued or guaranteed by U.S. | $25,465,000 | 1,076 |
| 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) | $30,776,000 | 576 |
| Available-for-sale securities (fair market value) | $11,726,000 | 5,182 |
| Total debt securities | $42,501,000 | 2,576 |
| 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 | $39,466,000 | 2,816 |
| U.S. Government securities | $35,075,000 | 2,368 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $35,075,000 | 2,295 |
| Securities issued by states & political subdivisions | $4,391,000 | 3,282 |
| 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 | $15,114,000 | 2,669 |
| Mortgage-backed securities | $22,362,000 | 1,619 |
| Certificates of participation in pools of residential mortgages | $22,362,000 | 1,187 |
| Issued or guaranteed by U.S. | $22,362,000 | 1,178 |
| 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) | $30,984,000 | 594 |
| Available-for-sale securities (fair market value) | $8,482,000 | 5,780 |
| Total debt securities | $39,465,000 | 2,773 |
| 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 | $49,671,000 | 2,353 |
| U.S. Government securities | $45,271,000 | 1,917 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $45,271,000 | 1,855 |
| Securities issued by states & political subdivisions | $4,400,000 | 3,300 |
| 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 | $16,801,000 | 2,474 |
| Mortgage-backed securities | $23,567,000 | 1,556 |
| Certificates of participation in pools of residential mortgages | $23,567,000 | 1,159 |
| Issued or guaranteed by U.S. | $23,567,000 | 1,150 |
| 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) | $40,611,000 | 478 |
| Available-for-sale securities (fair market value) | $9,060,000 | 5,715 |
| Total debt securities | $49,672,000 | 2,304 |
| 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 | $41,499,000 | 2,740 |
| U.S. Government securities | $37,384,000 | 2,299 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $37,384,000 | 2,232 |
| Securities issued by states & political subdivisions | $4,115,000 | 3,371 |
| 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 | $15,000,000 | 2,680 |
| Mortgage-backed securities | $23,669,000 | 1,558 |
| Certificates of participation in pools of residential mortgages | $23,669,000 | 1,168 |
| Issued or guaranteed by U.S. | $23,669,000 | 1,156 |
| 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) | $33,840,000 | 595 |
| Available-for-sale securities (fair market value) | $7,659,000 | 6,036 |
| Total debt securities | $41,499,000 | 2,701 |
| 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 | $43,533,000 | 2,636 |
| U.S. Government securities | $39,942,000 | 2,168 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $39,942,000 | 2,100 |
| Securities issued by states & political subdivisions | $3,591,000 | 3,555 |
| 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 | $19,041,000 | 2,253 |
| Mortgage-backed securities | $25,255,000 | 1,510 |
| Certificates of participation in pools of residential mortgages | $25,255,000 | 1,125 |
| Issued or guaranteed by U.S. | $25,255,000 | 1,118 |
| 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) | $36,087,000 | 570 |
| Available-for-sale securities (fair market value) | $7,446,000 | 6,072 |
| Total debt securities | $43,531,000 | 2,598 |
| 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 | $44,198,000 | 2,623 |
| U.S. Government securities | $41,863,000 | 2,126 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $41,863,000 | 2,049 |
| Securities issued by states & political subdivisions | $2,335,000 | 4,135 |
| 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 | $19,912,000 | 2,161 |
| Mortgage-backed securities | $27,149,000 | 1,451 |
| Certificates of participation in pools of residential mortgages | $27,149,000 | 1,071 |
| Issued or guaranteed by U.S. | $27,149,000 | 1,063 |
| 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) | $36,429,000 | 582 |
| Available-for-sale securities (fair market value) | $7,769,000 | 6,059 |
| Total debt securities | $44,198,000 | 2,577 |
| 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 | $42,763,000 | 2,705 |
| U.S. Government securities | $40,795,000 | 2,153 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $40,795,000 | 2,072 |
| Securities issued by states & political subdivisions | $1,968,000 | 4,381 |
| 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 | $20,615,000 | 2,075 |
| Mortgage-backed securities | $27,562,000 | 1,445 |
| Certificates of participation in pools of residential mortgages | $27,562,000 | 1,086 |
| Issued or guaranteed by U.S. | $27,562,000 | 1,076 |
| 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) | $37,459,000 | 579 |
| Available-for-sale securities (fair market value) | $5,304,000 | 6,633 |
| Total debt securities | $42,763,000 | 2,664 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,581 |
| Fair value | $496,000 | 2,619 |
| 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 | $42,763,000 | 2,677 |
| U.S. Government securities | $41,948,000 | 2,080 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $41,948,000 | 2,011 |
| Securities issued by states & political subdivisions | $815,000 | 5,265 |
| 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 | $21,722,000 | 1,958 |
| Mortgage-backed securities | $28,695,000 | 1,437 |
| Certificates of participation in pools of residential mortgages | $28,695,000 | 1,087 |
| Issued or guaranteed by U.S. | $28,695,000 | 1,077 |
| 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) | $37,018,000 | 584 |
| Available-for-sale securities (fair market value) | $5,745,000 | 6,550 |
| Total debt securities | $42,764,000 | 2,630 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,703 |
| Fair value | $497,000 | 2,586 |
| 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 | $38,693,000 | 2,926 |
| U.S. Government securities | $38,693,000 | 2,271 |
| U.S. Treasury securities | $6,996,000 | 437 |
| U.S. Government agency obligations | $31,697,000 | 2,583 |
| 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 | $23,522,000 | 1,809 |
| Mortgage-backed securities | $23,321,000 | 1,686 |
| Certificates of participation in pools of residential mortgages | $23,321,000 | 1,289 |
| Issued or guaranteed by U.S. | $23,321,000 | 1,278 |
| 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) | $37,948,000 | 587 |
| Available-for-sale securities (fair market value) | $745,000 | 7,781 |
| Total debt securities | $38,692,000 | 2,874 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,689 |
| Fair value | $498,000 | 2,596 |
| 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 | $32,821,000 | 3,393 |
| U.S. Government securities | $32,821,000 | 2,656 |
| U.S. Treasury securities | $7,996,000 | 437 |
| U.S. Government agency obligations | $24,825,000 | 3,180 |
| 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 | $21,326,000 | 1,976 |
| Mortgage-backed securities | $18,942,000 | 1,982 |
| Certificates of participation in pools of residential mortgages | $18,942,000 | 1,537 |
| Issued or guaranteed by U.S. | $18,942,000 | 1,525 |
| 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) | $32,074,000 | 680 |
| Available-for-sale securities (fair market value) | $747,000 | 7,858 |
| Total debt securities | $32,823,000 | 3,343 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,667 |
| Fair value | $497,000 | 2,529 |
| 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 | $25,888,000 | 4,013 |
| U.S. Government securities | $25,888,000 | 3,183 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $25,888,000 | 3,057 |
| 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 | $10,600,000 | 3,244 |
| Mortgage-backed securities | $19,989,000 | 1,941 |
| Certificates of participation in pools of residential mortgages | $19,989,000 | 1,488 |
| Issued or guaranteed by U.S. | $19,989,000 | 1,476 |
| 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) | $25,132,000 | 813 |
| Available-for-sale securities (fair market value) | $756,000 | 7,872 |
| Total debt securities | $25,888,000 | 3,948 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,631 |
| Fair value | $500,000 | 2,458 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $18,644,000 | 4,890 |
| U.S. Government securities | $18,644,000 | 4,014 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $18,644,000 | 3,875 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,600,000 | 3,392 |
| Mortgage-backed securities | $13,648,000 | 2,470 |
| Certificates of participation in pools of residential mortgages | $13,648,000 | 1,956 |
| Issued or guaranteed by U.S. | $13,648,000 | 1,949 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,800,000 | 1,027 |
| Available-for-sale securities (fair market value) | $844,000 | 7,902 |
| Total debt securities | $18,643,000 | 4,830 |
| Structured notes | ||
| Amortized cost | $497,000 | 2,614 |
| Fair value | $500,000 | 2,486 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $20,275,000 | 4,755 |
| U.S. Government securities | $20,275,000 | 3,855 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $20,275,000 | 3,714 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,915,000 | 5,459 |
| Mortgage-backed securities | $14,466,000 | 2,421 |
| Certificates of participation in pools of residential mortgages | $14,466,000 | 1,895 |
| Issued or guaranteed by U.S. | $14,466,000 | 1,887 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,429,000 | 973 |
| Available-for-sale securities (fair market value) | $846,000 | 7,965 |
| Total debt securities | $20,276,000 | 4,689 |
| Structured notes | ||
| Amortized cost | $495,000 | 2,581 |
| Fair value | $498,000 | 2,429 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $9,716,000 | 6,636 |
| U.S. Government securities | $9,716,000 | 5,808 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $9,716,000 | 5,661 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,400,000 | 4,767 |
| Mortgage-backed securities | $1,883,000 | 5,240 |
| Certificates of participation in pools of residential mortgages | $1,883,000 | 4,679 |
| Issued or guaranteed by U.S. | $1,883,000 | 4,662 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,361,000 | 1,504 |
| Available-for-sale securities (fair market value) | $355,000 | 8,104 |
| Total debt securities | $9,715,000 | 6,548 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $10,620,000 | 6,483 |
| U.S. Government securities | $10,620,000 | 5,614 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $10,620,000 | 5,454 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,900,000 | 4,903 |
| Mortgage-backed securities | $1,770,000 | 5,303 |
| Certificates of participation in pools of residential mortgages | $1,770,000 | 4,740 |
| Issued or guaranteed by U.S. | $1,770,000 | 4,722 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,252,000 | 1,451 |
| Available-for-sale securities (fair market value) | $368,000 | 8,168 |
| Total debt securities | $10,619,000 | 6,397 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $12,396,000 | 6,037 |
| U.S. Government securities | $12,396,000 | 5,071 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $12,396,000 | 4,915 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,800,000 | 4,917 |
| Mortgage-backed securities | $1,481,000 | 5,478 |
| Certificates of participation in pools of residential mortgages | $1,481,000 | 4,921 |
| Issued or guaranteed by U.S. | $1,481,000 | 4,900 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,969,000 | 1,306 |
| Available-for-sale securities (fair market value) | $427,000 | 8,187 |
| Total debt securities | $12,395,000 | 5,951 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $14,755,000 | 5,529 |
| U.S. Government securities | $14,255,000 | 4,639 |
| U.S. Treasury securities | $8,997,000 | 447 |
| U.S. Government agency obligations | $5,258,000 | 6,814 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $500,000 | 1,654 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,800,000 | 4,888 |
| Mortgage-backed securities | $1,420,000 | 5,635 |
| Certificates of participation in pools of residential mortgages | $1,420,000 | 5,030 |
| Issued or guaranteed by U.S. | $1,420,000 | 5,012 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,822,000 | 1,186 |
| Available-for-sale securities (fair market value) | $933,000 | 8,070 |
| Total debt securities | $14,256,000 | 5,519 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $10,002,000 | 6,496 |
| U.S. Government securities | $10,002,000 | 5,580 |
| U.S. Treasury securities | $5,999,000 | 595 |
| U.S. Government agency obligations | $4,003,000 | 7,337 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,800,000 | 4,908 |
| Mortgage-backed securities | $1,842,000 | 5,400 |
| Certificates of participation in pools of residential mortgages | $1,842,000 | 4,745 |
| Issued or guaranteed by U.S. | $1,842,000 | 4,729 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,563,000 | 1,501 |
| Available-for-sale securities (fair market value) | $439,000 | 8,250 |
| Total debt securities | $10,003,000 | 6,401 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $13,430,000 | 5,764 |
| U.S. Government securities | $13,430,000 | 4,783 |
| U.S. Treasury securities | $3,996,000 | 839 |
| U.S. Government agency obligations | $9,434,000 | 5,541 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,800,000 | 4,922 |
| Mortgage-backed securities | $2,161,000 | 5,239 |
| Certificates of participation in pools of residential mortgages | $2,161,000 | 4,566 |
| Issued or guaranteed by U.S. | $2,161,000 | 4,549 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,985,000 | 1,281 |
| Available-for-sale securities (fair market value) | $445,000 | 8,267 |
| Total debt securities | $13,430,000 | 5,668 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $6,968,000 | 7,329 |
| U.S. Government securities | $6,968,000 | 6,473 |
| U.S. Treasury securities | $4,498,000 | 853 |
| U.S. Government agency obligations | $2,470,000 | 8,088 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,918,000 | 6,021 |
| Mortgage-backed securities | $382,000 | 6,497 |
| Certificates of participation in pools of residential mortgages | $382,000 | 5,881 |
| Issued or guaranteed by U.S. | $382,000 | 5,856 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,002,000 | 2,503 |
| Available-for-sale securities (fair market value) | $2,966,000 | 7,634 |
| Total debt securities | $6,968,000 | 7,230 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $2,711,000 | 9,088 |
| U.S. Government securities | $2,539,000 | 8,783 |
| U.S. Treasury securities | $200,000 | 3,952 |
| U.S. Government agency obligations | $2,339,000 | 8,550 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $172,000 | 6,059 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,092,000 | 6,966 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,539,000 | 3,610 |
| Available-for-sale securities (fair market value) | $172,000 | 9,006 |
| Total debt securities | $2,539,000 | 9,020 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $291,000 | 10,021 |
| U.S. Government securities | $99,000 | 9,934 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $99,000 | 9,716 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $192,000 | 5,766 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,000 | 8,113 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $99,000 | 5,906 |
| Available-for-sale securities (fair market value) | $192,000 | 9,243 |
| Total debt securities | $99,000 | 9,985 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |