Home > Chino Commercial Bank, N.A. > Securities
Chino Commercial Bank, N.A., Securities
| 2024-09-30 | Rank | |
| Total securities | $194,631,000 | 970 |
| U.S. Government securities | $187,751,000 | 671 |
| U.S. Treasury securities | $0 | 2,583 |
| U.S. Government agency obligations | $187,751,000 | 575 |
| Securities issued by states & political subdivisions | $6,736,000 | 2,705 |
| Other domestic debt securities | $0 | 2,301 |
| Privately issued residential mortgage-backed securities | $0 | 713 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 561 |
| Structured financial products - Total | $0 | 793 |
| Other domestic debt securities - All other | $0 | 1,835 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $185,772,000 | 530 |
| Mortgage-backed securities | $172,943,000 | 511 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $145,453,000 | 368 |
| Privately issued | $0 | 200 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $26,673,000 | 651 |
| Privately issued | $0 | 568 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,640 |
| Other commercial mortgage-backed securities | $817,000 | 1,141 |
| Held to maturity securities (book value) | $187,751,000 | 242 |
| Available-for-sale securities (fair market value) | $6,736,000 | 3,830 |
| Total debt securities | $194,486,000 | 954 |
| Structured notes | ||
| Amortized cost | $0 | 1,000 |
| Fair value | $0 | 1,000 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-06-30 | Rank | |
| Total securities | $212,529,000 | 893 |
| U.S. Government securities | $205,737,000 | 621 |
| U.S. Treasury securities | $0 | 2,648 |
| U.S. Government agency obligations | $205,737,000 | 532 |
| Securities issued by states & political subdivisions | $6,648,000 | 2,728 |
| Other domestic debt securities | $0 | 2,316 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 551 |
| Structured financial products - Total | $0 | 784 |
| Other domestic debt securities - All other | $0 | 1,858 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $203,674,000 | 490 |
| Mortgage-backed securities | $180,830,000 | 479 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $149,714,000 | 361 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $30,288,000 | 564 |
| Privately issued | $0 | 579 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,622 |
| Other commercial mortgage-backed securities | $828,000 | 1,113 |
| Held to maturity securities (book value) | $205,737,000 | 234 |
| Available-for-sale securities (fair market value) | $6,648,000 | 3,852 |
| Total debt securities | $212,385,000 | 881 |
| Structured notes | ||
| Amortized cost | $0 | 1,030 |
| Fair value | $0 | 1,030 |
| Trading account assets | $0 | 220 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2024-03-31 | Rank | |
| Total securities | $217,572,000 | 904 |
| U.S. Government securities | $210,812,000 | 628 |
| U.S. Treasury securities | $0 | 2,737 |
| U.S. Government agency obligations | $210,812,000 | 563 |
| Securities issued by states & political subdivisions | $6,616,000 | 2,724 |
| Other domestic debt securities | $0 | 2,328 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 725 |
| Other domestic debt securities - All other | $0 | 1,839 |
| Foreign debt securities | $0 | 306 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $120,179,000 | 750 |
| Mortgage-backed securities | $185,674,000 | 479 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $153,367,000 | 364 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $31,470,000 | 558 |
| Privately issued | $0 | 525 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,620 |
| Other commercial mortgage-backed securities | $837,000 | 1,140 |
| Held to maturity securities (book value) | $210,812,000 | 237 |
| Available-for-sale securities (fair market value) | $6,616,000 | 3,879 |
| Total debt securities | $217,429,000 | 893 |
| Structured notes | ||
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-12-31 | Rank | |
| Total securities | $215,387,000 | 920 |
| U.S. Government securities | $208,506,000 | 642 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $208,506,000 | 563 |
| Securities issued by states & political subdivisions | $6,737,000 | 2,746 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $122,752,000 | 763 |
| Mortgage-backed securities | $183,277,000 | 485 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $151,987,000 | 371 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $30,443,000 | 549 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $847,000 | 1,130 |
| Held to maturity securities (book value) | $208,506,000 | 243 |
| Available-for-sale securities (fair market value) | $6,737,000 | 3,897 |
| Total debt securities | $215,241,000 | 909 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $167,981,000 | 1,123 |
| U.S. Government securities | $161,750,000 | 777 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $161,750,000 | 677 |
| Securities issued by states & political subdivisions | $6,087,000 | 2,822 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $125,617,000 | 721 |
| Mortgage-backed securities | $146,209,000 | 564 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $122,076,000 | 415 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $23,149,000 | 656 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $984,000 | 1,096 |
| Held to maturity securities (book value) | $161,750,000 | 284 |
| Available-for-sale securities (fair market value) | $6,087,000 | 3,928 |
| Total debt securities | $167,836,000 | 1,111 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $162,527,000 | 1,203 |
| U.S. Government securities | $155,865,000 | 821 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $155,865,000 | 719 |
| Securities issued by states & political subdivisions | $6,518,000 | 2,824 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $128,823,000 | 708 |
| Mortgage-backed securities | $142,084,000 | 588 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $117,166,000 | 447 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $23,924,000 | 650 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $994,000 | 1,093 |
| Held to maturity securities (book value) | $155,865,000 | 287 |
| Available-for-sale securities (fair market value) | $6,518,000 | 3,942 |
| Total debt securities | $162,382,000 | 1,191 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $168,070,000 | 1,222 |
| U.S. Government securities | $161,397,000 | 826 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $161,397,000 | 690 |
| Securities issued by states & political subdivisions | $6,529,000 | 2,872 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $131,849,000 | 661 |
| Mortgage-backed securities | $145,419,000 | 610 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $119,786,000 | 459 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $24,613,000 | 671 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $1,020,000 | 1,101 |
| Held to maturity securities (book value) | $161,397,000 | 292 |
| Available-for-sale securities (fair market value) | $6,529,000 | 4,002 |
| Total debt securities | $167,928,000 | 1,209 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $167,160,000 | 1,250 |
| U.S. Government securities | $160,669,000 | 844 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $160,669,000 | 697 |
| Securities issued by states & political subdivisions | $6,347,000 | 2,929 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,025,000 | 2,631 |
| Mortgage-backed securities | $146,528,000 | 612 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $120,262,000 | 471 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $25,236,000 | 662 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $1,030,000 | 1,101 |
| Held to maturity securities (book value) | $160,669,000 | 305 |
| Available-for-sale securities (fair market value) | $6,347,000 | 4,044 |
| Total debt securities | $167,016,000 | 1,234 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $166,450,000 | 1,270 |
| U.S. Government securities | $160,081,000 | 854 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $160,081,000 | 696 |
| Securities issued by states & political subdivisions | $6,225,000 | 2,957 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,637,000 | 2,557 |
| Mortgage-backed securities | $145,688,000 | 625 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $118,323,000 | 480 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $26,155,000 | 658 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $1,210,000 | 1,106 |
| Held to maturity securities (book value) | $160,081,000 | 300 |
| Available-for-sale securities (fair market value) | $6,225,000 | 4,084 |
| Total debt securities | $166,306,000 | 1,258 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $154,269,000 | 1,349 |
| U.S. Government securities | $147,370,000 | 934 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $147,370,000 | 760 |
| Securities issued by states & political subdivisions | $6,755,000 | 2,963 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,087,000 | 2,659 |
| Mortgage-backed securities | $134,672,000 | 684 |
| Certificates of participation in pools of residential mortgages | $113,974,000 | 522 |
| Issued or guaranteed by U.S. | $113,974,000 | 518 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $19,449,000 | 880 |
| CMOs issued by government agencies or sponsored agencies | $19,449,000 | 800 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,249,000 | 1,653 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $1,249,000 | 1,167 |
| Held to maturity securities (book value) | $147,370,000 | 297 |
| Available-for-sale securities (fair market value) | $6,755,000 | 4,102 |
| Total debt securities | $154,125,000 | 1,337 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $132,488,000 | 1,501 |
| U.S. Government securities | $125,049,000 | 1,072 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $125,049,000 | 885 |
| Securities issued by states & political subdivisions | $7,295,000 | 2,926 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,004,000 | 2,551 |
| Mortgage-backed securities | $113,799,000 | 797 |
| Certificates of participation in pools of residential mortgages | $95,725,000 | 601 |
| Issued or guaranteed by U.S. | $95,725,000 | 595 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $16,808,000 | 949 |
| CMOs issued by government agencies or sponsored agencies | $16,808,000 | 878 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $1,266,000 | 1,633 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $1,266,000 | 1,148 |
| Held to maturity securities (book value) | $125,049,000 | 289 |
| Available-for-sale securities (fair market value) | $7,295,000 | 4,052 |
| Total debt securities | $132,344,000 | 1,489 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $52,849,000 | 2,621 |
| U.S. Government securities | $44,708,000 | 2,007 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $44,708,000 | 1,792 |
| Securities issued by states & political subdivisions | $7,997,000 | 2,886 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,070,000 | 2,506 |
| Mortgage-backed securities | $32,664,000 | 1,782 |
| Certificates of participation in pools of residential mortgages | $25,534,000 | 1,501 |
| Issued or guaranteed by U.S. | $25,534,000 | 1,468 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $5,799,000 | 1,493 |
| CMOs issued by government agencies or sponsored agencies | $5,799,000 | 1,437 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $1,331,000 | 1,594 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $1,331,000 | 1,117 |
| Held to maturity securities (book value) | $12,435,000 | 705 |
| Available-for-sale securities (fair market value) | $40,270,000 | 2,799 |
| Total debt securities | $52,706,000 | 2,608 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $50,403,000 | 2,610 |
| U.S. Government securities | $42,252,000 | 1,995 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $42,252,000 | 1,828 |
| Securities issued by states & political subdivisions | $8,007,000 | 2,877 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,203,000 | 2,398 |
| Mortgage-backed securities | $29,627,000 | 1,857 |
| Certificates of participation in pools of residential mortgages | $23,494,000 | 1,547 |
| Issued or guaranteed by U.S. | $23,494,000 | 1,511 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $4,643,000 | 1,626 |
| CMOs issued by government agencies or sponsored agencies | $4,643,000 | 1,580 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $1,490,000 | 1,590 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $1,490,000 | 1,096 |
| Held to maturity securities (book value) | $13,785,000 | 655 |
| Available-for-sale securities (fair market value) | $36,474,000 | 2,861 |
| Total debt securities | $50,261,000 | 2,595 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $49,379,000 | 2,585 |
| U.S. Government securities | $45,419,000 | 1,857 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $45,419,000 | 1,694 |
| Securities issued by states & political subdivisions | $3,816,000 | 3,370 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,434,000 | 2,291 |
| Mortgage-backed securities | $30,526,000 | 1,784 |
| Certificates of participation in pools of residential mortgages | $23,728,000 | 1,484 |
| Issued or guaranteed by U.S. | $23,728,000 | 1,450 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $5,203,000 | 1,511 |
| CMOs issued by government agencies or sponsored agencies | $5,203,000 | 1,472 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $1,595,000 | 1,558 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $1,595,000 | 1,064 |
| Held to maturity securities (book value) | $15,187,000 | 611 |
| Available-for-sale securities (fair market value) | $34,048,000 | 2,876 |
| Total debt securities | $49,237,000 | 2,571 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $47,273,000 | 2,521 |
| U.S. Government securities | $43,341,000 | 1,782 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $43,341,000 | 1,663 |
| Securities issued by states & political subdivisions | $3,788,000 | 3,365 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,609,000 | 2,200 |
| Mortgage-backed securities | $31,132,000 | 1,695 |
| Certificates of participation in pools of residential mortgages | $23,461,000 | 1,429 |
| Issued or guaranteed by U.S. | $23,461,000 | 1,391 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $5,923,000 | 1,403 |
| CMOs issued by government agencies or sponsored agencies | $5,923,000 | 1,359 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,748,000 | 1,513 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $1,748,000 | 1,008 |
| Held to maturity securities (book value) | $16,973,000 | 545 |
| Available-for-sale securities (fair market value) | $30,156,000 | 2,909 |
| Total debt securities | $47,130,000 | 2,507 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $51,141,000 | 2,290 |
| U.S. Government securities | $47,100,000 | 1,571 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $47,100,000 | 1,487 |
| Securities issued by states & political subdivisions | $3,897,000 | 3,353 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,885,000 | 2,090 |
| Mortgage-backed securities | $34,383,000 | 1,524 |
| Certificates of participation in pools of residential mortgages | $26,033,000 | 1,227 |
| Issued or guaranteed by U.S. | $26,033,000 | 1,203 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $6,560,000 | 1,353 |
| CMOs issued by government agencies or sponsored agencies | $6,560,000 | 1,312 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $1,790,000 | 1,459 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $1,790,000 | 966 |
| Held to maturity securities (book value) | $18,627,000 | 497 |
| Available-for-sale securities (fair market value) | $32,370,000 | 2,739 |
| Total debt securities | $50,997,000 | 2,273 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $41,789,000 | 2,489 |
| U.S. Government securities | $41,645,000 | 1,640 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $41,645,000 | 1,564 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,472,000 | 1,984 |
| Mortgage-backed securities | $28,647,000 | 1,666 |
| Certificates of participation in pools of residential mortgages | $19,175,000 | 1,455 |
| Issued or guaranteed by U.S. | $19,175,000 | 1,417 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $7,282,000 | 1,309 |
| CMOs issued by government agencies or sponsored agencies | $7,282,000 | 1,272 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $2,190,000 | 1,357 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $2,190,000 | 892 |
| Held to maturity securities (book value) | $20,747,000 | 459 |
| Available-for-sale securities (fair market value) | $20,898,000 | 3,095 |
| Total debt securities | $41,645,000 | 2,471 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $40,064,000 | 2,497 |
| U.S. Government securities | $39,590,000 | 1,693 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $39,590,000 | 1,598 |
| Securities issued by states & political subdivisions | $330,000 | 4,088 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,683,000 | 1,920 |
| Mortgage-backed securities | $31,393,000 | 1,567 |
| Certificates of participation in pools of residential mortgages | $21,187,000 | 1,313 |
| Issued or guaranteed by U.S. | $21,187,000 | 1,277 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $7,955,000 | 1,297 |
| CMOs issued by government agencies or sponsored agencies | $7,955,000 | 1,261 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $2,251,000 | 1,321 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $2,251,000 | 861 |
| Held to maturity securities (book value) | $22,825,000 | 433 |
| Available-for-sale securities (fair market value) | $17,095,000 | 3,280 |
| Total debt securities | $39,919,000 | 2,477 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $43,550,000 | 2,295 |
| U.S. Government securities | $43,076,000 | 1,604 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $43,076,000 | 1,526 |
| Securities issued by states & political subdivisions | $330,000 | 4,092 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,044,000 | 1,742 |
| Mortgage-backed securities | $33,527,000 | 1,486 |
| Certificates of participation in pools of residential mortgages | $22,777,000 | 1,255 |
| Issued or guaranteed by U.S. | $22,777,000 | 1,217 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $8,483,000 | 1,274 |
| CMOs issued by government agencies or sponsored agencies | $8,483,000 | 1,239 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $2,267,000 | 1,310 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $2,267,000 | 836 |
| Held to maturity securities (book value) | $25,878,000 | 427 |
| Available-for-sale securities (fair market value) | $17,528,000 | 3,236 |
| Total debt securities | $43,406,000 | 2,282 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $36,489,000 | 2,574 |
| U.S. Government securities | $36,015,000 | 1,837 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $36,015,000 | 1,733 |
| Securities issued by states & political subdivisions | $330,000 | 4,107 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,512,000 | 1,675 |
| Mortgage-backed securities | $26,121,000 | 1,690 |
| Certificates of participation in pools of residential mortgages | $16,820,000 | 1,484 |
| Issued or guaranteed by U.S. | $16,820,000 | 1,445 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $6,966,000 | 1,399 |
| CMOs issued by government agencies or sponsored agencies | $6,966,000 | 1,361 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $2,335,000 | 1,272 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $2,335,000 | 803 |
| Held to maturity securities (book value) | $28,367,000 | 424 |
| Available-for-sale securities (fair market value) | $7,978,000 | 4,000 |
| Total debt securities | $36,345,000 | 2,566 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $41,532,000 | 2,402 |
| U.S. Government securities | $41,058,000 | 1,677 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $41,058,000 | 1,589 |
| Securities issued by states & political subdivisions | $330,000 | 4,167 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,511,000 | 1,684 |
| Mortgage-backed securities | $30,855,000 | 1,496 |
| Certificates of participation in pools of residential mortgages | $20,761,000 | 1,265 |
| Issued or guaranteed by U.S. | $20,761,000 | 1,230 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $7,546,000 | 1,360 |
| CMOs issued by government agencies or sponsored agencies | $7,546,000 | 1,321 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $2,548,000 | 1,224 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $2,548,000 | 759 |
| Held to maturity securities (book value) | $32,511,000 | 413 |
| Available-for-sale securities (fair market value) | $8,877,000 | 3,982 |
| Total debt securities | $41,391,000 | 2,385 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $44,599,000 | 2,323 |
| U.S. Government securities | $44,125,000 | 1,627 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $44,125,000 | 1,540 |
| Securities issued by states & political subdivisions | $330,000 | 4,224 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,635,000 | 1,760 |
| Mortgage-backed securities | $33,628,000 | 1,408 |
| Certificates of participation in pools of residential mortgages | $22,920,000 | 1,156 |
| Issued or guaranteed by U.S. | $22,920,000 | 1,144 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $8,016,000 | 1,310 |
| CMOs issued by government agencies or sponsored agencies | $8,016,000 | 1,271 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $2,692,000 | 1,196 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $2,692,000 | 716 |
| Held to maturity securities (book value) | $34,963,000 | 411 |
| Available-for-sale securities (fair market value) | $9,492,000 | 3,978 |
| Total debt securities | $44,456,000 | 2,312 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $41,958,000 | 2,451 |
| U.S. Government securities | $41,628,000 | 1,709 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $41,628,000 | 1,613 |
| Securities issued by states & political subdivisions | $330,000 | 4,283 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,489,000 | 1,746 |
| Mortgage-backed securities | $30,836,000 | 1,467 |
| Certificates of participation in pools of residential mortgages | $19,783,000 | 1,316 |
| Issued or guaranteed by U.S. | $19,783,000 | 1,298 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $8,346,000 | 1,286 |
| CMOs issued by government agencies or sponsored agencies | $8,346,000 | 1,244 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $2,707,000 | 1,134 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $2,707,000 | 654 |
| Held to maturity securities (book value) | $36,313,000 | 408 |
| Available-for-sale securities (fair market value) | $5,645,000 | 4,365 |
| Total debt securities | $41,958,000 | 2,430 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $32,538,000 | 2,884 |
| U.S. Government securities | $32,208,000 | 2,056 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $32,208,000 | 1,941 |
| Securities issued by states & political subdivisions | $330,000 | 4,331 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,792,000 | 1,881 |
| Mortgage-backed securities | $21,245,000 | 1,845 |
| Certificates of participation in pools of residential mortgages | $9,796,000 | 2,013 |
| Issued or guaranteed by U.S. | $9,796,000 | 1,983 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $8,608,000 | 1,257 |
| CMOs issued by government agencies or sponsored agencies | $8,608,000 | 1,217 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $2,841,000 | 1,089 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $2,841,000 | 615 |
| Held to maturity securities (book value) | $26,623,000 | 524 |
| Available-for-sale securities (fair market value) | $5,915,000 | 4,381 |
| Total debt securities | $32,538,000 | 2,866 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $28,709,000 | 3,067 |
| U.S. Government securities | $28,379,000 | 2,231 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $28,379,000 | 2,122 |
| Securities issued by states & political subdivisions | $330,000 | 4,381 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,580,000 | 1,840 |
| Mortgage-backed securities | $17,014,000 | 2,074 |
| Certificates of participation in pools of residential mortgages | $7,245,000 | 2,310 |
| Issued or guaranteed by U.S. | $7,245,000 | 2,299 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $6,912,000 | 1,362 |
| CMOs issued by government agencies or sponsored agencies | $6,912,000 | 1,318 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $2,857,000 | 1,068 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $2,857,000 | 613 |
| Held to maturity securities (book value) | $22,342,000 | 588 |
| Available-for-sale securities (fair market value) | $6,367,000 | 4,379 |
| Total debt securities | $28,708,000 | 3,046 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $26,673,000 | 3,218 |
| U.S. Government securities | $26,343,000 | 2,326 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $26,343,000 | 2,219 |
| Securities issued by states & political subdivisions | $330,000 | 4,437 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,395,000 | 1,818 |
| Mortgage-backed securities | $15,783,000 | 2,203 |
| Certificates of participation in pools of residential mortgages | $6,601,000 | 2,461 |
| Issued or guaranteed by U.S. | $6,601,000 | 2,343 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $7,293,000 | 1,334 |
| CMOs issued by government agencies or sponsored agencies | $7,293,000 | 1,292 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $1,889,000 | 1,191 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $1,889,000 | 698 |
| Held to maturity securities (book value) | $20,960,000 | 616 |
| Available-for-sale securities (fair market value) | $5,713,000 | 4,495 |
| Total debt securities | $26,674,000 | 3,194 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $23,657,000 | 3,432 |
| U.S. Government securities | $23,327,000 | 2,572 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $23,327,000 | 2,448 |
| Securities issued by states & political subdivisions | $330,000 | 4,479 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,298,000 | 1,788 |
| Mortgage-backed securities | $15,536,000 | 2,215 |
| Certificates of participation in pools of residential mortgages | $7,001,000 | 2,442 |
| Issued or guaranteed by U.S. | $7,001,000 | 2,439 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,635,000 | 1,393 |
| CMOs issued by government agencies or sponsored agencies | $6,635,000 | 1,347 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $1,900,000 | 1,053 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $1,900,000 | 680 |
| Held to maturity securities (book value) | $20,726,000 | 639 |
| Available-for-sale securities (fair market value) | $2,931,000 | 4,824 |
| Total debt securities | $23,657,000 | 3,411 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $24,519,000 | 3,423 |
| U.S. Government securities | $24,189,000 | 2,525 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $24,189,000 | 2,415 |
| Securities issued by states & political subdivisions | $330,000 | 4,544 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,157,000 | 1,791 |
| Mortgage-backed securities | $16,346,000 | 2,178 |
| Certificates of participation in pools of residential mortgages | $7,444,000 | 2,428 |
| Issued or guaranteed by U.S. | $7,444,000 | 2,425 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $6,991,000 | 1,340 |
| CMOs issued by government agencies or sponsored agencies | $6,991,000 | 1,294 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $1,911,000 | 1,041 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $1,911,000 | 660 |
| Held to maturity securities (book value) | $21,389,000 | 643 |
| Available-for-sale securities (fair market value) | $3,130,000 | 4,866 |
| Total debt securities | $24,520,000 | 3,396 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $25,511,000 | 3,404 |
| U.S. Government securities | $25,181,000 | 2,498 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $25,181,000 | 2,396 |
| Securities issued by states & political subdivisions | $330,000 | 4,594 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,146,000 | 1,935 |
| Mortgage-backed securities | $17,206,000 | 2,144 |
| Certificates of participation in pools of residential mortgages | $7,861,000 | 2,413 |
| Issued or guaranteed by U.S. | $7,861,000 | 2,411 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $7,423,000 | 1,308 |
| CMOs issued by government agencies or sponsored agencies | $7,423,000 | 1,261 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $1,922,000 | 1,042 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $1,922,000 | 660 |
| Held to maturity securities (book value) | $22,191,000 | 656 |
| Available-for-sale securities (fair market value) | $3,320,000 | 4,904 |
| Total debt securities | $25,512,000 | 3,379 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $26,027,000 | 3,428 |
| U.S. Government securities | $25,697,000 | 2,519 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $25,697,000 | 2,419 |
| Securities issued by states & political subdivisions | $330,000 | 4,634 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,644,000 | 1,869 |
| Mortgage-backed securities | $18,241,000 | 2,091 |
| Certificates of participation in pools of residential mortgages | $8,424,000 | 2,379 |
| Issued or guaranteed by U.S. | $8,424,000 | 2,377 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,884,000 | 1,280 |
| CMOs issued by government agencies or sponsored agencies | $7,884,000 | 1,230 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $1,933,000 | 1,009 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $1,933,000 | 639 |
| Held to maturity securities (book value) | $22,496,000 | 659 |
| Available-for-sale securities (fair market value) | $3,531,000 | 4,924 |
| Total debt securities | $26,028,000 | 3,406 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $22,945,000 | 3,663 |
| U.S. Government securities | $22,615,000 | 2,722 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $22,615,000 | 2,613 |
| Securities issued by states & political subdivisions | $330,000 | 4,695 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,107,000 | 2,086 |
| Mortgage-backed securities | $18,137,000 | 2,141 |
| Certificates of participation in pools of residential mortgages | $8,895,000 | 2,367 |
| Issued or guaranteed by U.S. | $8,895,000 | 2,366 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,299,000 | 1,332 |
| CMOs issued by government agencies or sponsored agencies | $7,299,000 | 1,271 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $1,943,000 | 974 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $1,943,000 | 624 |
| Held to maturity securities (book value) | $19,191,000 | 722 |
| Available-for-sale securities (fair market value) | $3,754,000 | 4,964 |
| Total debt securities | $22,945,000 | 3,638 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $22,332,000 | 3,714 |
| U.S. Government securities | $22,002,000 | 2,752 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $22,002,000 | 2,634 |
| Securities issued by states & political subdivisions | $330,000 | 4,741 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,874,000 | 2,165 |
| Mortgage-backed securities | $19,026,000 | 2,074 |
| Certificates of participation in pools of residential mortgages | $9,434,000 | 2,303 |
| Issued or guaranteed by U.S. | $9,434,000 | 2,299 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $7,638,000 | 1,283 |
| CMOs issued by government agencies or sponsored agencies | $7,638,000 | 1,222 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $1,954,000 | 930 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $1,954,000 | 597 |
| Held to maturity securities (book value) | $18,407,000 | 751 |
| Available-for-sale securities (fair market value) | $3,925,000 | 4,960 |
| Total debt securities | $22,332,000 | 3,685 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $21,817,000 | 3,730 |
| U.S. Government securities | $21,086,000 | 2,810 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $21,086,000 | 2,696 |
| Securities issued by states & political subdivisions | $731,000 | 4,596 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,862,000 | 2,107 |
| Mortgage-backed securities | $20,124,000 | 2,020 |
| Certificates of participation in pools of residential mortgages | $9,995,000 | 2,257 |
| Issued or guaranteed by U.S. | $9,995,000 | 2,255 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,165,000 | 1,266 |
| CMOs issued by government agencies or sponsored agencies | $8,165,000 | 1,210 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $1,964,000 | 890 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $1,964,000 | 578 |
| Held to maturity securities (book value) | $17,299,000 | 771 |
| Available-for-sale securities (fair market value) | $4,518,000 | 4,948 |
| Total debt securities | $21,817,000 | 3,699 |
| 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 | $26,955,000 | 3,467 |
| U.S. Government securities | $26,224,000 | 2,553 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $26,224,000 | 2,458 |
| Securities issued by states & political subdivisions | $731,000 | 4,635 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,874,000 | 1,963 |
| Mortgage-backed securities | $21,264,000 | 1,993 |
| Certificates of participation in pools of residential mortgages | $10,589,000 | 2,247 |
| Issued or guaranteed by U.S. | $10,589,000 | 2,241 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $8,700,000 | 1,254 |
| CMOs issued by government agencies or sponsored agencies | $8,700,000 | 1,194 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $1,975,000 | 831 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $1,975,000 | 566 |
| Held to maturity securities (book value) | $22,226,000 | 704 |
| Available-for-sale securities (fair market value) | $4,729,000 | 5,004 |
| Total debt securities | $26,953,000 | 3,444 |
| 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 | $25,335,000 | 3,614 |
| U.S. Government securities | $24,601,000 | 2,715 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $24,601,000 | 2,617 |
| Securities issued by states & political subdivisions | $734,000 | 4,674 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,695,000 | 2,327 |
| Mortgage-backed securities | $22,144,000 | 1,958 |
| Certificates of participation in pools of residential mortgages | $11,046,000 | 2,222 |
| Issued or guaranteed by U.S. | $11,046,000 | 2,220 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,113,000 | 1,231 |
| CMOs issued by government agencies or sponsored agencies | $9,113,000 | 1,171 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $1,985,000 | 811 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $1,985,000 | 543 |
| Held to maturity securities (book value) | $20,479,000 | 755 |
| Available-for-sale securities (fair market value) | $4,856,000 | 5,038 |
| Total debt securities | $25,336,000 | 3,586 |
| 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 | $28,031,000 | 3,485 |
| U.S. Government securities | $27,295,000 | 2,592 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $27,295,000 | 2,496 |
| Securities issued by states & political subdivisions | $736,000 | 4,706 |
| 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 | $16,145,000 | 2,438 |
| Mortgage-backed securities | $22,841,000 | 1,925 |
| Certificates of participation in pools of residential mortgages | $11,462,000 | 2,175 |
| Issued or guaranteed by U.S. | $11,462,000 | 2,173 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,384,000 | 1,213 |
| CMOs issued by government agencies or sponsored agencies | $9,384,000 | 1,154 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $1,995,000 | 768 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $1,995,000 | 502 |
| Held to maturity securities (book value) | $23,100,000 | 712 |
| Available-for-sale securities (fair market value) | $4,931,000 | 5,088 |
| Total debt securities | $28,029,000 | 3,457 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 780 |
| Fair value | $1,986,000 | 767 |
| 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 | $24,899,000 | 3,737 |
| U.S. Government securities | $24,161,000 | 2,810 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $24,161,000 | 2,723 |
| Securities issued by states & political subdivisions | $738,000 | 4,749 |
| 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 | $16,633,000 | 2,431 |
| Mortgage-backed securities | $19,709,000 | 2,111 |
| Certificates of participation in pools of residential mortgages | $11,952,000 | 2,162 |
| Issued or guaranteed by U.S. | $11,952,000 | 2,161 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $7,757,000 | 1,369 |
| CMOs issued by government agencies or sponsored agencies | $7,757,000 | 1,305 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $21,777,000 | 737 |
| Available-for-sale securities (fair market value) | $3,122,000 | 5,349 |
| Total debt securities | $24,898,000 | 3,713 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 894 |
| Fair value | $2,003,000 | 828 |
| 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 | $23,280,000 | 3,946 |
| U.S. Government securities | $22,193,000 | 3,059 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $22,193,000 | 2,968 |
| Securities issued by states & political subdivisions | $1,087,000 | 4,635 |
| 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 | $617,000 | 5,188 |
| Mortgage-backed securities | $15,743,000 | 2,435 |
| Certificates of participation in pools of residential mortgages | $8,601,000 | 2,597 |
| Issued or guaranteed by U.S. | $8,601,000 | 2,593 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,142,000 | 1,479 |
| CMOs issued by government agencies or sponsored agencies | $7,142,000 | 1,410 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $21,763,000 | 747 |
| Available-for-sale securities (fair market value) | $1,517,000 | 5,608 |
| Total debt securities | $23,279,000 | 3,922 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,007 |
| Fair value | $1,985,000 | 982 |
| 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 | $12,499,000 | 4,901 |
| U.S. Government securities | $11,405,000 | 4,186 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $11,405,000 | 4,069 |
| Securities issued by states & political subdivisions | $1,094,000 | 4,629 |
| 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 | $668,000 | 5,237 |
| Mortgage-backed securities | $10,456,000 | 2,949 |
| Certificates of participation in pools of residential mortgages | $5,036,000 | 3,207 |
| Issued or guaranteed by U.S. | $5,036,000 | 3,205 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $5,420,000 | 1,696 |
| CMOs issued by government agencies or sponsored agencies | $5,420,000 | 1,628 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $10,906,000 | 1,032 |
| Available-for-sale securities (fair market value) | $1,593,000 | 5,656 |
| Total debt securities | $12,500,000 | 4,880 |
| 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 | $13,009,000 | 4,904 |
| U.S. Government securities | $11,910,000 | 4,193 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $11,910,000 | 4,079 |
| Securities issued by states & political subdivisions | $1,099,000 | 4,702 |
| 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 | $711,000 | 5,310 |
| Mortgage-backed securities | $10,963,000 | 2,949 |
| Certificates of participation in pools of residential mortgages | $5,349,000 | 3,212 |
| Issued or guaranteed by U.S. | $5,349,000 | 3,209 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,614,000 | 1,716 |
| CMOs issued by government agencies or sponsored agencies | $5,614,000 | 1,645 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $11,371,000 | 1,024 |
| Available-for-sale securities (fair market value) | $1,638,000 | 5,748 |
| Total debt securities | $13,008,000 | 4,882 |
| 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 | $13,569,000 | 4,951 |
| U.S. Government securities | $12,466,000 | 4,227 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $12,466,000 | 4,124 |
| Securities issued by states & political subdivisions | $1,103,000 | 4,762 |
| 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 | $745,000 | 5,375 |
| Mortgage-backed securities | $11,521,000 | 2,945 |
| Certificates of participation in pools of residential mortgages | $5,656,000 | 3,240 |
| Issued or guaranteed by U.S. | $5,656,000 | 3,238 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $5,865,000 | 1,708 |
| CMOs issued by government agencies or sponsored agencies | $5,865,000 | 1,636 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $11,882,000 | 1,023 |
| Available-for-sale securities (fair market value) | $1,687,000 | 5,827 |
| Total debt securities | $13,570,000 | 4,924 |
| 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 | $14,157,000 | 4,959 |
| U.S. Government securities | $13,054,000 | 4,221 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $13,054,000 | 4,113 |
| Securities issued by states & political subdivisions | $1,103,000 | 4,813 |
| 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 | $802,000 | 5,397 |
| Mortgage-backed securities | $12,111,000 | 2,939 |
| Certificates of participation in pools of residential mortgages | $6,033,000 | 3,229 |
| Issued or guaranteed by U.S. | $6,033,000 | 3,227 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,078,000 | 1,698 |
| CMOs issued by government agencies or sponsored agencies | $6,078,000 | 1,627 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $12,391,000 | 1,014 |
| Available-for-sale securities (fair market value) | $1,766,000 | 5,877 |
| Total debt securities | $14,157,000 | 4,936 |
| 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 | $8,598,000 | 5,565 |
| U.S. Government securities | $7,493,000 | 5,024 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $7,493,000 | 4,928 |
| Securities issued by states & political subdivisions | $1,105,000 | 4,845 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $473,000 | 5,565 |
| Mortgage-backed securities | $6,553,000 | 3,680 |
| Certificates of participation in pools of residential mortgages | $6,376,000 | 3,190 |
| Issued or guaranteed by U.S. | $6,376,000 | 3,189 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $177,000 | 3,350 |
| CMOs issued by government agencies or sponsored agencies | $177,000 | 3,229 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $6,764,000 | 1,292 |
| Available-for-sale securities (fair market value) | $1,834,000 | 5,923 |
| Total debt securities | $8,597,000 | 5,541 |
| 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 | $4,983,000 | 6,015 |
| U.S. Government securities | $3,876,000 | 5,639 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,876,000 | 5,542 |
| Securities issued by states & political subdivisions | $1,107,000 | 4,881 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $499,000 | 5,629 |
| Mortgage-backed securities | $3,876,000 | 4,174 |
| Certificates of participation in pools of residential mortgages | $3,678,000 | 3,777 |
| Issued or guaranteed by U.S. | $3,678,000 | 3,774 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $198,000 | 3,346 |
| CMOs issued by government agencies or sponsored agencies | $198,000 | 3,221 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $3,096,000 | 1,617 |
| Available-for-sale securities (fair market value) | $1,887,000 | 5,979 |
| Total debt securities | $4,983,000 | 5,989 |
| 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 | $6,273,000 | 5,906 |
| U.S. Government securities | $5,172,000 | 5,453 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,172,000 | 5,357 |
| Securities issued by states & political subdivisions | $1,101,000 | 4,905 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $531,000 | 5,663 |
| Mortgage-backed securities | $4,172,000 | 4,159 |
| Certificates of participation in pools of residential mortgages | $3,954,000 | 3,728 |
| Issued or guaranteed by U.S. | $3,954,000 | 3,724 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $218,000 | 3,369 |
| CMOs issued by government agencies or sponsored agencies | $218,000 | 3,238 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $4,319,000 | 1,469 |
| Available-for-sale securities (fair market value) | $1,954,000 | 6,046 |
| Total debt securities | $6,273,000 | 5,882 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,570 |
| Fair value | $1,000,000 | 1,575 |
| 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 | $5,765,000 | 5,971 |
| U.S. Government securities | $4,660,000 | 5,562 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $4,660,000 | 5,453 |
| Securities issued by states & political subdivisions | $1,105,000 | 4,894 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $575,000 | 5,667 |
| Mortgage-backed securities | $4,660,000 | 4,087 |
| Certificates of participation in pools of residential mortgages | $4,417,000 | 3,610 |
| Issued or guaranteed by U.S. | $4,417,000 | 3,605 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $243,000 | 3,369 |
| CMOs issued by government agencies or sponsored agencies | $243,000 | 3,235 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $3,660,000 | 1,472 |
| Available-for-sale securities (fair market value) | $2,105,000 | 6,052 |
| Total debt securities | $5,765,000 | 5,946 |
| 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 | $6,294,000 | 5,951 |
| U.S. Government securities | $5,173,000 | 5,499 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $5,173,000 | 5,391 |
| Securities issued by states & political subdivisions | $1,121,000 | 4,879 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $600,000 | 5,721 |
| Mortgage-backed securities | $5,173,000 | 4,041 |
| Certificates of participation in pools of residential mortgages | $4,902,000 | 3,543 |
| Issued or guaranteed by U.S. | $4,902,000 | 3,541 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $271,000 | 3,394 |
| CMOs issued by government agencies or sponsored agencies | $271,000 | 3,249 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $4,102,000 | 1,405 |
| Available-for-sale securities (fair market value) | $2,192,000 | 6,091 |
| Total debt securities | $6,294,000 | 5,920 |
| 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 | $6,956,000 | 5,908 |
| U.S. Government securities | $5,829,000 | 5,399 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $5,829,000 | 5,285 |
| Securities issued by states & political subdivisions | $1,127,000 | 4,911 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $635,000 | 5,732 |
| Mortgage-backed securities | $5,829,000 | 3,936 |
| Certificates of participation in pools of residential mortgages | $5,494,000 | 3,408 |
| Issued or guaranteed by U.S. | $5,494,000 | 3,406 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $284,000 | 3,432 |
| CMOs issued by government agencies or sponsored agencies | $284,000 | 3,287 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $51,000 | 665 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $51,000 | 307 |
| Held to maturity securities (book value) | $4,607,000 | 1,351 |
| Available-for-sale securities (fair market value) | $2,349,000 | 6,107 |
| Total debt securities | $6,955,000 | 5,881 |
| 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 | $7,627,000 | 5,930 |
| U.S. Government securities | $6,500,000 | 5,416 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $6,500,000 | 5,303 |
| Securities issued by states & political subdivisions | $1,127,000 | 4,925 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $671,000 | 5,798 |
| Mortgage-backed securities | $6,500,000 | 3,952 |
| Certificates of participation in pools of residential mortgages | $6,122,000 | 3,443 |
| Issued or guaranteed by U.S. | $6,122,000 | 3,443 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $307,000 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $307,000 | 3,342 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $71,000 | 630 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $71,000 | 296 |
| Held to maturity securities (book value) | $5,163,000 | 1,312 |
| Available-for-sale securities (fair market value) | $2,464,000 | 6,179 |
| Total debt securities | $7,626,000 | 5,900 |
| 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 | $8,461,000 | 5,885 |
| U.S. Government securities | $7,202,000 | 5,369 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $7,202,000 | 5,265 |
| Securities issued by states & political subdivisions | $1,229,000 | 4,863 |
| Other domestic debt securities | $30,000 | 2,814 |
| 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 | $30,000 | 2,157 |
| 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 | $715,000 | 5,859 |
| Mortgage-backed securities | $7,202,000 | 3,873 |
| Certificates of participation in pools of residential mortgages | $6,770,000 | 3,342 |
| Issued or guaranteed by U.S. | $6,770,000 | 3,342 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $339,000 | 3,482 |
| CMOs issued by government agencies or sponsored agencies | $339,000 | 3,324 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $93,000 | 582 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $93,000 | 271 |
| Held to maturity securities (book value) | $5,870,000 | 1,237 |
| Available-for-sale securities (fair market value) | $2,591,000 | 6,224 |
| Total debt securities | $8,460,000 | 5,858 |
| 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 | $11,693,000 | 5,526 |
| U.S. Government securities | $10,442,000 | 4,900 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $10,442,000 | 4,799 |
| Securities issued by states & political subdivisions | $1,221,000 | 4,822 |
| Other domestic debt securities | $30,000 | 2,809 |
| 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 | $30,000 | 2,159 |
| 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 | $746,000 | 5,882 |
| Mortgage-backed securities | $7,942,000 | 3,800 |
| Certificates of participation in pools of residential mortgages | $7,467,000 | 3,205 |
| Issued or guaranteed by U.S. | $7,467,000 | 3,203 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $369,000 | 3,494 |
| CMOs issued by government agencies or sponsored agencies | $369,000 | 3,333 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $106,000 | 540 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $106,000 | 248 |
| Held to maturity securities (book value) | $9,000,000 | 1,039 |
| Available-for-sale securities (fair market value) | $2,693,000 | 6,258 |
| Total debt securities | $11,693,000 | 5,499 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,526 |
| Fair value | $2,504,000 | 1,534 |
| 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 | $12,625,000 | 5,399 |
| U.S. Government securities | $11,366,000 | 4,719 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $11,366,000 | 4,630 |
| Securities issued by states & political subdivisions | $1,228,000 | 4,823 |
| Other domestic debt securities | $31,000 | 2,815 |
| 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 | $31,000 | 2,101 |
| 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 | $798,000 | 5,574 |
| Mortgage-backed securities | $8,866,000 | 3,574 |
| Certificates of participation in pools of residential mortgages | $8,185,000 | 2,981 |
| Issued or guaranteed by U.S. | $8,185,000 | 2,981 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $390,000 | 3,442 |
| CMOs issued by government agencies or sponsored agencies | $390,000 | 3,186 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $291,000 | 432 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $291,000 | 191 |
| Held to maturity securities (book value) | $9,653,000 | 1,021 |
| Available-for-sale securities (fair market value) | $2,972,000 | 6,238 |
| Total debt securities | $12,624,000 | 5,371 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,516 |
| Fair value | $2,515,000 | 1,523 |
| 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 | $13,774,000 | 5,216 |
| U.S. Government securities | $12,522,000 | 4,504 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $12,522,000 | 4,406 |
| Securities issued by states & political subdivisions | $1,222,000 | 4,802 |
| Other domestic debt securities | $30,000 | 2,800 |
| 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 | $30,000 | 2,072 |
| 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 | $845,000 | 5,573 |
| Mortgage-backed securities | $10,022,000 | 3,355 |
| Certificates of participation in pools of residential mortgages | $9,097,000 | 2,798 |
| Issued or guaranteed by U.S. | $9,097,000 | 2,794 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $420,000 | 3,417 |
| CMOs issued by government agencies or sponsored agencies | $420,000 | 3,151 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $505,000 | 349 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $505,000 | 147 |
| Held to maturity securities (book value) | $10,474,000 | 987 |
| Available-for-sale securities (fair market value) | $3,300,000 | 6,239 |
| Total debt securities | $13,774,000 | 5,189 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,566 |
| Fair value | $2,527,000 | 1,564 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $14,603,000 | 5,179 |
| U.S. Government securities | $13,312,000 | 4,509 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $13,312,000 | 4,388 |
| Securities issued by states & political subdivisions | $1,209,000 | 4,788 |
| Other domestic debt securities | $82,000 | 2,702 |
| 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 | $82,000 | 1,980 |
| 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 | $882,000 | 5,608 |
| Mortgage-backed securities | $10,812,000 | 3,212 |
| Certificates of participation in pools of residential mortgages | $9,743,000 | 2,665 |
| Issued or guaranteed by U.S. | $9,743,000 | 2,657 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $444,000 | 3,375 |
| CMOs issued by government agencies or sponsored agencies | $444,000 | 3,101 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $625,000 | 326 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $625,000 | 121 |
| Held to maturity securities (book value) | $11,102,000 | 970 |
| Available-for-sale securities (fair market value) | $3,501,000 | 6,289 |
| Total debt securities | $14,602,000 | 5,148 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,790 |
| Fair value | $2,537,000 | 1,782 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $16,070,000 | 5,005 |
| U.S. Government securities | $14,795,000 | 4,271 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $14,795,000 | 4,146 |
| Securities issued by states & political subdivisions | $1,193,000 | 4,797 |
| Other domestic debt securities | $82,000 | 2,756 |
| 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 | $82,000 | 2,024 |
| 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 | $917,000 | 5,640 |
| Mortgage-backed securities | $12,295,000 | 2,958 |
| Certificates of participation in pools of residential mortgages | $10,203,000 | 2,530 |
| Issued or guaranteed by U.S. | $10,203,000 | 2,526 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $464,000 | 3,326 |
| CMOs issued by government agencies or sponsored agencies | $464,000 | 3,050 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $1,628,000 | 231 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $1,628,000 | 99 |
| Held to maturity securities (book value) | $11,506,000 | 955 |
| Available-for-sale securities (fair market value) | $4,564,000 | 6,152 |
| Total debt securities | $16,069,000 | 4,976 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,826 |
| Fair value | $2,540,000 | 1,815 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $16,861,000 | 4,788 |
| U.S. Government securities | $13,914,000 | 4,223 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $13,914,000 | 4,101 |
| Securities issued by states & political subdivisions | $1,189,000 | 4,814 |
| Other domestic debt securities | $1,758,000 | 1,764 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $1,676,000 | 201 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $82,000 | 2,031 |
| 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 | $969,000 | 5,663 |
| Mortgage-backed securities | $13,090,000 | 2,771 |
| Certificates of participation in pools of residential mortgages | $10,929,000 | 2,336 |
| Issued or guaranteed by U.S. | $10,929,000 | 2,330 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $485,000 | 3,307 |
| CMOs issued by government agencies or sponsored agencies | $485,000 | 3,015 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $1,676,000 | 201 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $1,676,000 | 80 |
| Held to maturity securities (book value) | $12,154,000 | 922 |
| Available-for-sale securities (fair market value) | $4,707,000 | 6,079 |
| Total debt securities | $16,861,000 | 4,756 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,681 |
| Fair value | $2,538,000 | 1,674 |
| 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 | $18,035,000 | 4,586 |
| U.S. Government securities | $14,997,000 | 4,042 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $14,997,000 | 3,927 |
| Securities issued by states & political subdivisions | $1,225,000 | 4,707 |
| Other domestic debt securities | $1,813,000 | 1,810 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $1,731,000 | 175 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $82,000 | 2,085 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,010,000 | 5,704 |
| Mortgage-backed securities | $14,228,000 | 2,651 |
| Certificates of participation in pools of residential mortgages | $11,980,000 | 2,181 |
| Issued or guaranteed by U.S. | $11,980,000 | 2,173 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $517,000 | 3,265 |
| CMOs issued by government agencies or sponsored agencies | $517,000 | 2,958 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $1,731,000 | 175 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $1,731,000 | 71 |
| Held to maturity securities (book value) | $13,111,000 | 900 |
| Available-for-sale securities (fair market value) | $4,924,000 | 6,049 |
| Total debt securities | $18,036,000 | 4,546 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,704 |
| Fair value | $2,559,000 | 1,697 |
| 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 | $19,388,000 | 4,476 |
| U.S. Government securities | $16,308,000 | 3,915 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $16,308,000 | 3,817 |
| Securities issued by states & political subdivisions | $1,199,000 | 4,706 |
| Other domestic debt securities | $1,881,000 | 1,775 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $1,751,000 | 171 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $130,000 | 1,974 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,076,000 | 5,717 |
| Mortgage-backed securities | $15,559,000 | 2,528 |
| Certificates of participation in pools of residential mortgages | $13,262,000 | 2,068 |
| Issued or guaranteed by U.S. | $13,262,000 | 2,062 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $546,000 | 3,163 |
| CMOs issued by government agencies or sponsored agencies | $546,000 | 2,845 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $1,751,000 | 171 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $1,751,000 | 70 |
| Held to maturity securities (book value) | $14,334,000 | 889 |
| Available-for-sale securities (fair market value) | $5,054,000 | 6,109 |
| Total debt securities | $19,388,000 | 4,430 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,788 |
| Fair value | $2,540,000 | 1,776 |
| 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 | $7,330,000 | 6,276 |
| U.S. Government securities | $4,206,000 | 6,327 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $4,206,000 | 6,216 |
| Securities issued by states & political subdivisions | $1,198,000 | 4,725 |
| Other domestic debt securities | $1,926,000 | 1,806 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $1,796,000 | 185 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $130,000 | 2,002 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,144,000 | 5,758 |
| Mortgage-backed securities | $6,002,000 | 3,888 |
| Certificates of participation in pools of residential mortgages | $3,627,000 | 3,851 |
| Issued or guaranteed by U.S. | $3,627,000 | 3,844 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $579,000 | 3,127 |
| CMOs issued by government agencies or sponsored agencies | $579,000 | 2,785 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $1,796,000 | 185 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $1,796,000 | 79 |
| Held to maturity securities (book value) | $2,092,000 | 2,007 |
| Available-for-sale securities (fair market value) | $5,238,000 | 6,148 |
| Total debt securities | $7,329,000 | 6,230 |
| 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 | $7,860,000 | 6,170 |
| U.S. Government securities | $4,630,000 | 6,191 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $4,630,000 | 6,089 |
| Securities issued by states & political subdivisions | $1,191,000 | 4,762 |
| Other domestic debt securities | $2,039,000 | 1,807 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $1,909,000 | 177 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $130,000 | 2,056 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,221,000 | 5,791 |
| Mortgage-backed securities | $6,539,000 | 3,837 |
| Certificates of participation in pools of residential mortgages | $4,005,000 | 3,803 |
| Issued or guaranteed by U.S. | $4,005,000 | 3,796 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $625,000 | 3,114 |
| CMOs issued by government agencies or sponsored agencies | $625,000 | 2,760 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $1,909,000 | 177 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $1,909,000 | 77 |
| Held to maturity securities (book value) | $2,292,000 | 1,976 |
| Available-for-sale securities (fair market value) | $5,568,000 | 6,103 |
| Total debt securities | $7,859,000 | 6,127 |
| 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 | $9,264,000 | 5,959 |
| U.S. Government securities | $4,980,000 | 6,168 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $4,980,000 | 6,080 |
| Securities issued by states & political subdivisions | $1,206,000 | 4,787 |
| Other domestic debt securities | $3,078,000 | 1,616 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $1,944,000 | 185 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,134,000 | 1,396 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,223,000 | 5,809 |
| Mortgage-backed securities | $6,924,000 | 3,832 |
| Certificates of participation in pools of residential mortgages | $4,313,000 | 3,809 |
| Issued or guaranteed by U.S. | $4,313,000 | 3,799 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $667,000 | 3,087 |
| CMOs issued by government agencies or sponsored agencies | $667,000 | 2,729 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $1,944,000 | 185 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $1,944,000 | 90 |
| Held to maturity securities (book value) | $2,495,000 | 2,025 |
| Available-for-sale securities (fair market value) | $6,769,000 | 5,906 |
| Total debt securities | $9,264,000 | 5,914 |
| 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 | $9,822,000 | 5,851 |
| U.S. Government securities | $7,447,000 | 5,513 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $7,447,000 | 5,427 |
| Securities issued by states & political subdivisions | $1,189,000 | 4,798 |
| Other domestic debt securities | $1,186,000 | 2,324 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,186,000 | 1,417 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,078,000 | 5,894 |
| Mortgage-backed securities | $7,447,000 | 3,776 |
| Certificates of participation in pools of residential mortgages | $4,744,000 | 3,745 |
| Issued or guaranteed by U.S. | $4,744,000 | 3,732 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,703,000 | 2,261 |
| CMOs issued by government agencies or sponsored agencies | $2,703,000 | 1,914 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $2,785,000 | 1,964 |
| Available-for-sale securities (fair market value) | $7,037,000 | 5,881 |
| Total debt securities | $9,822,000 | 5,806 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $11,635,000 | 5,601 |
| U.S. Government securities | $9,271,000 | 5,237 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $9,271,000 | 5,157 |
| Securities issued by states & political subdivisions | $1,189,000 | 4,715 |
| Other domestic debt securities | $1,175,000 | 2,239 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,175,000 | 1,452 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,267,000 | 5,870 |
| Mortgage-backed securities | $8,268,000 | 3,699 |
| Certificates of participation in pools of residential mortgages | $5,399,000 | 3,653 |
| Issued or guaranteed by U.S. | $5,399,000 | 3,641 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,869,000 | 2,256 |
| CMOs issued by government agencies or sponsored agencies | $2,869,000 | 1,897 |
| 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) | $3,013,000 | 1,941 |
| Available-for-sale securities (fair market value) | $8,622,000 | 5,629 |
| Total debt securities | $11,636,000 | 5,556 |
| 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 | $11,959,000 | 5,590 |
| U.S. Government securities | $9,585,000 | 5,238 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $9,585,000 | 5,157 |
| Securities issued by states & political subdivisions | $1,183,000 | 4,687 |
| Other domestic debt securities | $1,191,000 | 2,174 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,191,000 | 1,413 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,638,000 | 5,754 |
| Mortgage-backed securities | $7,575,000 | 3,758 |
| Certificates of participation in pools of residential mortgages | $6,017,000 | 3,476 |
| Issued or guaranteed by U.S. | $6,017,000 | 3,464 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,558,000 | 2,587 |
| CMOs issued by government agencies or sponsored agencies | $1,558,000 | 2,256 |
| 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) | $3,167,000 | 1,918 |
| Available-for-sale securities (fair market value) | $8,792,000 | 5,620 |
| Total debt securities | $11,961,000 | 5,543 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 943 |
| Fair value | $1,001,000 | 1,052 |
| 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 | $8,579,000 | 6,164 |
| U.S. Government securities | $7,269,000 | 5,758 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $7,269,000 | 5,675 |
| Securities issued by states & political subdivisions | $1,136,000 | 4,706 |
| Other domestic debt securities | $174,000 | 3,005 |
| 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 | $174,000 | 2,235 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,798,000 | 5,730 |
| Mortgage-backed securities | $7,269,000 | 3,695 |
| Certificates of participation in pools of residential mortgages | $6,441,000 | 3,296 |
| Issued or guaranteed by U.S. | $6,441,000 | 3,285 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $828,000 | 2,888 |
| CMOs issued by government agencies or sponsored agencies | $828,000 | 2,552 |
| 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) | $3,324,000 | 1,902 |
| Available-for-sale securities (fair market value) | $5,255,000 | 6,277 |
| Total debt securities | $8,581,000 | 6,116 |
| 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 | $9,079,000 | 6,092 |
| U.S. Government securities | $7,708,000 | 5,673 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $7,708,000 | 5,592 |
| Securities issued by states & political subdivisions | $1,173,000 | 4,716 |
| Other domestic debt securities | $198,000 | 2,953 |
| 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 | $198,000 | 2,218 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,941,000 | 5,678 |
| Mortgage-backed securities | $7,708,000 | 3,610 |
| Certificates of participation in pools of residential mortgages | $6,857,000 | 3,195 |
| Issued or guaranteed by U.S. | $6,857,000 | 3,180 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $851,000 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $851,000 | 2,553 |
| 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) | $3,485,000 | 1,876 |
| Available-for-sale securities (fair market value) | $5,594,000 | 6,269 |
| Total debt securities | $9,080,000 | 6,025 |
| 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 | $10,281,000 | 5,881 |
| U.S. Government securities | $8,894,000 | 5,361 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $8,894,000 | 5,274 |
| Securities issued by states & political subdivisions | $1,189,000 | 4,721 |
| Other domestic debt securities | $198,000 | 2,918 |
| 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 | $198,000 | 2,183 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,178,000 | 5,512 |
| Mortgage-backed securities | $8,392,000 | 3,421 |
| Certificates of participation in pools of residential mortgages | $7,462,000 | 2,952 |
| Issued or guaranteed by U.S. | $7,462,000 | 2,940 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $930,000 | 2,829 |
| CMOs issued by government agencies or sponsored agencies | $930,000 | 2,493 |
| 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) | $3,699,000 | 1,855 |
| Available-for-sale securities (fair market value) | $6,582,000 | 6,072 |
| Total debt securities | $10,280,000 | 5,812 |
| 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 | $11,212,000 | 5,808 |
| U.S. Government securities | $9,826,000 | 5,297 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $9,826,000 | 5,193 |
| Securities issued by states & political subdivisions | $1,178,000 | 4,751 |
| Other domestic debt securities | $208,000 | 2,720 |
| 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 | $208,000 | 2,020 |
| 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 | $2,290,000 | 5,535 |
| Mortgage-backed securities | $8,829,000 | 3,092 |
| Certificates of participation in pools of residential mortgages | $7,871,000 | 2,606 |
| Issued or guaranteed by U.S. | $7,871,000 | 2,591 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $958,000 | 2,687 |
| CMOs issued by government agencies or sponsored agencies | $958,000 | 2,380 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,873,000 | 1,893 |
| Available-for-sale securities (fair market value) | $7,339,000 | 5,960 |
| Total debt securities | $11,214,000 | 5,743 |
| 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 | $12,719,000 | 5,591 |
| U.S. Government securities | $11,333,000 | 5,094 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $11,333,000 | 4,995 |
| Securities issued by states & political subdivisions | $1,178,000 | 4,752 |
| Other domestic debt securities | $208,000 | 2,677 |
| 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 | $208,000 | 2,006 |
| 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 | $2,468,000 | 5,487 |
| Mortgage-backed securities | $9,339,000 | 2,834 |
| Certificates of participation in pools of residential mortgages | $8,349,000 | 2,366 |
| Issued or guaranteed by U.S. | $8,349,000 | 2,354 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $990,000 | 2,592 |
| CMOs issued by government agencies or sponsored agencies | $990,000 | 2,290 |
| 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) | $4,066,000 | 1,899 |
| Available-for-sale securities (fair market value) | $8,653,000 | 5,743 |
| Total debt securities | $12,718,000 | 5,542 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $12,843,000 | 5,588 |
| U.S. Government securities | $11,428,000 | 5,102 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $11,428,000 | 4,995 |
| Securities issued by states & political subdivisions | $1,168,000 | 4,777 |
| Other domestic debt securities | $247,000 | 2,590 |
| 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 | $247,000 | 1,942 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,188,000 | 5,203 |
| Mortgage-backed securities | $8,945,000 | 2,850 |
| Certificates of participation in pools of residential mortgages | $8,945,000 | 2,214 |
| Issued or guaranteed by U.S. | $8,945,000 | 2,204 |
| 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) | $4,373,000 | 1,859 |
| Available-for-sale securities (fair market value) | $8,470,000 | 5,778 |
| Total debt securities | $12,843,000 | 5,542 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,252 |
| Fair value | $499,000 | 2,260 |
| 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 | $14,570,000 | 5,331 |
| U.S. Government securities | $13,135,000 | 4,772 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $13,135,000 | 4,650 |
| Securities issued by states & political subdivisions | $1,188,000 | 4,799 |
| Other domestic debt securities | $247,000 | 2,614 |
| 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 | $247,000 | 1,993 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,966,000 | 4,928 |
| Mortgage-backed securities | $9,662,000 | 2,694 |
| Certificates of participation in pools of residential mortgages | $9,662,000 | 2,104 |
| Issued or guaranteed by U.S. | $9,662,000 | 2,096 |
| 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) | $4,568,000 | 1,860 |
| Available-for-sale securities (fair market value) | $10,002,000 | 5,482 |
| Total debt securities | $14,571,000 | 5,280 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,315 |
| Fair value | $497,000 | 2,398 |
| 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 | $16,623,000 | 5,048 |
| U.S. Government securities | $15,189,000 | 4,456 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $15,189,000 | 4,342 |
| Securities issued by states & political subdivisions | $1,188,000 | 4,826 |
| Other domestic debt securities | $246,000 | 2,651 |
| 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 | $246,000 | 2,050 |
| 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 | $5,177,000 | 4,519 |
| Mortgage-backed securities | $10,230,000 | 2,619 |
| Certificates of participation in pools of residential mortgages | $10,230,000 | 2,048 |
| Issued or guaranteed by U.S. | $10,230,000 | 2,037 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,784,000 | 1,856 |
| Available-for-sale securities (fair market value) | $11,839,000 | 5,196 |
| Total debt securities | $16,623,000 | 5,003 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,419 |
| Fair value | $496,000 | 2,500 |
| 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 | $18,290,000 | 4,827 |
| U.S. Government securities | $16,848,000 | 4,226 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $16,848,000 | 4,105 |
| Securities issued by states & political subdivisions | $1,192,000 | 4,851 |
| Other domestic debt securities | $250,000 | 2,665 |
| 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 | $250,000 | 2,048 |
| 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 | $5,934,000 | 4,330 |
| Mortgage-backed securities | $10,910,000 | 2,520 |
| Certificates of participation in pools of residential mortgages | $10,910,000 | 1,984 |
| Issued or guaranteed by U.S. | $10,910,000 | 1,970 |
| 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) | $5,045,000 | 1,885 |
| Available-for-sale securities (fair market value) | $13,245,000 | 4,971 |
| Total debt securities | $18,290,000 | 4,776 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,538 |
| Fair value | $494,000 | 2,643 |
| 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 | $20,474,000 | 4,516 |
| U.S. Government securities | $19,029,000 | 3,911 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $19,029,000 | 3,796 |
| Securities issued by states & political subdivisions | $1,160,000 | 4,898 |
| Other domestic debt securities | $285,000 | 2,656 |
| 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 | $285,000 | 2,062 |
| 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 | $7,187,000 | 4,000 |
| Mortgage-backed securities | $11,838,000 | 2,408 |
| Certificates of participation in pools of residential mortgages | $11,838,000 | 1,891 |
| Issued or guaranteed by U.S. | $11,838,000 | 1,880 |
| 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) | $5,369,000 | 1,857 |
| Available-for-sale securities (fair market value) | $15,105,000 | 4,658 |
| Total debt securities | $20,476,000 | 4,452 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,594 |
| Fair value | $490,000 | 2,693 |
| 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 | $21,855,000 | 4,377 |
| U.S. Government securities | $20,385,000 | 3,769 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $20,385,000 | 3,650 |
| Securities issued by states & political subdivisions | $1,185,000 | 4,900 |
| Other domestic debt securities | $285,000 | 2,731 |
| 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 | $285,000 | 2,163 |
| 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 | $8,526,000 | 3,693 |
| Mortgage-backed securities | $12,695,000 | 2,366 |
| Certificates of participation in pools of residential mortgages | $12,695,000 | 1,852 |
| Issued or guaranteed by U.S. | $12,695,000 | 1,840 |
| 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) | $5,650,000 | 1,838 |
| Available-for-sale securities (fair market value) | $16,205,000 | 4,545 |
| Total debt securities | $21,861,000 | 4,313 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,585 |
| Fair value | $492,000 | 2,685 |
| 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 | $22,163,000 | 4,345 |
| U.S. Government securities | $21,092,000 | 3,639 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $21,092,000 | 3,515 |
| Securities issued by states & political subdivisions | $786,000 | 5,281 |
| Other domestic debt securities | $285,000 | 2,812 |
| 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 | $285,000 | 2,273 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,243,000 | 3,518 |
| Mortgage-backed securities | $13,415,000 | 2,293 |
| Certificates of participation in pools of residential mortgages | $13,415,000 | 1,792 |
| Issued or guaranteed by U.S. | $13,415,000 | 1,782 |
| 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) | $5,851,000 | 1,849 |
| Available-for-sale securities (fair market value) | $16,312,000 | 4,498 |
| Total debt securities | $22,163,000 | 4,281 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,581 |
| Fair value | $493,000 | 2,679 |
| 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 | $22,734,000 | 4,246 |
| U.S. Government securities | $21,665,000 | 3,547 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $21,665,000 | 3,413 |
| Securities issued by states & political subdivisions | $784,000 | 5,293 |
| Other domestic debt securities | $285,000 | 2,862 |
| 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 | $285,000 | 2,342 |
| 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 | $10,125,000 | 3,343 |
| Mortgage-backed securities | $13,753,000 | 2,282 |
| Certificates of participation in pools of residential mortgages | $13,753,000 | 1,791 |
| Issued or guaranteed by U.S. | $13,753,000 | 1,779 |
| 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) | $6,226,000 | 1,788 |
| Available-for-sale securities (fair market value) | $16,508,000 | 4,457 |
| Total debt securities | $22,734,000 | 4,197 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,532 |
| Fair value | $492,000 | 2,720 |
| 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 | $21,268,000 | 4,466 |
| U.S. Government securities | $20,509,000 | 3,729 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $20,509,000 | 3,607 |
| Securities issued by states & political subdivisions | $445,000 | 5,694 |
| Other domestic debt securities | $314,000 | 2,893 |
| 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 | $314,000 | 2,400 |
| 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 | $11,188,000 | 3,154 |
| Mortgage-backed securities | $13,065,000 | 2,431 |
| Certificates of participation in pools of residential mortgages | $13,065,000 | 1,922 |
| Issued or guaranteed by U.S. | $13,065,000 | 1,910 |
| 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) | $5,742,000 | 1,878 |
| Available-for-sale securities (fair market value) | $15,526,000 | 4,648 |
| Total debt securities | $21,268,000 | 4,400 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,519 |
| Fair value | $499,000 | 2,554 |
| 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 | $21,325,000 | 4,536 |
| U.S. Government securities | $20,117,000 | 3,854 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $20,117,000 | 3,718 |
| Securities issued by states & political subdivisions | $445,000 | 5,709 |
| Other domestic debt securities | $763,000 | 2,472 |
| 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 | $763,000 | 2,026 |
| 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 | $11,618,000 | 3,081 |
| Mortgage-backed securities | $14,219,000 | 2,371 |
| Certificates of participation in pools of residential mortgages | $14,219,000 | 1,862 |
| Issued or guaranteed by U.S. | $14,219,000 | 1,850 |
| 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) | $6,569,000 | 1,799 |
| Available-for-sale securities (fair market value) | $14,756,000 | 4,841 |
| Total debt securities | $21,325,000 | 4,476 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,494 |
| Fair value | $492,000 | 2,603 |
| 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 | $20,364,000 | 4,675 |
| U.S. Government securities | $19,156,000 | 3,986 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $19,156,000 | 3,852 |
| Securities issued by states & political subdivisions | $446,000 | 5,745 |
| Other domestic debt securities | $762,000 | 2,505 |
| 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 | $762,000 | 2,095 |
| 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 | $12,062,000 | 2,978 |
| Mortgage-backed securities | $13,214,000 | 2,512 |
| Certificates of participation in pools of residential mortgages | $13,214,000 | 1,986 |
| Issued or guaranteed by U.S. | $13,214,000 | 1,978 |
| 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) | $4,800,000 | 2,057 |
| Available-for-sale securities (fair market value) | $15,564,000 | 4,723 |
| Total debt securities | $20,362,000 | 4,610 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,430 |
| Fair value | $496,000 | 2,574 |
| 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 | $21,574,000 | 4,506 |
| U.S. Government securities | $20,365,000 | 3,802 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $20,365,000 | 3,672 |
| Securities issued by states & political subdivisions | $447,000 | 5,785 |
| Other domestic debt securities | $762,000 | 2,535 |
| 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 | $762,000 | 2,148 |
| 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 | $12,606,000 | 2,853 |
| Mortgage-backed securities | $14,382,000 | 2,401 |
| Certificates of participation in pools of residential mortgages | $14,382,000 | 1,892 |
| Issued or guaranteed by U.S. | $14,382,000 | 1,884 |
| 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) | $6,127,000 | 1,897 |
| Available-for-sale securities (fair market value) | $15,447,000 | 4,749 |
| Total debt securities | $21,575,000 | 4,442 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,417 |
| 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 | $21,687,000 | 4,575 |
| U.S. Government securities | $20,454,000 | 3,838 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $20,454,000 | 3,701 |
| Securities issued by states & political subdivisions | $447,000 | 5,832 |
| Other domestic debt securities | $786,000 | 2,618 |
| 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 | $786,000 | 2,236 |
| 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 | $5,272,000 | 4,490 |
| Mortgage-backed securities | $14,540,000 | 2,413 |
| Certificates of participation in pools of residential mortgages | $14,540,000 | 1,887 |
| Issued or guaranteed by U.S. | $14,540,000 | 1,878 |
| 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) | $5,593,000 | 1,979 |
| Available-for-sale securities (fair market value) | $16,094,000 | 4,715 |
| Total debt securities | $21,696,000 | 4,500 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,383 |
| Fair value | $485,000 | 2,543 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $15,876,000 | 5,399 |
| U.S. Government securities | $14,642,000 | 4,729 |
| U.S. Treasury securities | $500,000 | 1,748 |
| U.S. Government agency obligations | $14,142,000 | 4,680 |
| Securities issued by states & political subdivisions | $448,000 | 5,841 |
| Other domestic debt securities | $786,000 | 2,713 |
| 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 | $786,000 | 2,325 |
| 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 | $6,053,000 | 4,183 |
| Mortgage-backed securities | $14,142,000 | 2,512 |
| Certificates of participation in pools of residential mortgages | $14,142,000 | 1,963 |
| Issued or guaranteed by U.S. | $14,142,000 | 1,955 |
| 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) | $6,541,000 | 1,826 |
| Available-for-sale securities (fair market value) | $9,335,000 | 5,959 |
| Total debt securities | $15,876,000 | 5,315 |
| 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 | $14,791,000 | 5,668 |
| U.S. Government securities | $13,557,000 | 4,958 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $13,557,000 | 4,809 |
| Securities issued by states & political subdivisions | $449,000 | 5,886 |
| Other domestic debt securities | $785,000 | 2,760 |
| 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 | $785,000 | 2,449 |
| 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 | $6,450,000 | 4,002 |
| Mortgage-backed securities | $13,557,000 | 2,565 |
| Certificates of participation in pools of residential mortgages | $13,557,000 | 2,027 |
| Issued or guaranteed by U.S. | $13,557,000 | 2,013 |
| 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) | $5,327,000 | 2,029 |
| Available-for-sale securities (fair market value) | $9,464,000 | 5,987 |
| Total debt securities | $14,791,000 | 5,581 |
| 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 | $14,450,000 | 5,632 |
| U.S. Government securities | $13,199,000 | 4,877 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $13,199,000 | 4,729 |
| Securities issued by states & political subdivisions | $450,000 | 5,921 |
| Other domestic debt securities | $801,000 | 2,863 |
| 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 | $801,000 | 2,546 |
| 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 | $7,167,000 | 3,724 |
| Mortgage-backed securities | $13,199,000 | 2,582 |
| Certificates of participation in pools of residential mortgages | $13,199,000 | 2,043 |
| Issued or guaranteed by U.S. | $13,199,000 | 2,033 |
| 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) | $5,817,000 | 1,943 |
| Available-for-sale securities (fair market value) | $8,633,000 | 6,080 |
| Total debt securities | $14,450,000 | 5,544 |
| 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 | $14,379,000 | 5,597 |
| U.S. Government securities | $13,579,000 | 4,778 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $13,579,000 | 4,614 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $800,000 | 2,934 |
| 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 | $800,000 | 2,605 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,662,000 | 4,539 |
| Mortgage-backed securities | $13,579,000 | 2,588 |
| Certificates of participation in pools of residential mortgages | $13,579,000 | 1,980 |
| Issued or guaranteed by U.S. | $13,579,000 | 1,970 |
| 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) | $5,054,000 | 2,059 |
| Available-for-sale securities (fair market value) | $9,325,000 | 5,888 |
| Total debt securities | $14,369,000 | 5,494 |
| 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 | $12,418,000 | 5,984 |
| U.S. Government securities | $11,619,000 | 5,203 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $11,619,000 | 5,024 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $799,000 | 2,983 |
| 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 | $799,000 | 2,635 |
| 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 | $5,536,000 | 4,227 |
| Mortgage-backed securities | $11,619,000 | 2,827 |
| Certificates of participation in pools of residential mortgages | $11,619,000 | 2,168 |
| Issued or guaranteed by U.S. | $11,619,000 | 2,159 |
| 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) | $4,648,000 | 2,192 |
| Available-for-sale securities (fair market value) | $7,770,000 | 6,251 |
| Total debt securities | $12,419,000 | 5,886 |
| 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 | $13,200,000 | 5,810 |
| U.S. Government securities | $12,401,000 | 4,996 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $12,401,000 | 4,818 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $799,000 | 3,001 |
| 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 | $799,000 | 2,661 |
| 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 | $3,633,000 | 4,994 |
| Mortgage-backed securities | $11,901,000 | 2,756 |
| Certificates of participation in pools of residential mortgages | $11,901,000 | 2,094 |
| Issued or guaranteed by U.S. | $11,901,000 | 2,084 |
| 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) | $2,517,000 | 2,822 |
| Available-for-sale securities (fair market value) | $10,683,000 | 5,578 |
| Total debt securities | $13,200,000 | 5,718 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $10,902,000 | 6,295 |
| U.S. Government securities | $10,522,000 | 5,388 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $10,522,000 | 5,154 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $380,000 | 3,553 |
| 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 | $380,000 | 3,078 |
| 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 | $3,294,000 | 5,177 |
| Mortgage-backed securities | $7,517,000 | 3,333 |
| Certificates of participation in pools of residential mortgages | $7,517,000 | 2,524 |
| Issued or guaranteed by U.S. | $7,517,000 | 2,509 |
| 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) | $2,385,000 | 3,025 |
| Available-for-sale securities (fair market value) | $8,517,000 | 6,001 |
| Total debt securities | $10,902,000 | 6,199 |
| 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 | $1,330,000 | 9,443 |
| U.S. Government securities | $1,120,000 | 9,272 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $1,120,000 | 9,023 |
| 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 | $210,000 | 5,710 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $317,000 | 6,400 |
| Certificates of participation in pools of residential mortgages | $317,000 | 5,790 |
| Issued or guaranteed by U.S. | $317,000 | 5,770 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $1,330,000 | 8,402 |
| Total debt securities | $1,120,000 | 9,381 |
| 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 |