Home > Commercial Bank of California > Securities
Commercial Bank of California, Securities
| 2023-12-31 | Rank | |
| Total securities | $446,160,000 | 468 |
| U.S. Government securities | $365,488,000 | 386 |
| U.S. Treasury securities | $60,900,000 | 393 |
| U.S. Government agency obligations | $304,588,000 | 414 |
| Securities issued by states & political subdivisions | $52,062,000 | 854 |
| Other domestic debt securities | $28,610,000 | 590 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,339,000 | 315 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $23,271,000 | 366 |
| 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 | $327,953,000 | 338 |
| Mortgage-backed securities | $246,658,000 | 398 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $138,223,000 | 394 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $76,430,000 | 295 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $15,480,000 | 355 |
| Other commercial mortgage-backed securities | $16,525,000 | 375 |
| Held to maturity securities (book value) | $60,739,000 | 497 |
| Available-for-sale securities (fair market value) | $385,421,000 | 448 |
| Total debt securities | $445,878,000 | 461 |
| 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 | $439,388,000 | 469 |
| U.S. Government securities | $358,714,000 | 396 |
| U.S. Treasury securities | $59,682,000 | 416 |
| U.S. Government agency obligations | $299,032,000 | 421 |
| Securities issued by states & political subdivisions | $51,142,000 | 851 |
| Other domestic debt securities | $29,532,000 | 571 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,840,000 | 301 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $23,692,000 | 356 |
| 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 | $282,861,000 | 378 |
| Mortgage-backed securities | $237,132,000 | 401 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $132,335,000 | 395 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $67,550,000 | 318 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $14,888,000 | 353 |
| Other commercial mortgage-backed securities | $22,359,000 | 304 |
| Held to maturity securities (book value) | $60,740,000 | 504 |
| Available-for-sale securities (fair market value) | $378,648,000 | 455 |
| Total debt securities | $439,379,000 | 459 |
| 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 | $422,106,000 | 509 |
| U.S. Government securities | $208,821,000 | 648 |
| U.S. Treasury securities | $60,151,000 | 418 |
| U.S. Government agency obligations | $148,670,000 | 743 |
| Securities issued by states & political subdivisions | $51,796,000 | 883 |
| Other domestic debt securities | $161,489,000 | 184 |
| Privately issued residential mortgage-backed securities | $139,036,000 | 51 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $22,453,000 | 372 |
| 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 | $298,020,000 | 356 |
| Mortgage-backed securities | $236,325,000 | 408 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $159,000 | 3,540 |
| Privately issued | $139,036,000 | 3 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $64,952,000 | 335 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $15,362,000 | 353 |
| Other commercial mortgage-backed securities | $16,816,000 | 379 |
| Held to maturity securities (book value) | $60,741,000 | 504 |
| Available-for-sale securities (fair market value) | $361,365,000 | 491 |
| Total debt securities | $422,106,000 | 499 |
| Structured notes | ||
| Amortized cost | $6,734,000 | 268 |
| Fair value | $5,713,000 | 275 |
| 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 | $434,320,000 | 522 |
| U.S. Government securities | $213,974,000 | 659 |
| U.S. Treasury securities | $60,354,000 | 440 |
| U.S. Government agency obligations | $153,620,000 | 715 |
| Securities issued by states & political subdivisions | $56,212,000 | 858 |
| Other domestic debt securities | $164,134,000 | 194 |
| Privately issued residential mortgage-backed securities | $143,881,000 | 58 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $20,253,000 | 416 |
| 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 | $305,861,000 | 342 |
| Mortgage-backed securities | $244,610,000 | 427 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $166,000 | 3,581 |
| Privately issued | $143,881,000 | 4 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $67,704,000 | 347 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $15,531,000 | 366 |
| Other commercial mortgage-backed securities | $17,328,000 | 390 |
| Held to maturity securities (book value) | $60,743,000 | 526 |
| Available-for-sale securities (fair market value) | $373,577,000 | 496 |
| Total debt securities | $434,319,000 | 512 |
| Structured notes | ||
| Amortized cost | $6,732,000 | 291 |
| Fair value | $5,787,000 | 298 |
| 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 | $433,135,000 | 538 |
| U.S. Government securities | $209,277,000 | 674 |
| U.S. Treasury securities | $59,666,000 | 475 |
| U.S. Government agency obligations | $149,611,000 | 731 |
| Securities issued by states & political subdivisions | $55,989,000 | 890 |
| Other domestic debt securities | $167,869,000 | 201 |
| Privately issued residential mortgage-backed securities | $146,278,000 | 57 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $21,591,000 | 407 |
| 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 | $159,217,000 | 516 |
| Mortgage-backed securities | $243,084,000 | 432 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $171,000 | 3,612 |
| Privately issued | $146,278,000 | 4 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $68,559,000 | 349 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $15,321,000 | 371 |
| Other commercial mortgage-backed securities | $12,755,000 | 459 |
| Held to maturity securities (book value) | $60,743,000 | 531 |
| Available-for-sale securities (fair market value) | $372,392,000 | 506 |
| Total debt securities | $433,133,000 | 530 |
| Structured notes | ||
| Amortized cost | $6,730,000 | 308 |
| Fair value | $6,221,000 | 299 |
| 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 | $437,738,000 | 534 |
| U.S. Government securities | $210,847,000 | 678 |
| U.S. Treasury securities | $59,019,000 | 488 |
| U.S. Government agency obligations | $151,828,000 | 722 |
| Securities issued by states & political subdivisions | $55,522,000 | 894 |
| Other domestic debt securities | $171,369,000 | 192 |
| Privately issued residential mortgage-backed securities | $147,842,000 | 59 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $23,527,000 | 390 |
| 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 | $14,922,000 | 2,347 |
| Mortgage-backed securities | $247,576,000 | 430 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $182,000 | 3,629 |
| Privately issued | $147,842,000 | 4 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $70,311,000 | 341 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $15,180,000 | 378 |
| Other commercial mortgage-backed securities | $14,061,000 | 456 |
| Held to maturity securities (book value) | $58,744,000 | 533 |
| Available-for-sale securities (fair market value) | $378,994,000 | 505 |
| Total debt securities | $437,738,000 | 526 |
| Structured notes | ||
| Amortized cost | $8,727,000 | 247 |
| Fair value | $8,159,000 | 232 |
| 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 | $410,187,000 | 585 |
| U.S. Government securities | $367,152,000 | 439 |
| U.S. Treasury securities | $60,308,000 | 471 |
| U.S. Government agency obligations | $306,844,000 | 424 |
| Securities issued by states & political subdivisions | $20,321,000 | 1,965 |
| Other domestic debt securities | $22,714,000 | 644 |
| 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 | $22,714,000 | 404 |
| 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 | $16,254,000 | 2,273 |
| Mortgage-backed securities | $251,403,000 | 445 |
| Certificates of participation in pools of residential mortgages | $149,216,000 | 402 |
| Issued or guaranteed by U.S. | $149,216,000 | 399 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $70,796,000 | 380 |
| CMOs issued by government agencies or sponsored agencies | $70,796,000 | 347 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $31,391,000 | 467 |
| Commercial mortgage pass-through securities | $15,963,000 | 376 |
| Other commercial mortgage-backed securities | $15,428,000 | 484 |
| Held to maturity securities (book value) | $24,685,000 | 709 |
| Available-for-sale securities (fair market value) | $385,502,000 | 520 |
| Total debt securities | $410,186,000 | 575 |
| Structured notes | ||
| Amortized cost | $5,250,000 | 353 |
| Fair value | $5,002,000 | 342 |
| 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 | $415,799,000 | 574 |
| U.S. Government securities | $370,397,000 | 430 |
| U.S. Treasury securities | $61,280,000 | 409 |
| U.S. Government agency obligations | $309,117,000 | 431 |
| Securities issued by states & political subdivisions | $22,248,000 | 1,884 |
| Other domestic debt securities | $23,154,000 | 625 |
| 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 | $23,154,000 | 395 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,818,000 | 2,128 |
| Mortgage-backed securities | $248,925,000 | 454 |
| Certificates of participation in pools of residential mortgages | $165,731,000 | 389 |
| Issued or guaranteed by U.S. | $165,731,000 | 387 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $49,845,000 | 468 |
| CMOs issued by government agencies or sponsored agencies | $49,845,000 | 429 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $33,349,000 | 451 |
| Commercial mortgage pass-through securities | $16,796,000 | 368 |
| Other commercial mortgage-backed securities | $16,553,000 | 462 |
| Held to maturity securities (book value) | $24,655,000 | 639 |
| Available-for-sale securities (fair market value) | $391,144,000 | 523 |
| Total debt securities | $415,799,000 | 560 |
| Structured notes | ||
| Amortized cost | $5,250,000 | 308 |
| Fair value | $5,178,000 | 302 |
| 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 | $253,863,000 | 834 |
| U.S. Government securities | $208,311,000 | 648 |
| U.S. Treasury securities | $38,988,000 | 439 |
| U.S. Government agency obligations | $169,323,000 | 688 |
| Securities issued by states & political subdivisions | $23,666,000 | 1,871 |
| Other domestic debt securities | $21,886,000 | 620 |
| 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 | $21,886,000 | 388 |
| 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 | $20,017,000 | 2,015 |
| Mortgage-backed securities | $103,762,000 | 836 |
| Certificates of participation in pools of residential mortgages | $65,231,000 | 800 |
| Issued or guaranteed by U.S. | $65,231,000 | 788 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $13,654,000 | 1,003 |
| CMOs issued by government agencies or sponsored agencies | $13,654,000 | 960 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $24,877,000 | 545 |
| Commercial mortgage pass-through securities | $12,596,000 | 430 |
| Other commercial mortgage-backed securities | $12,281,000 | 532 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $253,863,000 | 756 |
| Total debt securities | $253,863,000 | 826 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 372 |
| Fair value | $3,318,000 | 370 |
| 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 | $242,410,000 | 827 |
| U.S. Government securities | $199,518,000 | 634 |
| U.S. Treasury securities | $39,735,000 | 333 |
| U.S. Government agency obligations | $159,783,000 | 696 |
| Securities issued by states & political subdivisions | $24,399,000 | 1,798 |
| Other domestic debt securities | $18,493,000 | 647 |
| 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 | $16,998,000 | 436 |
| 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 | $21,094,000 | 1,929 |
| Mortgage-backed securities | $93,734,000 | 884 |
| Certificates of participation in pools of residential mortgages | $58,415,000 | 847 |
| Issued or guaranteed by U.S. | $58,415,000 | 831 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $9,287,000 | 1,225 |
| CMOs issued by government agencies or sponsored agencies | $9,287,000 | 1,179 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $26,032,000 | 522 |
| Commercial mortgage pass-through securities | $12,799,000 | 422 |
| Other commercial mortgage-backed securities | $13,233,000 | 506 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $242,410,000 | 750 |
| Total debt securities | $242,411,000 | 814 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 322 |
| Fair value | $3,274,000 | 321 |
| 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 | $167,472,000 | 1,091 |
| U.S. Government securities | $125,742,000 | 873 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $125,742,000 | 804 |
| Securities issued by states & political subdivisions | $24,706,000 | 1,753 |
| Other domestic debt securities | $17,024,000 | 650 |
| 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 | $17,024,000 | 415 |
| 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 | $21,878,000 | 1,878 |
| Mortgage-backed securities | $76,586,000 | 995 |
| Certificates of participation in pools of residential mortgages | $55,588,000 | 827 |
| Issued or guaranteed by U.S. | $55,588,000 | 811 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $5,074,000 | 1,526 |
| CMOs issued by government agencies or sponsored agencies | $5,074,000 | 1,488 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $15,924,000 | 681 |
| Commercial mortgage pass-through securities | $6,200,000 | 635 |
| Other commercial mortgage-backed securities | $9,724,000 | 567 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $167,472,000 | 1,001 |
| Total debt securities | $167,473,000 | 1,078 |
| Structured notes | ||
| Amortized cost | $3,250,000 | 274 |
| Fair value | $3,266,000 | 275 |
| 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 | $102,458,000 | 1,515 |
| U.S. Government securities | $62,119,000 | 1,401 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $62,119,000 | 1,304 |
| Securities issued by states & political subdivisions | $24,717,000 | 1,709 |
| Other domestic debt securities | $15,622,000 | 661 |
| 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 | $15,622,000 | 413 |
| 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 | $11,714,000 | 2,475 |
| Mortgage-backed securities | $40,516,000 | 1,436 |
| Certificates of participation in pools of residential mortgages | $21,555,000 | 1,505 |
| Issued or guaranteed by U.S. | $21,555,000 | 1,462 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $5,854,000 | 1,408 |
| CMOs issued by government agencies or sponsored agencies | $5,854,000 | 1,365 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $13,107,000 | 713 |
| Commercial mortgage pass-through securities | $6,133,000 | 615 |
| Other commercial mortgage-backed securities | $6,974,000 | 641 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $102,458,000 | 1,402 |
| Total debt securities | $102,459,000 | 1,495 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 110 |
| Fair value | $4,997,000 | 113 |
| 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 | $95,063,000 | 1,470 |
| U.S. Government securities | $54,027,000 | 1,423 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $54,027,000 | 1,341 |
| Securities issued by states & political subdivisions | $25,356,000 | 1,629 |
| Other domestic debt securities | $15,680,000 | 617 |
| 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 | $15,680,000 | 392 |
| 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 | $12,972,000 | 2,360 |
| Mortgage-backed securities | $34,303,000 | 1,529 |
| Certificates of participation in pools of residential mortgages | $16,664,000 | 1,639 |
| Issued or guaranteed by U.S. | $16,664,000 | 1,600 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $7,015,000 | 1,305 |
| CMOs issued by government agencies or sponsored agencies | $7,015,000 | 1,263 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $10,624,000 | 758 |
| Commercial mortgage pass-through securities | $3,283,000 | 792 |
| Other commercial mortgage-backed securities | $7,341,000 | 602 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $95,063,000 | 1,372 |
| Total debt securities | $95,062,000 | 1,458 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 137 |
| Fair value | $2,000,000 | 148 |
| 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 | $87,635,000 | 1,478 |
| U.S. Government securities | $47,821,000 | 1,502 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $47,821,000 | 1,420 |
| Securities issued by states & political subdivisions | $25,392,000 | 1,510 |
| Other domestic debt securities | $14,422,000 | 623 |
| 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 | $14,422,000 | 405 |
| 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 | $13,628,000 | 2,305 |
| Mortgage-backed securities | $31,451,000 | 1,581 |
| Certificates of participation in pools of residential mortgages | $11,984,000 | 1,907 |
| Issued or guaranteed by U.S. | $11,984,000 | 1,853 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $8,320,000 | 1,228 |
| CMOs issued by government agencies or sponsored agencies | $8,320,000 | 1,190 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $11,147,000 | 716 |
| Commercial mortgage pass-through securities | $3,301,000 | 772 |
| Other commercial mortgage-backed securities | $7,846,000 | 558 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $87,635,000 | 1,384 |
| Total debt securities | $87,636,000 | 1,469 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 131 |
| Fair value | $2,040,000 | 133 |
| 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 | $87,453,000 | 1,453 |
| U.S. Government securities | $51,313,000 | 1,402 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $51,313,000 | 1,320 |
| Securities issued by states & political subdivisions | $25,906,000 | 1,389 |
| Other domestic debt securities | $10,234,000 | 705 |
| 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 | $10,234,000 | 473 |
| 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 | $15,160,000 | 2,191 |
| Mortgage-backed securities | $34,119,000 | 1,484 |
| Certificates of participation in pools of residential mortgages | $13,557,000 | 1,760 |
| Issued or guaranteed by U.S. | $13,557,000 | 1,711 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $9,380,000 | 1,190 |
| CMOs issued by government agencies or sponsored agencies | $9,380,000 | 1,152 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $11,182,000 | 702 |
| Commercial mortgage pass-through securities | $3,284,000 | 763 |
| Other commercial mortgage-backed securities | $7,898,000 | 537 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $87,453,000 | 1,344 |
| Total debt securities | $87,453,000 | 1,438 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 150 |
| Fair value | $2,030,000 | 152 |
| 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 | $87,799,000 | 1,402 |
| U.S. Government securities | $54,340,000 | 1,334 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $54,340,000 | 1,262 |
| Securities issued by states & political subdivisions | $25,904,000 | 1,288 |
| Other domestic debt securities | $7,555,000 | 796 |
| 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 | $7,555,000 | 515 |
| 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 | $15,640,000 | 2,107 |
| Mortgage-backed securities | $36,534,000 | 1,408 |
| Certificates of participation in pools of residential mortgages | $14,853,000 | 1,665 |
| Issued or guaranteed by U.S. | $14,853,000 | 1,620 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $10,248,000 | 1,155 |
| CMOs issued by government agencies or sponsored agencies | $10,248,000 | 1,119 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $11,433,000 | 687 |
| Commercial mortgage pass-through securities | $3,107,000 | 761 |
| Other commercial mortgage-backed securities | $8,326,000 | 519 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $87,799,000 | 1,304 |
| Total debt securities | $87,796,000 | 1,389 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 187 |
| Fair value | $1,960,000 | 211 |
| 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 | $97,258,000 | 1,300 |
| U.S. Government securities | $66,268,000 | 1,173 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $66,268,000 | 1,102 |
| Securities issued by states & political subdivisions | $23,216,000 | 1,367 |
| Other domestic debt securities | $7,774,000 | 732 |
| 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 | $7,774,000 | 482 |
| 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 | $16,660,000 | 2,037 |
| Mortgage-backed securities | $47,225,000 | 1,162 |
| Certificates of participation in pools of residential mortgages | $27,596,000 | 1,073 |
| Issued or guaranteed by U.S. | $27,596,000 | 1,049 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $7,808,000 | 1,314 |
| CMOs issued by government agencies or sponsored agencies | $7,808,000 | 1,279 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $11,821,000 | 650 |
| Commercial mortgage pass-through securities | $3,049,000 | 757 |
| Other commercial mortgage-backed securities | $8,772,000 | 482 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $97,258,000 | 1,197 |
| Total debt securities | $97,258,000 | 1,288 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 271 |
| Fair value | $2,015,000 | 273 |
| 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 | $91,641,000 | 1,351 |
| U.S. Government securities | $60,860,000 | 1,249 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $60,860,000 | 1,172 |
| Securities issued by states & political subdivisions | $23,538,000 | 1,344 |
| Other domestic debt securities | $7,243,000 | 762 |
| 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 | $7,243,000 | 500 |
| 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 | $17,734,000 | 1,983 |
| Mortgage-backed securities | $46,666,000 | 1,151 |
| Certificates of participation in pools of residential mortgages | $28,962,000 | 997 |
| Issued or guaranteed by U.S. | $28,962,000 | 970 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $8,306,000 | 1,292 |
| CMOs issued by government agencies or sponsored agencies | $8,306,000 | 1,256 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $9,398,000 | 732 |
| Commercial mortgage pass-through securities | $3,085,000 | 756 |
| Other commercial mortgage-backed securities | $6,313,000 | 542 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $91,641,000 | 1,235 |
| Total debt securities | $91,641,000 | 1,335 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 357 |
| Fair value | $2,005,000 | 364 |
| 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 | $73,076,000 | 1,611 |
| U.S. Government securities | $50,523,000 | 1,441 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $50,523,000 | 1,360 |
| Securities issued by states & political subdivisions | $15,330,000 | 1,874 |
| Other domestic debt securities | $7,223,000 | 741 |
| 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 | $7,223,000 | 509 |
| 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 | $19,242,000 | 1,948 |
| Mortgage-backed securities | $34,900,000 | 1,376 |
| Certificates of participation in pools of residential mortgages | $16,439,000 | 1,469 |
| Issued or guaranteed by U.S. | $16,439,000 | 1,447 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $10,076,000 | 1,174 |
| CMOs issued by government agencies or sponsored agencies | $10,076,000 | 1,137 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $8,385,000 | 754 |
| Commercial mortgage pass-through securities | $1,750,000 | 932 |
| Other commercial mortgage-backed securities | $6,635,000 | 508 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $73,076,000 | 1,489 |
| Total debt securities | $73,078,000 | 1,595 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 391 |
| Fair value | $2,005,000 | 395 |
| 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 | $84,269,000 | 1,469 |
| U.S. Government securities | $64,009,000 | 1,221 |
| U.S. Treasury securities | $2,476,000 | 933 |
| U.S. Government agency obligations | $61,533,000 | 1,194 |
| Securities issued by states & political subdivisions | $12,832,000 | 2,139 |
| Other domestic debt securities | $7,428,000 | 728 |
| Privately issued residential mortgage-backed securities | $369,000 | 472 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $7,059,000 | 517 |
| 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 | $20,045,000 | 1,916 |
| Mortgage-backed securities | $44,438,000 | 1,167 |
| Certificates of participation in pools of residential mortgages | $18,685,000 | 1,367 |
| Issued or guaranteed by U.S. | $18,685,000 | 1,345 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $14,819,000 | 928 |
| CMOs issued by government agencies or sponsored agencies | $14,450,000 | 898 |
| Privately issued | $369,000 | 315 |
| Commercial mortgage-backed securities | $10,934,000 | 606 |
| Commercial mortgage pass-through securities | $3,930,000 | 673 |
| Other commercial mortgage-backed securities | $7,004,000 | 450 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $84,269,000 | 1,347 |
| Total debt securities | $84,268,000 | 1,457 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 404 |
| Fair value | $1,975,000 | 439 |
| 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 | $89,186,000 | 1,425 |
| U.S. Government securities | $69,357,000 | 1,160 |
| U.S. Treasury securities | $2,463,000 | 935 |
| U.S. Government agency obligations | $66,894,000 | 1,119 |
| Securities issued by states & political subdivisions | $12,614,000 | 2,226 |
| Other domestic debt securities | $7,215,000 | 719 |
| Privately issued residential mortgage-backed securities | $394,000 | 438 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $6,821,000 | 516 |
| 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 | $20,927,000 | 1,868 |
| Mortgage-backed securities | $45,900,000 | 1,124 |
| Certificates of participation in pools of residential mortgages | $19,448,000 | 1,323 |
| Issued or guaranteed by U.S. | $19,448,000 | 1,309 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $15,298,000 | 897 |
| CMOs issued by government agencies or sponsored agencies | $14,904,000 | 869 |
| Privately issued | $394,000 | 310 |
| Commercial mortgage-backed securities | $11,154,000 | 587 |
| Commercial mortgage pass-through securities | $3,907,000 | 657 |
| Other commercial mortgage-backed securities | $7,247,000 | 439 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $89,186,000 | 1,306 |
| Total debt securities | $89,186,000 | 1,409 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 420 |
| Fair value | $1,995,000 | 424 |
| 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 | $91,807,000 | 1,389 |
| U.S. Government securities | $72,103,000 | 1,133 |
| U.S. Treasury securities | $2,449,000 | 916 |
| U.S. Government agency obligations | $69,654,000 | 1,090 |
| Securities issued by states & political subdivisions | $12,411,000 | 2,271 |
| Other domestic debt securities | $7,293,000 | 682 |
| Privately issued residential mortgage-backed securities | $398,000 | 380 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $6,895,000 | 507 |
| 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 | $21,924,000 | 1,823 |
| Mortgage-backed securities | $47,635,000 | 1,091 |
| Certificates of participation in pools of residential mortgages | $20,396,000 | 1,299 |
| Issued or guaranteed by U.S. | $20,396,000 | 1,293 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $15,875,000 | 863 |
| CMOs issued by government agencies or sponsored agencies | $15,477,000 | 835 |
| Privately issued | $398,000 | 306 |
| Commercial mortgage-backed securities | $11,364,000 | 577 |
| Commercial mortgage pass-through securities | $3,879,000 | 645 |
| Other commercial mortgage-backed securities | $7,485,000 | 425 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $91,807,000 | 1,268 |
| Total debt securities | $91,808,000 | 1,367 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 417 |
| Fair value | $2,000,000 | 415 |
| 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 | $88,214,000 | 1,454 |
| U.S. Government securities | $69,643,000 | 1,162 |
| U.S. Treasury securities | $2,452,000 | 893 |
| U.S. Government agency obligations | $67,191,000 | 1,132 |
| Securities issued by states & political subdivisions | $11,274,000 | 2,440 |
| Other domestic debt securities | $7,297,000 | 777 |
| Privately issued residential mortgage-backed securities | $413,000 | 618 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $6,884,000 | 519 |
| 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 | $23,990,000 | 1,740 |
| Mortgage-backed securities | $44,466,000 | 1,177 |
| Certificates of participation in pools of residential mortgages | $19,865,000 | 1,366 |
| Issued or guaranteed by U.S. | $19,865,000 | 1,314 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $16,858,000 | 822 |
| CMOs issued by government agencies or sponsored agencies | $16,445,000 | 799 |
| Privately issued | $413,000 | 315 |
| Commercial mortgage-backed securities | $7,743,000 | 694 |
| Commercial mortgage pass-through securities | $3,916,000 | 620 |
| Other commercial mortgage-backed securities | $3,827,000 | 534 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $88,214,000 | 1,325 |
| Total debt securities | $88,214,000 | 1,433 |
| 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 | $86,214,000 | 1,489 |
| U.S. Government securities | $69,869,000 | 1,178 |
| U.S. Treasury securities | $2,456,000 | 856 |
| U.S. Government agency obligations | $67,413,000 | 1,149 |
| Securities issued by states & political subdivisions | $9,108,000 | 2,719 |
| Other domestic debt securities | $7,237,000 | 687 |
| Privately issued residential mortgage-backed securities | $431,000 | 350 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $6,806,000 | 526 |
| 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 | $25,456,000 | 1,700 |
| Mortgage-backed securities | $43,253,000 | 1,189 |
| Certificates of participation in pools of residential mortgages | $21,251,000 | 1,339 |
| Issued or guaranteed by U.S. | $21,251,000 | 1,336 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $13,792,000 | 937 |
| CMOs issued by government agencies or sponsored agencies | $13,361,000 | 909 |
| Privately issued | $431,000 | 325 |
| Commercial mortgage-backed securities | $8,210,000 | 588 |
| Commercial mortgage pass-through securities | $3,962,000 | 491 |
| Other commercial mortgage-backed securities | $4,248,000 | 510 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $86,214,000 | 1,353 |
| Total debt securities | $86,214,000 | 1,467 |
| 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 | $91,703,000 | 1,439 |
| U.S. Government securities | $74,632,000 | 1,121 |
| U.S. Treasury securities | $2,476,000 | 813 |
| U.S. Government agency obligations | $72,156,000 | 1,094 |
| Securities issued by states & political subdivisions | $9,502,000 | 2,743 |
| Other domestic debt securities | $7,569,000 | 672 |
| Privately issued residential mortgage-backed securities | $458,000 | 352 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $7,111,000 | 507 |
| 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 | $26,741,000 | 1,684 |
| Mortgage-backed securities | $45,788,000 | 1,149 |
| Certificates of participation in pools of residential mortgages | $22,658,000 | 1,305 |
| Issued or guaranteed by U.S. | $22,658,000 | 1,304 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $14,655,000 | 899 |
| CMOs issued by government agencies or sponsored agencies | $14,197,000 | 875 |
| Privately issued | $458,000 | 330 |
| Commercial mortgage-backed securities | $8,475,000 | 574 |
| Commercial mortgage pass-through securities | $4,063,000 | 488 |
| Other commercial mortgage-backed securities | $4,412,000 | 481 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $91,703,000 | 1,305 |
| Total debt securities | $91,703,000 | 1,415 |
| 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 | $96,405,000 | 1,387 |
| U.S. Government securities | $79,320,000 | 1,090 |
| U.S. Treasury securities | $2,497,000 | 775 |
| U.S. Government agency obligations | $76,823,000 | 1,063 |
| Securities issued by states & political subdivisions | $9,467,000 | 2,783 |
| Other domestic debt securities | $7,618,000 | 679 |
| Privately issued residential mortgage-backed securities | $486,000 | 352 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $7,132,000 | 531 |
| 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 | $27,586,000 | 1,664 |
| Mortgage-backed securities | $48,139,000 | 1,123 |
| Certificates of participation in pools of residential mortgages | $24,064,000 | 1,275 |
| Issued or guaranteed by U.S. | $24,064,000 | 1,273 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $15,529,000 | 863 |
| CMOs issued by government agencies or sponsored agencies | $15,043,000 | 848 |
| Privately issued | $486,000 | 332 |
| Commercial mortgage-backed securities | $8,546,000 | 551 |
| Commercial mortgage pass-through securities | $4,120,000 | 486 |
| Other commercial mortgage-backed securities | $4,426,000 | 454 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $96,405,000 | 1,242 |
| Total debt securities | $96,405,000 | 1,368 |
| 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 | $95,614,000 | 1,425 |
| U.S. Government securities | $85,192,000 | 1,048 |
| U.S. Treasury securities | $5,001,000 | 562 |
| U.S. Government agency obligations | $80,191,000 | 1,056 |
| Securities issued by states & political subdivisions | $4,769,000 | 3,498 |
| Other domestic debt securities | $5,653,000 | 801 |
| Privately issued residential mortgage-backed securities | $521,000 | 356 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $5,132,000 | 639 |
| 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 | $28,780,000 | 1,647 |
| Mortgage-backed securities | $50,354,000 | 1,115 |
| Certificates of participation in pools of residential mortgages | $25,448,000 | 1,260 |
| Issued or guaranteed by U.S. | $25,448,000 | 1,259 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $16,271,000 | 842 |
| CMOs issued by government agencies or sponsored agencies | $15,750,000 | 817 |
| Privately issued | $521,000 | 334 |
| Commercial mortgage-backed securities | $8,635,000 | 544 |
| Commercial mortgage pass-through securities | $4,154,000 | 469 |
| Other commercial mortgage-backed securities | $4,481,000 | 444 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $95,614,000 | 1,271 |
| Total debt securities | $95,614,000 | 1,405 |
| 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 | $71,049,000 | 1,838 |
| U.S. Government securities | $65,800,000 | 1,306 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $65,800,000 | 1,249 |
| Securities issued by states & political subdivisions | $4,690,000 | 3,541 |
| Other domestic debt securities | $559,000 | 1,761 |
| Privately issued residential mortgage-backed securities | $559,000 | 372 |
| 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 | $29,407,000 | 1,626 |
| Mortgage-backed securities | $35,286,000 | 1,409 |
| Certificates of participation in pools of residential mortgages | $18,252,000 | 1,628 |
| Issued or guaranteed by U.S. | $18,252,000 | 1,628 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,965,000 | 1,212 |
| CMOs issued by government agencies or sponsored agencies | $8,406,000 | 1,195 |
| Privately issued | $559,000 | 351 |
| Commercial mortgage-backed securities | $8,069,000 | 558 |
| Commercial mortgage pass-through securities | $6,134,000 | 372 |
| Other commercial mortgage-backed securities | $1,935,000 | 626 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $71,049,000 | 1,685 |
| Total debt securities | $71,049,000 | 1,820 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $73,342,000 | 1,776 |
| U.S. Government securities | $68,068,000 | 1,255 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $68,068,000 | 1,201 |
| Securities issued by states & political subdivisions | $4,688,000 | 3,565 |
| Other domestic debt securities | $586,000 | 1,766 |
| Privately issued residential mortgage-backed securities | $586,000 | 385 |
| 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 | $12,704,000 | 2,665 |
| Mortgage-backed securities | $36,573,000 | 1,359 |
| Certificates of participation in pools of residential mortgages | $19,070,000 | 1,592 |
| Issued or guaranteed by U.S. | $19,070,000 | 1,592 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $9,416,000 | 1,170 |
| CMOs issued by government agencies or sponsored agencies | $8,830,000 | 1,150 |
| Privately issued | $586,000 | 362 |
| Commercial mortgage-backed securities | $8,087,000 | 533 |
| Commercial mortgage pass-through securities | $6,164,000 | 358 |
| Other commercial mortgage-backed securities | $1,923,000 | 598 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $73,342,000 | 1,624 |
| Total debt securities | $73,342,000 | 1,755 |
| 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 | $61,082,000 | 2,054 |
| U.S. Government securities | $55,581,000 | 1,447 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $55,581,000 | 1,385 |
| Securities issued by states & political subdivisions | $4,882,000 | 3,545 |
| Other domestic debt securities | $619,000 | 1,751 |
| Privately issued residential mortgage-backed securities | $619,000 | 386 |
| 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 | $13,320,000 | 2,612 |
| Mortgage-backed securities | $39,358,000 | 1,301 |
| Certificates of participation in pools of residential mortgages | $20,853,000 | 1,513 |
| Issued or guaranteed by U.S. | $20,853,000 | 1,513 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $10,134,000 | 1,145 |
| CMOs issued by government agencies or sponsored agencies | $9,515,000 | 1,128 |
| Privately issued | $619,000 | 366 |
| Commercial mortgage-backed securities | $8,371,000 | 491 |
| Commercial mortgage pass-through securities | $6,365,000 | 317 |
| Other commercial mortgage-backed securities | $2,006,000 | 570 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $61,082,000 | 1,884 |
| Total debt securities | $61,082,000 | 2,033 |
| 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 | $65,830,000 | 1,973 |
| U.S. Government securities | $59,979,000 | 1,399 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $59,979,000 | 1,345 |
| Securities issued by states & political subdivisions | $5,194,000 | 3,511 |
| Other domestic debt securities | $657,000 | 1,769 |
| Privately issued residential mortgage-backed securities | $657,000 | 397 |
| 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 | $14,166,000 | 2,577 |
| Mortgage-backed securities | $41,295,000 | 1,287 |
| Certificates of participation in pools of residential mortgages | $22,091,000 | 1,465 |
| Issued or guaranteed by U.S. | $22,091,000 | 1,461 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $10,770,000 | 1,127 |
| CMOs issued by government agencies or sponsored agencies | $10,113,000 | 1,100 |
| Privately issued | $657,000 | 375 |
| Commercial mortgage-backed securities | $8,434,000 | 472 |
| Commercial mortgage pass-through securities | $6,422,000 | 292 |
| Other commercial mortgage-backed securities | $2,012,000 | 560 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $65,830,000 | 1,784 |
| Total debt securities | $65,830,000 | 1,948 |
| 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 | $37,749,000 | 2,928 |
| U.S. Government securities | $35,265,000 | 2,172 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $35,265,000 | 2,084 |
| Securities issued by states & political subdivisions | $1,771,000 | 4,271 |
| Other domestic debt securities | $713,000 | 1,767 |
| Privately issued residential mortgage-backed securities | $713,000 | 391 |
| 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 | $10,900,000 | 2,976 |
| Mortgage-backed securities | $26,046,000 | 1,762 |
| Certificates of participation in pools of residential mortgages | $11,042,000 | 2,223 |
| Issued or guaranteed by U.S. | $11,042,000 | 2,221 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,738,000 | 1,437 |
| CMOs issued by government agencies or sponsored agencies | $6,025,000 | 1,443 |
| Privately issued | $713,000 | 372 |
| Commercial mortgage-backed securities | $8,266,000 | 458 |
| Commercial mortgage pass-through securities | $6,302,000 | 291 |
| Other commercial mortgage-backed securities | $1,964,000 | 550 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $37,749,000 | 2,667 |
| Total debt securities | $37,749,000 | 2,908 |
| 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 | $37,451,000 | 2,961 |
| U.S. Government securities | $34,922,000 | 2,218 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $34,922,000 | 2,136 |
| Securities issued by states & political subdivisions | $1,770,000 | 4,312 |
| Other domestic debt securities | $759,000 | 1,736 |
| Privately issued residential mortgage-backed securities | $759,000 | 381 |
| 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 | $0 | 5,301 |
| Mortgage-backed securities | $25,470,000 | 1,793 |
| Certificates of participation in pools of residential mortgages | $11,388,000 | 2,180 |
| Issued or guaranteed by U.S. | $11,388,000 | 2,178 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,965,000 | 1,426 |
| CMOs issued by government agencies or sponsored agencies | $6,206,000 | 1,444 |
| Privately issued | $759,000 | 364 |
| Commercial mortgage-backed securities | $7,117,000 | 469 |
| Commercial mortgage pass-through securities | $5,193,000 | 305 |
| Other commercial mortgage-backed securities | $1,924,000 | 516 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $37,451,000 | 2,697 |
| Total debt securities | $37,451,000 | 2,939 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $36,814,000 | 3,028 |
| U.S. Government securities | $30,843,000 | 2,438 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $30,843,000 | 2,349 |
| Securities issued by states & political subdivisions | $2,283,000 | 4,228 |
| Other domestic debt securities | $3,688,000 | 1,023 |
| Privately issued residential mortgage-backed securities | $805,000 | 377 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $2,883,000 | 208 |
| 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 | $0 | 5,371 |
| Mortgage-backed securities | $20,976,000 | 2,040 |
| Certificates of participation in pools of residential mortgages | $10,277,000 | 2,327 |
| Issued or guaranteed by U.S. | $10,277,000 | 2,325 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $7,375,000 | 1,405 |
| CMOs issued by government agencies or sponsored agencies | $6,570,000 | 1,412 |
| Privately issued | $805,000 | 359 |
| Commercial mortgage-backed securities | $3,324,000 | 608 |
| Commercial mortgage pass-through securities | $3,324,000 | 369 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $36,814,000 | 2,768 |
| Total debt securities | $36,814,000 | 3,006 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $38,050,000 | 3,010 |
| U.S. Government securities | $29,470,000 | 2,587 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $29,470,000 | 2,499 |
| Securities issued by states & political subdivisions | $4,851,000 | 3,646 |
| Other domestic debt securities | $3,729,000 | 1,022 |
| Privately issued residential mortgage-backed securities | $855,000 | 382 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $2,874,000 | 210 |
| 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 | $0 | 5,428 |
| Mortgage-backed securities | $19,178,000 | 2,208 |
| Certificates of participation in pools of residential mortgages | $10,562,000 | 2,348 |
| Issued or guaranteed by U.S. | $10,562,000 | 2,347 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,355,000 | 1,667 |
| CMOs issued by government agencies or sponsored agencies | $4,500,000 | 1,726 |
| Privately issued | $855,000 | 363 |
| Commercial mortgage-backed securities | $3,261,000 | 587 |
| Commercial mortgage pass-through securities | $3,261,000 | 352 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $38,050,000 | 2,752 |
| Total debt securities | $38,050,000 | 2,988 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $32,386,000 | 3,382 |
| U.S. Government securities | $23,577,000 | 3,000 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $23,577,000 | 2,913 |
| Securities issued by states & political subdivisions | $4,898,000 | 3,634 |
| Other domestic debt securities | $3,911,000 | 1,007 |
| Privately issued residential mortgage-backed securities | $911,000 | 401 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $3,000,000 | 214 |
| 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 | $0 | 5,487 |
| Mortgage-backed securities | $14,144,000 | 2,598 |
| Certificates of participation in pools of residential mortgages | $8,598,000 | 2,658 |
| Issued or guaranteed by U.S. | $8,598,000 | 2,655 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $5,546,000 | 1,678 |
| CMOs issued by government agencies or sponsored agencies | $4,635,000 | 1,752 |
| Privately issued | $911,000 | 378 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $32,386,000 | 3,097 |
| Total debt securities | $32,386,000 | 3,353 |
| 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 | $33,943,000 | 3,320 |
| U.S. Government securities | $24,760,000 | 2,970 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $24,760,000 | 2,873 |
| Securities issued by states & political subdivisions | $5,239,000 | 3,604 |
| Other domestic debt securities | $3,944,000 | 1,000 |
| Privately issued residential mortgage-backed securities | $944,000 | 403 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $3,000,000 | 859 |
| 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 | $0 | 5,563 |
| Mortgage-backed securities | $15,031,000 | 2,573 |
| Certificates of participation in pools of residential mortgages | $9,180,000 | 2,622 |
| Issued or guaranteed by U.S. | $9,180,000 | 2,618 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,851,000 | 1,682 |
| CMOs issued by government agencies or sponsored agencies | $4,907,000 | 1,736 |
| Privately issued | $944,000 | 378 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $33,943,000 | 3,031 |
| Total debt securities | $33,943,000 | 3,297 |
| 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 | $36,478,000 | 3,272 |
| U.S. Government securities | $25,961,000 | 2,944 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $25,961,000 | 2,847 |
| Securities issued by states & political subdivisions | $6,909,000 | 3,343 |
| Other domestic debt securities | $3,608,000 | 1,064 |
| Privately issued residential mortgage-backed securities | $972,000 | 423 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $2,636,000 | 937 |
| 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 | $0 | 5,639 |
| Mortgage-backed securities | $15,887,000 | 2,575 |
| Certificates of participation in pools of residential mortgages | $9,647,000 | 2,633 |
| Issued or guaranteed by U.S. | $9,647,000 | 2,630 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $6,240,000 | 1,659 |
| CMOs issued by government agencies or sponsored agencies | $5,268,000 | 1,697 |
| Privately issued | $972,000 | 404 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $36,478,000 | 2,980 |
| Total debt securities | $36,478,000 | 3,247 |
| 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 | $40,774,000 | 3,070 |
| U.S. Government securities | $27,381,000 | 2,909 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $27,381,000 | 2,821 |
| Securities issued by states & political subdivisions | $9,741,000 | 2,918 |
| Other domestic debt securities | $3,652,000 | 1,095 |
| Privately issued residential mortgage-backed securities | $1,016,000 | 423 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $2,636,000 | 963 |
| 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 | $0 | 5,698 |
| Mortgage-backed securities | $16,910,000 | 2,523 |
| Certificates of participation in pools of residential mortgages | $10,210,000 | 2,605 |
| Issued or guaranteed by U.S. | $10,210,000 | 2,605 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,700,000 | 1,622 |
| CMOs issued by government agencies or sponsored agencies | $5,684,000 | 1,673 |
| Privately issued | $1,016,000 | 406 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $40,774,000 | 2,788 |
| Total debt securities | $40,775,000 | 3,048 |
| 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 | $30,537,000 | 3,678 |
| U.S. Government securities | $17,108,000 | 3,785 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $17,108,000 | 3,688 |
| Securities issued by states & political subdivisions | $9,747,000 | 2,937 |
| Other domestic debt securities | $3,682,000 | 1,120 |
| Privately issued residential mortgage-backed securities | $1,046,000 | 444 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $2,636,000 | 991 |
| 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 | $0 | 5,749 |
| Mortgage-backed securities | $15,564,000 | 2,637 |
| Certificates of participation in pools of residential mortgages | $8,409,000 | 2,885 |
| Issued or guaranteed by U.S. | $8,409,000 | 2,885 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $7,155,000 | 1,578 |
| CMOs issued by government agencies or sponsored agencies | $6,109,000 | 1,634 |
| Privately issued | $1,046,000 | 425 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $30,537,000 | 3,364 |
| Total debt securities | $30,537,000 | 3,648 |
| 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 | $32,054,000 | 3,565 |
| U.S. Government securities | $17,695,000 | 3,708 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $17,695,000 | 3,611 |
| Securities issued by states & political subdivisions | $10,651,000 | 2,803 |
| Other domestic debt securities | $3,708,000 | 1,160 |
| Privately issued residential mortgage-backed securities | $1,072,000 | 475 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $2,636,000 | 1,001 |
| 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 | $0 | 5,833 |
| Mortgage-backed securities | $16,149,000 | 2,598 |
| Certificates of participation in pools of residential mortgages | $8,778,000 | 2,835 |
| Issued or guaranteed by U.S. | $8,778,000 | 2,834 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $7,371,000 | 1,572 |
| CMOs issued by government agencies or sponsored agencies | $6,299,000 | 1,611 |
| Privately issued | $1,072,000 | 452 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $32,054,000 | 3,266 |
| Total debt securities | $32,054,000 | 3,535 |
| 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 | $18,954,000 | 4,598 |
| U.S. Government securities | $4,509,000 | 5,580 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,509,000 | 5,477 |
| Securities issued by states & political subdivisions | $10,675,000 | 2,799 |
| Other domestic debt securities | $3,770,000 | 1,190 |
| Privately issued residential mortgage-backed securities | $1,134,000 | 493 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,636,000 | 1,041 |
| 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 | $0 | 5,888 |
| Mortgage-backed securities | $2,980,000 | 4,418 |
| Certificates of participation in pools of residential mortgages | $1,846,000 | 4,346 |
| Issued or guaranteed by U.S. | $1,846,000 | 4,339 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,134,000 | 2,849 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $1,134,000 | 471 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $18,954,000 | 4,222 |
| Total debt securities | $18,954,000 | 4,564 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $20,213,000 | 4,486 |
| U.S. Government securities | $4,885,000 | 5,524 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $4,885,000 | 5,414 |
| Securities issued by states & political subdivisions | $11,472,000 | 2,672 |
| Other domestic debt securities | $3,856,000 | 1,197 |
| Privately issued residential mortgage-backed securities | $1,220,000 | 490 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,636,000 | 1,055 |
| 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 | $0 | 5,912 |
| Mortgage-backed securities | $3,237,000 | 4,378 |
| Certificates of participation in pools of residential mortgages | $2,017,000 | 4,255 |
| Issued or guaranteed by U.S. | $2,017,000 | 4,250 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,220,000 | 2,845 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $1,220,000 | 470 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $20,213,000 | 4,136 |
| Total debt securities | $20,213,000 | 4,454 |
| 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 | $20,693,000 | 4,456 |
| U.S. Government securities | $5,171,000 | 5,500 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $5,171,000 | 5,392 |
| Securities issued by states & political subdivisions | $11,587,000 | 2,643 |
| Other domestic debt securities | $3,935,000 | 1,189 |
| Privately issued residential mortgage-backed securities | $1,299,000 | 508 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,636,000 | 1,041 |
| 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 | $0 | 5,985 |
| Mortgage-backed securities | $3,502,000 | 4,370 |
| Certificates of participation in pools of residential mortgages | $2,203,000 | 4,239 |
| Issued or guaranteed by U.S. | $2,203,000 | 4,235 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,299,000 | 2,867 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $1,299,000 | 490 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $20,693,000 | 4,119 |
| Total debt securities | $20,693,000 | 4,427 |
| 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 | $21,078,000 | 4,386 |
| U.S. Government securities | $5,444,000 | 5,472 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $5,444,000 | 5,360 |
| Securities issued by states & political subdivisions | $11,671,000 | 2,609 |
| Other domestic debt securities | $3,963,000 | 1,147 |
| Privately issued residential mortgage-backed securities | $1,327,000 | 521 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $2,636,000 | 1,014 |
| 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 | $0 | 6,039 |
| Mortgage-backed securities | $3,721,000 | 4,350 |
| Certificates of participation in pools of residential mortgages | $2,394,000 | 4,195 |
| Issued or guaranteed by U.S. | $2,394,000 | 4,194 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,327,000 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $1,327,000 | 505 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $21,078,000 | 4,043 |
| Total debt securities | $21,078,000 | 4,358 |
| 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 | $22,880,000 | 4,265 |
| U.S. Government securities | $5,636,000 | 5,568 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $5,636,000 | 5,453 |
| Securities issued by states & political subdivisions | $10,587,000 | 2,717 |
| Other domestic debt securities | $6,657,000 | 898 |
| Privately issued residential mortgage-backed securities | $1,384,000 | 553 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $5,273,000 | 718 |
| 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 | $0 | 6,124 |
| Mortgage-backed securities | $3,955,000 | 4,427 |
| Certificates of participation in pools of residential mortgages | $2,571,000 | 4,280 |
| Issued or guaranteed by U.S. | $2,571,000 | 4,279 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,384,000 | 2,971 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $1,384,000 | 534 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $22,880,000 | 3,918 |
| Total debt securities | $22,881,000 | 4,235 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $23,751,000 | 4,240 |
| U.S. Government securities | $5,836,000 | 5,603 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $5,836,000 | 5,493 |
| Securities issued by states & political subdivisions | $11,329,000 | 2,566 |
| Other domestic debt securities | $6,586,000 | 921 |
| Privately issued residential mortgage-backed securities | $1,313,000 | 606 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $5,273,000 | 724 |
| 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 | $0 | 6,201 |
| Mortgage-backed securities | $4,042,000 | 4,446 |
| Certificates of participation in pools of residential mortgages | $2,729,000 | 4,275 |
| Issued or guaranteed by U.S. | $2,729,000 | 4,274 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,313,000 | 3,010 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $1,313,000 | 586 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $23,751,000 | 3,905 |
| Total debt securities | $23,751,000 | 4,201 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $23,781,000 | 4,275 |
| U.S. Government securities | $5,915,000 | 5,689 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $5,915,000 | 5,578 |
| Securities issued by states & political subdivisions | $11,192,000 | 2,497 |
| Other domestic debt securities | $6,674,000 | 906 |
| Privately issued residential mortgage-backed securities | $1,401,000 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $5,273,000 | 719 |
| 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 | $0 | 6,234 |
| Mortgage-backed securities | $4,269,000 | 4,426 |
| Certificates of participation in pools of residential mortgages | $2,868,000 | 4,257 |
| Issued or guaranteed by U.S. | $2,868,000 | 4,255 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,401,000 | 3,009 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $1,401,000 | 607 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $23,781,000 | 3,928 |
| Total debt securities | $23,781,000 | 4,235 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $24,060,000 | 4,182 |
| U.S. Government securities | $6,083,000 | 5,655 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $6,083,000 | 5,543 |
| Securities issued by states & political subdivisions | $11,262,000 | 2,461 |
| Other domestic debt securities | $6,715,000 | 902 |
| Privately issued residential mortgage-backed securities | $1,442,000 | 687 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $5,273,000 | 669 |
| 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 | $0 | 5,916 |
| Mortgage-backed securities | $4,430,000 | 4,331 |
| Certificates of participation in pools of residential mortgages | $2,988,000 | 4,135 |
| Issued or guaranteed by U.S. | $2,988,000 | 4,127 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,442,000 | 2,957 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $1,442,000 | 656 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $24,060,000 | 3,834 |
| Total debt securities | $24,059,000 | 4,153 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $23,699,000 | 4,139 |
| U.S. Government securities | $5,520,000 | 5,780 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $5,520,000 | 5,672 |
| Securities issued by states & political subdivisions | $11,322,000 | 2,396 |
| Other domestic debt securities | $6,857,000 | 889 |
| Privately issued residential mortgage-backed securities | $1,584,000 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $5,273,000 | 632 |
| 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 | $0 | 5,942 |
| Mortgage-backed securities | $4,689,000 | 4,257 |
| Certificates of participation in pools of residential mortgages | $3,105,000 | 4,048 |
| Issued or guaranteed by U.S. | $3,105,000 | 4,032 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,584,000 | 2,898 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $1,584,000 | 665 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $23,699,000 | 3,797 |
| Total debt securities | $23,700,000 | 4,106 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $24,074,000 | 4,144 |
| U.S. Government securities | $5,785,000 | 5,862 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $5,785,000 | 5,732 |
| Securities issued by states & political subdivisions | $11,355,000 | 2,339 |
| Other domestic debt securities | $6,934,000 | 852 |
| Privately issued residential mortgage-backed securities | $1,661,000 | 703 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $5,273,000 | 601 |
| 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 | $0 | 6,008 |
| Mortgage-backed securities | $4,720,000 | 4,214 |
| Certificates of participation in pools of residential mortgages | $3,059,000 | 4,023 |
| Issued or guaranteed by U.S. | $3,059,000 | 4,009 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,661,000 | 2,826 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $1,661,000 | 668 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $24,074,000 | 3,808 |
| Total debt securities | $24,074,000 | 4,111 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $23,475,000 | 4,173 |
| U.S. Government securities | $4,656,000 | 6,103 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $4,656,000 | 5,973 |
| Securities issued by states & political subdivisions | $11,813,000 | 2,240 |
| Other domestic debt securities | $7,006,000 | 876 |
| Privately issued residential mortgage-backed securities | $1,733,000 | 724 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $5,273,000 | 589 |
| 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 | $0 | 6,043 |
| Mortgage-backed securities | $3,745,000 | 4,356 |
| Certificates of participation in pools of residential mortgages | $2,012,000 | 4,326 |
| Issued or guaranteed by U.S. | $2,012,000 | 4,316 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,733,000 | 2,764 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $1,733,000 | 691 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $23,475,000 | 3,843 |
| Total debt securities | $23,475,000 | 4,137 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $21,841,000 | 4,199 |
| U.S. Government securities | $2,900,000 | 6,433 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $2,900,000 | 6,307 |
| Securities issued by states & political subdivisions | $11,819,000 | 2,200 |
| Other domestic debt securities | $7,122,000 | 935 |
| Privately issued residential mortgage-backed securities | $1,849,000 | 752 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $5,273,000 | 586 |
| 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 | $0 | 6,121 |
| Mortgage-backed securities | $4,152,000 | 4,196 |
| Certificates of participation in pools of residential mortgages | $2,303,000 | 4,129 |
| Issued or guaranteed by U.S. | $2,303,000 | 4,121 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,849,000 | 2,683 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $1,849,000 | 717 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $21,841,000 | 3,863 |
| Total debt securities | $21,840,000 | 4,167 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $16,180,000 | 4,825 |
| U.S. Government securities | $624,000 | 7,103 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $624,000 | 6,995 |
| Securities issued by states & political subdivisions | $8,452,000 | 2,628 |
| Other domestic debt securities | $7,104,000 | 951 |
| Privately issued residential mortgage-backed securities | $1,831,000 | 815 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $5,273,000 | 588 |
| 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 | $0 | 6,199 |
| Mortgage-backed securities | $2,455,000 | 4,648 |
| Certificates of participation in pools of residential mortgages | $624,000 | 4,948 |
| Issued or guaranteed by U.S. | $624,000 | 4,936 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,831,000 | 2,659 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $1,831,000 | 774 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $16,180,000 | 4,413 |
| Total debt securities | $16,180,000 | 4,784 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $15,893,000 | 4,883 |
| U.S. Government securities | $927,000 | 7,141 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $927,000 | 7,038 |
| Securities issued by states & political subdivisions | $8,562,000 | 2,487 |
| Other domestic debt securities | $6,404,000 | 1,005 |
| Privately issued residential mortgage-backed securities | $1,804,000 | 850 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $4,600,000 | 604 |
| 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 | $0 | 6,254 |
| Mortgage-backed securities | $2,731,000 | 4,587 |
| Certificates of participation in pools of residential mortgages | $927,000 | 4,800 |
| Issued or guaranteed by U.S. | $927,000 | 4,793 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,804,000 | 2,581 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $1,804,000 | 815 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $15,893,000 | 4,462 |
| Total debt securities | $15,893,000 | 4,844 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $16,882,000 | 4,806 |
| U.S. Government securities | $2,960,000 | 6,683 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $2,960,000 | 6,578 |
| Securities issued by states & political subdivisions | $7,439,000 | 2,681 |
| Other domestic debt securities | $6,483,000 | 1,036 |
| Privately issued residential mortgage-backed securities | $1,883,000 | 883 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $4,600,000 | 625 |
| 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 | $0 | 6,343 |
| Mortgage-backed securities | $4,843,000 | 4,137 |
| Certificates of participation in pools of residential mortgages | $2,960,000 | 4,062 |
| Issued or guaranteed by U.S. | $2,960,000 | 4,055 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,883,000 | 2,520 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $1,883,000 | 846 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $16,882,000 | 4,379 |
| Total debt securities | $16,882,000 | 4,764 |
| 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 | $17,157,000 | 4,730 |
| U.S. Government securities | $3,173,000 | 6,623 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,173,000 | 6,524 |
| Securities issued by states & political subdivisions | $7,522,000 | 2,661 |
| Other domestic debt securities | $6,462,000 | 1,076 |
| Privately issued residential mortgage-backed securities | $1,862,000 | 913 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $4,600,000 | 642 |
| 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 | $0 | 6,398 |
| Mortgage-backed securities | $5,035,000 | 4,149 |
| Certificates of participation in pools of residential mortgages | $3,173,000 | 4,071 |
| Issued or guaranteed by U.S. | $3,173,000 | 4,064 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,862,000 | 2,541 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $1,862,000 | 874 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $17,157,000 | 4,305 |
| Total debt securities | $17,157,000 | 4,695 |
| 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 | $20,065,000 | 4,434 |
| U.S. Government securities | $3,314,000 | 6,625 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,314,000 | 6,531 |
| Securities issued by states & political subdivisions | $10,221,000 | 2,217 |
| Other domestic debt securities | $6,530,000 | 1,130 |
| Privately issued residential mortgage-backed securities | $1,930,000 | 958 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $4,600,000 | 680 |
| 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 | $0 | 6,412 |
| Mortgage-backed securities | $5,244,000 | 4,190 |
| Certificates of participation in pools of residential mortgages | $3,314,000 | 4,106 |
| Issued or guaranteed by U.S. | $3,314,000 | 4,098 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,930,000 | 2,515 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $1,930,000 | 918 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $20,065,000 | 4,012 |
| Total debt securities | $20,069,000 | 4,393 |
| 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 | $25,478,000 | 3,832 |
| U.S. Government securities | $3,577,000 | 6,578 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,577,000 | 6,492 |
| Securities issued by states & political subdivisions | $10,209,000 | 2,175 |
| Other domestic debt securities | $11,692,000 | 826 |
| Privately issued residential mortgage-backed securities | $2,092,000 | 958 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $9,600,000 | 408 |
| 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 | $0 | 6,462 |
| Mortgage-backed securities | $5,669,000 | 4,131 |
| Certificates of participation in pools of residential mortgages | $3,577,000 | 4,084 |
| Issued or guaranteed by U.S. | $3,577,000 | 4,071 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,092,000 | 2,457 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $2,092,000 | 920 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $25,478,000 | 3,445 |
| Total debt securities | $25,478,000 | 3,796 |
| 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 | $25,731,000 | 3,822 |
| U.S. Government securities | $3,769,000 | 6,632 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $3,769,000 | 6,546 |
| Securities issued by states & political subdivisions | $10,249,000 | 2,097 |
| Other domestic debt securities | $11,713,000 | 779 |
| Privately issued residential mortgage-backed securities | $2,113,000 | 986 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,600,000 | 404 |
| 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 | $0 | 6,516 |
| Mortgage-backed securities | $5,882,000 | 4,158 |
| Certificates of participation in pools of residential mortgages | $3,769,000 | 4,122 |
| Issued or guaranteed by U.S. | $3,769,000 | 4,110 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,113,000 | 2,477 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $2,113,000 | 947 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $25,731,000 | 3,438 |
| Total debt securities | $25,731,000 | 3,787 |
| 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 | $26,860,000 | 3,708 |
| U.S. Government securities | $3,918,000 | 6,722 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $3,918,000 | 6,622 |
| Securities issued by states & political subdivisions | $10,694,000 | 1,972 |
| Other domestic debt securities | $12,248,000 | 741 |
| Privately issued residential mortgage-backed securities | $2,648,000 | 884 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,600,000 | 397 |
| 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 | $0 | 6,541 |
| Mortgage-backed securities | $6,566,000 | 3,954 |
| Certificates of participation in pools of residential mortgages | $3,918,000 | 4,039 |
| Issued or guaranteed by U.S. | $3,918,000 | 4,027 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,648,000 | 2,240 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $2,648,000 | 848 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $26,860,000 | 3,310 |
| Total debt securities | $26,860,000 | 3,670 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $28,781,000 | 3,496 |
| U.S. Government securities | $3,979,000 | 6,703 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $3,979,000 | 6,609 |
| Securities issued by states & political subdivisions | $11,107,000 | 1,887 |
| Other domestic debt securities | $13,695,000 | 677 |
| Privately issued residential mortgage-backed securities | $2,695,000 | 869 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,000,000 | 340 |
| 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 | $0 | 6,576 |
| Mortgage-backed securities | $6,674,000 | 3,831 |
| Certificates of participation in pools of residential mortgages | $3,979,000 | 3,946 |
| Issued or guaranteed by U.S. | $3,979,000 | 3,935 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,695,000 | 2,158 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $2,695,000 | 830 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $28,781,000 | 3,097 |
| Total debt securities | $28,781,000 | 3,462 |
| 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 | $32,721,000 | 3,233 |
| U.S. Government securities | $4,086,000 | 6,697 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $4,086,000 | 6,603 |
| Securities issued by states & political subdivisions | $14,783,000 | 1,499 |
| Other domestic debt securities | $13,852,000 | 711 |
| Privately issued residential mortgage-backed securities | $2,852,000 | 855 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,000,000 | 408 |
| 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 | $0 | 6,612 |
| Mortgage-backed securities | $6,938,000 | 3,768 |
| Certificates of participation in pools of residential mortgages | $4,086,000 | 3,932 |
| Issued or guaranteed by U.S. | $4,086,000 | 3,917 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,852,000 | 2,120 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $2,852,000 | 811 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $32,721,000 | 2,889 |
| Total debt securities | $32,722,000 | 3,197 |
| 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 | $34,740,000 | 3,085 |
| U.S. Government securities | $4,255,000 | 6,702 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $4,255,000 | 6,595 |
| Securities issued by states & political subdivisions | $16,415,000 | 1,374 |
| Other domestic debt securities | $14,070,000 | 694 |
| Privately issued residential mortgage-backed securities | $3,070,000 | 791 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,000,000 | 409 |
| 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 | $0 | 6,633 |
| Mortgage-backed securities | $7,325,000 | 3,597 |
| Certificates of participation in pools of residential mortgages | $4,255,000 | 3,756 |
| Issued or guaranteed by U.S. | $4,255,000 | 3,741 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,070,000 | 2,046 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $3,070,000 | 754 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $34,740,000 | 2,750 |
| Total debt securities | $34,739,000 | 3,041 |
| 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 | $40,195,000 | 2,754 |
| U.S. Government securities | $4,267,000 | 6,819 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $4,267,000 | 6,706 |
| Securities issued by states & political subdivisions | $21,596,000 | 986 |
| Other domestic debt securities | $14,332,000 | 637 |
| Privately issued residential mortgage-backed securities | $3,332,000 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,000,000 | 400 |
| 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 | $0 | 6,689 |
| Mortgage-backed securities | $5,619,000 | 3,701 |
| Certificates of participation in pools of residential mortgages | $2,287,000 | 4,224 |
| Issued or guaranteed by U.S. | $2,287,000 | 4,208 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,332,000 | 1,895 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $3,332,000 | 674 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $40,195,000 | 2,421 |
| Total debt securities | $40,195,000 | 2,712 |
| 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 | $34,336,000 | 3,129 |
| U.S. Government securities | $4,275,000 | 6,884 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $4,275,000 | 6,776 |
| Securities issued by states & political subdivisions | $18,586,000 | 1,134 |
| Other domestic debt securities | $11,475,000 | 688 |
| Privately issued residential mortgage-backed securities | $3,475,000 | 667 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,000,000 | 488 |
| 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 | $0 | 6,710 |
| Mortgage-backed securities | $5,816,000 | 3,494 |
| Certificates of participation in pools of residential mortgages | $2,341,000 | 4,039 |
| Issued or guaranteed by U.S. | $2,341,000 | 4,025 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $3,475,000 | 1,810 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $3,475,000 | 633 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $34,336,000 | 2,738 |
| Total debt securities | $34,336,000 | 3,087 |
| 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 | $23,522,000 | 4,032 |
| U.S. Government securities | $4,350,000 | 6,898 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $4,350,000 | 6,772 |
| Securities issued by states & political subdivisions | $15,562,000 | 1,355 |
| Other domestic debt securities | $3,610,000 | 1,188 |
| Privately issued residential mortgage-backed securities | $3,610,000 | 622 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $6,056,000 | 3,382 |
| Certificates of participation in pools of residential mortgages | $2,446,000 | 3,950 |
| Issued or guaranteed by U.S. | $2,446,000 | 3,938 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,610,000 | 1,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $3,610,000 | 586 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $23,522,000 | 3,551 |
| Total debt securities | $23,522,000 | 3,990 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $20,484,000 | 4,432 |
| U.S. Government securities | $6,455,000 | 6,336 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $6,455,000 | 6,204 |
| Securities issued by states & political subdivisions | $10,111,000 | 1,992 |
| Other domestic debt securities | $3,918,000 | 1,169 |
| Privately issued residential mortgage-backed securities | $3,918,000 | 586 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $6,442,000 | 3,275 |
| Certificates of participation in pools of residential mortgages | $2,524,000 | 3,915 |
| Issued or guaranteed by U.S. | $2,524,000 | 3,897 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $3,918,000 | 1,697 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $3,918,000 | 547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000,000 | 2,408 |
| Available-for-sale securities (fair market value) | $18,484,000 | 4,146 |
| Total debt securities | $20,485,000 | 4,386 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $25,824,000 | 3,851 |
| U.S. Government securities | $6,523,000 | 6,364 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $6,523,000 | 6,226 |
| Securities issued by states & political subdivisions | $13,163,000 | 1,594 |
| Other domestic debt securities | $6,138,000 | 931 |
| Privately issued residential mortgage-backed securities | $4,138,000 | 563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,000,000 | 138 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $6,733,000 | 3,214 |
| Certificates of participation in pools of residential mortgages | $2,595,000 | 3,886 |
| Issued or guaranteed by U.S. | $2,595,000 | 3,874 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $4,138,000 | 1,660 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $4,138,000 | 535 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000,000 | 2,460 |
| Available-for-sale securities (fair market value) | $23,824,000 | 3,556 |
| Total debt securities | $25,829,000 | 3,798 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $25,304,000 | 3,939 |
| U.S. Government securities | $6,574,000 | 6,395 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $6,574,000 | 6,261 |
| Securities issued by states & political subdivisions | $9,387,000 | 2,100 |
| Other domestic debt securities | $9,343,000 | 737 |
| Privately issued residential mortgage-backed securities | $4,393,000 | 546 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,950,000 | 113 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $7,049,000 | 3,126 |
| Certificates of participation in pools of residential mortgages | $2,656,000 | 3,843 |
| Issued or guaranteed by U.S. | $2,656,000 | 3,822 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $4,393,000 | 1,576 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $4,393,000 | 516 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000,000 | 2,512 |
| Available-for-sale securities (fair market value) | $23,304,000 | 3,622 |
| Total debt securities | $25,310,000 | 3,880 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $25,540,000 | 3,901 |
| U.S. Government securities | $6,621,000 | 6,394 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $6,621,000 | 6,258 |
| Securities issued by states & political subdivisions | $9,319,000 | 2,077 |
| Other domestic debt securities | $9,600,000 | 731 |
| Privately issued residential mortgage-backed securities | $4,600,000 | 524 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,000,000 | 111 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $7,351,000 | 3,065 |
| Certificates of participation in pools of residential mortgages | $2,751,000 | 3,809 |
| Issued or guaranteed by U.S. | $2,751,000 | 3,794 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,600,000 | 1,537 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $4,600,000 | 495 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000,000 | 2,535 |
| Available-for-sale securities (fair market value) | $23,540,000 | 3,587 |
| Total debt securities | $25,545,000 | 3,840 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $25,863,000 | 3,933 |
| U.S. Government securities | $6,815,000 | 6,397 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $6,815,000 | 6,256 |
| Securities issued by states & political subdivisions | $1,040,000 | 5,014 |
| Other domestic debt securities | $18,008,000 | 532 |
| Privately issued residential mortgage-backed securities | $4,958,000 | 517 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,050,000 | 355 |
| 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 | $0 | 6,996 |
| Mortgage-backed securities | $7,872,000 | 3,009 |
| Certificates of participation in pools of residential mortgages | $2,914,000 | 3,767 |
| Issued or guaranteed by U.S. | $2,914,000 | 3,752 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,958,000 | 1,487 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $4,958,000 | 485 |
| 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) | $15,050,000 | 1,093 |
| Available-for-sale securities (fair market value) | $10,813,000 | 5,431 |
| Total debt securities | $25,863,000 | 3,879 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $25,173,000 | 4,031 |
| U.S. Government securities | $6,935,000 | 6,370 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $6,935,000 | 6,234 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $18,238,000 | 539 |
| Privately issued residential mortgage-backed securities | $5,238,000 | 491 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,000,000 | 371 |
| 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 | $0 | 7,036 |
| Mortgage-backed securities | $8,265,000 | 2,970 |
| Certificates of participation in pools of residential mortgages | $3,027,000 | 3,730 |
| Issued or guaranteed by U.S. | $3,027,000 | 3,715 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $5,238,000 | 1,450 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $5,238,000 | 463 |
| 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) | $15,000,000 | 1,124 |
| Available-for-sale securities (fair market value) | $10,173,000 | 5,572 |
| Total debt securities | $25,173,000 | 3,971 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $22,720,000 | 4,248 |
| U.S. Government securities | $7,168,000 | 6,301 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $7,168,000 | 6,170 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $15,552,000 | 579 |
| Privately issued residential mortgage-backed securities | $5,652,000 | 468 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,900,000 | 464 |
| 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 | $0 | 7,079 |
| Mortgage-backed securities | $8,891,000 | 2,902 |
| Certificates of participation in pools of residential mortgages | $3,239,000 | 3,704 |
| Issued or guaranteed by U.S. | $3,239,000 | 3,690 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,652,000 | 1,387 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $5,652,000 | 440 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,900,000 | 1,308 |
| Available-for-sale securities (fair market value) | $10,820,000 | 5,447 |
| Total debt securities | $22,720,000 | 4,199 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $10,412,000 | 6,289 |
| U.S. Government securities | $9,412,000 | 5,740 |
| U.S. Treasury securities | $2,000,000 | 906 |
| U.S. Government agency obligations | $7,412,000 | 6,156 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $1,000,000 | 2,197 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,000,000 | 181 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $3,460,000 | 4,308 |
| Certificates of participation in pools of residential mortgages | $3,460,000 | 3,711 |
| Issued or guaranteed by U.S. | $3,460,000 | 3,697 |
| 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) | $5,000,000 | 1,988 |
| Available-for-sale securities (fair market value) | $5,412,000 | 6,646 |
| Total debt securities | $10,412,000 | 6,219 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $7,483,000 | 6,996 |
| U.S. Government securities | $7,483,000 | 6,333 |
| U.S. Treasury securities | $2,000,000 | 984 |
| U.S. Government agency obligations | $5,483,000 | 6,773 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $3,586,000 | 4,346 |
| Certificates of participation in pools of residential mortgages | $3,586,000 | 3,752 |
| Issued or guaranteed by U.S. | $3,586,000 | 3,743 |
| 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) | $2,000,000 | 2,743 |
| Available-for-sale securities (fair market value) | $5,483,000 | 6,690 |
| Total debt securities | $7,483,000 | 6,939 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $7,738,000 | 6,948 |
| U.S. Government securities | $7,738,000 | 6,252 |
| U.S. Treasury securities | $2,000,000 | 1,011 |
| U.S. Government agency obligations | $5,738,000 | 6,709 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $3,791,000 | 4,330 |
| Certificates of participation in pools of residential mortgages | $3,791,000 | 3,719 |
| Issued or guaranteed by U.S. | $3,791,000 | 3,711 |
| 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) | $2,000,000 | 2,776 |
| Available-for-sale securities (fair market value) | $5,738,000 | 6,656 |
| Total debt securities | $7,738,000 | 6,894 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $7,909,000 | 6,957 |
| U.S. Government securities | $7,909,000 | 6,237 |
| U.S. Treasury securities | $2,000,000 | 1,025 |
| U.S. Government agency obligations | $5,909,000 | 6,691 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $3,944,000 | 4,286 |
| Certificates of participation in pools of residential mortgages | $3,944,000 | 3,676 |
| Issued or guaranteed by U.S. | $3,944,000 | 3,670 |
| 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) | $2,000,000 | 2,824 |
| Available-for-sale securities (fair market value) | $5,909,000 | 6,648 |
| Total debt securities | $7,909,000 | 6,896 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $7,869,000 | 7,057 |
| U.S. Government securities | $7,869,000 | 6,329 |
| U.S. Treasury securities | $2,000,000 | 1,080 |
| U.S. Government agency obligations | $5,869,000 | 6,774 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $3,986,000 | 4,359 |
| Certificates of participation in pools of residential mortgages | $3,986,000 | 3,732 |
| Issued or guaranteed by U.S. | $3,986,000 | 3,723 |
| 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) | $2,000,000 | 2,825 |
| Available-for-sale securities (fair market value) | $5,869,000 | 6,719 |
| Total debt securities | $7,869,000 | 6,993 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $8,275,000 | 6,939 |
| U.S. Government securities | $8,275,000 | 6,168 |
| U.S. Treasury securities | $2,000,000 | 1,080 |
| U.S. Government agency obligations | $6,275,000 | 6,588 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $4,275,000 | 4,294 |
| Certificates of participation in pools of residential mortgages | $4,275,000 | 3,674 |
| Issued or guaranteed by U.S. | $4,275,000 | 3,666 |
| 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) | $2,000,000 | 2,822 |
| Available-for-sale securities (fair market value) | $6,275,000 | 6,623 |
| Total debt securities | $8,275,000 | 6,863 |
| 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 | $7,043,000 | 7,304 |
| U.S. Government securities | $7,043,000 | 6,579 |
| U.S. Treasury securities | $2,000,000 | 1,144 |
| U.S. Government agency obligations | $5,043,000 | 7,031 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| 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) | $7,043,000 | 1,788 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $7,043,000 | 7,223 |
| 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 | $7,046,000 | 7,250 |
| U.S. Government securities | $7,046,000 | 6,447 |
| U.S. Treasury securities | $2,000,000 | 1,156 |
| U.S. Government agency obligations | $5,046,000 | 6,950 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| 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) | $7,046,000 | 1,776 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $7,046,000 | 7,154 |
| 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 | $5,050,000 | 7,752 |
| U.S. Government securities | $5,050,000 | 7,067 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,050,000 | 6,886 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| 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) | $5,050,000 | 2,061 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $5,050,000 | 7,667 |
| 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 |