Home > Frederick County Bank > Securities
Frederick County Bank, Securities
| 2019-12-31 | Rank | |
| Total securities | $21,824,000 | 3,256 |
| U.S. Government securities | $15,780,000 | 2,859 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $15,780,000 | 2,697 |
| Securities issued by states & political subdivisions | $4,296,000 | 3,121 |
| Other domestic debt securities | $1,748,000 | 1,334 |
| 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 | $1,748,000 | 967 |
| 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 | $11,868,000 | 2,428 |
| Mortgage-backed securities | $14,458,000 | 2,279 |
| Certificates of participation in pools of residential mortgages | $12,437,000 | 1,776 |
| Issued or guaranteed by U.S. | $12,437,000 | 1,729 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,021,000 | 2,090 |
| CMOs issued by government agencies or sponsored agencies | $2,021,000 | 2,040 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $21,824,000 | 3,037 |
| Total debt securities | $21,825,000 | 3,234 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $23,055,000 | 3,222 |
| U.S. Government securities | $17,004,000 | 2,814 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $17,004,000 | 2,660 |
| Securities issued by states & political subdivisions | $4,309,000 | 3,145 |
| Other domestic debt securities | $1,742,000 | 1,341 |
| 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 | $1,742,000 | 960 |
| 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 | $11,133,000 | 2,518 |
| Mortgage-backed securities | $15,567,000 | 2,197 |
| Certificates of participation in pools of residential mortgages | $13,401,000 | 1,697 |
| Issued or guaranteed by U.S. | $13,401,000 | 1,645 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,166,000 | 2,081 |
| CMOs issued by government agencies or sponsored agencies | $2,166,000 | 2,033 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $23,055,000 | 2,997 |
| Total debt securities | $23,053,000 | 3,202 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $24,426,000 | 3,193 |
| U.S. Government securities | $18,384,000 | 2,765 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $18,384,000 | 2,608 |
| Securities issued by states & political subdivisions | $4,303,000 | 3,189 |
| Other domestic debt securities | $1,739,000 | 1,328 |
| 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 | $1,739,000 | 981 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,065,000 | 2,491 |
| Mortgage-backed securities | $16,956,000 | 2,092 |
| Certificates of participation in pools of residential mortgages | $14,628,000 | 1,598 |
| Issued or guaranteed by U.S. | $14,628,000 | 1,572 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,328,000 | 2,019 |
| CMOs issued by government agencies or sponsored agencies | $2,328,000 | 1,970 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $24,426,000 | 2,964 |
| Total debt securities | $24,428,000 | 3,174 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $25,662,000 | 3,190 |
| U.S. Government securities | $19,657,000 | 2,708 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $19,657,000 | 2,557 |
| Securities issued by states & political subdivisions | $4,285,000 | 3,248 |
| Other domestic debt securities | $1,720,000 | 1,334 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,720,000 | 984 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,090,000 | 2,616 |
| Mortgage-backed securities | $18,177,000 | 2,024 |
| Certificates of participation in pools of residential mortgages | $15,759,000 | 1,520 |
| Issued or guaranteed by U.S. | $15,759,000 | 1,495 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,418,000 | 2,008 |
| CMOs issued by government agencies or sponsored agencies | $2,418,000 | 1,959 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $25,662,000 | 2,948 |
| Total debt securities | $25,661,000 | 3,171 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $21,172,000 | 3,472 |
| U.S. Government securities | $16,150,000 | 2,971 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $16,150,000 | 2,806 |
| Securities issued by states & political subdivisions | $3,322,000 | 3,494 |
| Other domestic debt securities | $1,700,000 | 1,320 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,700,000 | 993 |
| 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 | $11,484,000 | 2,605 |
| Mortgage-backed securities | $14,663,000 | 2,234 |
| Certificates of participation in pools of residential mortgages | $12,157,000 | 1,793 |
| Issued or guaranteed by U.S. | $12,157,000 | 1,771 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,506,000 | 1,985 |
| CMOs issued by government agencies or sponsored agencies | $2,506,000 | 1,934 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $21,172,000 | 3,220 |
| Total debt securities | $21,173,000 | 3,452 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $21,589,000 | 3,477 |
| U.S. Government securities | $16,609,000 | 2,962 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $16,609,000 | 2,808 |
| Securities issued by states & political subdivisions | $3,290,000 | 3,526 |
| Other domestic debt securities | $1,690,000 | 1,275 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $1,690,000 | 989 |
| 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 | $9,300,000 | 2,826 |
| Mortgage-backed securities | $15,017,000 | 2,226 |
| Certificates of participation in pools of residential mortgages | $12,421,000 | 1,798 |
| Issued or guaranteed by U.S. | $12,421,000 | 1,787 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,596,000 | 1,953 |
| CMOs issued by government agencies or sponsored agencies | $2,596,000 | 1,904 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $21,589,000 | 3,213 |
| Total debt securities | $21,587,000 | 3,455 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $22,592,000 | 3,465 |
| U.S. Government securities | $17,595,000 | 2,887 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $17,595,000 | 2,745 |
| Securities issued by states & political subdivisions | $3,303,000 | 3,574 |
| Other domestic debt securities | $1,694,000 | 1,435 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $1,694,000 | 996 |
| 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 | $9,957,000 | 2,787 |
| Mortgage-backed securities | $15,973,000 | 2,185 |
| Certificates of participation in pools of residential mortgages | $13,191,000 | 1,772 |
| Issued or guaranteed by U.S. | $13,191,000 | 1,695 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $2,782,000 | 1,927 |
| CMOs issued by government agencies or sponsored agencies | $2,782,000 | 1,873 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $22,592,000 | 3,194 |
| Total debt securities | $22,592,000 | 3,444 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $22,264,000 | 3,528 |
| U.S. Government securities | $17,270,000 | 2,989 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $17,270,000 | 2,849 |
| Securities issued by states & political subdivisions | $3,298,000 | 3,619 |
| Other domestic debt securities | $1,696,000 | 1,288 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $1,696,000 | 1,014 |
| 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 | $8,629,000 | 2,998 |
| Mortgage-backed securities | $15,531,000 | 2,216 |
| Certificates of participation in pools of residential mortgages | $12,588,000 | 1,879 |
| Issued or guaranteed by U.S. | $12,588,000 | 1,877 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,943,000 | 1,890 |
| CMOs issued by government agencies or sponsored agencies | $2,943,000 | 1,831 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $22,264,000 | 3,249 |
| Total debt securities | $22,264,000 | 3,505 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $23,494,000 | 3,502 |
| U.S. Government securities | $18,420,000 | 2,915 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $18,420,000 | 2,784 |
| Securities issued by states & political subdivisions | $3,355,000 | 3,671 |
| Other domestic debt securities | $1,719,000 | 1,284 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $1,719,000 | 1,027 |
| 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 | $9,252,000 | 2,936 |
| Mortgage-backed securities | $16,667,000 | 2,153 |
| Certificates of participation in pools of residential mortgages | $13,515,000 | 1,834 |
| Issued or guaranteed by U.S. | $13,515,000 | 1,833 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $3,152,000 | 1,848 |
| CMOs issued by government agencies or sponsored agencies | $3,152,000 | 1,787 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $23,494,000 | 3,229 |
| Total debt securities | $23,493,000 | 3,478 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $20,877,000 | 3,709 |
| U.S. Government securities | $15,311,000 | 3,208 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $15,311,000 | 3,079 |
| Securities issued by states & political subdivisions | $3,828,000 | 3,635 |
| Other domestic debt securities | $1,738,000 | 1,303 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $1,738,000 | 1,060 |
| 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 | $9,843,000 | 2,913 |
| Mortgage-backed securities | $13,400,000 | 2,428 |
| Certificates of participation in pools of residential mortgages | $10,060,000 | 2,158 |
| Issued or guaranteed by U.S. | $10,060,000 | 2,156 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $3,340,000 | 1,829 |
| CMOs issued by government agencies or sponsored agencies | $3,340,000 | 1,773 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $20,877,000 | 3,422 |
| Total debt securities | $20,878,000 | 3,686 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $21,047,000 | 3,752 |
| U.S. Government securities | $16,162,000 | 3,190 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $16,162,000 | 3,060 |
| Securities issued by states & political subdivisions | $3,838,000 | 3,677 |
| Other domestic debt securities | $1,047,000 | 1,478 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $1,047,000 | 1,226 |
| 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 | $8,282,000 | 3,145 |
| Mortgage-backed securities | $14,249,000 | 2,380 |
| Certificates of participation in pools of residential mortgages | $10,703,000 | 2,131 |
| Issued or guaranteed by U.S. | $10,703,000 | 2,130 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,546,000 | 1,833 |
| CMOs issued by government agencies or sponsored agencies | $3,546,000 | 1,771 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $21,047,000 | 3,455 |
| Total debt securities | $21,046,000 | 3,730 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $21,921,000 | 3,727 |
| U.S. Government securities | $17,087,000 | 3,150 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $17,087,000 | 3,021 |
| Securities issued by states & political subdivisions | $3,802,000 | 3,716 |
| Other domestic debt securities | $1,032,000 | 1,530 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $1,032,000 | 1,243 |
| 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 | $8,877,000 | 3,105 |
| Mortgage-backed securities | $15,035,000 | 2,354 |
| Certificates of participation in pools of residential mortgages | $11,290,000 | 2,124 |
| Issued or guaranteed by U.S. | $11,290,000 | 2,124 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,745,000 | 1,803 |
| CMOs issued by government agencies or sponsored agencies | $3,745,000 | 1,746 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $21,921,000 | 3,423 |
| Total debt securities | $21,921,000 | 3,706 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 638 |
| Fair value | $1,032,000 | 626 |
| 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 | $22,646,000 | 3,686 |
| U.S. Government securities | $17,851,000 | 3,060 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $17,851,000 | 2,937 |
| Securities issued by states & political subdivisions | $3,794,000 | 3,751 |
| Other domestic debt securities | $1,001,000 | 1,571 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $1,001,000 | 1,280 |
| 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 | $9,406,000 | 3,031 |
| Mortgage-backed securities | $15,814,000 | 2,284 |
| Certificates of participation in pools of residential mortgages | $11,820,000 | 2,085 |
| Issued or guaranteed by U.S. | $11,820,000 | 2,084 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,994,000 | 1,736 |
| CMOs issued by government agencies or sponsored agencies | $3,994,000 | 1,673 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $22,646,000 | 3,386 |
| Total debt securities | $22,647,000 | 3,659 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 635 |
| Fair value | $1,001,000 | 635 |
| 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 | $18,106,000 | 4,003 |
| U.S. Government securities | $13,832,000 | 3,413 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $13,832,000 | 3,294 |
| Securities issued by states & political subdivisions | $4,274,000 | 3,678 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,879,000 | 3,143 |
| Mortgage-backed securities | $11,551,000 | 2,635 |
| Certificates of participation in pools of residential mortgages | $7,173,000 | 2,617 |
| Issued or guaranteed by U.S. | $7,173,000 | 2,616 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,378,000 | 1,698 |
| CMOs issued by government agencies or sponsored agencies | $4,378,000 | 1,629 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $18,106,000 | 3,683 |
| Total debt securities | $18,106,000 | 3,976 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $19,263,000 | 3,983 |
| U.S. Government securities | $14,734,000 | 3,432 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $14,734,000 | 3,308 |
| Securities issued by states & political subdivisions | $4,529,000 | 3,645 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,720,000 | 3,223 |
| Mortgage-backed securities | $12,447,000 | 2,598 |
| Certificates of participation in pools of residential mortgages | $7,771,000 | 2,583 |
| Issued or guaranteed by U.S. | $7,771,000 | 2,579 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,676,000 | 1,669 |
| CMOs issued by government agencies or sponsored agencies | $4,676,000 | 1,600 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $19,263,000 | 3,666 |
| Total debt securities | $19,262,000 | 3,956 |
| 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 | $22,502,000 | 3,817 |
| U.S. Government securities | $16,689,000 | 3,300 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $16,689,000 | 3,192 |
| Securities issued by states & political subdivisions | $5,813,000 | 3,392 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,541,000 | 2,688 |
| Mortgage-backed securities | $14,271,000 | 2,435 |
| Certificates of participation in pools of residential mortgages | $9,339,000 | 2,412 |
| Issued or guaranteed by U.S. | $9,339,000 | 2,411 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,932,000 | 1,640 |
| CMOs issued by government agencies or sponsored agencies | $4,932,000 | 1,568 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $22,502,000 | 3,491 |
| Total debt securities | $22,503,000 | 3,791 |
| 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 | $23,343,000 | 3,790 |
| U.S. Government securities | $17,305,000 | 3,308 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $17,305,000 | 3,197 |
| Securities issued by states & political subdivisions | $6,038,000 | 3,371 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,789,000 | 3,272 |
| Mortgage-backed securities | $14,922,000 | 2,403 |
| Certificates of participation in pools of residential mortgages | $9,780,000 | 2,362 |
| Issued or guaranteed by U.S. | $9,780,000 | 2,359 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,142,000 | 1,624 |
| CMOs issued by government agencies or sponsored agencies | $5,142,000 | 1,560 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $23,343,000 | 3,467 |
| Total debt securities | $23,340,000 | 3,766 |
| 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 | $24,360,000 | 3,767 |
| U.S. Government securities | $18,373,000 | 3,270 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $18,373,000 | 3,165 |
| Securities issued by states & political subdivisions | $5,987,000 | 3,416 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,309,000 | 3,237 |
| Mortgage-backed securities | $15,833,000 | 2,364 |
| Certificates of participation in pools of residential mortgages | $10,313,000 | 2,324 |
| Issued or guaranteed by U.S. | $10,313,000 | 2,322 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $5,520,000 | 1,590 |
| CMOs issued by government agencies or sponsored agencies | $5,520,000 | 1,527 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $24,360,000 | 3,444 |
| Total debt securities | $24,360,000 | 3,743 |
| 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 | $24,171,000 | 3,867 |
| U.S. Government securities | $18,272,000 | 3,364 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $18,272,000 | 3,267 |
| Securities issued by states & political subdivisions | $5,899,000 | 3,446 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,901,000 | 3,182 |
| Mortgage-backed securities | $15,755,000 | 2,434 |
| Certificates of participation in pools of residential mortgages | $9,959,000 | 2,435 |
| Issued or guaranteed by U.S. | $9,959,000 | 2,433 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,796,000 | 1,607 |
| CMOs issued by government agencies or sponsored agencies | $5,796,000 | 1,537 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $24,171,000 | 3,534 |
| Total debt securities | $24,167,000 | 3,843 |
| 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 | $25,972,000 | 3,786 |
| U.S. Government securities | $19,433,000 | 3,331 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $19,433,000 | 3,221 |
| Securities issued by states & political subdivisions | $6,539,000 | 3,329 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,920,000 | 3,366 |
| Mortgage-backed securities | $16,790,000 | 2,388 |
| Certificates of participation in pools of residential mortgages | $10,681,000 | 2,388 |
| Issued or guaranteed by U.S. | $10,681,000 | 2,387 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $6,109,000 | 1,612 |
| CMOs issued by government agencies or sponsored agencies | $6,109,000 | 1,544 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $25,972,000 | 3,455 |
| Total debt securities | $25,973,000 | 3,763 |
| 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 | $23,890,000 | 3,970 |
| U.S. Government securities | $16,794,000 | 3,639 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $16,794,000 | 3,520 |
| Securities issued by states & political subdivisions | $7,096,000 | 3,266 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,681,000 | 3,263 |
| Mortgage-backed securities | $14,180,000 | 2,633 |
| Certificates of participation in pools of residential mortgages | $7,876,000 | 2,796 |
| Issued or guaranteed by U.S. | $7,876,000 | 2,794 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,304,000 | 1,632 |
| CMOs issued by government agencies or sponsored agencies | $6,304,000 | 1,569 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $23,890,000 | 3,621 |
| Total debt securities | $23,889,000 | 3,944 |
| 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 | $24,484,000 | 4,036 |
| U.S. Government securities | $17,438,000 | 3,660 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $17,438,000 | 3,545 |
| Securities issued by states & political subdivisions | $7,046,000 | 3,314 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,088,000 | 3,378 |
| Mortgage-backed securities | $14,786,000 | 2,657 |
| Certificates of participation in pools of residential mortgages | $8,302,000 | 2,828 |
| Issued or guaranteed by U.S. | $8,302,000 | 2,825 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $6,484,000 | 1,638 |
| CMOs issued by government agencies or sponsored agencies | $6,484,000 | 1,560 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $24,484,000 | 3,681 |
| Total debt securities | $24,484,000 | 4,004 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $25,292,000 | 4,007 |
| U.S. Government securities | $18,337,000 | 3,621 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $18,337,000 | 3,514 |
| Securities issued by states & political subdivisions | $6,955,000 | 3,376 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,718,000 | 3,309 |
| Mortgage-backed securities | $15,705,000 | 2,618 |
| Certificates of participation in pools of residential mortgages | $8,902,000 | 2,792 |
| Issued or guaranteed by U.S. | $8,902,000 | 2,792 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,803,000 | 1,610 |
| CMOs issued by government agencies or sponsored agencies | $6,803,000 | 1,543 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $25,292,000 | 3,656 |
| Total debt securities | $25,291,000 | 3,973 |
| 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 | $26,023,000 | 3,982 |
| U.S. Government securities | $19,176,000 | 3,570 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $19,176,000 | 3,470 |
| Securities issued by states & political subdivisions | $6,847,000 | 3,414 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,952,000 | 3,441 |
| Mortgage-backed securities | $16,492,000 | 2,576 |
| Certificates of participation in pools of residential mortgages | $9,391,000 | 2,744 |
| Issued or guaranteed by U.S. | $9,391,000 | 2,744 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $7,101,000 | 1,587 |
| CMOs issued by government agencies or sponsored agencies | $7,101,000 | 1,520 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $26,023,000 | 3,624 |
| Total debt securities | $26,020,000 | 3,956 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $26,716,000 | 3,921 |
| U.S. Government securities | $20,035,000 | 3,493 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $20,035,000 | 3,398 |
| Securities issued by states & political subdivisions | $6,681,000 | 3,446 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,553,000 | 3,345 |
| Mortgage-backed securities | $17,375,000 | 2,520 |
| Certificates of participation in pools of residential mortgages | $10,100,000 | 2,650 |
| Issued or guaranteed by U.S. | $10,100,000 | 2,650 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $7,275,000 | 1,586 |
| CMOs issued by government agencies or sponsored agencies | $7,275,000 | 1,510 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $26,716,000 | 3,591 |
| Total debt securities | $26,717,000 | 3,898 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $33,413,000 | 3,497 |
| U.S. Government securities | $24,782,000 | 3,118 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $24,782,000 | 3,038 |
| Securities issued by states & political subdivisions | $8,631,000 | 3,115 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,236,000 | 3,232 |
| Mortgage-backed securities | $21,311,000 | 2,275 |
| Certificates of participation in pools of residential mortgages | $13,674,000 | 2,271 |
| Issued or guaranteed by U.S. | $13,674,000 | 2,269 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $7,637,000 | 1,557 |
| CMOs issued by government agencies or sponsored agencies | $7,637,000 | 1,482 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $33,413,000 | 3,214 |
| Total debt securities | $33,412,000 | 3,466 |
| 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 | $35,373,000 | 3,365 |
| U.S. Government securities | $26,617,000 | 2,977 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $26,617,000 | 2,904 |
| Securities issued by states & political subdivisions | $8,756,000 | 3,099 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,615,000 | 3,508 |
| Mortgage-backed securities | $22,958,000 | 2,186 |
| Certificates of participation in pools of residential mortgages | $14,745,000 | 2,160 |
| Issued or guaranteed by U.S. | $14,745,000 | 2,157 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,213,000 | 1,538 |
| CMOs issued by government agencies or sponsored agencies | $8,213,000 | 1,454 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $35,373,000 | 3,094 |
| Total debt securities | $35,375,000 | 3,334 |
| 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 | $31,794,000 | 3,616 |
| U.S. Government securities | $22,565,000 | 3,305 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $22,565,000 | 3,225 |
| Securities issued by states & political subdivisions | $9,229,000 | 2,993 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,778,000 | 3,528 |
| Mortgage-backed securities | $20,783,000 | 2,349 |
| Certificates of participation in pools of residential mortgages | $15,982,000 | 2,085 |
| Issued or guaranteed by U.S. | $15,982,000 | 2,084 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,801,000 | 2,002 |
| CMOs issued by government agencies or sponsored agencies | $4,801,000 | 1,917 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $31,794,000 | 3,349 |
| Total debt securities | $31,793,000 | 3,574 |
| 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 | $34,488,000 | 3,397 |
| U.S. Government securities | $24,566,000 | 3,092 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $24,566,000 | 3,027 |
| Securities issued by states & political subdivisions | $9,922,000 | 2,853 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,940,000 | 3,477 |
| Mortgage-backed securities | $22,719,000 | 2,238 |
| Certificates of participation in pools of residential mortgages | $17,465,000 | 1,941 |
| Issued or guaranteed by U.S. | $17,465,000 | 1,938 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $5,254,000 | 2,003 |
| CMOs issued by government agencies or sponsored agencies | $5,254,000 | 1,914 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $34,488,000 | 3,143 |
| Total debt securities | $34,487,000 | 3,366 |
| 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 | $42,796,000 | 3,000 |
| U.S. Government securities | $26,151,000 | 3,042 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $26,151,000 | 2,985 |
| Securities issued by states & political subdivisions | $16,645,000 | 2,040 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,495,000 | 3,408 |
| Mortgage-backed securities | $24,296,000 | 2,250 |
| Certificates of participation in pools of residential mortgages | $18,511,000 | 1,959 |
| Issued or guaranteed by U.S. | $18,511,000 | 1,958 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $5,785,000 | 1,991 |
| CMOs issued by government agencies or sponsored agencies | $5,785,000 | 1,899 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $42,796,000 | 2,771 |
| Total debt securities | $42,796,000 | 2,976 |
| 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 | $43,570,000 | 2,977 |
| U.S. Government securities | $27,851,000 | 2,977 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $27,851,000 | 2,918 |
| Securities issued by states & political subdivisions | $15,719,000 | 2,076 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,299,000 | 4,861 |
| Mortgage-backed securities | $25,959,000 | 2,186 |
| Certificates of participation in pools of residential mortgages | $19,637,000 | 1,908 |
| Issued or guaranteed by U.S. | $19,637,000 | 1,908 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,322,000 | 1,931 |
| CMOs issued by government agencies or sponsored agencies | $6,322,000 | 1,830 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $43,570,000 | 2,742 |
| Total debt securities | $43,572,000 | 2,951 |
| 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 | $41,319,000 | 3,074 |
| U.S. Government securities | $28,486,000 | 2,985 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $28,486,000 | 2,928 |
| Securities issued by states & political subdivisions | $12,833,000 | 2,315 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,614,000 | 3,999 |
| Mortgage-backed securities | $27,615,000 | 2,107 |
| Certificates of participation in pools of residential mortgages | $23,404,000 | 1,675 |
| Issued or guaranteed by U.S. | $23,404,000 | 1,673 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,211,000 | 2,278 |
| CMOs issued by government agencies or sponsored agencies | $4,211,000 | 2,173 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $41,319,000 | 2,837 |
| Total debt securities | $41,319,000 | 3,047 |
| 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 | $36,123,000 | 3,271 |
| U.S. Government securities | $22,456,000 | 3,393 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $22,456,000 | 3,318 |
| Securities issued by states & political subdivisions | $13,667,000 | 2,181 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,426,000 | 4,076 |
| Mortgage-backed securities | $21,532,000 | 2,367 |
| Certificates of participation in pools of residential mortgages | $18,535,000 | 1,887 |
| Issued or guaranteed by U.S. | $18,535,000 | 1,886 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,997,000 | 2,493 |
| CMOs issued by government agencies or sponsored agencies | $2,997,000 | 2,309 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $36,123,000 | 3,004 |
| Total debt securities | $36,122,000 | 3,250 |
| 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 | $38,022,000 | 3,112 |
| U.S. Government securities | $24,408,000 | 3,154 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $24,408,000 | 3,075 |
| Securities issued by states & political subdivisions | $13,614,000 | 2,101 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,837,000 | 3,962 |
| Mortgage-backed securities | $23,465,000 | 2,167 |
| Certificates of participation in pools of residential mortgages | $20,181,000 | 1,710 |
| Issued or guaranteed by U.S. | $20,181,000 | 1,705 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,284,000 | 2,404 |
| CMOs issued by government agencies or sponsored agencies | $3,284,000 | 2,217 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $38,022,000 | 2,847 |
| Total debt securities | $38,021,000 | 3,089 |
| 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 | $44,779,000 | 2,763 |
| U.S. Government securities | $25,114,000 | 3,160 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $25,114,000 | 3,080 |
| Securities issued by states & political subdivisions | $19,665,000 | 1,525 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,943,000 | 4,015 |
| Mortgage-backed securities | $24,173,000 | 2,097 |
| Certificates of participation in pools of residential mortgages | $20,670,000 | 1,618 |
| Issued or guaranteed by U.S. | $20,670,000 | 1,616 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,503,000 | 2,327 |
| CMOs issued by government agencies or sponsored agencies | $3,503,000 | 2,126 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $44,779,000 | 2,517 |
| Total debt securities | $44,779,000 | 2,742 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $36,575,000 | 3,159 |
| U.S. Government securities | $22,613,000 | 3,381 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $22,613,000 | 3,285 |
| Securities issued by states & political subdivisions | $13,962,000 | 1,984 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,111,000 | 3,946 |
| Mortgage-backed securities | $22,613,000 | 2,141 |
| Certificates of participation in pools of residential mortgages | $18,982,000 | 1,697 |
| Issued or guaranteed by U.S. | $18,982,000 | 1,693 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,631,000 | 2,239 |
| CMOs issued by government agencies or sponsored agencies | $3,631,000 | 2,034 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $36,575,000 | 2,887 |
| Total debt securities | $36,575,000 | 3,132 |
| 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 | $29,877,000 | 3,511 |
| U.S. Government securities | $20,859,000 | 3,396 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $20,859,000 | 3,297 |
| Securities issued by states & political subdivisions | $9,018,000 | 2,621 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,788,000 | 3,996 |
| Mortgage-backed securities | $20,859,000 | 2,167 |
| Certificates of participation in pools of residential mortgages | $16,947,000 | 1,764 |
| Issued or guaranteed by U.S. | $16,947,000 | 1,760 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,912,000 | 2,162 |
| CMOs issued by government agencies or sponsored agencies | $3,912,000 | 1,942 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $29,877,000 | 3,220 |
| Total debt securities | $29,876,000 | 3,484 |
| 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 | $41,715,000 | 2,769 |
| U.S. Government securities | $32,276,000 | 2,476 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $32,276,000 | 2,394 |
| Securities issued by states & political subdivisions | $9,439,000 | 2,467 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,464,000 | 4,739 |
| Mortgage-backed securities | $30,916,000 | 1,690 |
| Certificates of participation in pools of residential mortgages | $26,602,000 | 1,249 |
| Issued or guaranteed by U.S. | $26,602,000 | 1,241 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,314,000 | 2,076 |
| CMOs issued by government agencies or sponsored agencies | $4,314,000 | 1,846 |
| Privately issued | $0 | 1,417 |
| 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) | $41,715,000 | 2,485 |
| Total debt securities | $41,716,000 | 2,741 |
| Structured notes | ||
| Amortized cost | $1,303,000 | 2,264 |
| Fair value | $1,360,000 | 2,248 |
| 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 | $35,018,000 | 3,146 |
| U.S. Government securities | $25,747,000 | 2,971 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $25,747,000 | 2,884 |
| Securities issued by states & political subdivisions | $9,271,000 | 2,374 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,584,000 | 4,759 |
| Mortgage-backed securities | $24,302,000 | 1,938 |
| Certificates of participation in pools of residential mortgages | $19,760,000 | 1,568 |
| Issued or guaranteed by U.S. | $19,760,000 | 1,560 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $4,542,000 | 1,976 |
| CMOs issued by government agencies or sponsored agencies | $4,542,000 | 1,725 |
| Privately issued | $0 | 1,445 |
| 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) | $35,018,000 | 2,830 |
| Total debt securities | $35,016,000 | 3,115 |
| Structured notes | ||
| Amortized cost | $1,397,000 | 2,341 |
| Fair value | $1,445,000 | 2,330 |
| 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 | $27,752,000 | 3,670 |
| U.S. Government securities | $19,856,000 | 3,573 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $19,856,000 | 3,488 |
| Securities issued by states & political subdivisions | $7,896,000 | 2,585 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,420,000 | 4,878 |
| Mortgage-backed securities | $18,843,000 | 2,333 |
| Certificates of participation in pools of residential mortgages | $17,895,000 | 1,761 |
| Issued or guaranteed by U.S. | $17,895,000 | 1,758 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $948,000 | 2,925 |
| CMOs issued by government agencies or sponsored agencies | $948,000 | 2,598 |
| Privately issued | $0 | 1,481 |
| 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) | $27,752,000 | 3,335 |
| Total debt securities | $27,752,000 | 3,643 |
| Structured notes | ||
| Amortized cost | $955,000 | 2,477 |
| Fair value | $1,013,000 | 2,248 |
| 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 | $23,777,000 | 4,008 |
| U.S. Government securities | $15,925,000 | 3,997 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $15,925,000 | 3,913 |
| Securities issued by states & political subdivisions | $7,852,000 | 2,614 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,241,000 | 5,786 |
| Mortgage-backed securities | $13,491,000 | 2,858 |
| Certificates of participation in pools of residential mortgages | $12,462,000 | 2,295 |
| Issued or guaranteed by U.S. | $12,462,000 | 2,288 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,029,000 | 2,869 |
| CMOs issued by government agencies or sponsored agencies | $1,029,000 | 2,530 |
| Privately issued | $0 | 1,512 |
| 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) | $23,777,000 | 3,624 |
| Total debt securities | $23,777,000 | 3,977 |
| Structured notes | ||
| Amortized cost | $2,378,000 | 1,413 |
| Fair value | $2,434,000 | 1,394 |
| 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 | $22,451,000 | 4,162 |
| U.S. Government securities | $16,685,000 | 3,884 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $16,685,000 | 3,810 |
| Securities issued by states & political subdivisions | $5,766,000 | 3,056 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,205,000 | 5,015 |
| Mortgage-backed securities | $12,227,000 | 3,042 |
| Certificates of participation in pools of residential mortgages | $10,829,000 | 2,556 |
| Issued or guaranteed by U.S. | $10,829,000 | 2,547 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,398,000 | 2,698 |
| CMOs issued by government agencies or sponsored agencies | $1,398,000 | 2,350 |
| Privately issued | $0 | 1,566 |
| 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) | $22,451,000 | 3,765 |
| Total debt securities | $22,451,000 | 4,125 |
| Structured notes | ||
| Amortized cost | $4,369,000 | 642 |
| Fair value | $4,458,000 | 633 |
| 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 | $14,158,000 | 5,172 |
| U.S. Government securities | $8,615,000 | 5,263 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $8,615,000 | 5,169 |
| Securities issued by states & political subdivisions | $5,543,000 | 3,055 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,487,000 | 4,929 |
| Mortgage-backed securities | $6,000,000 | 4,053 |
| Certificates of participation in pools of residential mortgages | $5,595,000 | 3,545 |
| Issued or guaranteed by U.S. | $5,595,000 | 3,532 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $405,000 | 3,268 |
| CMOs issued by government agencies or sponsored agencies | $405,000 | 2,916 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $14,158,000 | 4,721 |
| Total debt securities | $14,157,000 | 5,124 |
| Structured notes | ||
| Amortized cost | $2,542,000 | 650 |
| Fair value | $2,615,000 | 636 |
| 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 | $19,354,000 | 4,511 |
| U.S. Government securities | $13,807,000 | 4,393 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $13,807,000 | 4,314 |
| Securities issued by states & political subdivisions | $5,547,000 | 3,007 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,069,000 | 4,787 |
| Mortgage-backed securities | $10,971,000 | 3,276 |
| Certificates of participation in pools of residential mortgages | $10,501,000 | 2,701 |
| Issued or guaranteed by U.S. | $10,501,000 | 2,685 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $470,000 | 3,263 |
| CMOs issued by government agencies or sponsored agencies | $470,000 | 2,897 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $19,354,000 | 4,062 |
| Total debt securities | $19,353,000 | 4,472 |
| Structured notes | ||
| Amortized cost | $2,795,000 | 461 |
| Fair value | $2,836,000 | 454 |
| 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 | $19,739,000 | 4,481 |
| U.S. Government securities | $14,254,000 | 4,361 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $14,254,000 | 4,282 |
| Securities issued by states & political subdivisions | $5,485,000 | 2,994 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,331,000 | 4,745 |
| Mortgage-backed securities | $11,302,000 | 3,184 |
| Certificates of participation in pools of residential mortgages | $10,783,000 | 2,629 |
| Issued or guaranteed by U.S. | $10,783,000 | 2,613 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $519,000 | 3,154 |
| CMOs issued by government agencies or sponsored agencies | $519,000 | 2,827 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $19,739,000 | 4,019 |
| Total debt securities | $19,740,000 | 4,446 |
| Structured notes | ||
| Amortized cost | $2,928,000 | 486 |
| Fair value | $2,952,000 | 481 |
| 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 | $20,170,000 | 4,377 |
| U.S. Government securities | $14,840,000 | 4,229 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $14,840,000 | 4,154 |
| Securities issued by states & political subdivisions | $5,330,000 | 3,002 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,616,000 | 4,657 |
| Mortgage-backed securities | $11,835,000 | 3,004 |
| Certificates of participation in pools of residential mortgages | $11,298,000 | 2,484 |
| Issued or guaranteed by U.S. | $11,298,000 | 2,468 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $537,000 | 3,059 |
| CMOs issued by government agencies or sponsored agencies | $537,000 | 2,729 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $20,170,000 | 3,899 |
| Total debt securities | $20,169,000 | 4,343 |
| Structured notes | ||
| Amortized cost | $2,997,000 | 468 |
| Fair value | $3,005,000 | 440 |
| 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 | $26,160,000 | 3,772 |
| U.S. Government securities | $16,508,000 | 4,009 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $16,508,000 | 3,945 |
| Securities issued by states & political subdivisions | $9,652,000 | 2,134 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,226,000 | 4,457 |
| Mortgage-backed securities | $12,932,000 | 2,857 |
| Certificates of participation in pools of residential mortgages | $12,362,000 | 2,319 |
| Issued or guaranteed by U.S. | $12,362,000 | 2,305 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $570,000 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $570,000 | 2,715 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $26,160,000 | 3,356 |
| Total debt securities | $26,160,000 | 3,727 |
| Structured notes | ||
| Amortized cost | $3,075,000 | 463 |
| Fair value | $3,073,000 | 460 |
| 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 | $24,637,000 | 3,909 |
| U.S. Government securities | $14,673,000 | 4,285 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $14,673,000 | 4,211 |
| Securities issued by states & political subdivisions | $9,964,000 | 2,072 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,741,000 | 4,262 |
| Mortgage-backed securities | $10,940,000 | 3,053 |
| Certificates of participation in pools of residential mortgages | $10,281,000 | 2,516 |
| Issued or guaranteed by U.S. | $10,281,000 | 2,502 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $659,000 | 2,970 |
| CMOs issued by government agencies or sponsored agencies | $659,000 | 2,638 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $24,637,000 | 3,491 |
| Total debt securities | $24,636,000 | 3,856 |
| Structured notes | ||
| Amortized cost | $3,183,000 | 479 |
| Fair value | $3,227,000 | 477 |
| 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 | $27,212,000 | 3,674 |
| U.S. Government securities | $17,415,000 | 3,940 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $17,415,000 | 3,859 |
| Securities issued by states & political subdivisions | $9,797,000 | 2,099 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,684,000 | 4,325 |
| Mortgage-backed securities | $11,668,000 | 2,678 |
| Certificates of participation in pools of residential mortgages | $10,937,000 | 2,172 |
| Issued or guaranteed by U.S. | $10,937,000 | 2,160 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $731,000 | 2,817 |
| CMOs issued by government agencies or sponsored agencies | $731,000 | 2,508 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $27,212,000 | 3,259 |
| Total debt securities | $27,213,000 | 3,621 |
| Structured notes | ||
| Amortized cost | $3,275,000 | 726 |
| Fair value | $3,254,000 | 729 |
| 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 | $27,982,000 | 3,600 |
| U.S. Government securities | $18,121,000 | 3,890 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $18,121,000 | 3,808 |
| Securities issued by states & political subdivisions | $9,861,000 | 2,053 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,531,000 | 4,374 |
| Mortgage-backed securities | $12,351,000 | 2,431 |
| Certificates of participation in pools of residential mortgages | $11,595,000 | 1,934 |
| Issued or guaranteed by U.S. | $11,595,000 | 1,925 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $756,000 | 2,745 |
| CMOs issued by government agencies or sponsored agencies | $756,000 | 2,439 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $27,982,000 | 3,182 |
| Total debt securities | $27,982,000 | 3,560 |
| Structured notes | ||
| Amortized cost | $3,352,000 | 867 |
| Fair value | $3,286,000 | 875 |
| 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 | $27,745,000 | 3,623 |
| U.S. Government securities | $18,082,000 | 3,914 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $18,082,000 | 3,817 |
| Securities issued by states & political subdivisions | $9,663,000 | 2,062 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,751,000 | 4,327 |
| Mortgage-backed securities | $13,203,000 | 2,276 |
| Certificates of participation in pools of residential mortgages | $12,400,000 | 1,806 |
| Issued or guaranteed by U.S. | $12,400,000 | 1,800 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $803,000 | 2,689 |
| CMOs issued by government agencies or sponsored agencies | $803,000 | 2,393 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $27,745,000 | 3,178 |
| Total debt securities | $27,744,000 | 3,584 |
| Structured notes | ||
| Amortized cost | $3,472,000 | 906 |
| Fair value | $3,399,000 | 908 |
| 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 | $30,021,000 | 3,450 |
| U.S. Government securities | $20,128,000 | 3,643 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $20,128,000 | 3,550 |
| Securities issued by states & political subdivisions | $9,893,000 | 2,026 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,057,000 | 4,020 |
| Mortgage-backed securities | $14,084,000 | 2,192 |
| Certificates of participation in pools of residential mortgages | $13,217,000 | 1,734 |
| Issued or guaranteed by U.S. | $13,217,000 | 1,728 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $867,000 | 2,629 |
| CMOs issued by government agencies or sponsored agencies | $867,000 | 2,353 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $30,021,000 | 3,004 |
| Total debt securities | $30,021,000 | 3,414 |
| Structured notes | ||
| Amortized cost | $4,102,000 | 805 |
| Fair value | $4,070,000 | 807 |
| 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 | $28,774,000 | 3,571 |
| U.S. Government securities | $18,911,000 | 3,878 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $18,911,000 | 3,775 |
| Securities issued by states & political subdivisions | $9,863,000 | 2,029 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,395,000 | 3,946 |
| Mortgage-backed securities | $12,773,000 | 2,316 |
| Certificates of participation in pools of residential mortgages | $11,847,000 | 1,879 |
| Issued or guaranteed by U.S. | $11,847,000 | 1,869 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $926,000 | 2,582 |
| CMOs issued by government agencies or sponsored agencies | $926,000 | 2,311 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $28,774,000 | 3,113 |
| Total debt securities | $28,774,000 | 3,522 |
| Structured notes | ||
| Amortized cost | $4,212,000 | 850 |
| Fair value | $4,172,000 | 846 |
| 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 | $29,902,000 | 3,506 |
| U.S. Government securities | $19,997,000 | 3,763 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $19,997,000 | 3,651 |
| Securities issued by states & political subdivisions | $9,905,000 | 2,024 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,905,000 | 3,842 |
| Mortgage-backed securities | $13,747,000 | 2,235 |
| Certificates of participation in pools of residential mortgages | $12,775,000 | 1,800 |
| Issued or guaranteed by U.S. | $12,775,000 | 1,788 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $972,000 | 2,519 |
| CMOs issued by government agencies or sponsored agencies | $972,000 | 2,241 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $29,902,000 | 3,044 |
| Total debt securities | $29,902,000 | 3,455 |
| Structured notes | ||
| Amortized cost | $4,342,000 | 901 |
| Fair value | $4,292,000 | 900 |
| 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 | $25,598,000 | 3,893 |
| U.S. Government securities | $17,419,000 | 4,129 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $17,419,000 | 4,007 |
| Securities issued by states & political subdivisions | $8,179,000 | 2,310 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,208,000 | 3,754 |
| Mortgage-backed securities | $12,059,000 | 2,383 |
| Certificates of participation in pools of residential mortgages | $12,059,000 | 1,874 |
| Issued or guaranteed by U.S. | $12,059,000 | 1,862 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,179,000 | 1,530 |
| Available-for-sale securities (fair market value) | $17,419,000 | 4,299 |
| Total debt securities | $25,597,000 | 3,829 |
| Structured notes | ||
| Amortized cost | $4,488,000 | 949 |
| Fair value | $4,388,000 | 941 |
| 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 | $24,505,000 | 4,085 |
| U.S. Government securities | $18,457,000 | 4,026 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $18,457,000 | 3,893 |
| Securities issued by states & political subdivisions | $6,048,000 | 2,771 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,764,000 | 4,095 |
| Mortgage-backed securities | $12,895,000 | 2,338 |
| Certificates of participation in pools of residential mortgages | $12,895,000 | 1,833 |
| Issued or guaranteed by U.S. | $12,895,000 | 1,818 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,048,000 | 1,777 |
| Available-for-sale securities (fair market value) | $18,457,000 | 4,197 |
| Total debt securities | $24,503,000 | 4,026 |
| Structured notes | ||
| Amortized cost | $4,650,000 | 934 |
| Fair value | $4,586,000 | 932 |
| 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 | $20,797,000 | 4,527 |
| U.S. Government securities | $18,551,000 | 4,009 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $18,551,000 | 3,879 |
| Securities issued by states & political subdivisions | $2,246,000 | 4,223 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,732,000 | 3,838 |
| Mortgage-backed securities | $13,762,000 | 2,262 |
| Certificates of participation in pools of residential mortgages | $13,762,000 | 1,764 |
| Issued or guaranteed by U.S. | $13,762,000 | 1,753 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,246,000 | 2,548 |
| Available-for-sale securities (fair market value) | $18,551,000 | 4,180 |
| Total debt securities | $20,798,000 | 4,462 |
| Structured notes | ||
| Amortized cost | $4,333,000 | 984 |
| Fair value | $4,307,000 | 981 |
| 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 | $17,823,000 | 4,928 |
| U.S. Government securities | $16,316,000 | 4,289 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $16,316,000 | 4,161 |
| Securities issued by states & political subdivisions | $1,507,000 | 4,692 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,527,000 | 3,661 |
| Mortgage-backed securities | $13,856,000 | 2,267 |
| Certificates of participation in pools of residential mortgages | $13,856,000 | 1,782 |
| Issued or guaranteed by U.S. | $13,856,000 | 1,770 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,507,000 | 2,867 |
| Available-for-sale securities (fair market value) | $16,316,000 | 4,497 |
| Total debt securities | $17,823,000 | 4,874 |
| Structured notes | ||
| Amortized cost | $1,987,000 | 1,660 |
| Fair value | $1,975,000 | 1,598 |
| 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 | $18,408,000 | 4,873 |
| U.S. Government securities | $17,559,000 | 4,145 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $17,559,000 | 4,018 |
| Securities issued by states & political subdivisions | $849,000 | 5,213 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,313,000 | 3,488 |
| Mortgage-backed securities | $16,070,000 | 2,120 |
| Certificates of participation in pools of residential mortgages | $16,070,000 | 1,659 |
| Issued or guaranteed by U.S. | $16,070,000 | 1,646 |
| 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) | $849,000 | 3,264 |
| Available-for-sale securities (fair market value) | $17,559,000 | 4,366 |
| Total debt securities | $18,407,000 | 4,816 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,035 |
| Fair value | $1,002,000 | 2,034 |
| 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 | $17,059,000 | 5,138 |
| U.S. Government securities | $16,760,000 | 4,332 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $16,760,000 | 4,197 |
| Securities issued by states & political subdivisions | $299,000 | 5,934 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,671,000 | 3,423 |
| Mortgage-backed securities | $15,780,000 | 2,222 |
| Certificates of participation in pools of residential mortgages | $15,780,000 | 1,743 |
| Issued or guaranteed by U.S. | $15,780,000 | 1,732 |
| 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) | $299,000 | 3,776 |
| Available-for-sale securities (fair market value) | $16,760,000 | 4,529 |
| Total debt securities | $17,059,000 | 5,080 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,494 |
| Fair value | $500,000 | 2,496 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $16,782,000 | 5,206 |
| U.S. Government securities | $16,483,000 | 4,365 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $16,483,000 | 4,233 |
| Securities issued by states & political subdivisions | $299,000 | 5,978 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,987,000 | 3,354 |
| Mortgage-backed securities | $15,996,000 | 2,251 |
| Certificates of participation in pools of residential mortgages | $15,996,000 | 1,755 |
| Issued or guaranteed by U.S. | $15,996,000 | 1,746 |
| 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) | $299,000 | 3,837 |
| Available-for-sale securities (fair market value) | $16,483,000 | 4,593 |
| Total debt securities | $16,782,000 | 5,135 |
| 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 | $16,781,000 | 5,212 |
| U.S. Government securities | $16,482,000 | 4,341 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $16,482,000 | 4,207 |
| Securities issued by states & political subdivisions | $299,000 | 6,034 |
| 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 | $8,404,000 | 3,663 |
| Mortgage-backed securities | $15,990,000 | 2,252 |
| Certificates of participation in pools of residential mortgages | $15,990,000 | 1,768 |
| Issued or guaranteed by U.S. | $15,990,000 | 1,760 |
| 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) | $299,000 | 3,906 |
| Available-for-sale securities (fair market value) | $16,482,000 | 4,575 |
| Total debt securities | $16,780,000 | 5,136 |
| 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 | $15,720,000 | 5,435 |
| U.S. Government securities | $15,720,000 | 4,552 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $15,720,000 | 4,392 |
| 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 | $8,553,000 | 3,608 |
| Mortgage-backed securities | $14,752,000 | 2,395 |
| Certificates of participation in pools of residential mortgages | $14,752,000 | 1,866 |
| Issued or guaranteed by U.S. | $14,752,000 | 1,857 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $15,720,000 | 4,776 |
| Total debt securities | $15,718,000 | 5,363 |
| 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 | $17,160,000 | 5,177 |
| U.S. Government securities | $17,160,000 | 4,269 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $17,160,000 | 4,119 |
| 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 | $8,005,000 | 3,673 |
| Mortgage-backed securities | $16,162,000 | 2,304 |
| Certificates of participation in pools of residential mortgages | $16,162,000 | 1,785 |
| Issued or guaranteed by U.S. | $16,162,000 | 1,777 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $17,160,000 | 4,554 |
| Total debt securities | $17,161,000 | 5,099 |
| 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 | $15,932,000 | 5,462 |
| U.S. Government securities | $15,932,000 | 4,516 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $15,932,000 | 4,368 |
| 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 | $8,152,000 | 3,568 |
| Mortgage-backed securities | $14,948,000 | 2,418 |
| Certificates of participation in pools of residential mortgages | $14,948,000 | 1,906 |
| Issued or guaranteed by U.S. | $14,948,000 | 1,893 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $15,932,000 | 4,766 |
| Total debt securities | $15,932,000 | 5,365 |
| 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 | $16,300,000 | 5,307 |
| U.S. Government securities | $16,300,000 | 4,337 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $16,300,000 | 4,175 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,533,000 | 5,025 |
| Mortgage-backed securities | $15,318,000 | 2,377 |
| Certificates of participation in pools of residential mortgages | $14,851,000 | 1,908 |
| Issued or guaranteed by U.S. | $14,851,000 | 1,900 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $467,000 | 3,287 |
| CMOs issued by government agencies or sponsored agencies | $467,000 | 3,122 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $16,300,000 | 4,652 |
| Total debt securities | $16,300,000 | 5,219 |
| 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 | $17,715,000 | 5,015 |
| U.S. Government securities | $17,715,000 | 3,993 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $17,715,000 | 3,842 |
| 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 | $3,477,000 | 5,032 |
| Mortgage-backed securities | $16,213,000 | 2,315 |
| Certificates of participation in pools of residential mortgages | $13,079,000 | 2,029 |
| Issued or guaranteed by U.S. | $13,079,000 | 2,019 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $3,134,000 | 2,108 |
| CMOs issued by government agencies or sponsored agencies | $3,134,000 | 1,994 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $17,715,000 | 4,384 |
| Total debt securities | $17,716,000 | 4,923 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $18,010,000 | 4,977 |
| U.S. Government securities | $18,010,000 | 3,973 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $18,010,000 | 3,816 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $17,509,000 | 2,204 |
| Certificates of participation in pools of residential mortgages | $12,465,000 | 2,067 |
| Issued or guaranteed by U.S. | $12,465,000 | 2,059 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $5,044,000 | 1,804 |
| CMOs issued by government agencies or sponsored agencies | $5,044,000 | 1,688 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $18,010,000 | 4,313 |
| Total debt securities | $18,010,000 | 4,876 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $21,774,000 | 4,391 |
| U.S. Government securities | $21,774,000 | 3,474 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $21,774,000 | 3,318 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $215,000 | 7,247 |
| Mortgage-backed securities | $18,248,000 | 2,115 |
| Certificates of participation in pools of residential mortgages | $11,718,000 | 2,125 |
| Issued or guaranteed by U.S. | $11,718,000 | 2,114 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $6,530,000 | 1,611 |
| CMOs issued by government agencies or sponsored agencies | $6,530,000 | 1,513 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $21,774,000 | 3,772 |
| Total debt securities | $21,773,000 | 4,306 |
| Structured notes | ||
| Amortized cost | $498,000 | 1,320 |
| Fair value | $508,000 | 1,228 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $250,000 | 9,348 |
| U.S. Government securities | $250,000 | 9,177 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $250,000 | 9,033 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 7,414 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $250,000 | 8,497 |
| Total debt securities | $250,000 | 9,281 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |