Home > Main Street Bank Corp. > Securities
Main Street Bank Corp., Securities
| 2023-12-31 | Rank | |
| Total securities | $130,060,000 | 1,417 |
| U.S. Government securities | $119,156,000 | 998 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $119,156,000 | 855 |
| Securities issued by states & political subdivisions | $10,904,000 | 2,371 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,512,000 | 1,552 |
| Mortgage-backed securities | $16,459,000 | 2,201 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $16,459,000 | 1,635 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $76,518,000 | 434 |
| Available-for-sale securities (fair market value) | $53,542,000 | 2,296 |
| Total debt securities | $130,060,000 | 1,397 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $134,271,000 | 1,353 |
| U.S. Government securities | $123,213,000 | 970 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $123,213,000 | 828 |
| Securities issued by states & political subdivisions | $11,058,000 | 2,348 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,512,000 | 1,494 |
| Mortgage-backed securities | $17,029,000 | 2,139 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,029,000 | 1,587 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $82,269,000 | 431 |
| Available-for-sale securities (fair market value) | $52,002,000 | 2,291 |
| Total debt securities | $134,272,000 | 1,337 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $137,034,000 | 1,377 |
| U.S. Government securities | $125,972,000 | 997 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $125,972,000 | 845 |
| Securities issued by states & political subdivisions | $11,062,000 | 2,408 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,512,000 | 1,483 |
| Mortgage-backed securities | $17,775,000 | 2,138 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,775,000 | 1,593 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $84,958,000 | 420 |
| Available-for-sale securities (fair market value) | $52,076,000 | 2,355 |
| Total debt securities | $137,034,000 | 1,357 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $142,621,000 | 1,398 |
| U.S. Government securities | $130,317,000 | 1,008 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $130,317,000 | 813 |
| Securities issued by states & political subdivisions | $11,311,000 | 2,440 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,212,000 | 1,468 |
| Mortgage-backed securities | $18,511,000 | 2,160 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $18,511,000 | 1,601 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $88,821,000 | 428 |
| Available-for-sale securities (fair market value) | $52,807,000 | 2,425 |
| Total debt securities | $141,629,000 | 1,388 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $141,612,000 | 1,430 |
| U.S. Government securities | $129,897,000 | 1,029 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $129,897,000 | 822 |
| Securities issued by states & political subdivisions | $11,315,000 | 2,482 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,150,000 | 1,431 |
| Mortgage-backed securities | $19,119,000 | 2,148 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $19,119,000 | 1,596 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $89,403,000 | 436 |
| Available-for-sale securities (fair market value) | $51,809,000 | 2,474 |
| Total debt securities | $141,211,000 | 1,414 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $142,638,000 | 1,422 |
| U.S. Government securities | $130,328,000 | 1,038 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $130,328,000 | 824 |
| Securities issued by states & political subdivisions | $11,434,000 | 2,468 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,150,000 | 1,356 |
| Mortgage-backed securities | $19,849,000 | 2,132 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $19,849,000 | 1,589 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $90,215,000 | 426 |
| Available-for-sale securities (fair market value) | $51,547,000 | 2,490 |
| Total debt securities | $141,761,000 | 1,417 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $138,737,000 | 1,479 |
| U.S. Government securities | $127,913,000 | 1,048 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $127,913,000 | 846 |
| Securities issued by states & political subdivisions | $9,948,000 | 2,668 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,150,000 | 1,347 |
| Mortgage-backed securities | $15,612,000 | 2,392 |
| Certificates of participation in pools of residential mortgages | $15,612,000 | 1,876 |
| Issued or guaranteed by U.S. | $15,612,000 | 1,834 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $84,348,000 | 403 |
| Available-for-sale securities (fair market value) | $53,513,000 | 2,496 |
| Total debt securities | $137,860,000 | 1,470 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $126,068,000 | 1,558 |
| U.S. Government securities | $115,239,000 | 1,129 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $115,239,000 | 937 |
| Securities issued by states & political subdivisions | $9,953,000 | 2,664 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,300,000 | 1,396 |
| Mortgage-backed securities | $16,407,000 | 2,378 |
| Certificates of participation in pools of residential mortgages | $16,407,000 | 1,855 |
| Issued or guaranteed by U.S. | $16,407,000 | 1,817 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $70,017,000 | 392 |
| Available-for-sale securities (fair market value) | $55,175,000 | 2,449 |
| Total debt securities | $125,192,000 | 1,553 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $118,967,000 | 1,554 |
| U.S. Government securities | $103,284,000 | 1,143 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $103,284,000 | 1,000 |
| Securities issued by states & political subdivisions | $7,675,000 | 2,921 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,300,000 | 1,400 |
| Mortgage-backed securities | $1,755,000 | 3,580 |
| Certificates of participation in pools of residential mortgages | $1,755,000 | 3,322 |
| Issued or guaranteed by U.S. | $1,755,000 | 3,222 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $52,859,000 | 369 |
| Available-for-sale securities (fair market value) | $58,100,000 | 2,336 |
| Total debt securities | $110,959,000 | 1,618 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $110,701,000 | 1,576 |
| U.S. Government securities | $95,010,000 | 1,166 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $95,010,000 | 1,038 |
| Securities issued by states & political subdivisions | $7,675,000 | 2,911 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,800,000 | 1,572 |
| Mortgage-backed securities | $2,028,000 | 3,584 |
| Certificates of participation in pools of residential mortgages | $2,028,000 | 3,298 |
| Issued or guaranteed by U.S. | $2,028,000 | 3,208 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $43,610,000 | 371 |
| Available-for-sale securities (fair market value) | $59,075,000 | 2,251 |
| Total debt securities | $102,685,000 | 1,661 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $100,773,000 | 1,626 |
| U.S. Government securities | $92,757,000 | 1,126 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $92,757,000 | 1,016 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,300,000 | 1,698 |
| Mortgage-backed securities | $2,388,000 | 3,539 |
| Certificates of participation in pools of residential mortgages | $2,388,000 | 3,221 |
| Issued or guaranteed by U.S. | $2,388,000 | 3,123 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $40,437,000 | 366 |
| Available-for-sale securities (fair market value) | $52,320,000 | 2,351 |
| Total debt securities | $92,756,000 | 1,712 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $66,846,000 | 2,052 |
| U.S. Government securities | $58,822,000 | 1,454 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $58,822,000 | 1,350 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,800,000 | 2,631 |
| Mortgage-backed securities | $2,966,000 | 3,428 |
| Certificates of participation in pools of residential mortgages | $2,966,000 | 3,059 |
| Issued or guaranteed by U.S. | $2,966,000 | 2,969 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $41,022,000 | 341 |
| Available-for-sale securities (fair market value) | $17,800,000 | 3,421 |
| Total debt securities | $58,822,000 | 2,194 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $66,764,000 | 1,922 |
| U.S. Government securities | $58,748,000 | 1,333 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $58,748,000 | 1,254 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,800,000 | 2,620 |
| Mortgage-backed securities | $4,147,000 | 3,261 |
| Certificates of participation in pools of residential mortgages | $4,147,000 | 2,835 |
| Issued or guaranteed by U.S. | $4,147,000 | 2,752 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $39,344,000 | 326 |
| Available-for-sale securities (fair market value) | $19,404,000 | 3,250 |
| Total debt securities | $58,748,000 | 2,077 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $68,831,000 | 1,779 |
| U.S. Government securities | $60,807,000 | 1,252 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $60,807,000 | 1,180 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,800,000 | 2,628 |
| Mortgage-backed securities | $4,522,000 | 3,215 |
| Certificates of participation in pools of residential mortgages | $4,522,000 | 2,754 |
| Issued or guaranteed by U.S. | $4,522,000 | 2,674 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $40,845,000 | 307 |
| Available-for-sale securities (fair market value) | $19,962,000 | 3,149 |
| Total debt securities | $60,807,000 | 1,937 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $68,056,000 | 1,730 |
| U.S. Government securities | $60,048,000 | 1,245 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $60,048,000 | 1,170 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,800,000 | 2,620 |
| Mortgage-backed securities | $4,754,000 | 3,187 |
| Certificates of participation in pools of residential mortgages | $4,754,000 | 2,702 |
| Issued or guaranteed by U.S. | $4,754,000 | 2,628 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $55,321,000 | 263 |
| Available-for-sale securities (fair market value) | $4,727,000 | 4,184 |
| Total debt securities | $60,048,000 | 1,885 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $50,036,000 | 2,105 |
| U.S. Government securities | $42,249,000 | 1,625 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $42,249,000 | 1,549 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,800,000 | 2,575 |
| Mortgage-backed securities | $2,231,000 | 3,574 |
| Certificates of participation in pools of residential mortgages | $2,231,000 | 3,179 |
| Issued or guaranteed by U.S. | $2,231,000 | 3,083 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $40,046,000 | 314 |
| Available-for-sale securities (fair market value) | $2,203,000 | 4,433 |
| Total debt securities | $42,249,000 | 2,313 |
| Structured notes | ||
| Amortized cost | $500,000 | 412 |
| Fair value | $500,000 | 430 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $34,663,000 | 2,643 |
| U.S. Government securities | $34,663,000 | 1,883 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $34,663,000 | 1,776 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,000,000 | 2,602 |
| Mortgage-backed securities | $164,000 | 4,063 |
| Certificates of participation in pools of residential mortgages | $164,000 | 3,882 |
| Issued or guaranteed by U.S. | $164,000 | 3,814 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $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) | $34,529,000 | 373 |
| Available-for-sale securities (fair market value) | $134,000 | 4,729 |
| Total debt securities | $34,663,000 | 2,628 |
| Structured notes | ||
| Amortized cost | $500,000 | 539 |
| Fair value | $496,000 | 579 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $34,624,000 | 2,663 |
| U.S. Government securities | $34,624,000 | 1,894 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $34,624,000 | 1,800 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,000,000 | 2,632 |
| Mortgage-backed securities | $170,000 | 4,105 |
| Certificates of participation in pools of residential mortgages | $170,000 | 3,913 |
| Issued or guaranteed by U.S. | $170,000 | 3,841 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $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) | $34,485,000 | 392 |
| Available-for-sale securities (fair market value) | $139,000 | 4,809 |
| Total debt securities | $34,624,000 | 2,644 |
| Structured notes | ||
| Amortized cost | $500,000 | 667 |
| Fair value | $497,000 | 732 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $34,659,000 | 2,710 |
| U.S. Government securities | $34,659,000 | 1,942 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $34,659,000 | 1,828 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,000,000 | 2,705 |
| Mortgage-backed securities | $206,000 | 4,109 |
| Certificates of participation in pools of residential mortgages | $206,000 | 3,918 |
| Issued or guaranteed by U.S. | $206,000 | 3,852 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $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) | $34,486,000 | 416 |
| Available-for-sale securities (fair market value) | $173,000 | 4,852 |
| Total debt securities | $34,659,000 | 2,693 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 545 |
| Fair value | $990,000 | 633 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $34,679,000 | 2,755 |
| U.S. Government securities | $34,679,000 | 1,942 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $34,679,000 | 1,831 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,000,000 | 2,547 |
| Mortgage-backed securities | $226,000 | 4,139 |
| Certificates of participation in pools of residential mortgages | $226,000 | 3,938 |
| Issued or guaranteed by U.S. | $226,000 | 3,867 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $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) | $34,488,000 | 423 |
| Available-for-sale securities (fair market value) | $191,000 | 4,892 |
| Total debt securities | $34,679,000 | 2,739 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 559 |
| Fair value | $976,000 | 651 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $34,690,000 | 2,782 |
| U.S. Government securities | $34,690,000 | 1,968 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $34,690,000 | 1,854 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,750,000 | 2,223 |
| Mortgage-backed securities | $237,000 | 4,166 |
| Certificates of participation in pools of residential mortgages | $237,000 | 3,967 |
| Issued or guaranteed by U.S. | $237,000 | 3,911 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $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) | $34,489,000 | 450 |
| Available-for-sale securities (fair market value) | $201,000 | 4,940 |
| Total debt securities | $34,690,000 | 2,765 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 569 |
| Fair value | $957,000 | 670 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $35,203,000 | 2,774 |
| U.S. Government securities | $35,203,000 | 1,971 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $35,203,000 | 1,854 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,050,000 | 1,818 |
| Mortgage-backed securities | $250,000 | 4,220 |
| Certificates of participation in pools of residential mortgages | $250,000 | 4,020 |
| Issued or guaranteed by U.S. | $250,000 | 4,000 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $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) | $34,992,000 | 449 |
| Available-for-sale securities (fair market value) | $211,000 | 5,007 |
| Total debt securities | $35,202,000 | 2,757 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 558 |
| Fair value | $936,000 | 665 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $35,227,000 | 2,812 |
| U.S. Government securities | $35,227,000 | 1,938 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $35,227,000 | 1,833 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,050,000 | 1,843 |
| Mortgage-backed securities | $275,000 | 4,263 |
| Certificates of participation in pools of residential mortgages | $275,000 | 4,058 |
| Issued or guaranteed by U.S. | $275,000 | 3,922 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $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) | $34,993,000 | 455 |
| Available-for-sale securities (fair market value) | $234,000 | 5,063 |
| Total debt securities | $35,227,000 | 2,795 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 563 |
| Fair value | $947,000 | 668 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $35,240,000 | 2,825 |
| U.S. Government securities | $35,240,000 | 1,994 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $35,240,000 | 1,894 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,050,000 | 1,862 |
| Mortgage-backed securities | $288,000 | 4,292 |
| Certificates of participation in pools of residential mortgages | $288,000 | 4,089 |
| Issued or guaranteed by U.S. | $288,000 | 4,082 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $34,995,000 | 464 |
| Available-for-sale securities (fair market value) | $245,000 | 5,120 |
| Total debt securities | $35,240,000 | 2,808 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 551 |
| Fair value | $950,000 | 649 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $35,255,000 | 2,852 |
| U.S. Government securities | $35,255,000 | 1,985 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $35,255,000 | 1,894 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,050,000 | 1,458 |
| Mortgage-backed securities | $304,000 | 4,327 |
| Certificates of participation in pools of residential mortgages | $304,000 | 4,127 |
| Issued or guaranteed by U.S. | $304,000 | 4,122 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $34,998,000 | 468 |
| Available-for-sale securities (fair market value) | $257,000 | 5,177 |
| Total debt securities | $35,255,000 | 2,836 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 554 |
| Fair value | $968,000 | 648 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $35,271,000 | 2,896 |
| U.S. Government securities | $35,271,000 | 1,996 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $35,271,000 | 1,902 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,550,000 | 1,453 |
| Mortgage-backed securities | $320,000 | 4,375 |
| Certificates of participation in pools of residential mortgages | $320,000 | 4,173 |
| Issued or guaranteed by U.S. | $320,000 | 4,169 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $35,004,000 | 494 |
| Available-for-sale securities (fair market value) | $267,000 | 5,228 |
| Total debt securities | $35,271,000 | 2,874 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 587 |
| Fair value | $978,000 | 671 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $35,286,000 | 2,942 |
| U.S. Government securities | $35,286,000 | 2,033 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $35,286,000 | 1,937 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,500,000 | 1,568 |
| Mortgage-backed securities | $335,000 | 4,403 |
| Certificates of participation in pools of residential mortgages | $335,000 | 4,201 |
| Issued or guaranteed by U.S. | $335,000 | 4,196 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $35,008,000 | 503 |
| Available-for-sale securities (fair market value) | $278,000 | 5,273 |
| Total debt securities | $35,286,000 | 2,921 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 611 |
| Fair value | $982,000 | 720 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $35,320,000 | 2,963 |
| U.S. Government securities | $35,320,000 | 2,075 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $35,320,000 | 1,977 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,050,000 | 1,603 |
| Mortgage-backed securities | $370,000 | 4,458 |
| Certificates of participation in pools of residential mortgages | $370,000 | 4,252 |
| Issued or guaranteed by U.S. | $370,000 | 4,248 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $35,010,000 | 514 |
| Available-for-sale securities (fair market value) | $310,000 | 5,333 |
| Total debt securities | $35,320,000 | 2,943 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 638 |
| Fair value | $970,000 | 746 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $35,335,000 | 2,952 |
| U.S. Government securities | $35,335,000 | 2,060 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $35,335,000 | 1,960 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,050,000 | 1,591 |
| Mortgage-backed securities | $385,000 | 4,481 |
| Certificates of participation in pools of residential mortgages | $385,000 | 4,281 |
| Issued or guaranteed by U.S. | $385,000 | 4,275 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $35,014,000 | 516 |
| Available-for-sale securities (fair market value) | $321,000 | 5,379 |
| Total debt securities | $35,335,000 | 2,933 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 635 |
| Fair value | $962,000 | 736 |
| 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 | $32,441,000 | 3,080 |
| U.S. Government securities | $32,441,000 | 2,182 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $32,441,000 | 2,093 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,500,000 | 1,585 |
| Mortgage-backed securities | $401,000 | 4,517 |
| Certificates of participation in pools of residential mortgages | $401,000 | 4,298 |
| Issued or guaranteed by U.S. | $401,000 | 4,295 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $32,108,000 | 537 |
| Available-for-sale securities (fair market value) | $333,000 | 5,432 |
| Total debt securities | $32,441,000 | 3,062 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 621 |
| Fair value | $997,000 | 727 |
| 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 | $33,957,000 | 3,063 |
| U.S. Government securities | $33,957,000 | 2,165 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $33,957,000 | 2,076 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,350,000 | 1,630 |
| Mortgage-backed securities | $417,000 | 4,562 |
| Certificates of participation in pools of residential mortgages | $417,000 | 4,349 |
| Issued or guaranteed by U.S. | $417,000 | 4,344 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $33,613,000 | 539 |
| Available-for-sale securities (fair market value) | $344,000 | 5,507 |
| Total debt securities | $33,957,000 | 3,041 |
| Structured notes | ||
| Amortized cost | $4,498,000 | 312 |
| Fair value | $4,499,000 | 313 |
| 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 | $33,950,000 | 3,121 |
| U.S. Government securities | $33,950,000 | 2,225 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $33,950,000 | 2,138 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,033,000 | 1,648 |
| Mortgage-backed securities | $436,000 | 4,592 |
| Certificates of participation in pools of residential mortgages | $436,000 | 4,374 |
| Issued or guaranteed by U.S. | $436,000 | 4,370 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $33,595,000 | 566 |
| Available-for-sale securities (fair market value) | $355,000 | 5,561 |
| Total debt securities | $33,950,000 | 3,099 |
| Structured notes | ||
| Amortized cost | $15,272,000 | 116 |
| Fair value | $15,248,000 | 116 |
| 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 | $36,304,000 | 3,017 |
| U.S. Government securities | $33,960,000 | 2,259 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $33,960,000 | 2,175 |
| Securities issued by states & political subdivisions | $2,344,000 | 4,162 |
| 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 | $28,533,000 | 1,703 |
| Mortgage-backed securities | $449,000 | 4,618 |
| Certificates of participation in pools of residential mortgages | $449,000 | 4,393 |
| Issued or guaranteed by U.S. | $449,000 | 4,390 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $35,942,000 | 549 |
| Available-for-sale securities (fair market value) | $362,000 | 5,606 |
| Total debt securities | $36,304,000 | 2,997 |
| Structured notes | ||
| Amortized cost | $19,766,000 | 114 |
| Fair value | $19,567,000 | 112 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $36,332,000 | 3,056 |
| U.S. Government securities | $33,988,000 | 2,303 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $33,988,000 | 2,211 |
| Securities issued by states & political subdivisions | $2,344,000 | 4,209 |
| 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 | $29,000,000 | 1,702 |
| Mortgage-backed securities | $480,000 | 4,671 |
| Certificates of participation in pools of residential mortgages | $480,000 | 4,439 |
| Issued or guaranteed by U.S. | $480,000 | 4,435 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $35,946,000 | 545 |
| Available-for-sale securities (fair market value) | $386,000 | 5,686 |
| Total debt securities | $36,332,000 | 3,033 |
| Structured notes | ||
| Amortized cost | $20,263,000 | 125 |
| Fair value | $20,055,000 | 125 |
| 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 | $34,202,000 | 3,234 |
| U.S. Government securities | $31,508,000 | 2,475 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $31,508,000 | 2,390 |
| Securities issued by states & political subdivisions | $2,694,000 | 4,139 |
| 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 | $18,250,000 | 2,322 |
| Mortgage-backed securities | $503,000 | 4,733 |
| Certificates of participation in pools of residential mortgages | $503,000 | 4,502 |
| Issued or guaranteed by U.S. | $503,000 | 4,499 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $33,799,000 | 579 |
| Available-for-sale securities (fair market value) | $403,000 | 5,757 |
| Total debt securities | $34,202,000 | 3,207 |
| Structured notes | ||
| Amortized cost | $22,511,000 | 142 |
| Fair value | $21,876,000 | 144 |
| 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 | $26,390,000 | 3,753 |
| U.S. Government securities | $23,355,000 | 3,014 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $23,355,000 | 2,927 |
| Securities issued by states & political subdivisions | $3,035,000 | 4,060 |
| 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 | $18,250,000 | 2,357 |
| Mortgage-backed securities | $535,000 | 4,777 |
| Certificates of participation in pools of residential mortgages | $535,000 | 4,540 |
| Issued or guaranteed by U.S. | $535,000 | 4,535 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $25,708,000 | 674 |
| Available-for-sale securities (fair market value) | $682,000 | 5,774 |
| Total debt securities | $26,390,000 | 3,727 |
| Structured notes | ||
| Amortized cost | $22,324,000 | 152 |
| Fair value | $22,141,000 | 154 |
| 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 | $28,840,000 | 3,632 |
| U.S. Government securities | $25,626,000 | 2,889 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $25,626,000 | 2,795 |
| Securities issued by states & political subdivisions | $3,214,000 | 4,060 |
| 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 | $16,000,000 | 2,565 |
| Mortgage-backed securities | $562,000 | 4,855 |
| Certificates of participation in pools of residential mortgages | $562,000 | 4,612 |
| Issued or guaranteed by U.S. | $562,000 | 4,607 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $27,958,000 | 647 |
| Available-for-sale securities (fair market value) | $882,000 | 5,840 |
| Total debt securities | $28,840,000 | 3,611 |
| Structured notes | ||
| Amortized cost | $23,817,000 | 142 |
| Fair value | $23,242,000 | 145 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $29,986,000 | 3,641 |
| U.S. Government securities | $26,396,000 | 2,916 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $26,396,000 | 2,818 |
| Securities issued by states & political subdivisions | $3,590,000 | 4,009 |
| 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 | $15,500,000 | 2,610 |
| Mortgage-backed securities | $584,000 | 4,936 |
| Certificates of participation in pools of residential mortgages | $584,000 | 4,687 |
| Issued or guaranteed by U.S. | $584,000 | 4,684 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $29,090,000 | 628 |
| Available-for-sale securities (fair market value) | $896,000 | 5,915 |
| Total debt securities | $29,986,000 | 3,614 |
| Structured notes | ||
| Amortized cost | $24,566,000 | 154 |
| Fair value | $23,474,000 | 158 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $30,028,000 | 3,685 |
| U.S. Government securities | $26,425,000 | 2,977 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $26,425,000 | 2,883 |
| Securities issued by states & political subdivisions | $3,603,000 | 4,049 |
| 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 | $15,000,000 | 2,664 |
| Mortgage-backed securities | $616,000 | 4,971 |
| Certificates of participation in pools of residential mortgages | $616,000 | 4,714 |
| Issued or guaranteed by U.S. | $616,000 | 4,712 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $29,098,000 | 629 |
| Available-for-sale securities (fair market value) | $930,000 | 5,974 |
| Total debt securities | $30,028,000 | 3,655 |
| Structured notes | ||
| Amortized cost | $24,562,000 | 172 |
| Fair value | $23,211,000 | 178 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $30,352,000 | 3,690 |
| U.S. Government securities | $26,455,000 | 2,977 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $26,455,000 | 2,901 |
| Securities issued by states & political subdivisions | $3,897,000 | 4,003 |
| 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 | $15,000,000 | 2,689 |
| Mortgage-backed securities | $650,000 | 5,005 |
| Certificates of participation in pools of residential mortgages | $650,000 | 4,745 |
| Issued or guaranteed by U.S. | $650,000 | 4,741 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $29,399,000 | 615 |
| Available-for-sale securities (fair market value) | $953,000 | 6,039 |
| Total debt securities | $30,352,000 | 3,663 |
| Structured notes | ||
| Amortized cost | $24,559,000 | 181 |
| Fair value | $22,673,000 | 190 |
| 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 | $30,813,000 | 3,638 |
| U.S. Government securities | $26,481,000 | 2,953 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $26,481,000 | 2,879 |
| Securities issued by states & political subdivisions | $4,332,000 | 3,910 |
| 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 | $15,000,000 | 2,683 |
| Mortgage-backed securities | $679,000 | 5,027 |
| Certificates of participation in pools of residential mortgages | $679,000 | 4,756 |
| Issued or guaranteed by U.S. | $679,000 | 4,752 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $29,778,000 | 593 |
| Available-for-sale securities (fair market value) | $1,035,000 | 6,091 |
| Total debt securities | $30,813,000 | 3,611 |
| Structured notes | ||
| Amortized cost | $24,557,000 | 174 |
| Fair value | $22,354,000 | 182 |
| 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 | $29,231,000 | 3,776 |
| U.S. Government securities | $26,572,000 | 2,988 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $26,572,000 | 2,913 |
| Securities issued by states & political subdivisions | $2,659,000 | 4,362 |
| 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 | $15,435,000 | 2,611 |
| Mortgage-backed securities | $773,000 | 5,041 |
| Certificates of participation in pools of residential mortgages | $773,000 | 4,753 |
| Issued or guaranteed by U.S. | $773,000 | 4,749 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $28,119,000 | 602 |
| Available-for-sale securities (fair market value) | $1,112,000 | 6,151 |
| Total debt securities | $29,231,000 | 3,746 |
| Structured notes | ||
| Amortized cost | $24,553,000 | 169 |
| Fair value | $22,718,000 | 177 |
| 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 | $28,402,000 | 3,821 |
| U.S. Government securities | $25,632,000 | 3,045 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $25,632,000 | 2,969 |
| Securities issued by states & political subdivisions | $2,770,000 | 4,345 |
| 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 | $14,000,000 | 2,743 |
| Mortgage-backed securities | $834,000 | 5,031 |
| Certificates of participation in pools of residential mortgages | $834,000 | 4,719 |
| Issued or guaranteed by U.S. | $834,000 | 4,715 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $27,257,000 | 576 |
| Available-for-sale securities (fair market value) | $1,145,000 | 6,179 |
| Total debt securities | $28,402,000 | 3,793 |
| Structured notes | ||
| Amortized cost | $23,552,000 | 177 |
| Fair value | $22,239,000 | 182 |
| 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 | $25,059,000 | 4,091 |
| U.S. Government securities | $21,728,000 | 3,382 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $21,728,000 | 3,300 |
| Securities issued by states & political subdivisions | $3,331,000 | 4,168 |
| 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 | $14,100,000 | 2,757 |
| Mortgage-backed securities | $913,000 | 5,053 |
| Certificates of participation in pools of residential mortgages | $913,000 | 4,733 |
| Issued or guaranteed by U.S. | $913,000 | 4,731 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $23,866,000 | 601 |
| Available-for-sale securities (fair market value) | $1,193,000 | 6,235 |
| Total debt securities | $25,059,000 | 4,066 |
| Structured notes | ||
| Amortized cost | $19,220,000 | 230 |
| Fair value | $19,154,000 | 229 |
| 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 | $22,977,000 | 4,216 |
| U.S. Government securities | $19,583,000 | 3,533 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $19,583,000 | 3,452 |
| Securities issued by states & political subdivisions | $3,394,000 | 4,151 |
| 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 | $14,100,000 | 2,770 |
| Mortgage-backed securities | $1,007,000 | 5,058 |
| Certificates of participation in pools of residential mortgages | $1,007,000 | 4,715 |
| Issued or guaranteed by U.S. | $1,007,000 | 4,714 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $21,670,000 | 626 |
| Available-for-sale securities (fair market value) | $1,307,000 | 6,263 |
| Total debt securities | $22,977,000 | 4,191 |
| Structured notes | ||
| Amortized cost | $16,981,000 | 265 |
| Fair value | $17,012,000 | 265 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $22,088,000 | 4,337 |
| U.S. Government securities | $18,690,000 | 3,716 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $18,690,000 | 3,636 |
| Securities issued by states & political subdivisions | $3,398,000 | 4,136 |
| 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 | $14,100,000 | 2,770 |
| Mortgage-backed securities | $1,115,000 | 5,113 |
| Certificates of participation in pools of residential mortgages | $1,115,000 | 4,771 |
| Issued or guaranteed by U.S. | $1,115,000 | 4,768 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $20,723,000 | 656 |
| Available-for-sale securities (fair market value) | $1,365,000 | 6,339 |
| Total debt securities | $22,088,000 | 4,302 |
| Structured notes | ||
| Amortized cost | $15,980,000 | 281 |
| Fair value | $15,980,000 | 282 |
| 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 | $22,115,000 | 4,390 |
| U.S. Government securities | $18,683,000 | 3,765 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $18,683,000 | 3,695 |
| Securities issued by states & political subdivisions | $3,432,000 | 4,078 |
| 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 | $14,100,000 | 2,792 |
| Mortgage-backed securities | $1,204,000 | 5,130 |
| Certificates of participation in pools of residential mortgages | $1,204,000 | 4,765 |
| Issued or guaranteed by U.S. | $1,204,000 | 4,762 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $20,713,000 | 645 |
| Available-for-sale securities (fair market value) | $1,402,000 | 6,400 |
| Total debt securities | $22,115,000 | 4,356 |
| Structured notes | ||
| Amortized cost | $15,885,000 | 314 |
| Fair value | $15,938,000 | 314 |
| 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 | $25,011,000 | 4,152 |
| U.S. Government securities | $21,376,000 | 3,580 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $21,376,000 | 3,505 |
| Securities issued by states & political subdivisions | $3,635,000 | 3,965 |
| 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 | $14,100,000 | 2,785 |
| Mortgage-backed securities | $1,301,000 | 5,127 |
| Certificates of participation in pools of residential mortgages | $1,301,000 | 4,747 |
| Issued or guaranteed by U.S. | $1,301,000 | 4,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $23,577,000 | 598 |
| Available-for-sale securities (fair market value) | $1,434,000 | 6,446 |
| Total debt securities | $25,011,000 | 4,112 |
| Structured notes | ||
| Amortized cost | $19,081,000 | 307 |
| Fair value | $18,870,000 | 313 |
| 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 | $26,964,000 | 3,930 |
| U.S. Government securities | $23,277,000 | 3,326 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $23,277,000 | 3,254 |
| Securities issued by states & political subdivisions | $3,687,000 | 3,929 |
| 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 | $14,100,000 | 2,666 |
| Mortgage-backed securities | $1,447,000 | 5,055 |
| Certificates of participation in pools of residential mortgages | $1,447,000 | 4,634 |
| Issued or guaranteed by U.S. | $1,447,000 | 4,627 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $25,385,000 | 577 |
| Available-for-sale securities (fair market value) | $1,579,000 | 6,438 |
| Total debt securities | $26,964,000 | 3,901 |
| Structured notes | ||
| Amortized cost | $19,337,000 | 294 |
| Fair value | $19,383,000 | 292 |
| 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 | $28,158,000 | 3,749 |
| U.S. Government securities | $24,882,000 | 3,115 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $24,882,000 | 3,039 |
| Securities issued by states & political subdivisions | $2,776,000 | 4,159 |
| Other domestic debt securities | $500,000 | 2,325 |
| 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 | $500,000 | 1,701 |
| 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 | $14,100,000 | 2,646 |
| Mortgage-backed securities | $1,544,000 | 5,022 |
| Certificates of participation in pools of residential mortgages | $1,544,000 | 4,576 |
| Issued or guaranteed by U.S. | $1,544,000 | 4,564 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $26,539,000 | 562 |
| Available-for-sale securities (fair market value) | $1,619,000 | 6,509 |
| Total debt securities | $28,158,000 | 3,715 |
| Structured notes | ||
| Amortized cost | $20,845,000 | 250 |
| Fair value | $20,926,000 | 250 |
| 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 | $25,234,000 | 4,031 |
| U.S. Government securities | $20,467,000 | 3,609 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $20,467,000 | 3,515 |
| Securities issued by states & political subdivisions | $2,767,000 | 4,139 |
| Other domestic debt securities | $500,000 | 2,262 |
| 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 | $500,000 | 1,626 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $1,500,000 | 483 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,850,000 | 2,708 |
| Mortgage-backed securities | $1,627,000 | 4,990 |
| Certificates of participation in pools of residential mortgages | $1,627,000 | 4,534 |
| Issued or guaranteed by U.S. | $1,627,000 | 4,526 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $22,088,000 | 630 |
| Available-for-sale securities (fair market value) | $3,146,000 | 6,336 |
| Total debt securities | $23,734,000 | 4,136 |
| Structured notes | ||
| Amortized cost | $15,846,000 | 453 |
| Fair value | $15,749,000 | 453 |
| 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 | $22,846,000 | 4,231 |
| U.S. Government securities | $19,313,000 | 3,722 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $19,313,000 | 3,619 |
| Securities issued by states & political subdivisions | $3,033,000 | 4,014 |
| Other domestic debt securities | $500,000 | 2,325 |
| 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 | $500,000 | 1,671 |
| 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 | $14,100,000 | 2,669 |
| Mortgage-backed securities | $1,720,000 | 4,924 |
| Certificates of participation in pools of residential mortgages | $1,720,000 | 4,455 |
| Issued or guaranteed by U.S. | $1,720,000 | 4,446 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $20,959,000 | 647 |
| Available-for-sale securities (fair market value) | $1,887,000 | 6,575 |
| Total debt securities | $22,846,000 | 4,200 |
| Structured notes | ||
| Amortized cost | $15,099,000 | 489 |
| Fair value | $14,602,000 | 510 |
| 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 | $23,024,000 | 4,081 |
| U.S. Government securities | $19,451,000 | 3,529 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $19,451,000 | 3,434 |
| Securities issued by states & political subdivisions | $3,073,000 | 4,006 |
| Other domestic debt securities | $500,000 | 2,471 |
| 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 | $500,000 | 1,678 |
| 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 | $14,100,000 | 2,640 |
| Mortgage-backed securities | $1,858,000 | 4,823 |
| Certificates of participation in pools of residential mortgages | $1,858,000 | 4,292 |
| Issued or guaranteed by U.S. | $1,858,000 | 4,287 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $21,045,000 | 642 |
| Available-for-sale securities (fair market value) | $1,979,000 | 6,582 |
| Total debt securities | $23,024,000 | 4,046 |
| Structured notes | ||
| Amortized cost | $15,099,000 | 443 |
| Fair value | $14,540,000 | 457 |
| 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 | $21,702,000 | 4,172 |
| U.S. Government securities | $18,114,000 | 3,645 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $18,114,000 | 3,539 |
| Securities issued by states & political subdivisions | $3,088,000 | 3,937 |
| Other domestic debt securities | $500,000 | 2,559 |
| 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 | $500,000 | 1,705 |
| 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 | $14,085,000 | 2,664 |
| Mortgage-backed securities | $2,037,000 | 4,790 |
| Certificates of participation in pools of residential mortgages | $2,037,000 | 4,217 |
| Issued or guaranteed by U.S. | $2,037,000 | 4,210 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $19,663,000 | 707 |
| Available-for-sale securities (fair market value) | $2,039,000 | 6,598 |
| Total debt securities | $21,702,000 | 4,133 |
| Structured notes | ||
| Amortized cost | $11,584,000 | 528 |
| Fair value | $11,673,000 | 530 |
| 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 | $26,223,000 | 3,771 |
| U.S. Government securities | $22,293,000 | 3,263 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $22,293,000 | 3,177 |
| Securities issued by states & political subdivisions | $3,430,000 | 3,740 |
| Other domestic debt securities | $500,000 | 2,559 |
| 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 | $500,000 | 1,665 |
| 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 | $15,735,000 | 2,519 |
| Mortgage-backed securities | $2,336,000 | 4,711 |
| Certificates of participation in pools of residential mortgages | $2,336,000 | 4,153 |
| Issued or guaranteed by U.S. | $2,336,000 | 4,144 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $23,990,000 | 614 |
| Available-for-sale securities (fair market value) | $2,233,000 | 6,631 |
| Total debt securities | $26,223,000 | 3,740 |
| Structured notes | ||
| Amortized cost | $14,574,000 | 466 |
| Fair value | $14,649,000 | 464 |
| 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 | $25,373,000 | 3,895 |
| U.S. Government securities | $21,406,000 | 3,410 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $21,406,000 | 3,325 |
| Securities issued by states & political subdivisions | $3,467,000 | 3,710 |
| Other domestic debt securities | $500,000 | 2,616 |
| 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 | $500,000 | 1,681 |
| 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 | $15,735,000 | 2,598 |
| Mortgage-backed securities | $2,543,000 | 4,735 |
| Certificates of participation in pools of residential mortgages | $2,543,000 | 4,203 |
| Issued or guaranteed by U.S. | $2,543,000 | 4,197 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $23,032,000 | 627 |
| Available-for-sale securities (fair market value) | $2,341,000 | 6,683 |
| Total debt securities | $25,373,000 | 3,859 |
| Structured notes | ||
| Amortized cost | $7,739,000 | 681 |
| Fair value | $7,623,000 | 683 |
| 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 | $29,848,000 | 3,497 |
| U.S. Government securities | $23,818,000 | 3,138 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $23,818,000 | 3,066 |
| Securities issued by states & political subdivisions | $3,451,000 | 3,741 |
| Other domestic debt securities | $500,000 | 2,671 |
| 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 | $500,000 | 1,718 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $2,079,000 | 497 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,485,000 | 2,623 |
| Mortgage-backed securities | $2,707,000 | 4,765 |
| Certificates of participation in pools of residential mortgages | $2,707,000 | 4,238 |
| Issued or guaranteed by U.S. | $2,707,000 | 4,230 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $25,371,000 | 608 |
| Available-for-sale securities (fair market value) | $4,477,000 | 6,315 |
| Total debt securities | $27,769,000 | 3,607 |
| Structured notes | ||
| Amortized cost | $7,738,000 | 554 |
| Fair value | $7,461,000 | 564 |
| 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 | $30,834,000 | 3,430 |
| U.S. Government securities | $24,800,000 | 3,054 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $24,800,000 | 2,986 |
| Securities issued by states & political subdivisions | $3,457,000 | 3,753 |
| Other domestic debt securities | $500,000 | 2,773 |
| 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 | $500,000 | 1,813 |
| Foreign debt securities | $2,077,000 | 61 |
| 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 | $15,485,000 | 2,617 |
| Mortgage-backed securities | $2,859,000 | 4,822 |
| Certificates of participation in pools of residential mortgages | $2,859,000 | 4,285 |
| Issued or guaranteed by U.S. | $2,859,000 | 4,278 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $26,287,000 | 621 |
| Available-for-sale securities (fair market value) | $4,547,000 | 6,354 |
| Total debt securities | $30,834,000 | 3,387 |
| Structured notes | ||
| Amortized cost | $7,737,000 | 351 |
| Fair value | $7,573,000 | 356 |
| 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 | $22,030,000 | 4,198 |
| U.S. Government securities | $18,027,000 | 3,693 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $18,027,000 | 3,617 |
| Securities issued by states & political subdivisions | $3,424,000 | 3,730 |
| Other domestic debt securities | $500,000 | 2,808 |
| 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 | $500,000 | 1,846 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $79,000 | 1,290 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,650,000 | 2,728 |
| Mortgage-backed securities | $3,154,000 | 4,760 |
| Certificates of participation in pools of residential mortgages | $3,154,000 | 4,236 |
| Issued or guaranteed by U.S. | $3,154,000 | 4,222 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $19,315,000 | 773 |
| Available-for-sale securities (fair market value) | $2,715,000 | 6,728 |
| Total debt securities | $21,951,000 | 4,163 |
| Structured notes | ||
| Amortized cost | $6,986,000 | 228 |
| Fair value | $6,784,000 | 232 |
| 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 | $20,401,000 | 4,386 |
| U.S. Government securities | $16,278,000 | 3,992 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $16,278,000 | 3,919 |
| Securities issued by states & political subdivisions | $3,544,000 | 3,608 |
| Other domestic debt securities | $500,000 | 2,720 |
| 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 | $500,000 | 1,912 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $79,000 | 1,300 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,915,000 | 2,965 |
| Mortgage-backed securities | $3,416,000 | 4,760 |
| Certificates of participation in pools of residential mortgages | $3,416,000 | 4,239 |
| Issued or guaranteed by U.S. | $3,416,000 | 4,226 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,543,000 | 885 |
| Available-for-sale securities (fair market value) | $4,858,000 | 6,320 |
| Total debt securities | $20,322,000 | 4,369 |
| Structured notes | ||
| Amortized cost | $799,000 | 1,124 |
| Fair value | $801,000 | 1,110 |
| 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 | $22,316,000 | 4,172 |
| U.S. Government securities | $18,218,000 | 3,787 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $18,218,000 | 3,710 |
| Securities issued by states & political subdivisions | $3,519,000 | 3,579 |
| Other domestic debt securities | $500,000 | 2,669 |
| 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 | $500,000 | 1,872 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $79,000 | 1,290 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,750,000 | 3,017 |
| Mortgage-backed securities | $3,659,000 | 4,670 |
| Certificates of participation in pools of residential mortgages | $3,659,000 | 4,138 |
| Issued or guaranteed by U.S. | $3,659,000 | 4,125 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,333,000 | 857 |
| Available-for-sale securities (fair market value) | $5,983,000 | 6,153 |
| Total debt securities | $22,237,000 | 4,138 |
| Structured notes | ||
| Amortized cost | $799,000 | 1,177 |
| Fair value | $804,000 | 1,167 |
| 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 | $24,281,000 | 3,880 |
| U.S. Government securities | $20,188,000 | 3,485 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $20,188,000 | 3,413 |
| Securities issued by states & political subdivisions | $3,513,000 | 3,548 |
| Other domestic debt securities | $500,000 | 2,622 |
| 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 | $500,000 | 1,841 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $80,000 | 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 | $12,765,000 | 3,025 |
| Mortgage-backed securities | $3,792,000 | 4,551 |
| Certificates of participation in pools of residential mortgages | $3,792,000 | 4,016 |
| Issued or guaranteed by U.S. | $3,792,000 | 4,004 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,015,000 | 807 |
| Available-for-sale securities (fair market value) | $6,266,000 | 6,065 |
| Total debt securities | $24,201,000 | 3,858 |
| Structured notes | ||
| Amortized cost | $1,213,000 | 866 |
| Fair value | $1,207,000 | 865 |
| 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 | $24,279,000 | 3,952 |
| U.S. Government securities | $20,293,000 | 3,504 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $20,293,000 | 3,438 |
| Securities issued by states & political subdivisions | $3,406,000 | 3,614 |
| Other domestic debt securities | $500,000 | 2,597 |
| 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 | $500,000 | 1,863 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $80,000 | 1,704 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,165,000 | 3,353 |
| Mortgage-backed securities | $3,944,000 | 4,508 |
| Certificates of participation in pools of residential mortgages | $3,944,000 | 3,984 |
| Issued or guaranteed by U.S. | $3,944,000 | 3,969 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,864,000 | 801 |
| Available-for-sale securities (fair market value) | $6,415,000 | 6,078 |
| Total debt securities | $24,199,000 | 3,910 |
| Structured notes | ||
| Amortized cost | $1,213,000 | 909 |
| Fair value | $1,206,000 | 911 |
| 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 | $22,337,000 | 4,147 |
| U.S. Government securities | $18,337,000 | 3,730 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $18,337,000 | 3,663 |
| Securities issued by states & political subdivisions | $3,420,000 | 3,620 |
| Other domestic debt securities | $500,000 | 2,569 |
| 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 | $500,000 | 1,853 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $80,000 | 1,697 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,165,000 | 3,341 |
| Mortgage-backed securities | $2,698,000 | 4,824 |
| Certificates of participation in pools of residential mortgages | $2,698,000 | 4,322 |
| Issued or guaranteed by U.S. | $2,698,000 | 4,305 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,461,000 | 923 |
| Available-for-sale securities (fair market value) | $7,876,000 | 5,815 |
| Total debt securities | $22,257,000 | 4,101 |
| Structured notes | ||
| Amortized cost | $1,713,000 | 826 |
| Fair value | $1,718,000 | 823 |
| 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 | $22,828,000 | 4,109 |
| U.S. Government securities | $18,847,000 | 3,739 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $18,847,000 | 3,662 |
| Securities issued by states & political subdivisions | $3,401,000 | 3,620 |
| Other domestic debt securities | $500,000 | 2,391 |
| 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 | $500,000 | 1,719 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $80,000 | 1,646 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,615,000 | 3,473 |
| Mortgage-backed securities | $2,876,000 | 4,528 |
| Certificates of participation in pools of residential mortgages | $2,876,000 | 3,964 |
| Issued or guaranteed by U.S. | $2,876,000 | 3,947 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,744,000 | 1,001 |
| Available-for-sale securities (fair market value) | $9,084,000 | 5,619 |
| Total debt securities | $22,748,000 | 4,064 |
| Structured notes | ||
| Amortized cost | $2,013,000 | 1,017 |
| Fair value | $2,013,000 | 1,022 |
| 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 | $23,466,000 | 4,055 |
| U.S. Government securities | $19,493,000 | 3,703 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $19,493,000 | 3,626 |
| Securities issued by states & political subdivisions | $3,393,000 | 3,618 |
| Other domestic debt securities | $500,000 | 2,328 |
| 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 | $500,000 | 1,687 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $80,000 | 1,586 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,415,000 | 3,365 |
| Mortgage-backed securities | $3,032,000 | 4,337 |
| Certificates of participation in pools of residential mortgages | $3,032,000 | 3,739 |
| Issued or guaranteed by U.S. | $3,032,000 | 3,724 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,045,000 | 1,022 |
| Available-for-sale securities (fair market value) | $9,421,000 | 5,594 |
| Total debt securities | $23,386,000 | 4,014 |
| Structured notes | ||
| Amortized cost | $2,812,000 | 1,016 |
| Fair value | $2,725,000 | 1,035 |
| 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 | $21,817,000 | 4,243 |
| U.S. Government securities | $18,252,000 | 3,886 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $18,252,000 | 3,792 |
| Securities issued by states & political subdivisions | $2,985,000 | 3,807 |
| Other domestic debt securities | $500,000 | 2,274 |
| 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 | $500,000 | 1,652 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $80,000 | 1,609 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,215,000 | 3,384 |
| Mortgage-backed securities | $3,340,000 | 4,180 |
| Certificates of participation in pools of residential mortgages | $3,340,000 | 3,561 |
| Issued or guaranteed by U.S. | $3,340,000 | 3,547 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,051,000 | 1,034 |
| Available-for-sale securities (fair market value) | $7,766,000 | 5,905 |
| Total debt securities | $21,737,000 | 4,206 |
| Structured notes | ||
| Amortized cost | $2,812,000 | 1,078 |
| Fair value | $2,725,000 | 1,088 |
| 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 | $19,846,000 | 4,521 |
| U.S. Government securities | $16,606,000 | 4,149 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $16,606,000 | 4,052 |
| Securities issued by states & political subdivisions | $2,660,000 | 3,964 |
| Other domestic debt securities | $500,000 | 2,283 |
| 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 | $500,000 | 1,690 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $80,000 | 1,636 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,715,000 | 3,482 |
| Mortgage-backed securities | $3,636,000 | 4,052 |
| Certificates of participation in pools of residential mortgages | $3,636,000 | 3,428 |
| Issued or guaranteed by U.S. | $3,636,000 | 3,408 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,717,000 | 1,069 |
| Available-for-sale securities (fair market value) | $6,129,000 | 6,297 |
| Total debt securities | $19,766,000 | 4,483 |
| Structured notes | ||
| Amortized cost | $3,310,000 | 971 |
| Fair value | $3,251,000 | 977 |
| 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 | $20,391,000 | 4,487 |
| U.S. Government securities | $17,150,000 | 4,126 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $17,150,000 | 4,022 |
| Securities issued by states & political subdivisions | $2,661,000 | 3,968 |
| Other domestic debt securities | $500,000 | 2,303 |
| 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 | $500,000 | 1,729 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $80,000 | 1,672 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,715,000 | 3,477 |
| Mortgage-backed securities | $3,886,000 | 3,969 |
| Certificates of participation in pools of residential mortgages | $3,886,000 | 3,351 |
| Issued or guaranteed by U.S. | $3,886,000 | 3,337 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,516,000 | 1,049 |
| Available-for-sale securities (fair market value) | $5,875,000 | 6,372 |
| Total debt securities | $20,311,000 | 4,449 |
| Structured notes | ||
| Amortized cost | $3,609,000 | 982 |
| Fair value | $3,528,000 | 991 |
| 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 | $20,529,000 | 4,502 |
| U.S. Government securities | $17,291,000 | 4,150 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $17,291,000 | 4,035 |
| Securities issued by states & political subdivisions | $2,658,000 | 3,953 |
| Other domestic debt securities | $500,000 | 2,333 |
| 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 | $500,000 | 1,760 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $80,000 | 1,719 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,016,000 | 2,267 |
| Mortgage-backed securities | $4,228,000 | 3,855 |
| Certificates of participation in pools of residential mortgages | $4,228,000 | 3,245 |
| Issued or guaranteed by U.S. | $4,228,000 | 3,229 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,515,000 | 1,084 |
| Available-for-sale securities (fair market value) | $6,014,000 | 6,377 |
| Total debt securities | $20,449,000 | 4,470 |
| Structured notes | ||
| Amortized cost | $3,607,000 | 1,062 |
| Fair value | $3,512,000 | 1,072 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $20,873,000 | 4,455 |
| U.S. Government securities | $17,646,000 | 4,101 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $17,646,000 | 3,978 |
| Securities issued by states & political subdivisions | $2,647,000 | 3,930 |
| Other domestic debt securities | $500,000 | 2,349 |
| 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 | $500,000 | 1,793 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $80,000 | 1,748 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,145,000 | 3,216 |
| Mortgage-backed securities | $4,614,000 | 3,727 |
| Certificates of participation in pools of residential mortgages | $4,614,000 | 3,143 |
| Issued or guaranteed by U.S. | $4,614,000 | 3,132 |
| 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) | $14,514,000 | 1,101 |
| Available-for-sale securities (fair market value) | $6,359,000 | 6,318 |
| Total debt securities | $20,793,000 | 4,399 |
| Structured notes | ||
| Amortized cost | $3,606,000 | 1,121 |
| Fair value | $3,427,000 | 1,136 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $21,514,000 | 4,419 |
| U.S. Government securities | $18,279,000 | 4,047 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $18,279,000 | 3,914 |
| Securities issued by states & political subdivisions | $2,655,000 | 3,977 |
| Other domestic debt securities | $500,000 | 2,434 |
| 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 | $500,000 | 1,896 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $80,000 | 1,786 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,145,000 | 3,211 |
| Mortgage-backed securities | $4,930,000 | 3,669 |
| Certificates of participation in pools of residential mortgages | $4,930,000 | 3,083 |
| Issued or guaranteed by U.S. | $4,930,000 | 3,070 |
| 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) | $14,813,000 | 1,106 |
| Available-for-sale securities (fair market value) | $6,701,000 | 6,288 |
| Total debt securities | $21,434,000 | 4,368 |
| Structured notes | ||
| Amortized cost | $3,905,000 | 1,085 |
| Fair value | $3,768,000 | 1,092 |
| 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 | $20,687,000 | 4,542 |
| U.S. Government securities | $5,736,000 | 6,737 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $5,736,000 | 6,593 |
| Securities issued by states & political subdivisions | $12,857,000 | 1,540 |
| Other domestic debt securities | $2,014,000 | 1,623 |
| Privately issued residential mortgage-backed securities | $1,514,000 | 735 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,023 |
| Foreign debt securities | $80,000 | 195 |
| 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 | $10,455,000 | 3,296 |
| Mortgage-backed securities | $7,250,000 | 3,152 |
| Certificates of participation in pools of residential mortgages | $7,250,000 | 2,599 |
| Issued or guaranteed by U.S. | $5,736,000 | 2,904 |
| Privately issued | $1,514,000 | 101 |
| 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) | $14,312,000 | 1,162 |
| Available-for-sale securities (fair market value) | $6,375,000 | 6,401 |
| Total debt securities | $20,687,000 | 4,478 |
| Structured notes | ||
| Amortized cost | $3,903,000 | 1,082 |
| Fair value | $3,788,000 | 1,087 |
| 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 | $20,340,000 | 4,562 |
| U.S. Government securities | $17,448,000 | 4,126 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $17,448,000 | 4,004 |
| Securities issued by states & political subdivisions | $2,312,000 | 4,179 |
| Other domestic debt securities | $500,000 | 2,580 |
| 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 | $500,000 | 2,111 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $80,000 | 1,808 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,295,000 | 3,514 |
| Mortgage-backed securities | $5,021,000 | 3,723 |
| Certificates of participation in pools of residential mortgages | $5,021,000 | 3,133 |
| Issued or guaranteed by U.S. | $5,021,000 | 3,120 |
| 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) | $13,511,000 | 1,215 |
| Available-for-sale securities (fair market value) | $6,829,000 | 6,286 |
| Total debt securities | $20,260,000 | 4,518 |
| Structured notes | ||
| Amortized cost | $3,901,000 | 1,061 |
| Fair value | $3,855,000 | 1,062 |
| 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 | $17,697,000 | 4,993 |
| U.S. Government securities | $14,378,000 | 4,681 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $14,378,000 | 4,540 |
| Securities issued by states & political subdivisions | $1,939,000 | 4,388 |
| Other domestic debt securities | $500,000 | 2,661 |
| 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 | $500,000 | 2,195 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $880,000 | 1,201 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,045,000 | 3,551 |
| Mortgage-backed securities | $5,098,000 | 3,769 |
| Certificates of participation in pools of residential mortgages | $5,098,000 | 3,175 |
| Issued or guaranteed by U.S. | $5,098,000 | 3,165 |
| 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) | $9,989,000 | 1,445 |
| Available-for-sale securities (fair market value) | $7,708,000 | 6,122 |
| Total debt securities | $16,817,000 | 5,082 |
| Structured notes | ||
| Amortized cost | $3,301,000 | 1,178 |
| Fair value | $3,273,000 | 1,181 |
| 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 | $16,674,000 | 5,196 |
| U.S. Government securities | $13,996,000 | 4,808 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $13,996,000 | 4,663 |
| Securities issued by states & political subdivisions | $2,098,000 | 4,285 |
| Other domestic debt securities | $500,000 | 2,725 |
| 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 | $500,000 | 2,288 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $80,000 | 1,867 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,460,000 | 3,477 |
| Mortgage-backed securities | $4,981,000 | 3,886 |
| Certificates of participation in pools of residential mortgages | $4,981,000 | 3,276 |
| Issued or guaranteed by U.S. | $4,981,000 | 3,269 |
| 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) | $9,904,000 | 1,482 |
| Available-for-sale securities (fair market value) | $6,770,000 | 6,375 |
| Total debt securities | $16,594,000 | 5,153 |
| Structured notes | ||
| Amortized cost | $3,299,000 | 1,173 |
| Fair value | $3,214,000 | 1,178 |
| 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 | $18,283,000 | 4,978 |
| U.S. Government securities | $15,957,000 | 4,468 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $15,957,000 | 4,337 |
| Securities issued by states & political subdivisions | $1,746,000 | 4,540 |
| Other domestic debt securities | $500,000 | 2,770 |
| 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 | $500,000 | 2,350 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $80,000 | 1,907 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,710,000 | 3,622 |
| Mortgage-backed securities | $4,981,000 | 3,942 |
| Certificates of participation in pools of residential mortgages | $4,981,000 | 3,311 |
| Issued or guaranteed by U.S. | $4,981,000 | 3,298 |
| 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) | $10,645,000 | 1,437 |
| Available-for-sale securities (fair market value) | $7,638,000 | 6,198 |
| Total debt securities | $18,203,000 | 4,934 |
| Structured notes | ||
| Amortized cost | $4,096,000 | 967 |
| Fair value | $4,057,000 | 967 |
| 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 | $19,484,000 | 4,775 |
| U.S. Government securities | $17,530,000 | 4,157 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $17,530,000 | 4,021 |
| Securities issued by states & political subdivisions | $1,374,000 | 4,804 |
| Other domestic debt securities | $500,000 | 2,813 |
| 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 | $500,000 | 2,410 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $80,000 | 1,935 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,610,000 | 2,715 |
| Mortgage-backed securities | $4,778,000 | 4,028 |
| Certificates of participation in pools of residential mortgages | $4,778,000 | 3,402 |
| Issued or guaranteed by U.S. | $4,778,000 | 3,396 |
| 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) | $11,773,000 | 1,365 |
| Available-for-sale securities (fair market value) | $7,711,000 | 6,222 |
| Total debt securities | $19,404,000 | 4,716 |
| Structured notes | ||
| Amortized cost | $5,142,000 | 798 |
| Fair value | $5,144,000 | 799 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $20,904,000 | 4,672 |
| U.S. Government securities | $18,971,000 | 4,041 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $18,971,000 | 3,893 |
| Securities issued by states & political subdivisions | $1,353,000 | 4,828 |
| Other domestic debt securities | $500,000 | 2,912 |
| 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 | $500,000 | 2,520 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $80,000 | 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 | $7,710,000 | 3,808 |
| Mortgage-backed securities | $4,973,000 | 4,023 |
| Certificates of participation in pools of residential mortgages | $4,973,000 | 3,407 |
| Issued or guaranteed by U.S. | $4,973,000 | 3,399 |
| 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) | $13,070,000 | 1,280 |
| Available-for-sale securities (fair market value) | $7,834,000 | 6,287 |
| Total debt securities | $20,824,000 | 4,614 |
| Structured notes | ||
| Amortized cost | $5,887,000 | 720 |
| Fair value | $5,761,000 | 719 |
| 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 | $17,419,000 | 5,140 |
| U.S. Government securities | $15,711,000 | 4,512 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $15,711,000 | 4,363 |
| Securities issued by states & political subdivisions | $1,128,000 | 5,034 |
| Other domestic debt securities | $500,000 | 3,020 |
| 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 | $500,000 | 2,608 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $80,000 | 2,010 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,339,000 | 2,239 |
| Mortgage-backed securities | $3,864,000 | 4,431 |
| Certificates of participation in pools of residential mortgages | $3,864,000 | 3,807 |
| Issued or guaranteed by U.S. | $3,864,000 | 3,798 |
| 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) | $12,706,000 | 1,269 |
| Available-for-sale securities (fair market value) | $4,713,000 | 7,024 |
| Total debt securities | $17,339,000 | 5,070 |
| Structured notes | ||
| Amortized cost | $4,798,000 | 737 |
| Fair value | $4,814,000 | 738 |
| 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 | $18,099,000 | 5,087 |
| U.S. Government securities | $16,391,000 | 4,440 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $16,391,000 | 4,296 |
| Securities issued by states & political subdivisions | $1,128,000 | 5,081 |
| Other domestic debt securities | $500,000 | 3,086 |
| 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 | $500,000 | 2,754 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $80,000 | 2,048 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,862,000 | 2,469 |
| Mortgage-backed securities | $4,039,000 | 4,359 |
| Certificates of participation in pools of residential mortgages | $4,039,000 | 3,713 |
| Issued or guaranteed by U.S. | $4,039,000 | 3,700 |
| 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) | $13,223,000 | 1,239 |
| Available-for-sale securities (fair market value) | $4,876,000 | 7,018 |
| Total debt securities | $18,019,000 | 5,017 |
| Structured notes | ||
| Amortized cost | $5,098,000 | 603 |
| Fair value | $5,066,000 | 605 |
| 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 | $20,276,000 | 4,706 |
| U.S. Government securities | $18,617,000 | 3,976 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $18,617,000 | 3,826 |
| Securities issued by states & political subdivisions | $1,129,000 | 5,094 |
| Other domestic debt securities | $500,000 | 3,201 |
| 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 | $500,000 | 2,864 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $30,000 | 2,214 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,800,000 | 2,601 |
| Mortgage-backed securities | $4,267,000 | 4,275 |
| Certificates of participation in pools of residential mortgages | $4,267,000 | 3,645 |
| Issued or guaranteed by U.S. | $4,267,000 | 3,633 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,224,000 | 1,130 |
| Available-for-sale securities (fair market value) | $5,052,000 | 6,952 |
| Total debt securities | $20,246,000 | 4,632 |
| Structured notes | ||
| Amortized cost | $6,097,000 | 414 |
| Fair value | $6,059,000 | 415 |
| 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 | $20,791,000 | 4,584 |
| U.S. Government securities | $18,610,000 | 3,881 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $18,610,000 | 3,727 |
| Securities issued by states & political subdivisions | $351,000 | 6,063 |
| Other domestic debt securities | $500,000 | 3,276 |
| 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 | $500,000 | 2,922 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,330,000 | 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 | $8,700,000 | 3,308 |
| Mortgage-backed securities | $3,786,000 | 4,510 |
| Certificates of participation in pools of residential mortgages | $3,786,000 | 3,840 |
| Issued or guaranteed by U.S. | $3,786,000 | 3,829 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,635,000 | 1,196 |
| Available-for-sale securities (fair market value) | $7,156,000 | 6,374 |
| Total debt securities | $19,461,000 | 4,676 |
| Structured notes | ||
| Amortized cost | $5,338,000 | 363 |
| Fair value | $5,392,000 | 362 |
| 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 | $20,873,000 | 4,527 |
| U.S. Government securities | $19,292,000 | 3,802 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $19,292,000 | 3,642 |
| Securities issued by states & political subdivisions | $351,000 | 6,049 |
| 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 | $1,230,000 | 1,266 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,600,000 | 3,587 |
| Mortgage-backed securities | $4,086,000 | 4,472 |
| Certificates of participation in pools of residential mortgages | $4,086,000 | 3,732 |
| Issued or guaranteed by U.S. | $4,086,000 | 3,721 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,289,000 | 1,283 |
| Available-for-sale securities (fair market value) | $8,584,000 | 6,034 |
| Total debt securities | $19,643,000 | 4,622 |
| Structured notes | ||
| Amortized cost | $4,543,000 | 310 |
| Fair value | $4,563,000 | 316 |
| 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 | $21,433,000 | 4,437 |
| U.S. Government securities | $21,303,000 | 3,523 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $21,303,000 | 3,358 |
| 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 | $130,000 | 2,029 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,540,000 | 3,371 |
| Mortgage-backed securities | $3,852,000 | 4,526 |
| Certificates of participation in pools of residential mortgages | $3,852,000 | 3,789 |
| Issued or guaranteed by U.S. | $3,852,000 | 3,776 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,977,000 | 1,210 |
| Available-for-sale securities (fair market value) | $7,456,000 | 6,342 |
| Total debt securities | $21,303,000 | 4,370 |
| Structured notes | ||
| Amortized cost | $4,393,000 | 242 |
| Fair value | $4,416,000 | 241 |
| 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 | $4,027,000 | 8,235 |
| U.S. Government securities | $3,527,000 | 7,853 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $3,527,000 | 7,603 |
| 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 | $500,000 | 1,585 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,025,000 | 5,932 |
| 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) | $2,925,000 | 2,819 |
| Available-for-sale securities (fair market value) | $1,102,000 | 8,196 |
| Total debt securities | $3,527,000 | 8,313 |
| 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 |