Home > Redwood Capital Bank > Securities
Redwood Capital Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $74,482,000 | 2,081 |
| U.S. Government securities | $65,682,000 | 1,566 |
| U.S. Treasury securities | $21,122,000 | 884 |
| U.S. Government agency obligations | $44,560,000 | 1,734 |
| Securities issued by states & political subdivisions | $8,800,000 | 2,561 |
| 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 | $19,039,000 | 2,419 |
| Mortgage-backed securities | $38,450,000 | 1,492 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $23,904,000 | 1,360 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $14,546,000 | 884 |
| 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) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $74,482,000 | 1,866 |
| Total debt securities | $74,481,000 | 2,064 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 370 |
| Fair value | $3,766,000 | 374 |
| 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 | $70,563,000 | 2,119 |
| U.S. Government securities | $62,500,000 | 1,617 |
| U.S. Treasury securities | $20,523,000 | 928 |
| U.S. Government agency obligations | $41,977,000 | 1,770 |
| Securities issued by states & political subdivisions | $8,063,000 | 2,623 |
| 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 | $18,849,000 | 2,400 |
| Mortgage-backed securities | $35,842,000 | 1,526 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $23,365,000 | 1,356 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,477,000 | 940 |
| 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) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $70,563,000 | 1,896 |
| Total debt securities | $70,563,000 | 2,103 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 380 |
| Fair value | $3,636,000 | 388 |
| 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 | $73,082,000 | 2,127 |
| U.S. Government securities | $64,528,000 | 1,625 |
| U.S. Treasury securities | $20,702,000 | 941 |
| U.S. Government agency obligations | $43,826,000 | 1,775 |
| Securities issued by states & political subdivisions | $8,554,000 | 2,636 |
| 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 | $19,654,000 | 2,354 |
| Mortgage-backed securities | $37,523,000 | 1,526 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $25,337,000 | 1,340 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,186,000 | 960 |
| 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) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $73,082,000 | 1,909 |
| Total debt securities | $73,083,000 | 2,112 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 415 |
| Fair value | $3,673,000 | 425 |
| 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 | $75,219,000 | 2,175 |
| U.S. Government securities | $66,618,000 | 1,662 |
| U.S. Treasury securities | $20,842,000 | 991 |
| U.S. Government agency obligations | $45,776,000 | 1,739 |
| Securities issued by states & political subdivisions | $8,601,000 | 2,681 |
| 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 | $15,391,000 | 2,470 |
| Mortgage-backed securities | $39,044,000 | 1,544 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $26,315,000 | 1,353 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,729,000 | 968 |
| 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) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $75,219,000 | 1,948 |
| Total debt securities | $75,219,000 | 2,159 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 435 |
| Fair value | $3,687,000 | 448 |
| 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 | $74,203,000 | 2,214 |
| U.S. Government securities | $65,851,000 | 1,680 |
| U.S. Treasury securities | $20,474,000 | 1,044 |
| U.S. Government agency obligations | $45,377,000 | 1,750 |
| Securities issued by states & political subdivisions | $8,352,000 | 2,740 |
| 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 | $15,959,000 | 2,352 |
| Mortgage-backed securities | $38,582,000 | 1,560 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $26,732,000 | 1,349 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,850,000 | 1,005 |
| 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) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $74,203,000 | 1,982 |
| Total debt securities | $74,204,000 | 2,197 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 454 |
| Fair value | $3,648,000 | 467 |
| 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 | $74,167,000 | 2,227 |
| U.S. Government securities | $65,592,000 | 1,696 |
| U.S. Treasury securities | $20,200,000 | 1,073 |
| U.S. Government agency obligations | $45,392,000 | 1,769 |
| Securities issued by states & political subdivisions | $8,575,000 | 2,732 |
| 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 | $16,535,000 | 2,257 |
| Mortgage-backed securities | $38,176,000 | 1,572 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $25,952,000 | 1,391 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,224,000 | 1,004 |
| 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) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $74,167,000 | 2,005 |
| Total debt securities | $74,167,000 | 2,212 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 448 |
| Fair value | $3,601,000 | 467 |
| 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 | $76,334,000 | 2,204 |
| U.S. Government securities | $66,558,000 | 1,706 |
| U.S. Treasury securities | $20,904,000 | 1,039 |
| U.S. Government agency obligations | $45,654,000 | 1,786 |
| Securities issued by states & political subdivisions | $9,776,000 | 2,684 |
| 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 | $18,308,000 | 2,146 |
| Mortgage-backed securities | $37,782,000 | 1,629 |
| Certificates of participation in pools of residential mortgages | $27,663,000 | 1,400 |
| Issued or guaranteed by U.S. | $27,663,000 | 1,371 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $10,119,000 | 1,204 |
| CMOs issued by government agencies or sponsored agencies | $10,119,000 | 1,136 |
| 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) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $76,334,000 | 2,028 |
| Total debt securities | $76,333,000 | 2,190 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 438 |
| Fair value | $3,773,000 | 446 |
| 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 | $76,376,000 | 2,175 |
| U.S. Government securities | $65,780,000 | 1,670 |
| U.S. Treasury securities | $20,418,000 | 928 |
| U.S. Government agency obligations | $45,362,000 | 1,806 |
| Securities issued by states & political subdivisions | $10,596,000 | 2,612 |
| 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 | $20,160,000 | 2,004 |
| Mortgage-backed securities | $37,919,000 | 1,657 |
| Certificates of participation in pools of residential mortgages | $29,140,000 | 1,380 |
| Issued or guaranteed by U.S. | $29,140,000 | 1,357 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $8,779,000 | 1,280 |
| CMOs issued by government agencies or sponsored agencies | $8,779,000 | 1,218 |
| 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) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $76,376,000 | 2,020 |
| Total debt securities | $76,376,000 | 2,165 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 444 |
| Fair value | $2,846,000 | 468 |
| 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 | $67,981,000 | 2,279 |
| U.S. Government securities | $56,134,000 | 1,740 |
| U.S. Treasury securities | $9,860,000 | 1,055 |
| U.S. Government agency obligations | $46,274,000 | 1,749 |
| Securities issued by states & political subdivisions | $11,847,000 | 2,551 |
| 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 | $20,984,000 | 1,960 |
| Mortgage-backed securities | $39,385,000 | 1,589 |
| Certificates of participation in pools of residential mortgages | $30,636,000 | 1,340 |
| Issued or guaranteed by U.S. | $30,636,000 | 1,310 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $8,749,000 | 1,260 |
| CMOs issued by government agencies or sponsored agencies | $8,749,000 | 1,212 |
| 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) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $67,981,000 | 2,134 |
| Total debt securities | $67,980,000 | 2,267 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 475 |
| Fair value | $1,985,000 | 494 |
| 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 | $58,445,000 | 2,430 |
| U.S. Government securities | $45,348,000 | 1,922 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $45,348,000 | 1,747 |
| Securities issued by states & political subdivisions | $13,097,000 | 2,439 |
| 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 | $17,764,000 | 2,102 |
| Mortgage-backed securities | $39,239,000 | 1,577 |
| Certificates of participation in pools of residential mortgages | $30,950,000 | 1,282 |
| Issued or guaranteed by U.S. | $30,950,000 | 1,253 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $8,289,000 | 1,282 |
| CMOs issued by government agencies or sponsored agencies | $8,289,000 | 1,239 |
| 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) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $58,445,000 | 2,274 |
| Total debt securities | $58,445,000 | 2,415 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 586 |
| Fair value | $1,002,000 | 589 |
| 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 | $58,869,000 | 2,337 |
| U.S. Government securities | $45,739,000 | 1,848 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $45,739,000 | 1,686 |
| Securities issued by states & political subdivisions | $13,130,000 | 2,426 |
| 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 | $19,144,000 | 2,007 |
| Mortgage-backed securities | $39,314,000 | 1,536 |
| Certificates of participation in pools of residential mortgages | $30,473,000 | 1,255 |
| Issued or guaranteed by U.S. | $30,473,000 | 1,227 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $8,841,000 | 1,195 |
| CMOs issued by government agencies or sponsored agencies | $8,841,000 | 1,162 |
| 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) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $58,869,000 | 2,196 |
| Total debt securities | $58,869,000 | 2,316 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 511 |
| Fair value | $1,000,000 | 523 |
| 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 | $55,861,000 | 2,272 |
| U.S. Government securities | $42,863,000 | 1,793 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $42,863,000 | 1,674 |
| Securities issued by states & political subdivisions | $12,998,000 | 2,369 |
| 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 | $22,249,000 | 1,817 |
| Mortgage-backed securities | $35,641,000 | 1,573 |
| Certificates of participation in pools of residential mortgages | $27,090,000 | 1,309 |
| Issued or guaranteed by U.S. | $27,090,000 | 1,273 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $8,502,000 | 1,186 |
| CMOs issued by government agencies or sponsored agencies | $8,502,000 | 1,147 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $49,000 | 1,979 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $49,000 | 1,377 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $55,861,000 | 2,136 |
| Total debt securities | $55,862,000 | 2,256 |
| 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 | $54,238,000 | 2,201 |
| U.S. Government securities | $42,142,000 | 1,683 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $42,142,000 | 1,596 |
| Securities issued by states & political subdivisions | $12,096,000 | 2,405 |
| 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 | $23,388,000 | 1,751 |
| Mortgage-backed securities | $34,625,000 | 1,517 |
| Certificates of participation in pools of residential mortgages | $24,743,000 | 1,270 |
| Issued or guaranteed by U.S. | $24,743,000 | 1,244 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $9,156,000 | 1,164 |
| CMOs issued by government agencies or sponsored agencies | $9,156,000 | 1,124 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $726,000 | 1,731 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $726,000 | 1,188 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $54,238,000 | 2,069 |
| Total debt securities | $54,237,000 | 2,182 |
| 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 | $36,419,000 | 2,656 |
| U.S. Government securities | $30,887,000 | 1,969 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $30,887,000 | 1,868 |
| Securities issued by states & political subdivisions | $5,532,000 | 3,022 |
| 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 | $24,280,000 | 1,682 |
| Mortgage-backed securities | $23,246,000 | 1,851 |
| Certificates of participation in pools of residential mortgages | $15,530,000 | 1,672 |
| Issued or guaranteed by U.S. | $15,530,000 | 1,629 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,763,000 | 1,352 |
| CMOs issued by government agencies or sponsored agencies | $6,763,000 | 1,318 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $953,000 | 1,649 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $953,000 | 1,110 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $36,419,000 | 2,489 |
| Total debt securities | $36,418,000 | 2,638 |
| 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 | $31,683,000 | 2,813 |
| U.S. Government securities | $28,149,000 | 2,077 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $28,149,000 | 1,970 |
| Securities issued by states & political subdivisions | $3,534,000 | 3,304 |
| 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 | $24,872,000 | 1,665 |
| Mortgage-backed securities | $20,330,000 | 1,976 |
| Certificates of participation in pools of residential mortgages | $11,958,000 | 1,875 |
| Issued or guaranteed by U.S. | $11,958,000 | 1,827 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $7,401,000 | 1,341 |
| CMOs issued by government agencies or sponsored agencies | $7,401,000 | 1,305 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $971,000 | 1,627 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $971,000 | 1,077 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $31,683,000 | 2,637 |
| Total debt securities | $31,684,000 | 2,792 |
| 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 | $34,059,000 | 2,647 |
| U.S. Government securities | $29,582,000 | 2,026 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $29,582,000 | 1,925 |
| Securities issued by states & political subdivisions | $4,477,000 | 3,083 |
| 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 | $26,728,000 | 1,544 |
| Mortgage-backed securities | $21,207,000 | 1,937 |
| Certificates of participation in pools of residential mortgages | $12,616,000 | 1,810 |
| Issued or guaranteed by U.S. | $12,616,000 | 1,761 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $7,614,000 | 1,335 |
| CMOs issued by government agencies or sponsored agencies | $7,614,000 | 1,301 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $977,000 | 1,605 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $977,000 | 1,057 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $34,059,000 | 2,480 |
| Total debt securities | $34,058,000 | 2,628 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $30,636,000 | 2,821 |
| U.S. Government securities | $26,074,000 | 2,231 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $26,074,000 | 2,114 |
| Securities issued by states & political subdivisions | $4,562,000 | 3,071 |
| 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 | $24,634,000 | 1,627 |
| Mortgage-backed securities | $17,157,000 | 2,094 |
| Certificates of participation in pools of residential mortgages | $9,239,000 | 2,067 |
| Issued or guaranteed by U.S. | $9,239,000 | 2,010 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $6,936,000 | 1,400 |
| CMOs issued by government agencies or sponsored agencies | $6,936,000 | 1,362 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $982,000 | 1,584 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $982,000 | 1,021 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $30,636,000 | 2,636 |
| Total debt securities | $30,637,000 | 2,800 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $30,242,000 | 2,863 |
| U.S. Government securities | $25,647,000 | 2,282 |
| U.S. Treasury securities | $999,000 | 1,163 |
| U.S. Government agency obligations | $24,648,000 | 2,198 |
| Securities issued by states & political subdivisions | $4,595,000 | 3,081 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,994,000 | 1,664 |
| Mortgage-backed securities | $14,899,000 | 2,250 |
| Certificates of participation in pools of residential mortgages | $6,533,000 | 2,363 |
| Issued or guaranteed by U.S. | $6,533,000 | 2,290 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $7,370,000 | 1,375 |
| CMOs issued by government agencies or sponsored agencies | $7,370,000 | 1,336 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $996,000 | 1,556 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $996,000 | 982 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $30,242,000 | 2,664 |
| Total debt securities | $30,242,000 | 2,846 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $31,414,000 | 2,852 |
| U.S. Government securities | $26,805,000 | 2,256 |
| U.S. Treasury securities | $1,995,000 | 996 |
| U.S. Government agency obligations | $24,810,000 | 2,225 |
| Securities issued by states & political subdivisions | $4,609,000 | 3,130 |
| 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 | $25,368,000 | 1,635 |
| Mortgage-backed securities | $14,587,000 | 2,245 |
| Certificates of participation in pools of residential mortgages | $5,847,000 | 2,465 |
| Issued or guaranteed by U.S. | $5,847,000 | 2,411 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $8,740,000 | 1,251 |
| CMOs issued by government agencies or sponsored agencies | $8,740,000 | 1,213 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $31,414,000 | 2,650 |
| Total debt securities | $31,415,000 | 2,836 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $32,926,000 | 2,826 |
| U.S. Government securities | $28,060,000 | 2,225 |
| U.S. Treasury securities | $1,989,000 | 1,005 |
| U.S. Government agency obligations | $26,071,000 | 2,192 |
| Securities issued by states & political subdivisions | $4,866,000 | 3,153 |
| 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 | $26,550,000 | 1,618 |
| Mortgage-backed securities | $15,044,000 | 2,206 |
| Certificates of participation in pools of residential mortgages | $6,086,000 | 2,453 |
| Issued or guaranteed by U.S. | $6,086,000 | 2,398 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $8,958,000 | 1,240 |
| CMOs issued by government agencies or sponsored agencies | $8,958,000 | 1,197 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $32,926,000 | 2,621 |
| Total debt securities | $32,926,000 | 2,810 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $33,173,000 | 2,845 |
| U.S. Government securities | $28,333,000 | 2,226 |
| U.S. Treasury securities | $1,982,000 | 1,017 |
| U.S. Government agency obligations | $26,351,000 | 2,194 |
| Securities issued by states & political subdivisions | $4,840,000 | 3,213 |
| 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 | $26,601,000 | 1,618 |
| Mortgage-backed securities | $14,295,000 | 2,256 |
| Certificates of participation in pools of residential mortgages | $5,217,000 | 2,583 |
| Issued or guaranteed by U.S. | $5,217,000 | 2,539 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $9,078,000 | 1,222 |
| CMOs issued by government agencies or sponsored agencies | $9,078,000 | 1,181 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $33,173,000 | 2,633 |
| Total debt securities | $33,171,000 | 2,830 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $29,768,000 | 3,018 |
| U.S. Government securities | $25,842,000 | 2,364 |
| U.S. Treasury securities | $991,000 | 1,195 |
| U.S. Government agency obligations | $24,851,000 | 2,298 |
| Securities issued by states & political subdivisions | $3,926,000 | 3,424 |
| 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 | $23,619,000 | 1,725 |
| Mortgage-backed securities | $11,682,000 | 2,476 |
| Certificates of participation in pools of residential mortgages | $2,427,000 | 3,208 |
| Issued or guaranteed by U.S. | $2,427,000 | 3,180 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $9,255,000 | 1,187 |
| CMOs issued by government agencies or sponsored agencies | $9,255,000 | 1,149 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $29,768,000 | 2,797 |
| Total debt securities | $29,763,000 | 2,999 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $30,494,000 | 3,017 |
| U.S. Government securities | $26,532,000 | 2,312 |
| U.S. Treasury securities | $1,000,000 | 1,121 |
| U.S. Government agency obligations | $25,532,000 | 2,267 |
| Securities issued by states & political subdivisions | $3,962,000 | 3,460 |
| 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 | $23,635,000 | 1,755 |
| Mortgage-backed securities | $11,410,000 | 2,544 |
| Certificates of participation in pools of residential mortgages | $2,713,000 | 3,174 |
| Issued or guaranteed by U.S. | $2,713,000 | 3,014 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $8,697,000 | 1,238 |
| CMOs issued by government agencies or sponsored agencies | $8,697,000 | 1,193 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $30,494,000 | 2,786 |
| Total debt securities | $30,494,000 | 2,999 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $31,736,000 | 3,002 |
| U.S. Government securities | $27,750,000 | 2,312 |
| U.S. Treasury securities | $999,000 | 1,089 |
| U.S. Government agency obligations | $26,751,000 | 2,274 |
| Securities issued by states & political subdivisions | $3,986,000 | 3,499 |
| 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 | $24,968,000 | 1,719 |
| Mortgage-backed securities | $12,006,000 | 2,493 |
| Certificates of participation in pools of residential mortgages | $2,933,000 | 3,172 |
| Issued or guaranteed by U.S. | $2,933,000 | 3,166 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,073,000 | 1,205 |
| CMOs issued by government agencies or sponsored agencies | $9,073,000 | 1,161 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $31,736,000 | 2,766 |
| Total debt securities | $31,735,000 | 2,983 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $34,490,000 | 2,889 |
| U.S. Government securities | $30,454,000 | 2,197 |
| U.S. Treasury securities | $1,999,000 | 854 |
| U.S. Government agency obligations | $28,455,000 | 2,200 |
| Securities issued by states & political subdivisions | $4,036,000 | 3,553 |
| 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 | $26,261,000 | 1,699 |
| Mortgage-backed securities | $12,727,000 | 2,456 |
| Certificates of participation in pools of residential mortgages | $3,185,000 | 3,158 |
| Issued or guaranteed by U.S. | $3,185,000 | 3,152 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $9,542,000 | 1,168 |
| CMOs issued by government agencies or sponsored agencies | $9,542,000 | 1,126 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $34,490,000 | 2,664 |
| Total debt securities | $34,489,000 | 2,872 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $32,581,000 | 3,026 |
| U.S. Government securities | $28,393,000 | 2,333 |
| U.S. Treasury securities | $2,000,000 | 833 |
| U.S. Government agency obligations | $26,393,000 | 2,335 |
| Securities issued by states & political subdivisions | $4,188,000 | 3,566 |
| 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 | $24,535,000 | 1,798 |
| Mortgage-backed securities | $11,445,000 | 2,588 |
| Certificates of participation in pools of residential mortgages | $3,438,000 | 3,156 |
| Issued or guaranteed by U.S. | $3,438,000 | 3,151 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $8,007,000 | 1,257 |
| CMOs issued by government agencies or sponsored agencies | $8,007,000 | 1,214 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $32,581,000 | 2,787 |
| Total debt securities | $32,578,000 | 3,007 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $31,600,000 | 3,124 |
| U.S. Government securities | $27,411,000 | 2,417 |
| U.S. Treasury securities | $1,999,000 | 860 |
| U.S. Government agency obligations | $25,412,000 | 2,434 |
| Securities issued by states & political subdivisions | $4,189,000 | 3,600 |
| 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 | $22,796,000 | 1,919 |
| Mortgage-backed securities | $11,020,000 | 2,656 |
| Certificates of participation in pools of residential mortgages | $3,631,000 | 3,156 |
| Issued or guaranteed by U.S. | $3,631,000 | 3,153 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,389,000 | 1,312 |
| CMOs issued by government agencies or sponsored agencies | $7,389,000 | 1,262 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $31,600,000 | 2,873 |
| Total debt securities | $31,602,000 | 3,100 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $32,751,000 | 3,094 |
| U.S. Government securities | $28,243,000 | 2,397 |
| U.S. Treasury securities | $2,002,000 | 881 |
| U.S. Government agency obligations | $26,241,000 | 2,413 |
| Securities issued by states & political subdivisions | $4,508,000 | 3,580 |
| 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 | $23,608,000 | 1,888 |
| Mortgage-backed securities | $11,517,000 | 2,651 |
| Certificates of participation in pools of residential mortgages | $3,838,000 | 3,178 |
| Issued or guaranteed by U.S. | $3,838,000 | 3,176 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,679,000 | 1,306 |
| CMOs issued by government agencies or sponsored agencies | $7,679,000 | 1,249 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $32,751,000 | 2,845 |
| Total debt securities | $32,751,000 | 3,072 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $33,491,000 | 3,038 |
| U.S. Government securities | $28,984,000 | 2,354 |
| U.S. Treasury securities | $2,002,000 | 862 |
| U.S. Government agency obligations | $26,982,000 | 2,347 |
| Securities issued by states & political subdivisions | $4,507,000 | 3,607 |
| 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 | $24,334,000 | 1,835 |
| Mortgage-backed securities | $11,994,000 | 2,599 |
| Certificates of participation in pools of residential mortgages | $4,005,000 | 3,158 |
| Issued or guaranteed by U.S. | $4,005,000 | 3,153 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $7,989,000 | 1,263 |
| CMOs issued by government agencies or sponsored agencies | $7,989,000 | 1,201 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $33,491,000 | 2,787 |
| Total debt securities | $33,490,000 | 3,020 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $27,775,000 | 3,350 |
| U.S. Government securities | $23,177,000 | 2,658 |
| U.S. Treasury securities | $2,011,000 | 762 |
| U.S. Government agency obligations | $21,166,000 | 2,691 |
| Securities issued by states & political subdivisions | $4,598,000 | 3,605 |
| 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 | $18,206,000 | 2,220 |
| Mortgage-backed securities | $9,820,000 | 2,808 |
| Certificates of participation in pools of residential mortgages | $4,360,000 | 3,121 |
| Issued or guaranteed by U.S. | $4,360,000 | 3,120 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,460,000 | 1,528 |
| CMOs issued by government agencies or sponsored agencies | $5,460,000 | 1,466 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $27,775,000 | 3,076 |
| Total debt securities | $27,775,000 | 3,322 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $28,719,000 | 3,360 |
| U.S. Government securities | $24,090,000 | 2,680 |
| U.S. Treasury securities | $2,016,000 | 792 |
| U.S. Government agency obligations | $22,074,000 | 2,694 |
| Securities issued by states & political subdivisions | $4,629,000 | 3,626 |
| 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 | $19,022,000 | 2,213 |
| Mortgage-backed securities | $10,446,000 | 2,781 |
| Certificates of participation in pools of residential mortgages | $4,620,000 | 3,115 |
| Issued or guaranteed by U.S. | $4,620,000 | 3,112 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,826,000 | 1,509 |
| CMOs issued by government agencies or sponsored agencies | $5,826,000 | 1,438 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $28,719,000 | 3,086 |
| Total debt securities | $28,718,000 | 3,337 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $28,056,000 | 3,448 |
| U.S. Government securities | $23,458,000 | 2,793 |
| U.S. Treasury securities | $2,008,000 | 804 |
| U.S. Government agency obligations | $21,450,000 | 2,817 |
| Securities issued by states & political subdivisions | $4,598,000 | 3,636 |
| 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 | $18,362,000 | 2,284 |
| Mortgage-backed securities | $8,741,000 | 2,978 |
| Certificates of participation in pools of residential mortgages | $3,729,000 | 3,313 |
| Issued or guaranteed by U.S. | $3,729,000 | 3,312 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,012,000 | 1,631 |
| CMOs issued by government agencies or sponsored agencies | $5,012,000 | 1,557 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $28,056,000 | 3,157 |
| Total debt securities | $28,056,000 | 3,422 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $22,386,000 | 3,852 |
| U.S. Government securities | $17,819,000 | 3,259 |
| U.S. Treasury securities | $1,998,000 | 852 |
| U.S. Government agency obligations | $15,821,000 | 3,328 |
| Securities issued by states & political subdivisions | $4,567,000 | 3,662 |
| 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 | $14,603,000 | 2,597 |
| Mortgage-backed securities | $6,122,000 | 3,322 |
| Certificates of participation in pools of residential mortgages | $2,805,000 | 3,560 |
| Issued or guaranteed by U.S. | $2,805,000 | 3,556 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,317,000 | 1,921 |
| CMOs issued by government agencies or sponsored agencies | $3,317,000 | 1,855 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $22,386,000 | 3,523 |
| Total debt securities | $22,387,000 | 3,827 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $23,896,000 | 3,809 |
| U.S. Government securities | $19,322,000 | 3,190 |
| U.S. Treasury securities | $2,012,000 | 802 |
| U.S. Government agency obligations | $17,310,000 | 3,278 |
| Securities issued by states & political subdivisions | $4,574,000 | 3,703 |
| 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 | $15,157,000 | 2,576 |
| Mortgage-backed securities | $6,466,000 | 3,322 |
| Certificates of participation in pools of residential mortgages | $2,940,000 | 3,570 |
| Issued or guaranteed by U.S. | $2,940,000 | 3,566 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $3,526,000 | 1,907 |
| CMOs issued by government agencies or sponsored agencies | $3,526,000 | 1,843 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $23,896,000 | 3,483 |
| Total debt securities | $23,897,000 | 3,785 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $23,375,000 | 3,937 |
| U.S. Government securities | $18,847,000 | 3,331 |
| U.S. Treasury securities | $2,006,000 | 820 |
| U.S. Government agency obligations | $16,841,000 | 3,401 |
| Securities issued by states & political subdivisions | $4,528,000 | 3,715 |
| 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 | $14,642,000 | 2,636 |
| Mortgage-backed securities | $6,957,000 | 3,332 |
| Certificates of participation in pools of residential mortgages | $3,089,000 | 3,614 |
| Issued or guaranteed by U.S. | $3,089,000 | 3,610 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,868,000 | 1,909 |
| CMOs issued by government agencies or sponsored agencies | $3,868,000 | 1,841 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $23,375,000 | 3,605 |
| Total debt securities | $23,374,000 | 3,912 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $21,563,000 | 4,117 |
| U.S. Government securities | $16,931,000 | 3,574 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $16,931,000 | 3,457 |
| Securities issued by states & political subdivisions | $4,632,000 | 3,686 |
| 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 | $13,705,000 | 2,757 |
| Mortgage-backed securities | $7,400,000 | 3,326 |
| Certificates of participation in pools of residential mortgages | $3,240,000 | 3,643 |
| Issued or guaranteed by U.S. | $3,240,000 | 3,638 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $4,160,000 | 1,896 |
| CMOs issued by government agencies or sponsored agencies | $4,160,000 | 1,828 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $21,563,000 | 3,759 |
| Total debt securities | $21,562,000 | 4,091 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $20,914,000 | 4,217 |
| U.S. Government securities | $16,317,000 | 3,685 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $16,317,000 | 3,566 |
| Securities issued by states & political subdivisions | $4,597,000 | 3,738 |
| 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 | $12,119,000 | 2,952 |
| Mortgage-backed securities | $7,714,000 | 3,326 |
| Certificates of participation in pools of residential mortgages | $3,343,000 | 3,685 |
| Issued or guaranteed by U.S. | $3,343,000 | 3,680 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,371,000 | 1,895 |
| CMOs issued by government agencies or sponsored agencies | $4,371,000 | 1,827 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $20,914,000 | 3,859 |
| Total debt securities | $20,913,000 | 4,196 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,423 |
| Fair value | $1,001,000 | 1,432 |
| 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 | $26,322,000 | 3,878 |
| U.S. Government securities | $21,710,000 | 3,291 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $21,710,000 | 3,190 |
| Securities issued by states & political subdivisions | $4,612,000 | 3,777 |
| 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 | $14,498,000 | 2,711 |
| Mortgage-backed securities | $8,099,000 | 3,372 |
| Certificates of participation in pools of residential mortgages | $3,450,000 | 3,728 |
| Issued or guaranteed by U.S. | $3,450,000 | 3,727 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,649,000 | 1,879 |
| CMOs issued by government agencies or sponsored agencies | $4,649,000 | 1,803 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $26,322,000 | 3,538 |
| Total debt securities | $26,322,000 | 3,852 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 811 |
| Fair value | $4,002,000 | 806 |
| 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 | $31,736,000 | 3,578 |
| U.S. Government securities | $24,272,000 | 3,131 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $24,272,000 | 3,039 |
| Securities issued by states & political subdivisions | $7,464,000 | 3,287 |
| 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 | $17,079,000 | 2,477 |
| Mortgage-backed securities | $8,600,000 | 3,366 |
| Certificates of participation in pools of residential mortgages | $3,561,000 | 3,775 |
| Issued or guaranteed by U.S. | $3,561,000 | 3,775 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,039,000 | 1,841 |
| CMOs issued by government agencies or sponsored agencies | $5,039,000 | 1,762 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $31,736,000 | 3,258 |
| Total debt securities | $31,736,000 | 3,550 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 834 |
| Fair value | $4,003,000 | 830 |
| 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 | $30,918,000 | 3,643 |
| U.S. Government securities | $23,615,000 | 3,191 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $23,615,000 | 3,106 |
| Securities issued by states & political subdivisions | $7,303,000 | 3,340 |
| 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 | $14,309,000 | 2,752 |
| Mortgage-backed securities | $8,995,000 | 3,337 |
| Certificates of participation in pools of residential mortgages | $3,599,000 | 3,796 |
| Issued or guaranteed by U.S. | $3,599,000 | 3,796 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $5,396,000 | 1,794 |
| CMOs issued by government agencies or sponsored agencies | $5,396,000 | 1,716 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $30,918,000 | 3,332 |
| Total debt securities | $30,918,000 | 3,614 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 998 |
| Fair value | $3,000,000 | 994 |
| 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 | $25,030,000 | 4,052 |
| U.S. Government securities | $17,868,000 | 3,692 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $17,868,000 | 3,590 |
| Securities issued by states & political subdivisions | $7,162,000 | 3,364 |
| 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 | $12,466,000 | 2,958 |
| Mortgage-backed securities | $8,360,000 | 3,414 |
| Certificates of participation in pools of residential mortgages | $2,632,000 | 4,079 |
| Issued or guaranteed by U.S. | $2,632,000 | 4,074 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $5,728,000 | 1,761 |
| CMOs issued by government agencies or sponsored agencies | $5,728,000 | 1,678 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $25,030,000 | 3,701 |
| Total debt securities | $25,030,000 | 4,021 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,200 |
| Fair value | $2,008,000 | 1,190 |
| 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 | $26,969,000 | 3,938 |
| U.S. Government securities | $19,803,000 | 3,523 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $19,803,000 | 3,431 |
| Securities issued by states & political subdivisions | $7,166,000 | 3,356 |
| 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 | $13,955,000 | 2,759 |
| Mortgage-backed securities | $10,139,000 | 3,201 |
| Certificates of participation in pools of residential mortgages | $2,997,000 | 3,983 |
| Issued or guaranteed by U.S. | $2,997,000 | 3,976 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $7,142,000 | 1,627 |
| CMOs issued by government agencies or sponsored agencies | $7,142,000 | 1,541 |
| 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) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $26,969,000 | 3,610 |
| Total debt securities | $26,972,000 | 3,913 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,174 |
| Fair value | $2,011,000 | 1,172 |
| 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 | $27,924,000 | 3,858 |
| U.S. Government securities | $20,846,000 | 3,430 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $20,846,000 | 3,344 |
| Securities issued by states & political subdivisions | $7,078,000 | 3,371 |
| 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 | $14,810,000 | 2,651 |
| Mortgage-backed securities | $11,057,000 | 3,112 |
| Certificates of participation in pools of residential mortgages | $3,164,000 | 3,940 |
| Issued or guaranteed by U.S. | $3,164,000 | 3,934 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,893,000 | 1,574 |
| CMOs issued by government agencies or sponsored agencies | $7,893,000 | 1,489 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $27,924,000 | 3,552 |
| Total debt securities | $27,924,000 | 3,830 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,166 |
| Fair value | $2,007,000 | 1,161 |
| 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 | $30,349,000 | 3,706 |
| U.S. Government securities | $22,740,000 | 3,293 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $22,740,000 | 3,212 |
| Securities issued by states & political subdivisions | $7,609,000 | 3,257 |
| 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 | $16,154,000 | 2,548 |
| Mortgage-backed securities | $12,593,000 | 2,986 |
| Certificates of participation in pools of residential mortgages | $3,463,000 | 3,901 |
| Issued or guaranteed by U.S. | $3,463,000 | 3,897 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $9,130,000 | 1,508 |
| CMOs issued by government agencies or sponsored agencies | $9,130,000 | 1,420 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $30,349,000 | 3,433 |
| Total debt securities | $30,348,000 | 3,671 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,189 |
| Fair value | $2,022,000 | 1,181 |
| 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 | $30,846,000 | 3,625 |
| U.S. Government securities | $23,429,000 | 3,196 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $23,429,000 | 3,125 |
| Securities issued by states & political subdivisions | $7,417,000 | 3,258 |
| 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 | $16,491,000 | 2,493 |
| Mortgage-backed securities | $13,167,000 | 2,965 |
| Certificates of participation in pools of residential mortgages | $3,722,000 | 3,827 |
| Issued or guaranteed by U.S. | $3,722,000 | 3,824 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $9,445,000 | 1,546 |
| CMOs issued by government agencies or sponsored agencies | $9,445,000 | 1,450 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $30,846,000 | 3,356 |
| Total debt securities | $30,846,000 | 3,590 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,223 |
| Fair value | $2,022,000 | 1,220 |
| 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 | $30,113,000 | 3,710 |
| U.S. Government securities | $26,192,000 | 3,036 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $26,192,000 | 2,980 |
| Securities issued by states & political subdivisions | $3,921,000 | 4,000 |
| 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 | $18,931,000 | 2,309 |
| Mortgage-backed securities | $14,901,000 | 2,919 |
| Certificates of participation in pools of residential mortgages | $4,023,000 | 3,893 |
| Issued or guaranteed by U.S. | $4,023,000 | 3,891 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $10,878,000 | 1,510 |
| CMOs issued by government agencies or sponsored agencies | $10,878,000 | 1,411 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $30,113,000 | 3,430 |
| Total debt securities | $30,112,000 | 3,682 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,061 |
| Fair value | $3,020,000 | 1,060 |
| 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 | $24,689,000 | 4,150 |
| U.S. Government securities | $21,627,000 | 3,476 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $21,627,000 | 3,401 |
| Securities issued by states & political subdivisions | $3,062,000 | 4,205 |
| 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 | $15,322,000 | 2,671 |
| Mortgage-backed securities | $13,474,000 | 3,096 |
| Certificates of participation in pools of residential mortgages | $4,227,000 | 3,882 |
| Issued or guaranteed by U.S. | $4,227,000 | 3,880 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $9,247,000 | 1,662 |
| CMOs issued by government agencies or sponsored agencies | $9,247,000 | 1,563 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $24,689,000 | 3,829 |
| Total debt securities | $24,689,000 | 4,112 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,219 |
| Fair value | $2,998,000 | 1,275 |
| 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 | $20,781,000 | 4,534 |
| U.S. Government securities | $18,108,000 | 3,909 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $18,108,000 | 3,826 |
| Securities issued by states & political subdivisions | $2,673,000 | 4,244 |
| 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 | $11,628,000 | 3,130 |
| Mortgage-backed securities | $12,100,000 | 3,249 |
| Certificates of participation in pools of residential mortgages | $2,327,000 | 4,400 |
| Issued or guaranteed by U.S. | $2,327,000 | 4,397 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $9,773,000 | 1,623 |
| CMOs issued by government agencies or sponsored agencies | $9,773,000 | 1,523 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $20,781,000 | 4,176 |
| Total debt securities | $20,781,000 | 4,509 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,667 |
| Fair value | $1,958,000 | 1,808 |
| 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 | $21,177,000 | 4,442 |
| U.S. Government securities | $18,742,000 | 3,774 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $18,742,000 | 3,701 |
| Securities issued by states & political subdivisions | $2,435,000 | 4,322 |
| 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 | $11,368,000 | 3,035 |
| Mortgage-backed securities | $12,616,000 | 3,101 |
| Certificates of participation in pools of residential mortgages | $2,449,000 | 4,304 |
| Issued or guaranteed by U.S. | $2,449,000 | 4,295 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $10,167,000 | 1,569 |
| CMOs issued by government agencies or sponsored agencies | $10,167,000 | 1,422 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $21,177,000 | 4,078 |
| Total debt securities | $21,177,000 | 4,414 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,666 |
| Fair value | $2,001,000 | 1,745 |
| 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 | $21,481,000 | 4,363 |
| U.S. Government securities | $19,072,000 | 3,687 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $19,072,000 | 3,604 |
| Securities issued by states & political subdivisions | $2,409,000 | 4,296 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,419,000 | 3,830 |
| Mortgage-backed securities | $12,987,000 | 3,007 |
| Certificates of participation in pools of residential mortgages | $2,530,000 | 4,221 |
| Issued or guaranteed by U.S. | $2,530,000 | 4,206 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $10,457,000 | 1,545 |
| CMOs issued by government agencies or sponsored agencies | $10,457,000 | 1,382 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $21,481,000 | 4,009 |
| Total debt securities | $21,484,000 | 4,321 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $19,557,000 | 4,609 |
| U.S. Government securities | $19,557,000 | 3,715 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $19,557,000 | 3,621 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,618,000 | 3,846 |
| Mortgage-backed securities | $11,406,000 | 3,138 |
| Certificates of participation in pools of residential mortgages | $1,567,000 | 4,557 |
| Issued or guaranteed by U.S. | $1,567,000 | 4,549 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $9,839,000 | 1,582 |
| CMOs issued by government agencies or sponsored agencies | $9,839,000 | 1,402 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $19,557,000 | 4,228 |
| Total debt securities | $19,557,000 | 4,575 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $20,164,000 | 4,528 |
| U.S. Government securities | $20,164,000 | 3,637 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $20,164,000 | 3,529 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,123,000 | 3,736 |
| Mortgage-backed securities | $12,114,000 | 2,983 |
| Certificates of participation in pools of residential mortgages | $2,009,000 | 4,327 |
| Issued or guaranteed by U.S. | $2,009,000 | 4,317 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $10,105,000 | 1,522 |
| CMOs issued by government agencies or sponsored agencies | $10,105,000 | 1,328 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $20,164,000 | 4,149 |
| Total debt securities | $20,164,000 | 4,493 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $20,861,000 | 4,298 |
| U.S. Government securities | $20,861,000 | 3,395 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $20,861,000 | 3,296 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,577,000 | 3,612 |
| Mortgage-backed securities | $12,820,000 | 2,801 |
| Certificates of participation in pools of residential mortgages | $2,232,000 | 4,155 |
| Issued or guaranteed by U.S. | $2,232,000 | 4,148 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $10,588,000 | 1,451 |
| CMOs issued by government agencies or sponsored agencies | $10,588,000 | 1,270 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $20,861,000 | 3,952 |
| Total debt securities | $20,860,000 | 4,267 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $22,113,000 | 4,123 |
| U.S. Government securities | $22,113,000 | 3,217 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $22,113,000 | 3,109 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,139,000 | 3,534 |
| Mortgage-backed securities | $13,827,000 | 2,694 |
| Certificates of participation in pools of residential mortgages | $2,511,000 | 4,029 |
| Issued or guaranteed by U.S. | $2,511,000 | 4,019 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $11,316,000 | 1,381 |
| CMOs issued by government agencies or sponsored agencies | $11,316,000 | 1,195 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $22,113,000 | 3,788 |
| Total debt securities | $22,113,000 | 4,082 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $13,400,000 | 5,195 |
| U.S. Government securities | $13,400,000 | 4,334 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $13,400,000 | 4,223 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,242,000 | 3,370 |
| Mortgage-backed securities | $10,668,000 | 3,052 |
| Certificates of participation in pools of residential mortgages | $2,832,000 | 3,977 |
| Issued or guaranteed by U.S. | $2,832,000 | 3,969 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $7,836,000 | 1,595 |
| CMOs issued by government agencies or sponsored agencies | $7,836,000 | 1,375 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $13,400,000 | 4,764 |
| Total debt securities | $13,398,000 | 5,163 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $13,879,000 | 5,169 |
| U.S. Government securities | $13,879,000 | 4,314 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $13,879,000 | 4,202 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,613,000 | 3,387 |
| Mortgage-backed securities | $11,176,000 | 3,059 |
| Certificates of participation in pools of residential mortgages | $3,192,000 | 3,988 |
| Issued or guaranteed by U.S. | $3,192,000 | 3,979 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $7,984,000 | 1,518 |
| CMOs issued by government agencies or sponsored agencies | $7,984,000 | 1,288 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $13,879,000 | 4,734 |
| Total debt securities | $13,879,000 | 5,133 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $15,951,000 | 4,887 |
| U.S. Government securities | $15,951,000 | 3,991 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $15,951,000 | 3,909 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,058,000 | 3,324 |
| Mortgage-backed securities | $11,758,000 | 3,036 |
| Certificates of participation in pools of residential mortgages | $3,512,000 | 3,963 |
| Issued or guaranteed by U.S. | $3,512,000 | 3,955 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $8,246,000 | 1,489 |
| CMOs issued by government agencies or sponsored agencies | $8,246,000 | 1,253 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $15,951,000 | 4,455 |
| Total debt securities | $15,951,000 | 4,850 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $15,374,000 | 5,019 |
| U.S. Government securities | $15,374,000 | 4,072 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $15,374,000 | 3,996 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $9,145,000 | 3,460 |
| Certificates of participation in pools of residential mortgages | $3,760,000 | 3,966 |
| Issued or guaranteed by U.S. | $3,760,000 | 3,956 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $5,385,000 | 1,784 |
| CMOs issued by government agencies or sponsored agencies | $5,385,000 | 1,487 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $15,374,000 | 4,591 |
| Total debt securities | $15,374,000 | 4,973 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $7,804,000 | 6,231 |
| U.S. Government securities | $7,804,000 | 5,427 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $7,804,000 | 5,343 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $5,772,000 | 4,102 |
| Certificates of participation in pools of residential mortgages | $4,118,000 | 3,912 |
| Issued or guaranteed by U.S. | $4,118,000 | 3,898 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,654,000 | 2,602 |
| CMOs issued by government agencies or sponsored agencies | $1,654,000 | 2,243 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $7,804,000 | 5,729 |
| Total debt securities | $7,804,000 | 6,188 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $8,496,000 | 6,178 |
| U.S. Government securities | $8,496,000 | 5,408 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $8,496,000 | 5,324 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $6,450,000 | 4,033 |
| Certificates of participation in pools of residential mortgages | $4,654,000 | 3,857 |
| Issued or guaranteed by U.S. | $4,654,000 | 3,845 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,796,000 | 2,572 |
| CMOs issued by government agencies or sponsored agencies | $1,796,000 | 2,205 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $8,496,000 | 5,652 |
| Total debt securities | $8,496,000 | 6,125 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $10,253,000 | 5,857 |
| U.S. Government securities | $8,352,000 | 5,513 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $8,352,000 | 5,432 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $1,901,000 | 1,871 |
| Privately issued residential mortgage-backed securities | $1,901,000 | 973 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $7,166,000 | 3,833 |
| Certificates of participation in pools of residential mortgages | $5,265,000 | 3,662 |
| Issued or guaranteed by U.S. | $5,265,000 | 3,648 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,901,000 | 2,467 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $1,901,000 | 935 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $10,253,000 | 5,322 |
| Total debt securities | $10,253,000 | 5,809 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $10,417,000 | 5,799 |
| U.S. Government securities | $8,506,000 | 5,450 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $8,506,000 | 5,363 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $1,911,000 | 1,818 |
| Privately issued residential mortgage-backed securities | $1,911,000 | 966 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $7,355,000 | 3,682 |
| Certificates of participation in pools of residential mortgages | $5,444,000 | 3,524 |
| Issued or guaranteed by U.S. | $5,444,000 | 3,512 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,911,000 | 2,386 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $1,911,000 | 927 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $10,417,000 | 5,267 |
| Total debt securities | $10,417,000 | 5,749 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $9,594,000 | 6,011 |
| U.S. Government securities | $7,656,000 | 5,679 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $7,656,000 | 5,596 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $1,938,000 | 1,875 |
| Privately issued residential mortgage-backed securities | $1,938,000 | 957 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $7,584,000 | 3,634 |
| Certificates of participation in pools of residential mortgages | $5,646,000 | 3,462 |
| Issued or guaranteed by U.S. | $5,646,000 | 3,446 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,938,000 | 2,377 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $1,938,000 | 911 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $9,594,000 | 5,496 |
| Total debt securities | $9,593,000 | 5,948 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $8,161,000 | 6,309 |
| U.S. Government securities | $8,161,000 | 5,540 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $8,161,000 | 5,452 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $6,092,000 | 3,858 |
| Certificates of participation in pools of residential mortgages | $6,092,000 | 3,251 |
| Issued or guaranteed by U.S. | $6,092,000 | 3,235 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $8,161,000 | 5,754 |
| Total debt securities | $8,161,000 | 6,241 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $9,305,000 | 6,153 |
| U.S. Government securities | $9,305,000 | 5,395 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $9,305,000 | 5,293 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $6,278,000 | 3,545 |
| Certificates of participation in pools of residential mortgages | $6,278,000 | 2,920 |
| Issued or guaranteed by U.S. | $6,278,000 | 2,905 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $9,305,000 | 5,565 |
| Total debt securities | $9,306,000 | 6,085 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $5,835,000 | 6,959 |
| U.S. Government securities | $5,835,000 | 6,444 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $5,835,000 | 6,337 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $2,336,000 | 4,604 |
| Certificates of participation in pools of residential mortgages | $2,336,000 | 4,042 |
| Issued or guaranteed by U.S. | $2,336,000 | 4,028 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $5,835,000 | 6,334 |
| Total debt securities | $5,836,000 | 6,910 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,697 |
| Fair value | $1,001,000 | 1,715 |
| 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 | $7,409,000 | 6,631 |
| U.S. Government securities | $7,409,000 | 6,000 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $7,409,000 | 5,886 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $2,437,000 | 4,534 |
| Certificates of participation in pools of residential mortgages | $2,437,000 | 3,953 |
| Issued or guaranteed by U.S. | $2,437,000 | 3,941 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $7,409,000 | 5,976 |
| Total debt securities | $7,410,000 | 6,580 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,776 |
| Fair value | $997,000 | 1,807 |
| 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 | $7,579,000 | 6,640 |
| U.S. Government securities | $4,972,000 | 6,778 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $4,972,000 | 6,643 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $2,607,000 | 1,367 |
| Privately issued residential mortgage-backed securities | $2,607,000 | 680 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $2,607,000 | 4,454 |
| Certificates of participation in pools of residential mortgages | $2,607,000 | 3,875 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $2,607,000 | 100 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $7,579,000 | 5,970 |
| Total debt securities | $7,580,000 | 6,576 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,848 |
| Fair value | $997,000 | 1,895 |
| 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 | $9,680,000 | 6,233 |
| U.S. Government securities | $9,680,000 | 5,548 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $9,680,000 | 5,427 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $2,723,000 | 4,401 |
| Certificates of participation in pools of residential mortgages | $2,723,000 | 3,830 |
| Issued or guaranteed by U.S. | $2,723,000 | 3,818 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $9,680,000 | 5,589 |
| Total debt securities | $9,682,000 | 6,174 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,951 |
| Fair value | $996,000 | 1,982 |
| 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 | $12,245,000 | 5,784 |
| U.S. Government securities | $12,245,000 | 5,051 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $12,245,000 | 4,929 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $2,819,000 | 4,350 |
| Certificates of participation in pools of residential mortgages | $2,819,000 | 3,778 |
| Issued or guaranteed by U.S. | $2,819,000 | 3,756 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $12,245,000 | 5,156 |
| Total debt securities | $12,248,000 | 5,734 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,480 |
| Fair value | $1,993,000 | 1,496 |
| 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 | $13,245,000 | 5,635 |
| U.S. Government securities | $13,245,000 | 4,850 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $13,245,000 | 4,715 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $2,898,000 | 4,328 |
| Certificates of participation in pools of residential mortgages | $2,898,000 | 3,755 |
| Issued or guaranteed by U.S. | $2,898,000 | 3,740 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $13,245,000 | 4,966 |
| Total debt securities | $13,245,000 | 5,582 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,533 |
| Fair value | $1,976,000 | 1,553 |
| 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 | $13,438,000 | 5,654 |
| U.S. Government securities | $13,438,000 | 4,854 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $13,438,000 | 4,725 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $3,075,000 | 4,281 |
| Certificates of participation in pools of residential mortgages | $3,075,000 | 3,702 |
| Issued or guaranteed by U.S. | $3,075,000 | 3,686 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $13,438,000 | 4,978 |
| Total debt securities | $13,438,000 | 5,600 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,539 |
| Fair value | $1,982,000 | 1,560 |
| 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 | $13,576,000 | 5,630 |
| U.S. Government securities | $13,576,000 | 4,821 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $13,576,000 | 4,675 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $3,206,000 | 4,250 |
| Certificates of participation in pools of residential mortgages | $3,206,000 | 3,658 |
| Issued or guaranteed by U.S. | $3,206,000 | 3,644 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $13,576,000 | 4,951 |
| Total debt securities | $13,577,000 | 5,577 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,536 |
| Fair value | $1,985,000 | 1,562 |
| 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 | $12,808,000 | 5,751 |
| U.S. Government securities | $12,808,000 | 4,945 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $12,808,000 | 4,797 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $2,388,000 | 4,635 |
| Certificates of participation in pools of residential mortgages | $2,388,000 | 4,069 |
| Issued or guaranteed by U.S. | $2,388,000 | 4,056 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $12,808,000 | 5,067 |
| Total debt securities | $12,807,000 | 5,687 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,039 |
| Fair value | $999,000 | 2,046 |
| 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 | $11,670,000 | 6,030 |
| U.S. Government securities | $11,469,000 | 5,270 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $11,469,000 | 5,115 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $201,000 | 1,676 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $2,540,000 | 4,674 |
| Certificates of participation in pools of residential mortgages | $2,540,000 | 4,086 |
| Issued or guaranteed by U.S. | $2,540,000 | 4,071 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $11,670,000 | 5,299 |
| Total debt securities | $11,470,000 | 6,001 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,035 |
| Fair value | $1,001,000 | 2,040 |
| 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 | $11,551,000 | 6,145 |
| U.S. Government securities | $11,551,000 | 5,317 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,551,000 | 5,170 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $2,653,000 | 4,700 |
| Certificates of participation in pools of residential mortgages | $2,653,000 | 4,120 |
| Issued or guaranteed by U.S. | $2,653,000 | 4,108 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $11,551,000 | 5,391 |
| Total debt securities | $11,551,000 | 6,074 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $10,728,000 | 6,321 |
| U.S. Government securities | $10,728,000 | 5,534 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $10,728,000 | 5,382 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $2,778,000 | 4,697 |
| Certificates of participation in pools of residential mortgages | $2,778,000 | 4,103 |
| Issued or guaranteed by U.S. | $2,778,000 | 4,091 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $10,728,000 | 5,566 |
| Total debt securities | $10,727,000 | 6,257 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $9,455,000 | 6,626 |
| U.S. Government securities | $9,455,000 | 5,832 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $9,455,000 | 5,671 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $1,965,000 | 5,098 |
| Certificates of participation in pools of residential mortgages | $1,965,000 | 4,527 |
| Issued or guaranteed by U.S. | $1,965,000 | 4,513 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $9,455,000 | 5,866 |
| Total debt securities | $9,455,000 | 6,560 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $9,397,000 | 6,704 |
| U.S. Government securities | $9,397,000 | 5,915 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $9,397,000 | 5,758 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $1,956,000 | 5,169 |
| Certificates of participation in pools of residential mortgages | $1,956,000 | 4,598 |
| Issued or guaranteed by U.S. | $1,956,000 | 4,583 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $9,397,000 | 5,943 |
| Total debt securities | $9,397,000 | 6,636 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $0 | 8,960 |
| U.S. Government securities | $0 | 8,825 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $0 | 8,741 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $0 | 8,907 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |