Home > Traditions Bank > Securities
Traditions Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $111,817,000 | 1,580 |
| U.S. Government securities | $98,912,000 | 1,177 |
| U.S. Treasury securities | $13,210,000 | 1,183 |
| U.S. Government agency obligations | $85,702,000 | 1,093 |
| Securities issued by states & political subdivisions | $12,905,000 | 2,223 |
| 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 | $29,151,000 | 1,986 |
| Mortgage-backed securities | $72,353,000 | 998 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $50,614,000 | 823 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,635,000 | 1,596 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,660,000 | 690 |
| Other commercial mortgage-backed securities | $13,444,000 | 429 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $111,817,000 | 1,393 |
| Total debt securities | $111,817,000 | 1,564 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $4,920,000 | 145 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $109,957,000 | 1,589 |
| U.S. Government securities | $97,687,000 | 1,173 |
| U.S. Treasury securities | $12,923,000 | 1,240 |
| U.S. Government agency obligations | $84,764,000 | 1,092 |
| Securities issued by states & political subdivisions | $12,270,000 | 2,256 |
| 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 | $28,111,000 | 1,955 |
| Mortgage-backed securities | $71,777,000 | 986 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $50,379,000 | 813 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,618,000 | 1,567 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,513,000 | 689 |
| Other commercial mortgage-backed securities | $13,267,000 | 440 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $109,957,000 | 1,382 |
| Total debt securities | $109,957,000 | 1,575 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $7,356,000 | 135 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $115,056,000 | 1,574 |
| U.S. Government securities | $102,264,000 | 1,172 |
| U.S. Treasury securities | $12,936,000 | 1,263 |
| U.S. Government agency obligations | $89,328,000 | 1,085 |
| Securities issued by states & political subdivisions | $12,792,000 | 2,278 |
| 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 | $28,846,000 | 1,937 |
| Mortgage-backed securities | $76,280,000 | 974 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $53,848,000 | 800 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,855,000 | 1,558 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,673,000 | 679 |
| Other commercial mortgage-backed securities | $13,904,000 | 436 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $115,056,000 | 1,380 |
| Total debt securities | $115,056,000 | 1,560 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $5,971,000 | 137 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $122,562,000 | 1,573 |
| U.S. Government securities | $108,662,000 | 1,171 |
| U.S. Treasury securities | $13,073,000 | 1,322 |
| U.S. Government agency obligations | $95,589,000 | 1,043 |
| Securities issued by states & political subdivisions | $13,900,000 | 2,257 |
| 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 | $30,273,000 | 1,832 |
| Mortgage-backed securities | $82,315,000 | 969 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $56,883,000 | 803 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,129,000 | 1,558 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,711,000 | 599 |
| Other commercial mortgage-backed securities | $14,592,000 | 433 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $122,562,000 | 1,377 |
| Total debt securities | $122,562,000 | 1,560 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $5,017,000 | 152 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $124,152,000 | 1,583 |
| U.S. Government securities | $109,542,000 | 1,164 |
| U.S. Treasury securities | $12,854,000 | 1,382 |
| U.S. Government agency obligations | $96,688,000 | 1,030 |
| Securities issued by states & political subdivisions | $14,610,000 | 2,239 |
| 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 | $30,724,000 | 1,721 |
| Mortgage-backed securities | $83,674,000 | 959 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $58,060,000 | 799 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,179,000 | 1,565 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,699,000 | 593 |
| Other commercial mortgage-backed securities | $14,736,000 | 421 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $124,152,000 | 1,380 |
| Total debt securities | $124,152,000 | 1,568 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $5,967,000 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $126,917,000 | 1,567 |
| U.S. Government securities | $112,691,000 | 1,160 |
| U.S. Treasury securities | $12,700,000 | 1,418 |
| U.S. Government agency obligations | $99,991,000 | 1,017 |
| Securities issued by states & political subdivisions | $14,226,000 | 2,273 |
| 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 | $30,353,000 | 1,669 |
| Mortgage-backed securities | $87,101,000 | 929 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $58,999,000 | 798 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,490,000 | 1,548 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $8,328,000 | 533 |
| Other commercial mortgage-backed securities | $15,284,000 | 437 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $126,917,000 | 1,363 |
| Total debt securities | $126,917,000 | 1,549 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 536 |
| Fair value | $2,614,000 | 560 |
| Trading account assets | $6,344,000 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $135,028,000 | 1,514 |
| U.S. Government securities | $120,194,000 | 1,117 |
| U.S. Treasury securities | $13,021,000 | 1,377 |
| U.S. Government agency obligations | $107,173,000 | 984 |
| Securities issued by states & political subdivisions | $14,834,000 | 2,296 |
| 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 | $26,752,000 | 1,800 |
| Mortgage-backed securities | $93,764,000 | 904 |
| Certificates of participation in pools of residential mortgages | $64,127,000 | 791 |
| Issued or guaranteed by U.S. | $64,127,000 | 777 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $4,972,000 | 1,579 |
| CMOs issued by government agencies or sponsored agencies | $4,972,000 | 1,508 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $24,665,000 | 534 |
| Commercial mortgage pass-through securities | $8,709,000 | 531 |
| Other commercial mortgage-backed securities | $15,956,000 | 479 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $135,028,000 | 1,345 |
| Total debt securities | $135,028,000 | 1,502 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 514 |
| Fair value | $2,766,000 | 540 |
| Trading account assets | $4,504,000 | 160 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $139,745,000 | 1,441 |
| U.S. Government securities | $124,308,000 | 1,073 |
| U.S. Treasury securities | $13,301,000 | 1,209 |
| U.S. Government agency obligations | $111,007,000 | 962 |
| Securities issued by states & political subdivisions | $15,437,000 | 2,277 |
| 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 | $25,963,000 | 1,784 |
| Mortgage-backed securities | $97,254,000 | 894 |
| Certificates of participation in pools of residential mortgages | $66,867,000 | 777 |
| Issued or guaranteed by U.S. | $66,867,000 | 766 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $6,121,000 | 1,480 |
| CMOs issued by government agencies or sponsored agencies | $6,121,000 | 1,411 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $24,266,000 | 547 |
| Commercial mortgage pass-through securities | $9,067,000 | 526 |
| Other commercial mortgage-backed securities | $15,199,000 | 483 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $139,745,000 | 1,306 |
| Total debt securities | $139,745,000 | 1,426 |
| Structured notes | ||
| Amortized cost | $5,714,000 | 293 |
| Fair value | $5,714,000 | 280 |
| Trading account assets | $3,302,000 | 164 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $140,188,000 | 1,390 |
| U.S. Government securities | $124,727,000 | 989 |
| U.S. Treasury securities | $13,881,000 | 863 |
| U.S. Government agency obligations | $110,846,000 | 945 |
| Securities issued by states & political subdivisions | $15,461,000 | 2,318 |
| 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 | $27,007,000 | 1,716 |
| Mortgage-backed securities | $101,499,000 | 852 |
| Certificates of participation in pools of residential mortgages | $70,438,000 | 751 |
| Issued or guaranteed by U.S. | $70,438,000 | 739 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $8,093,000 | 1,309 |
| CMOs issued by government agencies or sponsored agencies | $8,093,000 | 1,259 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $22,968,000 | 563 |
| Commercial mortgage pass-through securities | $9,698,000 | 499 |
| Other commercial mortgage-backed securities | $13,270,000 | 518 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $140,188,000 | 1,274 |
| Total debt securities | $140,188,000 | 1,368 |
| Structured notes | ||
| Amortized cost | $5,957,000 | 243 |
| Fair value | $5,957,000 | 229 |
| Trading account assets | $1,150,000 | 196 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $121,916,000 | 1,471 |
| U.S. Government securities | $106,386,000 | 1,055 |
| U.S. Treasury securities | $14,046,000 | 712 |
| U.S. Government agency obligations | $92,340,000 | 1,061 |
| Securities issued by states & political subdivisions | $15,530,000 | 2,286 |
| 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 | $27,342,000 | 1,667 |
| Mortgage-backed securities | $82,906,000 | 965 |
| Certificates of participation in pools of residential mortgages | $58,438,000 | 845 |
| Issued or guaranteed by U.S. | $58,438,000 | 830 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $10,381,000 | 1,147 |
| CMOs issued by government agencies or sponsored agencies | $10,381,000 | 1,107 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $14,087,000 | 738 |
| Commercial mortgage pass-through securities | $9,968,000 | 488 |
| Other commercial mortgage-backed securities | $4,119,000 | 836 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $121,916,000 | 1,359 |
| Total debt securities | $121,916,000 | 1,453 |
| Structured notes | ||
| Amortized cost | $5,991,000 | 201 |
| Fair value | $5,991,000 | 191 |
| Trading account assets | $1,073,000 | 198 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $102,692,000 | 1,613 |
| U.S. Government securities | $88,059,000 | 1,188 |
| U.S. Treasury securities | $11,072,000 | 719 |
| U.S. Government agency obligations | $76,987,000 | 1,191 |
| Securities issued by states & political subdivisions | $14,633,000 | 2,319 |
| 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 | $28,578,000 | 1,606 |
| Mortgage-backed securities | $67,541,000 | 1,093 |
| Certificates of participation in pools of residential mortgages | $46,514,000 | 947 |
| Issued or guaranteed by U.S. | $46,514,000 | 926 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $8,305,000 | 1,226 |
| CMOs issued by government agencies or sponsored agencies | $8,305,000 | 1,190 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $12,722,000 | 751 |
| Commercial mortgage pass-through securities | $10,208,000 | 471 |
| Other commercial mortgage-backed securities | $2,514,000 | 950 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $102,692,000 | 1,492 |
| Total debt securities | $102,692,000 | 1,591 |
| Structured notes | ||
| Amortized cost | $5,997,000 | 171 |
| Fair value | $5,997,000 | 158 |
| Trading account assets | $1,209,000 | 191 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $90,142,000 | 1,648 |
| U.S. Government securities | $74,523,000 | 1,209 |
| U.S. Treasury securities | $5,127,000 | 789 |
| U.S. Government agency obligations | $69,396,000 | 1,201 |
| Securities issued by states & political subdivisions | $15,619,000 | 2,185 |
| 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 | $25,139,000 | 1,696 |
| Mortgage-backed securities | $65,975,000 | 1,049 |
| Certificates of participation in pools of residential mortgages | $45,845,000 | 911 |
| Issued or guaranteed by U.S. | $45,845,000 | 889 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $8,259,000 | 1,195 |
| CMOs issued by government agencies or sponsored agencies | $8,259,000 | 1,155 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $11,871,000 | 747 |
| Commercial mortgage pass-through securities | $7,739,000 | 534 |
| Other commercial mortgage-backed securities | $4,132,000 | 784 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $90,142,000 | 1,527 |
| Total debt securities | $90,142,000 | 1,632 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $1,896,000 | 171 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $79,357,000 | 1,697 |
| U.S. Government securities | $63,359,000 | 1,249 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $63,359,000 | 1,173 |
| Securities issued by states & political subdivisions | $15,998,000 | 2,134 |
| 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 | $24,192,000 | 1,708 |
| Mortgage-backed securities | $59,856,000 | 1,048 |
| Certificates of participation in pools of residential mortgages | $36,322,000 | 970 |
| Issued or guaranteed by U.S. | $36,322,000 | 950 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $8,610,000 | 1,187 |
| CMOs issued by government agencies or sponsored agencies | $8,610,000 | 1,147 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $14,924,000 | 624 |
| Commercial mortgage pass-through securities | $7,873,000 | 509 |
| Other commercial mortgage-backed securities | $7,051,000 | 614 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $79,357,000 | 1,584 |
| Total debt securities | $79,357,000 | 1,679 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $1,018,000 | 186 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $80,946,000 | 1,572 |
| U.S. Government securities | $66,584,000 | 1,152 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $66,584,000 | 1,092 |
| Securities issued by states & political subdivisions | $14,362,000 | 2,134 |
| 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 | $23,756,000 | 1,698 |
| Mortgage-backed securities | $66,584,000 | 947 |
| Certificates of participation in pools of residential mortgages | $35,321,000 | 950 |
| Issued or guaranteed by U.S. | $35,321,000 | 928 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $11,439,000 | 1,055 |
| CMOs issued by government agencies or sponsored agencies | $11,439,000 | 1,019 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $19,824,000 | 504 |
| Commercial mortgage pass-through securities | $11,136,000 | 388 |
| Other commercial mortgage-backed securities | $8,688,000 | 535 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $80,946,000 | 1,468 |
| Total debt securities | $80,946,000 | 1,557 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $1,527,000 | 184 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $77,155,000 | 1,587 |
| U.S. Government securities | $63,966,000 | 1,189 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $63,966,000 | 1,114 |
| Securities issued by states & political subdivisions | $13,189,000 | 2,156 |
| 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 | $15,993,000 | 2,137 |
| Mortgage-backed securities | $63,966,000 | 960 |
| Certificates of participation in pools of residential mortgages | $28,754,000 | 1,069 |
| Issued or guaranteed by U.S. | $28,754,000 | 1,037 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $14,464,000 | 957 |
| CMOs issued by government agencies or sponsored agencies | $14,464,000 | 927 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $20,748,000 | 494 |
| Commercial mortgage pass-through securities | $11,198,000 | 390 |
| Other commercial mortgage-backed securities | $9,550,000 | 491 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $77,155,000 | 1,480 |
| Total debt securities | $77,155,000 | 1,573 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $1,453,000 | 190 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $84,293,000 | 1,434 |
| U.S. Government securities | $68,696,000 | 1,110 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $68,696,000 | 1,046 |
| Securities issued by states & political subdivisions | $15,597,000 | 1,842 |
| 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 | $14,604,000 | 2,171 |
| Mortgage-backed securities | $66,687,000 | 918 |
| Certificates of participation in pools of residential mortgages | $28,890,000 | 1,057 |
| Issued or guaranteed by U.S. | $28,890,000 | 1,027 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $15,805,000 | 922 |
| CMOs issued by government agencies or sponsored agencies | $15,805,000 | 893 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $21,992,000 | 475 |
| Commercial mortgage pass-through securities | $11,241,000 | 375 |
| Other commercial mortgage-backed securities | $10,751,000 | 456 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $84,293,000 | 1,333 |
| Total debt securities | $84,293,000 | 1,419 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $781,000 | 192 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $78,817,000 | 1,520 |
| U.S. Government securities | $59,650,000 | 1,263 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $59,650,000 | 1,195 |
| Securities issued by states & political subdivisions | $19,167,000 | 1,581 |
| 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 | $17,032,000 | 2,007 |
| Mortgage-backed securities | $47,400,000 | 1,158 |
| Certificates of participation in pools of residential mortgages | $24,760,000 | 1,154 |
| Issued or guaranteed by U.S. | $24,760,000 | 1,125 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $12,666,000 | 1,029 |
| CMOs issued by government agencies or sponsored agencies | $12,666,000 | 994 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $9,974,000 | 707 |
| Commercial mortgage pass-through securities | $7,290,000 | 496 |
| Other commercial mortgage-backed securities | $2,684,000 | 773 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $78,817,000 | 1,408 |
| Total debt securities | $78,817,000 | 1,509 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $32,000 | 208 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $67,724,000 | 1,679 |
| U.S. Government securities | $48,531,000 | 1,491 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $48,531,000 | 1,398 |
| Securities issued by states & political subdivisions | $19,193,000 | 1,573 |
| 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 | $17,618,000 | 1,991 |
| Mortgage-backed securities | $46,270,000 | 1,158 |
| Certificates of participation in pools of residential mortgages | $23,953,000 | 1,133 |
| Issued or guaranteed by U.S. | $23,953,000 | 1,103 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $12,121,000 | 1,068 |
| CMOs issued by government agencies or sponsored agencies | $12,121,000 | 1,038 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $10,196,000 | 700 |
| Commercial mortgage pass-through securities | $7,431,000 | 490 |
| Other commercial mortgage-backed securities | $2,765,000 | 742 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $67,724,000 | 1,554 |
| Total debt securities | $67,724,000 | 1,662 |
| 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 | $64,756,000 | 1,758 |
| U.S. Government securities | $45,665,000 | 1,583 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $45,665,000 | 1,493 |
| Securities issued by states & political subdivisions | $19,091,000 | 1,603 |
| 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 | $14,652,000 | 2,253 |
| Mortgage-backed securities | $42,394,000 | 1,217 |
| Certificates of participation in pools of residential mortgages | $20,986,000 | 1,240 |
| Issued or guaranteed by U.S. | $20,986,000 | 1,224 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $10,935,000 | 1,123 |
| CMOs issued by government agencies or sponsored agencies | $10,935,000 | 1,085 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $10,473,000 | 667 |
| Commercial mortgage pass-through securities | $7,368,000 | 498 |
| Other commercial mortgage-backed securities | $3,105,000 | 664 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $64,756,000 | 1,623 |
| Total debt securities | $64,756,000 | 1,739 |
| 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 | $61,991,000 | 1,829 |
| U.S. Government securities | $43,083,000 | 1,666 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $43,083,000 | 1,574 |
| Securities issued by states & political subdivisions | $18,908,000 | 1,678 |
| 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 | $14,506,000 | 2,314 |
| Mortgage-backed securities | $39,828,000 | 1,246 |
| Certificates of participation in pools of residential mortgages | $18,737,000 | 1,364 |
| Issued or guaranteed by U.S. | $18,737,000 | 1,342 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $10,267,000 | 1,149 |
| CMOs issued by government agencies or sponsored agencies | $10,267,000 | 1,109 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $10,824,000 | 610 |
| Commercial mortgage pass-through securities | $7,274,000 | 488 |
| Other commercial mortgage-backed securities | $3,550,000 | 583 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $61,991,000 | 1,696 |
| Total debt securities | $61,991,000 | 1,815 |
| 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 | $57,918,000 | 1,959 |
| U.S. Government securities | $39,413,000 | 1,808 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $39,413,000 | 1,699 |
| Securities issued by states & political subdivisions | $18,505,000 | 1,740 |
| 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 | $14,177,000 | 2,358 |
| Mortgage-backed securities | $36,181,000 | 1,325 |
| Certificates of participation in pools of residential mortgages | $19,367,000 | 1,329 |
| Issued or guaranteed by U.S. | $19,367,000 | 1,315 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,996,000 | 1,462 |
| CMOs issued by government agencies or sponsored agencies | $5,996,000 | 1,416 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $10,818,000 | 593 |
| Commercial mortgage pass-through securities | $7,127,000 | 480 |
| Other commercial mortgage-backed securities | $3,691,000 | 558 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $57,918,000 | 1,813 |
| Total debt securities | $57,921,000 | 1,945 |
| 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 | $56,712,000 | 2,008 |
| U.S. Government securities | $38,463,000 | 1,844 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $38,463,000 | 1,737 |
| Securities issued by states & political subdivisions | $18,249,000 | 1,772 |
| 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 | $14,575,000 | 2,332 |
| Mortgage-backed securities | $35,265,000 | 1,356 |
| Certificates of participation in pools of residential mortgages | $20,588,000 | 1,287 |
| Issued or guaranteed by U.S. | $20,588,000 | 1,281 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $6,233,000 | 1,420 |
| CMOs issued by government agencies or sponsored agencies | $6,233,000 | 1,372 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $8,444,000 | 676 |
| Commercial mortgage pass-through securities | $6,690,000 | 490 |
| Other commercial mortgage-backed securities | $1,754,000 | 728 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $56,712,000 | 1,844 |
| Total debt securities | $56,712,000 | 1,993 |
| 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 | $57,645,000 | 2,010 |
| U.S. Government securities | $39,223,000 | 1,800 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $39,223,000 | 1,700 |
| Securities issued by states & political subdivisions | $18,422,000 | 1,814 |
| 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 | $14,695,000 | 2,369 |
| Mortgage-backed securities | $36,001,000 | 1,357 |
| Certificates of participation in pools of residential mortgages | $20,553,000 | 1,339 |
| Issued or guaranteed by U.S. | $20,553,000 | 1,287 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $4,807,000 | 1,595 |
| CMOs issued by government agencies or sponsored agencies | $4,807,000 | 1,545 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $10,641,000 | 589 |
| Commercial mortgage pass-through securities | $8,864,000 | 403 |
| Other commercial mortgage-backed securities | $1,777,000 | 715 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $57,645,000 | 1,844 |
| Total debt securities | $57,645,000 | 1,992 |
| 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 | $56,084,000 | 2,080 |
| U.S. Government securities | $37,833,000 | 1,886 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $37,833,000 | 1,786 |
| Securities issued by states & political subdivisions | $18,251,000 | 1,875 |
| 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 | $15,076,000 | 2,362 |
| Mortgage-backed securities | $35,713,000 | 1,362 |
| Certificates of participation in pools of residential mortgages | $19,565,000 | 1,436 |
| Issued or guaranteed by U.S. | $19,565,000 | 1,432 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,110,000 | 1,556 |
| CMOs issued by government agencies or sponsored agencies | $5,110,000 | 1,501 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $11,038,000 | 509 |
| Commercial mortgage pass-through securities | $9,185,000 | 314 |
| Other commercial mortgage-backed securities | $1,853,000 | 687 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $56,084,000 | 1,909 |
| Total debt securities | $56,084,000 | 2,063 |
| 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 | $55,258,000 | 2,143 |
| U.S. Government securities | $35,630,000 | 1,971 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $35,630,000 | 1,884 |
| Securities issued by states & political subdivisions | $19,628,000 | 1,845 |
| 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 | $15,850,000 | 2,315 |
| Mortgage-backed securities | $33,488,000 | 1,410 |
| Certificates of participation in pools of residential mortgages | $16,751,000 | 1,612 |
| Issued or guaranteed by U.S. | $16,751,000 | 1,611 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $5,464,000 | 1,501 |
| CMOs issued by government agencies or sponsored agencies | $5,464,000 | 1,449 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $11,273,000 | 494 |
| Commercial mortgage pass-through securities | $9,322,000 | 316 |
| Other commercial mortgage-backed securities | $1,951,000 | 653 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $55,258,000 | 1,968 |
| Total debt securities | $55,258,000 | 2,124 |
| 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 | $51,684,000 | 2,270 |
| U.S. Government securities | $31,481,000 | 2,177 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $31,481,000 | 2,078 |
| Securities issued by states & political subdivisions | $20,203,000 | 1,839 |
| 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 | $14,691,000 | 2,454 |
| Mortgage-backed securities | $30,247,000 | 1,512 |
| Certificates of participation in pools of residential mortgages | $15,927,000 | 1,688 |
| Issued or guaranteed by U.S. | $15,927,000 | 1,686 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,867,000 | 1,904 |
| CMOs issued by government agencies or sponsored agencies | $2,867,000 | 1,847 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $11,453,000 | 477 |
| Commercial mortgage pass-through securities | $9,439,000 | 308 |
| Other commercial mortgage-backed securities | $2,014,000 | 627 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $51,684,000 | 2,084 |
| Total debt securities | $51,684,000 | 2,249 |
| 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 | $52,033,000 | 2,292 |
| U.S. Government securities | $31,338,000 | 2,221 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $31,338,000 | 2,126 |
| Securities issued by states & political subdivisions | $20,695,000 | 1,811 |
| 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 | $14,749,000 | 2,457 |
| Mortgage-backed securities | $30,104,000 | 1,539 |
| Certificates of participation in pools of residential mortgages | $15,387,000 | 1,760 |
| Issued or guaranteed by U.S. | $15,387,000 | 1,759 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,098,000 | 1,900 |
| CMOs issued by government agencies or sponsored agencies | $3,098,000 | 1,837 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $11,619,000 | 482 |
| Commercial mortgage pass-through securities | $9,511,000 | 305 |
| Other commercial mortgage-backed securities | $2,108,000 | 594 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $52,033,000 | 2,104 |
| Total debt securities | $52,033,000 | 2,270 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $52,275,000 | 2,309 |
| U.S. Government securities | $32,400,000 | 2,203 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $32,400,000 | 2,101 |
| Securities issued by states & political subdivisions | $19,875,000 | 1,879 |
| 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 | $14,538,000 | 2,509 |
| Mortgage-backed securities | $31,098,000 | 1,536 |
| Certificates of participation in pools of residential mortgages | $16,188,000 | 1,762 |
| Issued or guaranteed by U.S. | $16,188,000 | 1,762 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,333,000 | 1,873 |
| CMOs issued by government agencies or sponsored agencies | $3,333,000 | 1,810 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $11,577,000 | 457 |
| Commercial mortgage pass-through securities | $9,453,000 | 291 |
| Other commercial mortgage-backed securities | $2,124,000 | 583 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $52,275,000 | 2,112 |
| Total debt securities | $52,275,000 | 2,286 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $50,185,000 | 2,359 |
| U.S. Government securities | $30,999,000 | 2,253 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $30,999,000 | 2,157 |
| Securities issued by states & political subdivisions | $19,186,000 | 1,928 |
| 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 | $50,185,000 | 1,085 |
| Mortgage-backed securities | $29,709,000 | 1,583 |
| Certificates of participation in pools of residential mortgages | $16,059,000 | 1,774 |
| Issued or guaranteed by U.S. | $16,059,000 | 1,772 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,972,000 | 1,906 |
| CMOs issued by government agencies or sponsored agencies | $2,972,000 | 1,838 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $10,678,000 | 454 |
| Commercial mortgage pass-through securities | $9,459,000 | 281 |
| Other commercial mortgage-backed securities | $1,219,000 | 670 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $50,185,000 | 2,152 |
| Total debt securities | $50,185,000 | 2,339 |
| 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 | $53,584,000 | 2,243 |
| U.S. Government securities | $33,293,000 | 2,143 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $33,293,000 | 2,057 |
| Securities issued by states & political subdivisions | $20,291,000 | 1,871 |
| 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 | $53,584,000 | 1,024 |
| Mortgage-backed securities | $31,866,000 | 1,523 |
| Certificates of participation in pools of residential mortgages | $17,565,000 | 1,678 |
| Issued or guaranteed by U.S. | $17,565,000 | 1,678 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,276,000 | 1,868 |
| CMOs issued by government agencies or sponsored agencies | $3,276,000 | 1,801 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $11,025,000 | 431 |
| Commercial mortgage pass-through securities | $9,763,000 | 249 |
| Other commercial mortgage-backed securities | $1,262,000 | 645 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $53,584,000 | 2,058 |
| Total debt securities | $53,584,000 | 2,219 |
| 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 | $58,567,000 | 2,150 |
| U.S. Government securities | $38,221,000 | 1,973 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $38,221,000 | 1,893 |
| Securities issued by states & political subdivisions | $20,346,000 | 1,859 |
| 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 | $58,567,000 | 973 |
| Mortgage-backed securities | $36,798,000 | 1,394 |
| Certificates of participation in pools of residential mortgages | $18,611,000 | 1,622 |
| Issued or guaranteed by U.S. | $18,611,000 | 1,618 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $7,092,000 | 1,391 |
| CMOs issued by government agencies or sponsored agencies | $7,092,000 | 1,321 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $11,095,000 | 405 |
| Commercial mortgage pass-through securities | $9,768,000 | 234 |
| Other commercial mortgage-backed securities | $1,327,000 | 629 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $58,567,000 | 1,956 |
| Total debt securities | $58,567,000 | 2,123 |
| 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 | $66,370,000 | 2,000 |
| U.S. Government securities | $45,503,000 | 1,791 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $45,503,000 | 1,715 |
| Securities issued by states & political subdivisions | $20,867,000 | 1,802 |
| 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 | $66,370,000 | 878 |
| Mortgage-backed securities | $43,399,000 | 1,256 |
| Certificates of participation in pools of residential mortgages | $21,707,000 | 1,479 |
| Issued or guaranteed by U.S. | $21,707,000 | 1,478 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,622,000 | 1,361 |
| CMOs issued by government agencies or sponsored agencies | $7,622,000 | 1,294 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $14,070,000 | 344 |
| Commercial mortgage pass-through securities | $12,729,000 | 201 |
| Other commercial mortgage-backed securities | $1,341,000 | 609 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $66,370,000 | 1,806 |
| Total debt securities | $66,370,000 | 1,967 |
| 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 | $66,856,000 | 1,991 |
| U.S. Government securities | $46,492,000 | 1,781 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $46,492,000 | 1,702 |
| Securities issued by states & political subdivisions | $20,364,000 | 1,844 |
| 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 | $66,856,000 | 894 |
| Mortgage-backed securities | $43,366,000 | 1,262 |
| Certificates of participation in pools of residential mortgages | $21,451,000 | 1,500 |
| Issued or guaranteed by U.S. | $21,451,000 | 1,499 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,037,000 | 1,336 |
| CMOs issued by government agencies or sponsored agencies | $8,037,000 | 1,279 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $13,878,000 | 334 |
| Commercial mortgage pass-through securities | $12,531,000 | 190 |
| Other commercial mortgage-backed securities | $1,347,000 | 565 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $66,856,000 | 1,813 |
| Total debt securities | $66,856,000 | 1,966 |
| 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 | $65,875,000 | 2,038 |
| U.S. Government securities | $45,706,000 | 1,842 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $45,706,000 | 1,760 |
| Securities issued by states & political subdivisions | $20,169,000 | 1,856 |
| 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 | $65,875,000 | 902 |
| Mortgage-backed securities | $39,479,000 | 1,345 |
| Certificates of participation in pools of residential mortgages | $22,642,000 | 1,451 |
| Issued or guaranteed by U.S. | $22,642,000 | 1,451 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $7,791,000 | 1,363 |
| CMOs issued by government agencies or sponsored agencies | $7,791,000 | 1,301 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $9,046,000 | 396 |
| Commercial mortgage pass-through securities | $7,679,000 | 244 |
| Other commercial mortgage-backed securities | $1,367,000 | 535 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $65,875,000 | 1,851 |
| Total debt securities | $65,875,000 | 2,013 |
| 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 | $65,285,000 | 2,086 |
| U.S. Government securities | $45,311,000 | 1,909 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $45,311,000 | 1,827 |
| Securities issued by states & political subdivisions | $19,974,000 | 1,839 |
| 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 | $45,312,000 | 1,222 |
| Mortgage-backed securities | $37,652,000 | 1,432 |
| Certificates of participation in pools of residential mortgages | $20,394,000 | 1,597 |
| Issued or guaranteed by U.S. | $20,394,000 | 1,597 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,227,000 | 1,387 |
| CMOs issued by government agencies or sponsored agencies | $8,227,000 | 1,322 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $9,031,000 | 370 |
| Commercial mortgage pass-through securities | $7,595,000 | 222 |
| Other commercial mortgage-backed securities | $1,436,000 | 509 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $65,285,000 | 1,884 |
| Total debt securities | $65,285,000 | 2,064 |
| 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 | $37,481,000 | 3,102 |
| U.S. Government securities | $25,057,000 | 2,901 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $25,057,000 | 2,818 |
| Securities issued by states & political subdivisions | $12,424,000 | 2,537 |
| 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 | $25,057,000 | 1,936 |
| Mortgage-backed securities | $23,713,000 | 1,988 |
| Certificates of participation in pools of residential mortgages | $16,944,000 | 1,832 |
| Issued or guaranteed by U.S. | $16,944,000 | 1,832 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $4,342,000 | 1,863 |
| CMOs issued by government agencies or sponsored agencies | $4,342,000 | 1,795 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $2,427,000 | 637 |
| Commercial mortgage pass-through securities | $972,000 | 556 |
| Other commercial mortgage-backed securities | $1,455,000 | 490 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $37,481,000 | 2,830 |
| Total debt securities | $37,481,000 | 3,075 |
| 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 | $35,215,000 | 3,257 |
| U.S. Government securities | $23,548,000 | 3,067 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $23,548,000 | 2,967 |
| Securities issued by states & political subdivisions | $11,667,000 | 2,618 |
| 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 | $23,548,000 | 2,021 |
| Mortgage-backed securities | $22,168,000 | 2,117 |
| Certificates of participation in pools of residential mortgages | $17,693,000 | 1,826 |
| Issued or guaranteed by U.S. | $17,693,000 | 1,824 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,512,000 | 2,049 |
| CMOs issued by government agencies or sponsored agencies | $3,512,000 | 1,975 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $963,000 | 838 |
| Commercial mortgage pass-through securities | $963,000 | 553 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $35,215,000 | 2,973 |
| Total debt securities | $35,215,000 | 3,236 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $36,515,000 | 3,271 |
| U.S. Government securities | $24,543,000 | 3,070 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $24,543,000 | 2,957 |
| Securities issued by states & political subdivisions | $11,972,000 | 2,611 |
| 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 | $24,544,000 | 1,960 |
| Mortgage-backed securities | $23,160,000 | 2,124 |
| Certificates of participation in pools of residential mortgages | $18,410,000 | 1,834 |
| Issued or guaranteed by U.S. | $18,410,000 | 1,832 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,789,000 | 2,032 |
| CMOs issued by government agencies or sponsored agencies | $3,789,000 | 1,954 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $961,000 | 806 |
| Commercial mortgage pass-through securities | $961,000 | 546 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $36,515,000 | 2,979 |
| Total debt securities | $36,515,000 | 3,246 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $39,905,000 | 3,129 |
| U.S. Government securities | $28,128,000 | 2,855 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $28,128,000 | 2,768 |
| Securities issued by states & political subdivisions | $11,777,000 | 2,639 |
| 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 | $28,128,000 | 1,775 |
| Mortgage-backed securities | $26,738,000 | 1,973 |
| Certificates of participation in pools of residential mortgages | $20,955,000 | 1,711 |
| Issued or guaranteed by U.S. | $20,955,000 | 1,711 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,816,000 | 1,882 |
| CMOs issued by government agencies or sponsored agencies | $4,816,000 | 1,800 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $967,000 | 797 |
| Commercial mortgage pass-through securities | $967,000 | 537 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $39,905,000 | 2,835 |
| Total debt securities | $39,905,000 | 3,099 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $40,959,000 | 3,077 |
| U.S. Government securities | $29,295,000 | 2,800 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $29,295,000 | 2,721 |
| Securities issued by states & political subdivisions | $11,664,000 | 2,671 |
| 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 | $29,294,000 | 1,739 |
| Mortgage-backed securities | $27,906,000 | 1,954 |
| Certificates of participation in pools of residential mortgages | $21,812,000 | 1,676 |
| Issued or guaranteed by U.S. | $21,812,000 | 1,676 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $5,127,000 | 1,827 |
| CMOs issued by government agencies or sponsored agencies | $5,127,000 | 1,749 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $967,000 | 776 |
| Commercial mortgage pass-through securities | $967,000 | 523 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $40,959,000 | 2,799 |
| Total debt securities | $40,959,000 | 3,046 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $39,203,000 | 3,163 |
| U.S. Government securities | $27,782,000 | 2,877 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $27,782,000 | 2,805 |
| Securities issued by states & political subdivisions | $11,421,000 | 2,689 |
| 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 | $27,782,000 | 1,785 |
| Mortgage-backed securities | $26,344,000 | 2,020 |
| Certificates of participation in pools of residential mortgages | $19,926,000 | 1,766 |
| Issued or guaranteed by U.S. | $19,926,000 | 1,765 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $5,455,000 | 1,797 |
| CMOs issued by government agencies or sponsored agencies | $5,455,000 | 1,715 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $963,000 | 724 |
| Commercial mortgage pass-through securities | $963,000 | 476 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $39,203,000 | 2,879 |
| Total debt securities | $39,203,000 | 3,130 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $40,444,000 | 3,117 |
| U.S. Government securities | $29,602,000 | 2,806 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $29,602,000 | 2,733 |
| Securities issued by states & political subdivisions | $10,842,000 | 2,775 |
| 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 | $29,602,000 | 1,687 |
| Mortgage-backed securities | $28,159,000 | 1,942 |
| Certificates of participation in pools of residential mortgages | $21,317,000 | 1,699 |
| Issued or guaranteed by U.S. | $21,317,000 | 1,696 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $5,875,000 | 1,760 |
| CMOs issued by government agencies or sponsored agencies | $5,875,000 | 1,676 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $967,000 | 707 |
| Commercial mortgage pass-through securities | $967,000 | 456 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $40,444,000 | 2,851 |
| Total debt securities | $40,444,000 | 3,081 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $42,407,000 | 2,999 |
| U.S. Government securities | $31,573,000 | 2,666 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $31,573,000 | 2,600 |
| Securities issued by states & political subdivisions | $10,834,000 | 2,762 |
| 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 | $31,573,000 | 1,603 |
| Mortgage-backed securities | $30,092,000 | 1,845 |
| Certificates of participation in pools of residential mortgages | $22,602,000 | 1,634 |
| Issued or guaranteed by U.S. | $22,602,000 | 1,632 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,519,000 | 1,729 |
| CMOs issued by government agencies or sponsored agencies | $6,519,000 | 1,634 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $971,000 | 680 |
| Commercial mortgage pass-through securities | $971,000 | 452 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $42,407,000 | 2,760 |
| Total debt securities | $42,407,000 | 2,968 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $42,687,000 | 3,017 |
| U.S. Government securities | $32,597,000 | 2,660 |
| U.S. Treasury securities | $244,000 | 1,089 |
| U.S. Government agency obligations | $32,353,000 | 2,615 |
| Securities issued by states & political subdivisions | $10,090,000 | 2,844 |
| 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 | $32,598,000 | 1,588 |
| Mortgage-backed securities | $30,812,000 | 1,855 |
| Certificates of participation in pools of residential mortgages | $22,346,000 | 1,686 |
| Issued or guaranteed by U.S. | $22,346,000 | 1,685 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,446,000 | 1,672 |
| CMOs issued by government agencies or sponsored agencies | $7,446,000 | 1,578 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $1,020,000 | 599 |
| Commercial mortgage pass-through securities | $1,020,000 | 406 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $42,687,000 | 2,792 |
| Total debt securities | $42,687,000 | 2,989 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $36,228,000 | 3,290 |
| U.S. Government securities | $27,200,000 | 2,918 |
| U.S. Treasury securities | $246,000 | 1,063 |
| U.S. Government agency obligations | $26,954,000 | 2,864 |
| Securities issued by states & political subdivisions | $9,028,000 | 2,987 |
| 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 | $27,200,000 | 1,798 |
| Mortgage-backed securities | $25,394,000 | 2,093 |
| Certificates of participation in pools of residential mortgages | $17,051,000 | 1,982 |
| Issued or guaranteed by U.S. | $17,051,000 | 1,980 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $8,343,000 | 1,641 |
| CMOs issued by government agencies or sponsored agencies | $8,343,000 | 1,540 |
| 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) | $36,228,000 | 3,043 |
| Total debt securities | $36,228,000 | 3,252 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $33,425,000 | 3,498 |
| U.S. Government securities | $25,939,000 | 3,060 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $25,939,000 | 3,002 |
| Securities issued by states & political subdivisions | $7,486,000 | 3,221 |
| 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 | $25,940,000 | 1,858 |
| Mortgage-backed securities | $24,376,000 | 2,244 |
| Certificates of participation in pools of residential mortgages | $15,085,000 | 2,232 |
| Issued or guaranteed by U.S. | $15,085,000 | 2,231 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $9,291,000 | 1,642 |
| CMOs issued by government agencies or sponsored agencies | $9,291,000 | 1,540 |
| 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) | $33,425,000 | 3,226 |
| Total debt securities | $33,425,000 | 3,472 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $34,401,000 | 3,456 |
| U.S. Government securities | $26,918,000 | 3,051 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $26,918,000 | 2,992 |
| Securities issued by states & political subdivisions | $7,483,000 | 3,167 |
| 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 | $26,918,000 | 1,840 |
| Mortgage-backed securities | $25,330,000 | 2,223 |
| Certificates of participation in pools of residential mortgages | $15,202,000 | 2,273 |
| Issued or guaranteed by U.S. | $15,202,000 | 2,272 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $10,128,000 | 1,594 |
| CMOs issued by government agencies or sponsored agencies | $10,128,000 | 1,495 |
| 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) | $34,401,000 | 3,202 |
| Total debt securities | $34,401,000 | 3,435 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $34,574,000 | 3,475 |
| U.S. Government securities | $27,413,000 | 3,055 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $27,413,000 | 2,999 |
| Securities issued by states & political subdivisions | $7,161,000 | 3,145 |
| 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 | $27,412,000 | 1,838 |
| Mortgage-backed securities | $25,853,000 | 2,190 |
| Certificates of participation in pools of residential mortgages | $16,655,000 | 2,146 |
| Issued or guaranteed by U.S. | $16,655,000 | 2,143 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $9,198,000 | 1,668 |
| CMOs issued by government agencies or sponsored agencies | $9,198,000 | 1,568 |
| 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) | $34,574,000 | 3,209 |
| Total debt securities | $34,574,000 | 3,448 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $32,799,000 | 3,482 |
| U.S. Government securities | $25,957,000 | 3,096 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $25,957,000 | 3,024 |
| Securities issued by states & political subdivisions | $6,842,000 | 3,164 |
| 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 | $25,956,000 | 1,794 |
| Mortgage-backed securities | $24,352,000 | 2,180 |
| Certificates of participation in pools of residential mortgages | $17,512,000 | 1,978 |
| Issued or guaranteed by U.S. | $17,512,000 | 1,976 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $6,840,000 | 1,865 |
| CMOs issued by government agencies or sponsored agencies | $6,840,000 | 1,705 |
| 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) | $32,799,000 | 3,210 |
| Total debt securities | $32,799,000 | 3,453 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $35,844,000 | 3,243 |
| U.S. Government securities | $29,004,000 | 2,806 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $29,004,000 | 2,738 |
| Securities issued by states & political subdivisions | $6,840,000 | 3,102 |
| 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 | $29,003,000 | 1,631 |
| Mortgage-backed securities | $27,397,000 | 1,972 |
| Certificates of participation in pools of residential mortgages | $19,788,000 | 1,736 |
| Issued or guaranteed by U.S. | $19,788,000 | 1,731 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $7,609,000 | 1,793 |
| CMOs issued by government agencies or sponsored agencies | $7,609,000 | 1,623 |
| 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) | $35,844,000 | 2,964 |
| Total debt securities | $35,844,000 | 3,217 |
| 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 | $37,591,000 | 3,156 |
| U.S. Government securities | $30,885,000 | 2,744 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $30,885,000 | 2,660 |
| Securities issued by states & political subdivisions | $6,706,000 | 3,087 |
| 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 | $30,886,000 | 1,553 |
| Mortgage-backed securities | $29,292,000 | 1,857 |
| Certificates of participation in pools of residential mortgages | $21,450,000 | 1,575 |
| Issued or guaranteed by U.S. | $21,450,000 | 1,572 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $7,842,000 | 1,738 |
| CMOs issued by government agencies or sponsored agencies | $7,842,000 | 1,557 |
| 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) | $37,591,000 | 2,883 |
| Total debt securities | $37,591,000 | 3,131 |
| 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 | $38,316,000 | 3,071 |
| U.S. Government securities | $31,674,000 | 2,671 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $31,674,000 | 2,592 |
| Securities issued by states & political subdivisions | $6,642,000 | 3,051 |
| 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 | $24,406,000 | 1,892 |
| Mortgage-backed securities | $29,579,000 | 1,803 |
| Certificates of participation in pools of residential mortgages | $21,450,000 | 1,541 |
| Issued or guaranteed by U.S. | $21,450,000 | 1,536 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $8,082,000 | 1,680 |
| CMOs issued by government agencies or sponsored agencies | $8,082,000 | 1,492 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $47,000 | 416 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $47,000 | 150 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $38,316,000 | 2,794 |
| Total debt securities | $38,316,000 | 3,048 |
| 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 | $40,116,000 | 2,894 |
| U.S. Government securities | $33,970,000 | 2,410 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $33,970,000 | 2,328 |
| Securities issued by states & political subdivisions | $6,051,000 | 3,163 |
| Other domestic debt securities | $95,000 | 2,893 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $95,000 | 368 |
| 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 | $34,065,000 | 1,442 |
| Mortgage-backed securities | $31,264,000 | 1,681 |
| Certificates of participation in pools of residential mortgages | $22,190,000 | 1,454 |
| Issued or guaranteed by U.S. | $22,190,000 | 1,448 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $8,979,000 | 1,572 |
| CMOs issued by government agencies or sponsored agencies | $8,979,000 | 1,384 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $95,000 | 368 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $95,000 | 116 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $40,116,000 | 2,625 |
| Total debt securities | $40,116,000 | 2,868 |
| 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 | $42,074,000 | 2,757 |
| U.S. Government securities | $36,133,000 | 2,264 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $36,133,000 | 2,187 |
| Securities issued by states & political subdivisions | $5,792,000 | 3,165 |
| Other domestic debt securities | $149,000 | 2,909 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $149,000 | 325 |
| 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 | $36,282,000 | 1,367 |
| Mortgage-backed securities | $35,303,000 | 1,522 |
| Certificates of participation in pools of residential mortgages | $24,868,000 | 1,310 |
| Issued or guaranteed by U.S. | $24,868,000 | 1,304 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $10,286,000 | 1,451 |
| CMOs issued by government agencies or sponsored agencies | $10,286,000 | 1,259 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $149,000 | 325 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $149,000 | 105 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $42,074,000 | 2,476 |
| Total debt securities | $42,074,000 | 2,726 |
| 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 | $44,564,000 | 2,628 |
| U.S. Government securities | $38,789,000 | 2,176 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $38,789,000 | 2,102 |
| Securities issued by states & political subdivisions | $5,620,000 | 3,116 |
| Other domestic debt securities | $155,000 | 2,897 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $155,000 | 319 |
| 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 | $38,944,000 | 1,308 |
| Mortgage-backed securities | $37,784,000 | 1,401 |
| Certificates of participation in pools of residential mortgages | $26,630,000 | 1,229 |
| Issued or guaranteed by U.S. | $26,630,000 | 1,223 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $10,999,000 | 1,337 |
| CMOs issued by government agencies or sponsored agencies | $10,999,000 | 1,133 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $155,000 | 319 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $155,000 | 102 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $44,564,000 | 2,340 |
| Total debt securities | $44,564,000 | 2,597 |
| 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 | $48,803,000 | 2,443 |
| U.S. Government securities | $43,458,000 | 2,001 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $43,458,000 | 1,939 |
| Securities issued by states & political subdivisions | $5,136,000 | 3,215 |
| Other domestic debt securities | $209,000 | 2,889 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $209,000 | 326 |
| 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 | $43,677,000 | 1,237 |
| Mortgage-backed securities | $41,237,000 | 1,364 |
| Certificates of participation in pools of residential mortgages | $28,544,000 | 1,232 |
| Issued or guaranteed by U.S. | $28,544,000 | 1,228 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $12,484,000 | 1,239 |
| CMOs issued by government agencies or sponsored agencies | $12,484,000 | 1,029 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $209,000 | 326 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $209,000 | 109 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $48,803,000 | 2,188 |
| Total debt securities | $48,803,000 | 2,421 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,912 |
| Fair value | $251,000 | 2,923 |
| 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 | $52,938,000 | 2,264 |
| U.S. Government securities | $50,924,000 | 1,718 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $50,924,000 | 1,669 |
| Securities issued by states & political subdivisions | $1,777,000 | 4,441 |
| Other domestic debt securities | $237,000 | 2,932 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $237,000 | 310 |
| 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 | $51,161,000 | 1,066 |
| Mortgage-backed securities | $47,466,000 | 1,241 |
| Certificates of participation in pools of residential mortgages | $36,071,000 | 1,055 |
| Issued or guaranteed by U.S. | $36,071,000 | 1,046 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $11,158,000 | 1,295 |
| CMOs issued by government agencies or sponsored agencies | $11,158,000 | 1,063 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $237,000 | 310 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $237,000 | 104 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $52,938,000 | 2,012 |
| Total debt securities | $52,938,000 | 2,240 |
| 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 | $50,257,000 | 2,367 |
| U.S. Government securities | $48,222,000 | 1,773 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $48,222,000 | 1,720 |
| Securities issued by states & political subdivisions | $1,789,000 | 4,474 |
| Other domestic debt securities | $246,000 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $246,000 | 327 |
| 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 | $48,469,000 | 1,103 |
| Mortgage-backed securities | $44,758,000 | 1,334 |
| Certificates of participation in pools of residential mortgages | $33,329,000 | 1,151 |
| Issued or guaranteed by U.S. | $33,329,000 | 1,144 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $11,183,000 | 1,292 |
| CMOs issued by government agencies or sponsored agencies | $11,183,000 | 1,043 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $246,000 | 327 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $246,000 | 119 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $50,257,000 | 2,097 |
| Total debt securities | $50,257,000 | 2,341 |
| 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 | $50,922,000 | 2,291 |
| U.S. Government securities | $49,228,000 | 1,689 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $49,228,000 | 1,647 |
| Securities issued by states & political subdivisions | $1,444,000 | 4,641 |
| Other domestic debt securities | $250,000 | 3,082 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $250,000 | 267 |
| 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 | $2,554,000 | 5,273 |
| Mortgage-backed securities | $46,380,000 | 1,299 |
| Certificates of participation in pools of residential mortgages | $33,872,000 | 1,168 |
| Issued or guaranteed by U.S. | $33,872,000 | 1,159 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $12,258,000 | 1,219 |
| CMOs issued by government agencies or sponsored agencies | $12,258,000 | 968 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $250,000 | 267 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $250,000 | 113 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $50,922,000 | 2,014 |
| Total debt securities | $50,922,000 | 2,260 |
| 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 | $36,471,000 | 3,015 |
| U.S. Government securities | $34,964,000 | 2,323 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $34,964,000 | 2,275 |
| Securities issued by states & political subdivisions | $1,484,000 | 4,545 |
| Other domestic debt securities | $23,000 | 3,280 |
| Privately issued residential mortgage-backed securities | $23,000 | 1,601 |
| 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 | $2,746,000 | 5,252 |
| Mortgage-backed securities | $31,373,000 | 1,751 |
| Certificates of participation in pools of residential mortgages | $23,098,000 | 1,620 |
| Issued or guaranteed by U.S. | $23,098,000 | 1,608 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $8,275,000 | 1,495 |
| CMOs issued by government agencies or sponsored agencies | $8,252,000 | 1,195 |
| Privately issued | $23,000 | 1,522 |
| 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) | $36,471,000 | 2,689 |
| Total debt securities | $36,471,000 | 2,980 |
| 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 | $39,446,000 | 2,803 |
| U.S. Government securities | $38,866,000 | 2,138 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $38,866,000 | 2,090 |
| Securities issued by states & political subdivisions | $496,000 | 5,248 |
| Other domestic debt securities | $84,000 | 3,150 |
| Privately issued residential mortgage-backed securities | $84,000 | 1,510 |
| 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 | $2,117,000 | 5,543 |
| Mortgage-backed securities | $33,542,000 | 1,608 |
| Certificates of participation in pools of residential mortgages | $25,674,000 | 1,462 |
| Issued or guaranteed by U.S. | $25,674,000 | 1,454 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $7,868,000 | 1,474 |
| CMOs issued by government agencies or sponsored agencies | $7,784,000 | 1,193 |
| Privately issued | $84,000 | 1,434 |
| 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) | $39,446,000 | 2,498 |
| Total debt securities | $39,446,000 | 2,771 |
| Structured notes | ||
| Amortized cost | $499,000 | 1,417 |
| Fair value | $521,000 | 1,329 |
| 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 | $26,707,000 | 3,656 |
| U.S. Government securities | $26,094,000 | 2,880 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $26,094,000 | 2,828 |
| Securities issued by states & political subdivisions | $495,000 | 5,237 |
| Other domestic debt securities | $118,000 | 3,047 |
| Privately issued residential mortgage-backed securities | $118,000 | 1,465 |
| 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 | $2,226,000 | 5,524 |
| Mortgage-backed securities | $22,408,000 | 2,091 |
| Certificates of participation in pools of residential mortgages | $19,722,000 | 1,710 |
| Issued or guaranteed by U.S. | $19,722,000 | 1,700 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,686,000 | 2,162 |
| CMOs issued by government agencies or sponsored agencies | $2,568,000 | 1,847 |
| Privately issued | $118,000 | 1,394 |
| 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) | $26,707,000 | 3,242 |
| Total debt securities | $26,707,000 | 3,624 |
| Structured notes | ||
| Amortized cost | $499,000 | 1,418 |
| Fair value | $512,000 | 1,308 |
| 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 | $27,359,000 | 3,670 |
| U.S. Government securities | $27,204,000 | 2,830 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $27,204,000 | 2,784 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $155,000 | 2,993 |
| Privately issued residential mortgage-backed securities | $155,000 | 1,419 |
| 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 | $2,314,000 | 5,484 |
| Mortgage-backed securities | $22,549,000 | 2,075 |
| Certificates of participation in pools of residential mortgages | $19,715,000 | 1,712 |
| Issued or guaranteed by U.S. | $19,715,000 | 1,703 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,834,000 | 2,127 |
| CMOs issued by government agencies or sponsored agencies | $2,679,000 | 1,830 |
| Privately issued | $155,000 | 1,343 |
| 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) | $27,359,000 | 3,257 |
| Total debt securities | $27,359,000 | 3,630 |
| Structured notes | ||
| Amortized cost | $499,000 | 1,460 |
| Fair value | $513,000 | 1,357 |
| 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 | $31,077,000 | 3,361 |
| U.S. Government securities | $30,861,000 | 2,563 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $30,861,000 | 2,508 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $216,000 | 2,879 |
| Privately issued residential mortgage-backed securities | $216,000 | 1,386 |
| 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 | $1,927,000 | 5,669 |
| Mortgage-backed securities | $24,694,000 | 1,854 |
| Certificates of participation in pools of residential mortgages | $21,595,000 | 1,536 |
| Issued or guaranteed by U.S. | $21,595,000 | 1,524 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,099,000 | 2,038 |
| CMOs issued by government agencies or sponsored agencies | $2,883,000 | 1,769 |
| Privately issued | $216,000 | 1,312 |
| 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) | $31,077,000 | 2,982 |
| Total debt securities | $31,077,000 | 3,310 |
| Structured notes | ||
| Amortized cost | $499,000 | 1,599 |
| Fair value | $525,000 | 1,488 |
| 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 | $36,522,000 | 2,981 |
| U.S. Government securities | $36,265,000 | 2,241 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $36,265,000 | 2,196 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $257,000 | 2,645 |
| Privately issued residential mortgage-backed securities | $257,000 | 1,254 |
| 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 | $2,513,000 | 5,444 |
| Mortgage-backed securities | $25,222,000 | 1,630 |
| Certificates of participation in pools of residential mortgages | $22,017,000 | 1,316 |
| Issued or guaranteed by U.S. | $22,017,000 | 1,307 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,205,000 | 1,919 |
| CMOs issued by government agencies or sponsored agencies | $2,948,000 | 1,681 |
| Privately issued | $257,000 | 1,193 |
| 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) | $36,522,000 | 2,615 |
| Total debt securities | $36,522,000 | 2,934 |
| Structured notes | ||
| Amortized cost | $992,000 | 1,687 |
| Fair value | $1,014,000 | 1,506 |
| 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 | $28,904,000 | 3,538 |
| U.S. Government securities | $28,598,000 | 2,801 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $28,598,000 | 2,742 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $306,000 | 2,554 |
| Privately issued residential mortgage-backed securities | $306,000 | 1,202 |
| 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 | $2,114,000 | 5,622 |
| Mortgage-backed securities | $18,620,000 | 1,896 |
| Certificates of participation in pools of residential mortgages | $15,261,000 | 1,609 |
| Issued or guaranteed by U.S. | $15,261,000 | 1,601 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $3,359,000 | 1,836 |
| CMOs issued by government agencies or sponsored agencies | $3,053,000 | 1,610 |
| Privately issued | $306,000 | 1,141 |
| 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) | $28,904,000 | 3,114 |
| Total debt securities | $28,904,000 | 3,497 |
| Structured notes | ||
| Amortized cost | $1,490,000 | 1,503 |
| Fair value | $1,501,000 | 1,444 |
| 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 | $29,036,000 | 3,496 |
| U.S. Government securities | $28,690,000 | 2,778 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $28,690,000 | 2,715 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $346,000 | 2,473 |
| Privately issued residential mortgage-backed securities | $346,000 | 1,135 |
| 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 | $2,260,000 | 5,608 |
| Mortgage-backed securities | $18,433,000 | 1,856 |
| Certificates of participation in pools of residential mortgages | $14,947,000 | 1,586 |
| Issued or guaranteed by U.S. | $14,947,000 | 1,580 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,486,000 | 1,788 |
| CMOs issued by government agencies or sponsored agencies | $3,140,000 | 1,578 |
| Privately issued | $346,000 | 1,072 |
| 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) | $29,036,000 | 3,070 |
| Total debt securities | $29,036,000 | 3,457 |
| Structured notes | ||
| Amortized cost | $1,489,000 | 1,592 |
| Fair value | $1,482,000 | 1,568 |
| 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 | $29,068,000 | 3,524 |
| U.S. Government securities | $28,638,000 | 2,801 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $28,638,000 | 2,733 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $430,000 | 2,428 |
| Privately issued residential mortgage-backed securities | $430,000 | 1,066 |
| 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 | $2,389,000 | 5,569 |
| Mortgage-backed securities | $19,398,000 | 1,779 |
| Certificates of participation in pools of residential mortgages | $15,594,000 | 1,546 |
| Issued or guaranteed by U.S. | $15,594,000 | 1,540 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $3,804,000 | 1,714 |
| CMOs issued by government agencies or sponsored agencies | $3,374,000 | 1,530 |
| Privately issued | $430,000 | 999 |
| 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) | $29,068,000 | 3,072 |
| Total debt securities | $29,068,000 | 3,487 |
| Structured notes | ||
| Amortized cost | $1,486,000 | 1,682 |
| Fair value | $1,491,000 | 1,620 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $28,654,000 | 3,587 |
| U.S. Government securities | $28,154,000 | 2,874 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $28,154,000 | 2,797 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $500,000 | 2,303 |
| Privately issued residential mortgage-backed securities | $500,000 | 1,004 |
| 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 | $28,654,000 | 1,630 |
| Mortgage-backed securities | $19,267,000 | 1,796 |
| Certificates of participation in pools of residential mortgages | $15,254,000 | 1,585 |
| Issued or guaranteed by U.S. | $15,254,000 | 1,577 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $4,013,000 | 1,683 |
| CMOs issued by government agencies or sponsored agencies | $3,513,000 | 1,522 |
| Privately issued | $500,000 | 945 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $28,654,000 | 3,126 |
| Total debt securities | $28,654,000 | 3,535 |
| Structured notes | ||
| Amortized cost | $1,482,000 | 1,779 |
| Fair value | $1,480,000 | 1,755 |
| 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 | $26,335,000 | 3,820 |
| U.S. Government securities | $25,718,000 | 3,121 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $25,718,000 | 3,038 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $617,000 | 2,225 |
| Privately issued residential mortgage-backed securities | $617,000 | 961 |
| 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 | $26,335,000 | 1,725 |
| Mortgage-backed securities | $17,462,000 | 1,931 |
| Certificates of participation in pools of residential mortgages | $14,121,000 | 1,683 |
| Issued or guaranteed by U.S. | $14,121,000 | 1,673 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $3,341,000 | 1,756 |
| CMOs issued by government agencies or sponsored agencies | $2,724,000 | 1,654 |
| Privately issued | $617,000 | 895 |
| 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) | $26,335,000 | 3,336 |
| Total debt securities | $26,335,000 | 3,763 |
| Structured notes | ||
| Amortized cost | $991,000 | 2,261 |
| Fair value | $985,000 | 2,193 |
| 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 | $24,951,000 | 3,963 |
| U.S. Government securities | $24,254,000 | 3,281 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $24,254,000 | 3,170 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $697,000 | 2,193 |
| Privately issued residential mortgage-backed securities | $697,000 | 917 |
| 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 | $24,951,000 | 1,799 |
| Mortgage-backed securities | $15,686,000 | 2,052 |
| Certificates of participation in pools of residential mortgages | $12,124,000 | 1,868 |
| Issued or guaranteed by U.S. | $12,124,000 | 1,856 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,562,000 | 1,699 |
| CMOs issued by government agencies or sponsored agencies | $2,865,000 | 1,609 |
| Privately issued | $697,000 | 859 |
| 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) | $24,951,000 | 3,461 |
| Total debt securities | $24,951,000 | 3,906 |
| Structured notes | ||
| Amortized cost | $987,000 | 2,358 |
| Fair value | $970,000 | 2,295 |
| 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 | $26,062,000 | 3,907 |
| U.S. Government securities | $25,231,000 | 3,205 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $25,231,000 | 3,102 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $831,000 | 2,159 |
| Privately issued residential mortgage-backed securities | $831,000 | 894 |
| 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 | $26,062,000 | 1,725 |
| Mortgage-backed securities | $16,856,000 | 2,008 |
| Certificates of participation in pools of residential mortgages | $12,912,000 | 1,832 |
| Issued or guaranteed by U.S. | $12,912,000 | 1,817 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,944,000 | 1,630 |
| CMOs issued by government agencies or sponsored agencies | $3,113,000 | 1,553 |
| Privately issued | $831,000 | 838 |
| 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) | $26,062,000 | 3,409 |
| Total debt securities | $26,062,000 | 3,851 |
| Structured notes | ||
| Amortized cost | $982,000 | 2,368 |
| Fair value | $975,000 | 2,307 |
| 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 | $26,581,000 | 3,882 |
| U.S. Government securities | $25,673,000 | 3,166 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $25,673,000 | 3,072 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $908,000 | 2,199 |
| Privately issued residential mortgage-backed securities | $908,000 | 842 |
| 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 | $26,581,000 | 1,693 |
| Mortgage-backed securities | $17,360,000 | 1,983 |
| Certificates of participation in pools of residential mortgages | $13,040,000 | 1,830 |
| Issued or guaranteed by U.S. | $13,040,000 | 1,819 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $4,320,000 | 1,569 |
| CMOs issued by government agencies or sponsored agencies | $3,412,000 | 1,503 |
| Privately issued | $908,000 | 789 |
| 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) | $26,581,000 | 3,357 |
| Total debt securities | $26,581,000 | 3,816 |
| Structured notes | ||
| Amortized cost | $977,000 | 2,364 |
| Fair value | $974,000 | 2,326 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $20,830,000 | 4,505 |
| U.S. Government securities | $19,830,000 | 3,788 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $19,830,000 | 3,651 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $1,000,000 | 2,131 |
| Privately issued residential mortgage-backed securities | $1,000,000 | 797 |
| 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 | $20,830,000 | 2,019 |
| Mortgage-backed securities | $13,962,000 | 2,255 |
| Certificates of participation in pools of residential mortgages | $10,112,000 | 2,179 |
| Issued or guaranteed by U.S. | $10,112,000 | 2,168 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,850,000 | 1,650 |
| CMOs issued by government agencies or sponsored agencies | $2,850,000 | 1,633 |
| Privately issued | $1,000,000 | 743 |
| 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) | $20,830,000 | 3,889 |
| Total debt securities | $20,830,000 | 4,441 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,703 |
| Fair value | $496,000 | 2,618 |
| 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 | $20,119,000 | 4,613 |
| U.S. Government securities | $19,115,000 | 3,905 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $19,115,000 | 3,772 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $1,004,000 | 2,181 |
| Privately issued residential mortgage-backed securities | $1,004,000 | 778 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,119,000 | 2,071 |
| Mortgage-backed securities | $13,744,000 | 2,360 |
| Certificates of participation in pools of residential mortgages | $10,136,000 | 2,245 |
| Issued or guaranteed by U.S. | $10,136,000 | 2,234 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $3,608,000 | 1,737 |
| CMOs issued by government agencies or sponsored agencies | $2,604,000 | 1,727 |
| Privately issued | $1,004,000 | 727 |
| 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) | $20,119,000 | 4,013 |
| Total debt securities | $20,119,000 | 4,546 |
| Structured notes | ||
| Amortized cost | $798,000 | 2,387 |
| Fair value | $797,000 | 2,369 |
| 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 | $19,672,000 | 4,755 |
| U.S. Government securities | $18,666,000 | 4,063 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $18,666,000 | 3,917 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $1,006,000 | 2,234 |
| Privately issued residential mortgage-backed securities | $1,006,000 | 758 |
| 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 | $19,672,000 | 2,114 |
| Mortgage-backed securities | $14,182,000 | 2,377 |
| Certificates of participation in pools of residential mortgages | $10,216,000 | 2,298 |
| Issued or guaranteed by U.S. | $10,216,000 | 2,288 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,966,000 | 1,694 |
| CMOs issued by government agencies or sponsored agencies | $2,960,000 | 1,683 |
| Privately issued | $1,006,000 | 707 |
| 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) | $19,672,000 | 4,136 |
| Total debt securities | $19,672,000 | 4,699 |
| Structured notes | ||
| Amortized cost | $797,000 | 2,373 |
| Fair value | $795,000 | 2,355 |
| 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 | $13,229,000 | 5,833 |
| U.S. Government securities | $12,218,000 | 5,190 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,218,000 | 5,032 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $1,011,000 | 2,297 |
| Privately issued residential mortgage-backed securities | $1,011,000 | 752 |
| 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 | $13,229,000 | 2,795 |
| Mortgage-backed securities | $10,512,000 | 2,854 |
| Certificates of participation in pools of residential mortgages | $7,029,000 | 2,841 |
| Issued or guaranteed by U.S. | $7,029,000 | 2,833 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $3,483,000 | 1,818 |
| CMOs issued by government agencies or sponsored agencies | $2,472,000 | 1,816 |
| Privately issued | $1,011,000 | 702 |
| 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) | $13,229,000 | 5,106 |
| Total debt securities | $13,229,000 | 5,762 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,599 |
| Fair value | $500,000 | 2,458 |
| 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 | $14,600,000 | 5,587 |
| U.S. Government securities | $13,579,000 | 4,907 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $13,579,000 | 4,761 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $1,021,000 | 2,312 |
| Privately issued residential mortgage-backed securities | $1,021,000 | 691 |
| 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 | $14,600,000 | 2,582 |
| Mortgage-backed securities | $11,365,000 | 2,752 |
| Certificates of participation in pools of residential mortgages | $7,533,000 | 2,771 |
| Issued or guaranteed by U.S. | $7,533,000 | 2,764 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,832,000 | 1,722 |
| CMOs issued by government agencies or sponsored agencies | $2,811,000 | 1,724 |
| Privately issued | $1,021,000 | 642 |
| 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) | $14,600,000 | 4,896 |
| Total debt securities | $14,600,000 | 5,522 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,575 |
| Fair value | $501,000 | 2,450 |
| 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 | $14,132,000 | 5,733 |
| U.S. Government securities | $13,122,000 | 5,065 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $13,122,000 | 4,909 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $1,010,000 | 2,416 |
| Privately issued residential mortgage-backed securities | $1,010,000 | 693 |
| 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 | $14,132,000 | 2,617 |
| Mortgage-backed securities | $10,936,000 | 2,833 |
| Certificates of participation in pools of residential mortgages | $6,851,000 | 2,960 |
| Issued or guaranteed by U.S. | $6,851,000 | 2,953 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,085,000 | 1,705 |
| CMOs issued by government agencies or sponsored agencies | $3,075,000 | 1,704 |
| Privately issued | $1,010,000 | 647 |
| 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) | $14,132,000 | 5,039 |
| Total debt securities | $14,132,000 | 5,656 |
| 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 | $15,710,000 | 5,425 |
| U.S. Government securities | $14,668,000 | 4,725 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $14,668,000 | 4,581 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $1,042,000 | 2,474 |
| Privately issued residential mortgage-backed securities | $1,042,000 | 716 |
| 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 | $15,710,000 | 2,417 |
| Mortgage-backed securities | $12,437,000 | 2,689 |
| Certificates of participation in pools of residential mortgages | $7,791,000 | 2,778 |
| Issued or guaranteed by U.S. | $7,791,000 | 2,767 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,646,000 | 1,660 |
| CMOs issued by government agencies or sponsored agencies | $3,604,000 | 1,659 |
| Privately issued | $1,042,000 | 669 |
| 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) | $15,710,000 | 4,765 |
| Total debt securities | $15,710,000 | 5,343 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $32,338,000 | 3,507 |
| U.S. Government securities | $31,307,000 | 2,822 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $31,307,000 | 2,722 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $1,031,000 | 2,546 |
| Privately issued residential mortgage-backed securities | $1,031,000 | 601 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,338,000 | 1,306 |
| Mortgage-backed securities | $10,045,000 | 3,001 |
| Certificates of participation in pools of residential mortgages | $5,015,000 | 3,410 |
| Issued or guaranteed by U.S. | $5,015,000 | 3,399 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,030,000 | 1,589 |
| CMOs issued by government agencies or sponsored agencies | $3,999,000 | 1,668 |
| Privately issued | $1,031,000 | 527 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,998,000 | 980 |
| Available-for-sale securities (fair market value) | $13,340,000 | 5,163 |
| Total debt securities | $32,338,000 | 3,445 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $31,226,000 | 3,532 |
| U.S. Government securities | $30,226,000 | 2,808 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $30,226,000 | 2,706 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $1,000,000 | 2,711 |
| Privately issued residential mortgage-backed securities | $1,000,000 | 647 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,226,000 | 1,283 |
| Mortgage-backed securities | $9,934,000 | 2,999 |
| Certificates of participation in pools of residential mortgages | $4,805,000 | 3,476 |
| Issued or guaranteed by U.S. | $4,805,000 | 3,462 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $5,129,000 | 1,596 |
| CMOs issued by government agencies or sponsored agencies | $4,129,000 | 1,634 |
| Privately issued | $1,000,000 | 575 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,999,000 | 1,012 |
| Available-for-sale securities (fair market value) | $13,227,000 | 5,141 |
| Total debt securities | $31,226,000 | 3,459 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $24,495,000 | 4,101 |
| U.S. Government securities | $23,448,000 | 3,291 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $23,448,000 | 3,161 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $1,047,000 | 2,711 |
| Privately issued residential mortgage-backed securities | $1,047,000 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,495,000 | 1,568 |
| Mortgage-backed securities | $6,963,000 | 3,623 |
| Certificates of participation in pools of residential mortgages | $3,403,000 | 3,980 |
| Issued or guaranteed by U.S. | $3,403,000 | 3,967 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $3,560,000 | 2,015 |
| CMOs issued by government agencies or sponsored agencies | $2,513,000 | 2,192 |
| Privately issued | $1,047,000 | 587 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,000,000 | 1,107 |
| Available-for-sale securities (fair market value) | $9,495,000 | 5,850 |
| Total debt securities | $24,495,000 | 4,016 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $16,868,000 | 5,178 |
| U.S. Government securities | $16,868,000 | 4,183 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $16,868,000 | 4,008 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,868,000 | 2,111 |
| Mortgage-backed securities | $2,898,000 | 4,920 |
| Certificates of participation in pools of residential mortgages | $1,004,000 | 5,369 |
| Issued or guaranteed by U.S. | $1,004,000 | 5,349 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,894,000 | 2,654 |
| CMOs issued by government agencies or sponsored agencies | $1,894,000 | 2,525 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,000,000 | 1,302 |
| Available-for-sale securities (fair market value) | $4,868,000 | 7,001 |
| Total debt securities | $16,868,000 | 5,080 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $14,392,000 | 5,560 |
| U.S. Government securities | $14,392,000 | 4,584 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $14,392,000 | 4,414 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,392,000 | 2,378 |
| Mortgage-backed securities | $1,936,000 | 5,349 |
| Certificates of participation in pools of residential mortgages | $1,024,000 | 5,324 |
| Issued or guaranteed by U.S. | $1,024,000 | 5,305 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $912,000 | 3,248 |
| CMOs issued by government agencies or sponsored agencies | $912,000 | 3,105 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,999,000 | 1,411 |
| Available-for-sale securities (fair market value) | $3,393,000 | 7,419 |
| Total debt securities | $14,392,000 | 5,464 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |