Home > Wheatland Bank > Securities
Wheatland Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $190,931,000 | 1,011 |
| U.S. Government securities | $158,447,000 | 788 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $158,447,000 | 692 |
| Securities issued by states & political subdivisions | $31,519,000 | 1,315 |
| Other domestic debt securities | $965,000 | 1,999 |
| 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 | $965,000 | 1,578 |
| 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 | $159,120,000 | 615 |
| Mortgage-backed securities | $96,954,000 | 811 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $61,287,000 | 721 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $35,667,000 | 494 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $96,954,000 | 388 |
| Available-for-sale securities (fair market value) | $93,977,000 | 1,572 |
| Total debt securities | $190,930,000 | 995 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 197 |
| Fair value | $7,764,000 | 194 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $203,331,000 | 943 |
| U.S. Government securities | $171,171,000 | 746 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $171,171,000 | 651 |
| Securities issued by states & political subdivisions | $31,222,000 | 1,303 |
| Other domestic debt securities | $938,000 | 2,008 |
| 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 | $938,000 | 1,592 |
| 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 | $171,593,000 | 561 |
| Mortgage-backed securities | $98,604,000 | 779 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $62,471,000 | 701 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $36,133,000 | 479 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $98,604,000 | 394 |
| Available-for-sale securities (fair market value) | $104,727,000 | 1,444 |
| Total debt securities | $203,329,000 | 934 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 206 |
| Fair value | $7,646,000 | 193 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $214,021,000 | 932 |
| U.S. Government securities | $99,822,000 | 1,199 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $99,822,000 | 1,006 |
| Securities issued by states & political subdivisions | $31,990,000 | 1,338 |
| Other domestic debt securities | $82,209,000 | 283 |
| Privately issued residential mortgage-backed securities | $81,251,000 | 74 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $958,000 | 1,586 |
| 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 | $181,332,000 | 538 |
| Mortgage-backed securities | $101,242,000 | 786 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,723 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $19,991,000 | 724 |
| Privately issued | $81,251,000 | 70 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $214,021,000 | 787 |
| Total debt securities | $214,020,000 | 922 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 230 |
| Fair value | $7,639,000 | 221 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $222,252,000 | 941 |
| U.S. Government securities | $101,099,000 | 1,250 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $101,099,000 | 999 |
| Securities issued by states & political subdivisions | $32,354,000 | 1,363 |
| Other domestic debt securities | $88,799,000 | 294 |
| Privately issued residential mortgage-backed securities | $85,829,000 | 77 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $2,970,000 | 1,220 |
| 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 | $66,529,000 | 1,108 |
| Mortgage-backed securities | $106,964,000 | 792 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,775 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $21,135,000 | 733 |
| Privately issued | $85,829,000 | 71 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $222,252,000 | 799 |
| Total debt securities | $222,253,000 | 932 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 253 |
| Fair value | $7,740,000 | 240 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $222,378,000 | 957 |
| U.S. Government securities | $100,500,000 | 1,263 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $100,500,000 | 1,007 |
| Securities issued by states & political subdivisions | $31,949,000 | 1,418 |
| Other domestic debt securities | $89,929,000 | 297 |
| Privately issued residential mortgage-backed securities | $86,976,000 | 77 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $2,953,000 | 1,232 |
| 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 | $3,472,000 | 3,377 |
| Mortgage-backed securities | $108,288,000 | 789 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,815 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $21,312,000 | 738 |
| Privately issued | $86,976,000 | 70 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $222,378,000 | 811 |
| Total debt securities | $222,379,000 | 946 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 268 |
| Fair value | $7,614,000 | 259 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $226,355,000 | 954 |
| U.S. Government securities | $100,886,000 | 1,269 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $100,886,000 | 1,009 |
| Securities issued by states & political subdivisions | $31,749,000 | 1,421 |
| Other domestic debt securities | $93,720,000 | 286 |
| Privately issued residential mortgage-backed securities | $88,770,000 | 78 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $4,950,000 | 1,021 |
| 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 | $3,470,000 | 3,352 |
| Mortgage-backed securities | $110,668,000 | 777 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,845 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $21,898,000 | 747 |
| Privately issued | $88,770,000 | 73 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $226,355,000 | 811 |
| Total debt securities | $226,355,000 | 944 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 264 |
| Fair value | $7,563,000 | 254 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $234,419,000 | 943 |
| U.S. Government securities | $102,109,000 | 1,263 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $102,109,000 | 1,024 |
| Securities issued by states & political subdivisions | $32,839,000 | 1,441 |
| Other domestic debt securities | $99,471,000 | 255 |
| Privately issued residential mortgage-backed securities | $94,493,000 | 78 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $4,978,000 | 1,025 |
| 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 | $3,547,000 | 3,345 |
| Mortgage-backed securities | $118,518,000 | 767 |
| Certificates of participation in pools of residential mortgages | $0 | 3,938 |
| Issued or guaranteed by U.S. | $0 | 3,877 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $118,518,000 | 273 |
| CMOs issued by government agencies or sponsored agencies | $24,025,000 | 707 |
| Privately issued | $94,493,000 | 71 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $234,419,000 | 815 |
| Total debt securities | $234,419,000 | 933 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 246 |
| Fair value | $7,724,000 | 237 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $250,308,000 | 871 |
| U.S. Government securities | $106,196,000 | 1,201 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $106,196,000 | 1,000 |
| Securities issued by states & political subdivisions | $33,952,000 | 1,416 |
| Other domestic debt securities | $110,160,000 | 238 |
| Privately issued residential mortgage-backed securities | $104,129,000 | 75 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $6,031,000 | 907 |
| 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 | $3,643,000 | 3,318 |
| Mortgage-backed securities | $131,151,000 | 719 |
| Certificates of participation in pools of residential mortgages | $0 | 3,954 |
| Issued or guaranteed by U.S. | $0 | 3,898 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $131,151,000 | 257 |
| CMOs issued by government agencies or sponsored agencies | $27,022,000 | 654 |
| Privately issued | $104,129,000 | 67 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $250,308,000 | 784 |
| Total debt securities | $250,308,000 | 864 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 211 |
| Fair value | $7,913,000 | 205 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $241,567,000 | 880 |
| U.S. Government securities | $86,036,000 | 1,309 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $86,036,000 | 1,151 |
| Securities issued by states & political subdivisions | $36,020,000 | 1,412 |
| Other domestic debt securities | $119,511,000 | 214 |
| Privately issued residential mortgage-backed securities | $113,411,000 | 63 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $6,100,000 | 866 |
| 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 | $3,794,000 | 3,304 |
| Mortgage-backed securities | $138,452,000 | 679 |
| Certificates of participation in pools of residential mortgages | $0 | 3,982 |
| Issued or guaranteed by U.S. | $0 | 3,918 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $138,452,000 | 247 |
| CMOs issued by government agencies or sponsored agencies | $25,041,000 | 662 |
| Privately issued | $113,411,000 | 54 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $241,567,000 | 800 |
| Total debt securities | $241,567,000 | 872 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $162,016,000 | 1,174 |
| U.S. Government securities | $20,516,000 | 2,839 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $20,516,000 | 2,626 |
| Securities issued by states & political subdivisions | $32,857,000 | 1,482 |
| Other domestic debt securities | $108,643,000 | 216 |
| Privately issued residential mortgage-backed securities | $102,498,000 | 59 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $6,145,000 | 810 |
| 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 | $3,828,000 | 3,321 |
| Mortgage-backed securities | $123,014,000 | 716 |
| Certificates of participation in pools of residential mortgages | $0 | 4,035 |
| Issued or guaranteed by U.S. | $0 | 3,975 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $123,014,000 | 269 |
| CMOs issued by government agencies or sponsored agencies | $20,516,000 | 751 |
| Privately issued | $102,498,000 | 51 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $162,016,000 | 1,085 |
| Total debt securities | $162,015,000 | 1,160 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $166,799,000 | 1,097 |
| U.S. Government securities | $25,879,000 | 2,515 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $25,879,000 | 2,337 |
| Securities issued by states & political subdivisions | $31,548,000 | 1,484 |
| Other domestic debt securities | $109,372,000 | 208 |
| Privately issued residential mortgage-backed securities | $103,216,000 | 53 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $6,156,000 | 766 |
| 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 | $3,844,000 | 3,315 |
| Mortgage-backed securities | $125,098,000 | 681 |
| Certificates of participation in pools of residential mortgages | $0 | 4,051 |
| Issued or guaranteed by U.S. | $0 | 3,990 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $125,098,000 | 253 |
| CMOs issued by government agencies or sponsored agencies | $21,882,000 | 687 |
| Privately issued | $103,216,000 | 41 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $166,799,000 | 1,006 |
| Total debt securities | $166,800,000 | 1,084 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $129,427,000 | 1,261 |
| U.S. Government securities | $14,736,000 | 3,018 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $14,736,000 | 2,841 |
| Securities issued by states & political subdivisions | $28,903,000 | 1,537 |
| Other domestic debt securities | $85,788,000 | 230 |
| Privately issued residential mortgage-backed securities | $79,629,000 | 60 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $6,159,000 | 698 |
| 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 | $2,822,000 | 3,490 |
| Mortgage-backed securities | $92,365,000 | 813 |
| Certificates of participation in pools of residential mortgages | $0 | 4,049 |
| Issued or guaranteed by U.S. | $0 | 3,983 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $92,365,000 | 296 |
| CMOs issued by government agencies or sponsored agencies | $12,736,000 | 952 |
| Privately issued | $79,629,000 | 46 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $129,427,000 | 1,170 |
| Total debt securities | $129,428,000 | 1,247 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $77,882,000 | 1,724 |
| U.S. Government securities | $1,863,000 | 4,238 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,863,000 | 4,102 |
| Securities issued by states & political subdivisions | $22,160,000 | 1,783 |
| Other domestic debt securities | $53,859,000 | 283 |
| Privately issued residential mortgage-backed securities | $48,796,000 | 74 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $5,063,000 | 746 |
| 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 | $3,050,000 | 3,447 |
| Mortgage-backed securities | $50,659,000 | 1,170 |
| Certificates of participation in pools of residential mortgages | $0 | 4,054 |
| Issued or guaranteed by U.S. | $0 | 3,991 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $50,659,000 | 409 |
| CMOs issued by government agencies or sponsored agencies | $1,863,000 | 2,015 |
| Privately issued | $48,796,000 | 60 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $77,882,000 | 1,611 |
| Total debt securities | $77,882,000 | 1,705 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $36,891,000 | 2,640 |
| U.S. Government securities | $2,202,000 | 4,218 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,202,000 | 4,073 |
| Securities issued by states & political subdivisions | $19,860,000 | 1,790 |
| Other domestic debt securities | $14,829,000 | 611 |
| Privately issued residential mortgage-backed securities | $9,788,000 | 193 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $5,041,000 | 705 |
| 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 | $2,865,000 | 3,502 |
| Mortgage-backed securities | $11,990,000 | 2,474 |
| Certificates of participation in pools of residential mortgages | $0 | 4,060 |
| Issued or guaranteed by U.S. | $0 | 3,999 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $11,990,000 | 1,029 |
| CMOs issued by government agencies or sponsored agencies | $2,202,000 | 1,955 |
| Privately issued | $9,788,000 | 123 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $36,891,000 | 2,470 |
| Total debt securities | $36,891,000 | 2,619 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $39,220,000 | 2,536 |
| U.S. Government securities | $2,454,000 | 4,205 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $2,454,000 | 4,054 |
| Securities issued by states & political subdivisions | $19,823,000 | 1,693 |
| Other domestic debt securities | $16,943,000 | 541 |
| Privately issued residential mortgage-backed securities | $11,001,000 | 163 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $5,942,000 | 626 |
| 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 | $4,109,000 | 3,311 |
| Mortgage-backed securities | $13,455,000 | 2,368 |
| Certificates of participation in pools of residential mortgages | $0 | 4,071 |
| Issued or guaranteed by U.S. | $0 | 4,016 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $13,455,000 | 989 |
| CMOs issued by government agencies or sponsored agencies | $2,454,000 | 1,939 |
| Privately issued | $11,001,000 | 111 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $39,220,000 | 2,354 |
| Total debt securities | $39,221,000 | 2,510 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $41,648,000 | 2,354 |
| U.S. Government securities | $2,710,000 | 4,216 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $2,710,000 | 4,067 |
| Securities issued by states & political subdivisions | $19,648,000 | 1,577 |
| Other domestic debt securities | $19,290,000 | 480 |
| Privately issued residential mortgage-backed securities | $13,314,000 | 148 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $5,976,000 | 578 |
| 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 | $2,598,000 | 3,596 |
| Mortgage-backed securities | $16,024,000 | 2,201 |
| Certificates of participation in pools of residential mortgages | $0 | 4,107 |
| Issued or guaranteed by U.S. | $0 | 4,042 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $16,024,000 | 915 |
| CMOs issued by government agencies or sponsored agencies | $2,710,000 | 1,905 |
| Privately issued | $13,314,000 | 100 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $41,648,000 | 2,191 |
| Total debt securities | $41,648,000 | 2,335 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $36,549,000 | 2,570 |
| U.S. Government securities | $3,040,000 | 4,262 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $3,040,000 | 4,097 |
| Securities issued by states & political subdivisions | $15,572,000 | 1,813 |
| Other domestic debt securities | $17,937,000 | 473 |
| Privately issued residential mortgage-backed securities | $11,889,000 | 155 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $6,048,000 | 545 |
| 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 | $2,604,000 | 3,667 |
| Mortgage-backed securities | $14,929,000 | 2,251 |
| Certificates of participation in pools of residential mortgages | $0 | 4,141 |
| Issued or guaranteed by U.S. | $0 | 4,080 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $14,929,000 | 941 |
| CMOs issued by government agencies or sponsored agencies | $3,040,000 | 1,850 |
| Privately issued | $11,889,000 | 104 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $36,549,000 | 2,392 |
| Total debt securities | $36,549,000 | 2,554 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $30,934,000 | 2,830 |
| U.S. Government securities | $3,501,000 | 4,258 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $3,501,000 | 4,097 |
| Securities issued by states & political subdivisions | $13,409,000 | 1,992 |
| Other domestic debt securities | $14,024,000 | 532 |
| Privately issued residential mortgage-backed securities | $8,005,000 | 182 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $6,019,000 | 554 |
| 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 | $2,609,000 | 3,729 |
| Mortgage-backed securities | $11,506,000 | 2,482 |
| Certificates of participation in pools of residential mortgages | $0 | 4,185 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $11,506,000 | 1,104 |
| CMOs issued by government agencies or sponsored agencies | $3,501,000 | 1,779 |
| Privately issued | $8,005,000 | 118 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $30,934,000 | 2,629 |
| Total debt securities | $30,934,000 | 2,813 |
| 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 | $34,054,000 | 2,738 |
| U.S. Government securities | $3,840,000 | 4,278 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $3,840,000 | 4,112 |
| Securities issued by states & political subdivisions | $15,339,000 | 1,872 |
| Other domestic debt securities | $14,875,000 | 498 |
| Privately issued residential mortgage-backed securities | $8,867,000 | 157 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $6,008,000 | 564 |
| 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 | $2,578,000 | 3,788 |
| Mortgage-backed securities | $12,707,000 | 2,395 |
| Certificates of participation in pools of residential mortgages | $0 | 4,219 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $12,707,000 | 1,025 |
| CMOs issued by government agencies or sponsored agencies | $3,840,000 | 1,700 |
| Privately issued | $8,867,000 | 115 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $34,054,000 | 2,546 |
| Total debt securities | $34,054,000 | 2,720 |
| 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 | $38,306,000 | 2,598 |
| U.S. Government securities | $1,023,000 | 4,791 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,023,000 | 4,668 |
| Securities issued by states & political subdivisions | $20,733,000 | 1,568 |
| Other domestic debt securities | $16,550,000 | 470 |
| Privately issued residential mortgage-backed securities | $9,577,000 | 152 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $6,973,000 | 520 |
| 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 | $2,567,000 | 3,842 |
| Mortgage-backed securities | $10,600,000 | 2,552 |
| Certificates of participation in pools of residential mortgages | $0 | 4,262 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $10,600,000 | 1,136 |
| CMOs issued by government agencies or sponsored agencies | $1,023,000 | 2,306 |
| Privately issued | $9,577,000 | 109 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $38,306,000 | 2,410 |
| Total debt securities | $38,306,000 | 2,579 |
| 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 | $39,791,000 | 2,563 |
| U.S. Government securities | $1,107,000 | 4,830 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,107,000 | 4,689 |
| Securities issued by states & political subdivisions | $23,033,000 | 1,483 |
| Other domestic debt securities | $15,651,000 | 470 |
| Privately issued residential mortgage-backed securities | $8,853,000 | 142 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $6,798,000 | 517 |
| 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 | $2,574,000 | 3,877 |
| Mortgage-backed securities | $9,960,000 | 2,616 |
| Certificates of participation in pools of residential mortgages | $0 | 4,303 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $9,960,000 | 1,172 |
| CMOs issued by government agencies or sponsored agencies | $1,107,000 | 2,283 |
| Privately issued | $8,853,000 | 111 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $39,791,000 | 2,375 |
| Total debt securities | $39,792,000 | 2,544 |
| 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 | $40,749,000 | 2,540 |
| U.S. Government securities | $1,211,000 | 4,882 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,211,000 | 4,741 |
| Securities issued by states & political subdivisions | $22,971,000 | 1,486 |
| Other domestic debt securities | $16,567,000 | 435 |
| Privately issued residential mortgage-backed securities | $9,491,000 | 115 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $7,076,000 | 500 |
| 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 | $2,049,000 | 4,036 |
| Mortgage-backed securities | $10,702,000 | 2,562 |
| Certificates of participation in pools of residential mortgages | $0 | 4,362 |
| Issued or guaranteed by U.S. | $0 | 4,341 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $10,702,000 | 1,114 |
| CMOs issued by government agencies or sponsored agencies | $1,211,000 | 2,256 |
| Privately issued | $9,491,000 | 103 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $40,749,000 | 2,341 |
| Total debt securities | $40,747,000 | 2,524 |
| 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 | $42,041,000 | 2,529 |
| U.S. Government securities | $1,348,000 | 4,887 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,348,000 | 4,742 |
| Securities issued by states & political subdivisions | $23,231,000 | 1,523 |
| Other domestic debt securities | $17,462,000 | 469 |
| Privately issued residential mortgage-backed securities | $10,373,000 | 194 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $7,089,000 | 505 |
| 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 | $2,071,000 | 4,077 |
| Mortgage-backed securities | $11,721,000 | 2,519 |
| Certificates of participation in pools of residential mortgages | $0 | 4,414 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $11,721,000 | 1,049 |
| CMOs issued by government agencies or sponsored agencies | $1,348,000 | 2,233 |
| Privately issued | $10,373,000 | 102 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $42,041,000 | 2,331 |
| Total debt securities | $42,044,000 | 2,513 |
| 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 | $44,105,000 | 2,479 |
| U.S. Government securities | $2,477,000 | 4,764 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $2,477,000 | 4,620 |
| Securities issued by states & political subdivisions | $23,303,000 | 1,564 |
| Other domestic debt securities | $18,325,000 | 398 |
| Privately issued residential mortgage-backed securities | $11,268,000 | 107 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $7,057,000 | 514 |
| 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 | $2,089,000 | 4,131 |
| Mortgage-backed securities | $12,747,000 | 2,434 |
| Certificates of participation in pools of residential mortgages | $0 | 4,464 |
| Issued or guaranteed by U.S. | $0 | 4,457 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $12,747,000 | 989 |
| CMOs issued by government agencies or sponsored agencies | $1,479,000 | 2,183 |
| Privately issued | $11,268,000 | 102 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $44,105,000 | 2,276 |
| Total debt securities | $44,105,000 | 2,460 |
| 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 | $45,779,000 | 2,431 |
| U.S. Government securities | $2,638,000 | 4,777 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,638,000 | 4,643 |
| Securities issued by states & political subdivisions | $23,690,000 | 1,595 |
| Other domestic debt securities | $19,451,000 | 388 |
| Privately issued residential mortgage-backed securities | $12,310,000 | 109 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $7,141,000 | 506 |
| 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 | $2,114,000 | 4,185 |
| Mortgage-backed securities | $13,950,000 | 2,364 |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | $0 | 4,511 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $13,950,000 | 931 |
| CMOs issued by government agencies or sponsored agencies | $1,640,000 | 2,128 |
| Privately issued | $12,310,000 | 105 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $45,779,000 | 2,232 |
| Total debt securities | $45,778,000 | 2,413 |
| 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 | $47,574,000 | 2,414 |
| U.S. Government securities | $2,811,000 | 4,798 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $2,811,000 | 4,669 |
| Securities issued by states & political subdivisions | $24,170,000 | 1,600 |
| Other domestic debt securities | $20,593,000 | 377 |
| Privately issued residential mortgage-backed securities | $13,419,000 | 103 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $7,174,000 | 529 |
| 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 | $2,152,000 | 4,232 |
| Mortgage-backed securities | $15,231,000 | 2,287 |
| Certificates of participation in pools of residential mortgages | $0 | 4,578 |
| Issued or guaranteed by U.S. | $0 | 4,573 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $15,231,000 | 879 |
| CMOs issued by government agencies or sponsored agencies | $1,812,000 | 2,093 |
| Privately issued | $13,419,000 | 98 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $47,574,000 | 2,207 |
| Total debt securities | $47,574,000 | 2,393 |
| 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 | $48,989,000 | 2,394 |
| U.S. Government securities | $3,001,000 | 4,807 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $3,001,000 | 4,683 |
| Securities issued by states & political subdivisions | $24,296,000 | 1,603 |
| Other domestic debt securities | $21,692,000 | 380 |
| Privately issued residential mortgage-backed securities | $14,528,000 | 104 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $7,164,000 | 529 |
| 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 | $2,166,000 | 4,263 |
| Mortgage-backed securities | $16,529,000 | 2,221 |
| Certificates of participation in pools of residential mortgages | $0 | 4,616 |
| Issued or guaranteed by U.S. | $0 | 4,610 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $16,529,000 | 830 |
| CMOs issued by government agencies or sponsored agencies | $2,001,000 | 2,062 |
| Privately issued | $14,528,000 | 99 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $48,989,000 | 2,190 |
| Total debt securities | $48,989,000 | 2,375 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $42,829,000 | 2,640 |
| U.S. Government securities | $4,565,000 | 4,624 |
| U.S. Treasury securities | $500,000 | 1,243 |
| U.S. Government agency obligations | $4,065,000 | 4,565 |
| Securities issued by states & political subdivisions | $20,225,000 | 1,854 |
| Other domestic debt securities | $18,039,000 | 431 |
| Privately issued residential mortgage-backed securities | $11,855,000 | 113 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $6,184,000 | 585 |
| 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 | $2,183,000 | 4,301 |
| Mortgage-backed securities | $14,919,000 | 2,363 |
| Certificates of participation in pools of residential mortgages | $0 | 4,686 |
| Issued or guaranteed by U.S. | $0 | 4,681 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $14,919,000 | 899 |
| CMOs issued by government agencies or sponsored agencies | $3,064,000 | 1,839 |
| Privately issued | $11,855,000 | 109 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $42,829,000 | 2,415 |
| Total debt securities | $42,829,000 | 2,625 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $41,155,000 | 2,698 |
| U.S. Government securities | $3,911,000 | 4,731 |
| U.S. Treasury securities | $500,000 | 1,218 |
| U.S. Government agency obligations | $3,411,000 | 4,697 |
| Securities issued by states & political subdivisions | $18,094,000 | 2,003 |
| Other domestic debt securities | $19,150,000 | 408 |
| Privately issued residential mortgage-backed securities | $12,012,000 | 121 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $7,138,000 | 521 |
| 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 | $2,183,000 | 4,347 |
| Mortgage-backed securities | $14,423,000 | 2,380 |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | $0 | 4,732 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $14,423,000 | 913 |
| CMOs issued by government agencies or sponsored agencies | $2,411,000 | 1,969 |
| Privately issued | $12,012,000 | 116 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $41,155,000 | 2,467 |
| Total debt securities | $41,155,000 | 2,680 |
| 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 | $36,820,000 | 2,869 |
| U.S. Government securities | $3,179,000 | 4,891 |
| U.S. Treasury securities | $500,000 | 1,094 |
| U.S. Government agency obligations | $2,679,000 | 4,876 |
| Securities issued by states & political subdivisions | $17,290,000 | 2,080 |
| Other domestic debt securities | $16,351,000 | 447 |
| Privately issued residential mortgage-backed securities | $11,208,000 | 126 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $5,143,000 | 636 |
| 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 | $3,322,000 | 4,101 |
| Mortgage-backed securities | $12,885,000 | 2,529 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $12,885,000 | 990 |
| CMOs issued by government agencies or sponsored agencies | $1,677,000 | 2,209 |
| Privately issued | $11,208,000 | 122 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $36,820,000 | 2,628 |
| Total debt securities | $36,819,000 | 2,852 |
| 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 | $38,414,000 | 2,832 |
| U.S. Government securities | $3,541,000 | 4,940 |
| U.S. Treasury securities | $500,000 | 1,133 |
| U.S. Government agency obligations | $3,041,000 | 4,911 |
| Securities issued by states & political subdivisions | $17,473,000 | 2,070 |
| Other domestic debt securities | $17,400,000 | 440 |
| Privately issued residential mortgage-backed securities | $12,277,000 | 125 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $5,123,000 | 638 |
| 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 | $3,338,000 | 4,181 |
| Mortgage-backed securities | $14,315,000 | 2,432 |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | $0 | 4,839 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $14,315,000 | 939 |
| CMOs issued by government agencies or sponsored agencies | $2,038,000 | 2,116 |
| Privately issued | $12,277,000 | 116 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $38,414,000 | 2,590 |
| Total debt securities | $38,414,000 | 2,811 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $37,155,000 | 2,954 |
| U.S. Government securities | $4,035,000 | 4,941 |
| U.S. Treasury securities | $499,000 | 1,170 |
| U.S. Government agency obligations | $3,536,000 | 4,919 |
| Securities issued by states & political subdivisions | $15,500,000 | 2,222 |
| Other domestic debt securities | $17,620,000 | 439 |
| Privately issued residential mortgage-backed securities | $12,478,000 | 124 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $5,142,000 | 641 |
| 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 | $3,331,000 | 4,233 |
| Mortgage-backed securities | $15,012,000 | 2,385 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $15,012,000 | 924 |
| CMOs issued by government agencies or sponsored agencies | $2,534,000 | 2,007 |
| Privately issued | $12,478,000 | 118 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $37,155,000 | 2,694 |
| Total debt securities | $37,155,000 | 2,935 |
| 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 | $35,970,000 | 3,035 |
| U.S. Government securities | $3,501,000 | 5,112 |
| U.S. Treasury securities | $498,000 | 1,238 |
| U.S. Government agency obligations | $3,003,000 | 5,085 |
| Securities issued by states & political subdivisions | $15,286,000 | 2,255 |
| Other domestic debt securities | $17,183,000 | 430 |
| Privately issued residential mortgage-backed securities | $11,007,000 | 130 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $6,176,000 | 568 |
| 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 | $3,354,000 | 4,277 |
| Mortgage-backed securities | $14,010,000 | 2,472 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $14,010,000 | 978 |
| CMOs issued by government agencies or sponsored agencies | $3,003,000 | 1,911 |
| Privately issued | $11,007,000 | 121 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $35,970,000 | 2,769 |
| Total debt securities | $35,970,000 | 3,016 |
| 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 | $37,653,000 | 2,980 |
| U.S. Government securities | $4,070,000 | 5,100 |
| U.S. Treasury securities | $500,000 | 1,159 |
| U.S. Government agency obligations | $3,570,000 | 5,080 |
| Securities issued by states & political subdivisions | $15,432,000 | 2,249 |
| Other domestic debt securities | $18,151,000 | 425 |
| Privately issued residential mortgage-backed securities | $11,911,000 | 115 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $6,240,000 | 569 |
| 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 | $3,359,000 | 4,342 |
| Mortgage-backed securities | $15,481,000 | 2,390 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $15,481,000 | 944 |
| CMOs issued by government agencies or sponsored agencies | $3,570,000 | 1,835 |
| Privately issued | $11,911,000 | 109 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $37,653,000 | 2,725 |
| Total debt securities | $37,651,000 | 2,954 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $38,602,000 | 2,978 |
| U.S. Government securities | $4,428,000 | 5,152 |
| U.S. Treasury securities | $499,000 | 1,203 |
| U.S. Government agency obligations | $3,929,000 | 5,117 |
| Securities issued by states & political subdivisions | $14,250,000 | 2,352 |
| Other domestic debt securities | $19,924,000 | 403 |
| Privately issued residential mortgage-backed securities | $13,662,000 | 108 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $6,262,000 | 569 |
| 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 | $3,353,000 | 4,394 |
| Mortgage-backed securities | $17,591,000 | 2,317 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $17,591,000 | 887 |
| CMOs issued by government agencies or sponsored agencies | $3,929,000 | 1,833 |
| Privately issued | $13,662,000 | 103 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $38,602,000 | 2,722 |
| Total debt securities | $38,602,000 | 2,955 |
| 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 | $56,663,000 | 2,350 |
| U.S. Government securities | $15,759,000 | 3,700 |
| U.S. Treasury securities | $499,000 | 1,192 |
| U.S. Government agency obligations | $15,260,000 | 3,625 |
| Securities issued by states & political subdivisions | $14,154,000 | 2,349 |
| Other domestic debt securities | $26,750,000 | 322 |
| Privately issued residential mortgage-backed securities | $20,458,000 | 90 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $6,292,000 | 552 |
| 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 | $3,248,000 | 4,472 |
| Mortgage-backed securities | $25,315,000 | 1,901 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $25,315,000 | 737 |
| CMOs issued by government agencies or sponsored agencies | $4,857,000 | 1,716 |
| Privately issued | $20,458,000 | 85 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $56,663,000 | 2,130 |
| Total debt securities | $56,664,000 | 2,327 |
| 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 | $56,849,000 | 2,359 |
| U.S. Government securities | $16,921,000 | 3,627 |
| U.S. Treasury securities | $497,000 | 1,221 |
| U.S. Government agency obligations | $16,424,000 | 3,552 |
| Securities issued by states & political subdivisions | $14,063,000 | 2,368 |
| Other domestic debt securities | $25,865,000 | 326 |
| Privately issued residential mortgage-backed securities | $20,598,000 | 89 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $5,267,000 | 622 |
| 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 | $3,224,000 | 4,542 |
| Mortgage-backed securities | $25,700,000 | 1,920 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $25,700,000 | 748 |
| CMOs issued by government agencies or sponsored agencies | $5,102,000 | 1,708 |
| Privately issued | $20,598,000 | 82 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $56,849,000 | 2,139 |
| Total debt securities | $56,849,000 | 2,339 |
| 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 | $60,471,000 | 2,285 |
| U.S. Government securities | $19,266,000 | 3,484 |
| U.S. Treasury securities | $496,000 | 1,236 |
| U.S. Government agency obligations | $18,770,000 | 3,429 |
| Securities issued by states & political subdivisions | $12,604,000 | 2,544 |
| Other domestic debt securities | $28,601,000 | 306 |
| Privately issued residential mortgage-backed securities | $23,363,000 | 87 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $5,238,000 | 640 |
| 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 | $3,479,000 | 4,533 |
| Mortgage-backed securities | $29,614,000 | 1,816 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $29,614,000 | 683 |
| CMOs issued by government agencies or sponsored agencies | $6,251,000 | 1,581 |
| Privately issued | $23,363,000 | 82 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $60,471,000 | 2,062 |
| Total debt securities | $60,472,000 | 2,270 |
| 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 | $57,661,000 | 2,390 |
| U.S. Government securities | $18,852,000 | 3,570 |
| U.S. Treasury securities | $495,000 | 1,202 |
| U.S. Government agency obligations | $18,357,000 | 3,513 |
| Securities issued by states & political subdivisions | $11,165,000 | 2,715 |
| Other domestic debt securities | $27,644,000 | 329 |
| Privately issued residential mortgage-backed securities | $22,321,000 | 93 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $5,323,000 | 639 |
| 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 | $3,551,000 | 4,542 |
| Mortgage-backed securities | $28,115,000 | 1,908 |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $28,115,000 | 722 |
| CMOs issued by government agencies or sponsored agencies | $5,794,000 | 1,663 |
| Privately issued | $22,321,000 | 88 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $57,661,000 | 2,162 |
| Total debt securities | $57,661,000 | 2,368 |
| 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 | $50,248,000 | 2,673 |
| U.S. Government securities | $19,661,000 | 3,522 |
| U.S. Treasury securities | $494,000 | 1,068 |
| U.S. Government agency obligations | $19,167,000 | 3,472 |
| Securities issued by states & political subdivisions | $7,128,000 | 3,362 |
| Other domestic debt securities | $23,459,000 | 381 |
| Privately issued residential mortgage-backed securities | $18,137,000 | 101 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $5,322,000 | 660 |
| 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 | $3,527,000 | 4,572 |
| Mortgage-backed securities | $21,768,000 | 2,238 |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $21,768,000 | 874 |
| CMOs issued by government agencies or sponsored agencies | $3,631,000 | 2,018 |
| Privately issued | $18,137,000 | 94 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $50,248,000 | 2,437 |
| Total debt securities | $50,248,000 | 2,648 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,222 |
| Fair value | $1,999,000 | 1,223 |
| 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 | $36,754,000 | 3,297 |
| U.S. Government securities | $18,240,000 | 3,658 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $18,240,000 | 3,559 |
| Securities issued by states & political subdivisions | $4,620,000 | 3,853 |
| Other domestic debt securities | $13,894,000 | 554 |
| Privately issued residential mortgage-backed securities | $8,568,000 | 175 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $5,326,000 | 680 |
| 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 | $3,526,000 | 4,589 |
| Mortgage-backed securities | $9,921,000 | 3,215 |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $9,921,000 | 1,371 |
| CMOs issued by government agencies or sponsored agencies | $1,353,000 | 2,605 |
| Privately issued | $8,568,000 | 167 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $36,754,000 | 3,016 |
| Total debt securities | $36,755,000 | 3,269 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 977 |
| Fair value | $2,959,000 | 981 |
| 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 | $31,140,000 | 3,642 |
| U.S. Government securities | $18,553,000 | 3,663 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $18,553,000 | 3,569 |
| Securities issued by states & political subdivisions | $1,452,000 | 4,778 |
| Other domestic debt securities | $11,135,000 | 658 |
| Privately issued residential mortgage-backed securities | $5,926,000 | 226 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $5,209,000 | 710 |
| 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 | $3,558,000 | 4,639 |
| Mortgage-backed securities | $7,479,000 | 3,564 |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | $0 | 5,508 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $7,479,000 | 1,579 |
| CMOs issued by government agencies or sponsored agencies | $1,553,000 | 2,548 |
| Privately issued | $5,926,000 | 213 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $31,140,000 | 3,340 |
| Total debt securities | $31,140,000 | 3,611 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 972 |
| Fair value | $2,967,000 | 971 |
| 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 | $29,160,000 | 3,765 |
| U.S. Government securities | $17,089,000 | 3,801 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $17,089,000 | 3,710 |
| Securities issued by states & political subdivisions | $1,433,000 | 4,774 |
| Other domestic debt securities | $10,638,000 | 677 |
| Privately issued residential mortgage-backed securities | $5,422,000 | 248 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $5,216,000 | 721 |
| 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 | $3,541,000 | 4,645 |
| Mortgage-backed securities | $7,289,000 | 3,607 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,289,000 | 1,636 |
| CMOs issued by government agencies or sponsored agencies | $1,867,000 | 2,491 |
| Privately issued | $5,422,000 | 235 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $29,160,000 | 3,466 |
| Total debt securities | $29,161,000 | 3,735 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 952 |
| Fair value | $2,985,000 | 951 |
| 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 | $22,218,000 | 4,311 |
| U.S. Government securities | $14,318,000 | 4,149 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $14,318,000 | 4,046 |
| Securities issued by states & political subdivisions | $1,575,000 | 4,716 |
| Other domestic debt securities | $6,325,000 | 920 |
| Privately issued residential mortgage-backed securities | $803,000 | 574 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $5,522,000 | 686 |
| 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 | $2,820,000 | 4,914 |
| Mortgage-backed securities | $4,497,000 | 4,169 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,497,000 | 2,055 |
| CMOs issued by government agencies or sponsored agencies | $3,694,000 | 2,088 |
| Privately issued | $803,000 | 554 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $22,218,000 | 3,983 |
| Total debt securities | $22,216,000 | 4,285 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 970 |
| Fair value | $3,001,000 | 986 |
| 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 | $18,494,000 | 4,624 |
| U.S. Government securities | $10,638,000 | 4,607 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $10,638,000 | 4,502 |
| Securities issued by states & political subdivisions | $1,555,000 | 4,734 |
| Other domestic debt securities | $6,301,000 | 897 |
| Privately issued residential mortgage-backed securities | $1,991,000 | 453 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $4,310,000 | 779 |
| 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 | $2,769,000 | 4,933 |
| Mortgage-backed securities | $4,807,000 | 4,118 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $4,807,000 | 2,065 |
| CMOs issued by government agencies or sponsored agencies | $2,816,000 | 2,344 |
| Privately issued | $1,991,000 | 441 |
| 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) | $18,494,000 | 4,268 |
| Total debt securities | $18,495,000 | 4,591 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,019 |
| Fair value | $3,000,000 | 1,050 |
| 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 | $21,352,000 | 4,415 |
| U.S. Government securities | $12,200,000 | 4,487 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $12,200,000 | 4,391 |
| Securities issued by states & political subdivisions | $1,540,000 | 4,746 |
| Other domestic debt securities | $7,612,000 | 841 |
| Privately issued residential mortgage-backed securities | $2,291,000 | 462 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $5,321,000 | 715 |
| 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 | $2,541,000 | 5,071 |
| Mortgage-backed securities | $4,471,000 | 4,324 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,471,000 | 2,211 |
| CMOs issued by government agencies or sponsored agencies | $2,180,000 | 2,591 |
| Privately issued | $2,291,000 | 446 |
| 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) | $21,352,000 | 4,065 |
| Total debt securities | $21,352,000 | 4,379 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 759 |
| Fair value | $5,005,000 | 774 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $23,790,000 | 4,230 |
| U.S. Government securities | $13,752,000 | 4,318 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $13,752,000 | 4,231 |
| Securities issued by states & political subdivisions | $1,536,000 | 4,737 |
| Other domestic debt securities | $8,502,000 | 804 |
| Privately issued residential mortgage-backed securities | $3,258,000 | 412 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $5,244,000 | 730 |
| 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 | $2,543,000 | 5,113 |
| Mortgage-backed securities | $5,768,000 | 4,110 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,768,000 | 2,015 |
| CMOs issued by government agencies or sponsored agencies | $2,510,000 | 2,513 |
| Privately issued | $3,258,000 | 398 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $23,790,000 | 3,899 |
| Total debt securities | $23,789,000 | 4,194 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,030 |
| Fair value | $4,012,000 | 1,045 |
| 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 | $18,665,000 | 4,727 |
| U.S. Government securities | $13,046,000 | 4,515 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $13,046,000 | 4,417 |
| Securities issued by states & political subdivisions | $1,514,000 | 4,702 |
| Other domestic debt securities | $4,105,000 | 1,167 |
| Privately issued residential mortgage-backed securities | $2,094,000 | 533 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $2,011,000 | 1,174 |
| 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 | $3,526,000 | 4,826 |
| Mortgage-backed securities | $4,810,000 | 4,316 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,810,000 | 2,172 |
| CMOs issued by government agencies or sponsored agencies | $2,716,000 | 2,481 |
| Privately issued | $2,094,000 | 514 |
| 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) | $18,665,000 | 4,351 |
| Total debt securities | $18,665,000 | 4,699 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,182 |
| Fair value | $3,969,000 | 1,226 |
| 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 | $10,795,000 | 5,637 |
| U.S. Government securities | $4,405,000 | 5,974 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $4,405,000 | 5,879 |
| Securities issued by states & political subdivisions | $1,495,000 | 4,717 |
| Other domestic debt securities | $4,895,000 | 1,053 |
| Privately issued residential mortgage-backed securities | $2,375,000 | 569 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $2,520,000 | 990 |
| 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 | $3,516,000 | 4,625 |
| Mortgage-backed securities | $4,279,000 | 4,363 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $4,279,000 | 2,235 |
| CMOs issued by government agencies or sponsored agencies | $1,904,000 | 2,596 |
| Privately issued | $2,375,000 | 542 |
| 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) | $10,795,000 | 5,211 |
| Total debt securities | $10,796,000 | 5,609 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,666 |
| Fair value | $2,000,000 | 1,758 |
| 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 | $6,487,000 | 6,218 |
| U.S. Government securities | $1,669,000 | 6,614 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,669,000 | 6,511 |
| Securities issued by states & political subdivisions | $1,479,000 | 4,684 |
| Other domestic debt securities | $3,339,000 | 1,283 |
| Privately issued residential mortgage-backed securities | $1,311,000 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,028,000 | 1,077 |
| 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 | $3,507,000 | 4,634 |
| Mortgage-backed securities | $1,477,000 | 5,056 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,477,000 | 2,935 |
| CMOs issued by government agencies or sponsored agencies | $166,000 | 3,332 |
| Privately issued | $1,311,000 | 701 |
| 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) | $6,487,000 | 5,776 |
| Total debt securities | $6,487,000 | 6,184 |
| Structured notes | ||
| Amortized cost | $503,000 | 2,632 |
| Fair value | $501,000 | 2,701 |
| 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 | $12,002,000 | 5,526 |
| U.S. Government securities | $7,107,000 | 5,579 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $7,107,000 | 5,467 |
| Securities issued by states & political subdivisions | $1,452,000 | 4,662 |
| Other domestic debt securities | $3,443,000 | 1,217 |
| Privately issued residential mortgage-backed securities | $1,407,000 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $2,036,000 | 1,007 |
| 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 | $3,814,000 | 4,574 |
| Mortgage-backed securities | $1,752,000 | 4,936 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,752,000 | 2,802 |
| CMOs issued by government agencies or sponsored agencies | $345,000 | 3,165 |
| Privately issued | $1,407,000 | 702 |
| 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) | $12,002,000 | 5,095 |
| Total debt securities | $12,002,000 | 5,495 |
| Structured notes | ||
| Amortized cost | $4,261,000 | 1,292 |
| Fair value | $4,258,000 | 1,301 |
| 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 | $19,241,000 | 4,634 |
| U.S. Government securities | $14,255,000 | 4,346 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $14,255,000 | 4,220 |
| Securities issued by states & political subdivisions | $1,409,000 | 4,678 |
| Other domestic debt securities | $3,577,000 | 1,224 |
| Privately issued residential mortgage-backed securities | $1,539,000 | 753 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $2,038,000 | 1,024 |
| 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 | $3,807,000 | 4,570 |
| Mortgage-backed securities | $2,067,000 | 4,803 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,067,000 | 2,632 |
| CMOs issued by government agencies or sponsored agencies | $528,000 | 2,990 |
| Privately issued | $1,539,000 | 718 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $19,241,000 | 4,240 |
| Total debt securities | $19,241,000 | 4,594 |
| Structured notes | ||
| Amortized cost | $7,778,000 | 908 |
| Fair value | $7,732,000 | 900 |
| 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 | $24,192,000 | 3,985 |
| U.S. Government securities | $19,609,000 | 3,508 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $19,609,000 | 3,410 |
| Securities issued by states & political subdivisions | $1,412,000 | 4,686 |
| Other domestic debt securities | $3,171,000 | 1,369 |
| Privately issued residential mortgage-backed securities | $1,131,000 | 867 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $2,040,000 | 1,023 |
| 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 | $4,079,000 | 4,466 |
| Mortgage-backed securities | $1,999,000 | 4,766 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,999,000 | 2,617 |
| CMOs issued by government agencies or sponsored agencies | $868,000 | 2,805 |
| Privately issued | $1,131,000 | 827 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $24,192,000 | 3,666 |
| Total debt securities | $24,192,000 | 3,952 |
| Structured notes | ||
| Amortized cost | $11,780,000 | 569 |
| Fair value | $10,737,000 | 614 |
| 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 | $23,758,000 | 3,981 |
| U.S. Government securities | $20,114,000 | 3,414 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $20,114,000 | 3,320 |
| Securities issued by states & political subdivisions | $1,430,000 | 4,607 |
| Other domestic debt securities | $2,214,000 | 1,646 |
| Privately issued residential mortgage-backed securities | $164,000 | 1,316 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $2,050,000 | 1,028 |
| 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 | $4,095,000 | 4,525 |
| Mortgage-backed securities | $1,188,000 | 5,121 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,188,000 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $1,024,000 | 2,688 |
| Privately issued | $164,000 | 1,256 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $23,758,000 | 3,657 |
| Total debt securities | $23,759,000 | 3,943 |
| Structured notes | ||
| Amortized cost | $9,509,000 | 647 |
| Fair value | $9,516,000 | 657 |
| 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 | $18,631,000 | 4,560 |
| U.S. Government securities | $16,033,000 | 3,949 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $16,033,000 | 3,851 |
| Securities issued by states & political subdivisions | $1,390,000 | 4,594 |
| Other domestic debt securities | $1,208,000 | 2,033 |
| Privately issued residential mortgage-backed securities | $184,000 | 1,334 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,024,000 | 1,329 |
| 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 | $2,035,000 | 5,326 |
| Mortgage-backed securities | $1,219,000 | 5,115 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,219,000 | 2,802 |
| CMOs issued by government agencies or sponsored agencies | $1,035,000 | 2,582 |
| Privately issued | $184,000 | 1,275 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $18,631,000 | 4,141 |
| Total debt securities | $18,630,000 | 4,519 |
| Structured notes | ||
| Amortized cost | $8,430,000 | 793 |
| Fair value | $8,443,000 | 793 |
| 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 | $6,622,000 | 6,421 |
| U.S. Government securities | $4,022,000 | 6,385 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $4,022,000 | 6,275 |
| Securities issued by states & political subdivisions | $1,383,000 | 4,609 |
| Other domestic debt securities | $1,217,000 | 2,087 |
| Privately issued residential mortgage-backed securities | $200,000 | 1,363 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,017,000 | 1,366 |
| 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 | $2,021,000 | 5,404 |
| Mortgage-backed securities | $703,000 | 5,489 |
| Certificates of participation in pools of residential mortgages | $503,000 | 5,214 |
| Issued or guaranteed by U.S. | $503,000 | 5,202 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $200,000 | 3,427 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $200,000 | 1,308 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $6,622,000 | 5,907 |
| Total debt securities | $6,621,000 | 6,381 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $5,122,000 | 6,699 |
| U.S. Government securities | $2,535,000 | 6,795 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,535,000 | 6,699 |
| Securities issued by states & political subdivisions | $1,352,000 | 4,654 |
| Other domestic debt securities | $1,235,000 | 2,140 |
| Privately issued residential mortgage-backed securities | $219,000 | 1,394 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,016,000 | 1,392 |
| 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 | $2,037,000 | 5,441 |
| Mortgage-backed securities | $727,000 | 5,549 |
| Certificates of participation in pools of residential mortgages | $508,000 | 5,290 |
| Issued or guaranteed by U.S. | $508,000 | 5,275 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $219,000 | 3,430 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $219,000 | 1,333 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $5,122,000 | 6,177 |
| Total debt securities | $5,122,000 | 6,656 |
| 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 | $4,646,000 | 6,865 |
| U.S. Government securities | $3,303,000 | 6,630 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,303,000 | 6,535 |
| Securities issued by states & political subdivisions | $1,343,000 | 4,712 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,802,000 | 5,183 |
| Mortgage-backed securities | $250,000 | 5,926 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $250,000 | 3,405 |
| CMOs issued by government agencies or sponsored agencies | $250,000 | 3,053 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $4,646,000 | 6,340 |
| Total debt securities | $4,645,000 | 6,825 |
| 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 | $5,145,000 | 6,773 |
| U.S. Government securities | $3,362,000 | 6,641 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,362,000 | 6,552 |
| Securities issued by states & political subdivisions | $1,282,000 | 4,740 |
| Other domestic debt securities | $501,000 | 2,806 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $501,000 | 1,845 |
| 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 | $2,821,000 | 5,183 |
| Mortgage-backed securities | $288,000 | 5,963 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $288,000 | 3,374 |
| CMOs issued by government agencies or sponsored agencies | $288,000 | 3,014 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $5,145,000 | 6,243 |
| Total debt securities | $5,144,000 | 6,733 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $8,443,000 | 6,190 |
| U.S. Government securities | $6,666,000 | 5,853 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $6,666,000 | 5,774 |
| Securities issued by states & political subdivisions | $1,282,000 | 4,655 |
| Other domestic debt securities | $495,000 | 2,755 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $495,000 | 1,954 |
| 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 | $1,253,000 | 5,874 |
| Mortgage-backed securities | $320,000 | 5,981 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $320,000 | 3,371 |
| CMOs issued by government agencies or sponsored agencies | $320,000 | 3,006 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $8,443,000 | 5,668 |
| Total debt securities | $8,442,000 | 6,136 |
| 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 | $9,409,000 | 6,041 |
| U.S. Government securities | $7,343,000 | 5,764 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $7,343,000 | 5,683 |
| Securities issued by states & political subdivisions | $1,209,000 | 4,664 |
| Other domestic debt securities | $857,000 | 2,411 |
| Privately issued residential mortgage-backed securities | $357,000 | 1,369 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,872 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $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 | $1,244,000 | 5,925 |
| Mortgage-backed securities | $357,000 | 5,957 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $357,000 | 3,288 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $357,000 | 1,309 |
| 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) | $9,409,000 | 5,503 |
| Total debt securities | $9,409,000 | 5,998 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $2,841,000 | 7,433 |
| U.S. Government securities | $1,252,000 | 7,508 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,252,000 | 7,419 |
| Securities issued by states & political subdivisions | $1,235,000 | 4,645 |
| Other domestic debt securities | $354,000 | 2,808 |
| Privately issued residential mortgage-backed securities | $354,000 | 1,351 |
| 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 | $1,252,000 | 5,945 |
| Mortgage-backed securities | $354,000 | 5,957 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $354,000 | 3,234 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $354,000 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $2,841,000 | 6,816 |
| Total debt securities | $2,841,000 | 7,388 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $2,850,000 | 7,498 |
| U.S. Government securities | $1,259,000 | 7,559 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $1,259,000 | 7,480 |
| Securities issued by states & political subdivisions | $1,227,000 | 4,679 |
| Other domestic debt securities | $364,000 | 2,774 |
| Privately issued residential mortgage-backed securities | $364,000 | 1,330 |
| 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 | $1,259,000 | 5,955 |
| Mortgage-backed securities | $364,000 | 5,960 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $364,000 | 3,238 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $364,000 | 1,264 |
| 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) | $2,850,000 | 6,880 |
| Total debt securities | $2,850,000 | 7,445 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $11,876,000 | 5,613 |
| U.S. Government securities | $10,047,000 | 5,107 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $10,047,000 | 5,013 |
| Securities issued by states & political subdivisions | $1,256,000 | 4,674 |
| Other domestic debt securities | $573,000 | 2,483 |
| Privately issued residential mortgage-backed securities | $573,000 | 1,236 |
| 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 | $1,222,000 | 5,984 |
| Mortgage-backed securities | $3,981,000 | 4,414 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,981,000 | 1,877 |
| CMOs issued by government agencies or sponsored agencies | $3,408,000 | 1,657 |
| Privately issued | $573,000 | 1,174 |
| 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) | $11,876,000 | 5,103 |
| Total debt securities | $11,876,000 | 5,539 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $11,953,000 | 5,684 |
| U.S. Government securities | $9,909,000 | 5,275 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $9,909,000 | 5,169 |
| Securities issued by states & political subdivisions | $1,238,000 | 4,700 |
| Other domestic debt securities | $806,000 | 2,157 |
| Privately issued residential mortgage-backed securities | $806,000 | 1,076 |
| 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 | $1,218,000 | 6,053 |
| Mortgage-backed securities | $4,247,000 | 4,048 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,247,000 | 1,725 |
| CMOs issued by government agencies or sponsored agencies | $3,441,000 | 1,575 |
| Privately issued | $806,000 | 1,024 |
| 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) | $11,953,000 | 5,118 |
| Total debt securities | $11,953,000 | 5,625 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $14,042,000 | 5,363 |
| U.S. Government securities | $11,904,000 | 4,976 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $11,904,000 | 4,879 |
| Securities issued by states & political subdivisions | $1,167,000 | 4,754 |
| Other domestic debt securities | $971,000 | 2,014 |
| Privately issued residential mortgage-backed securities | $971,000 | 987 |
| 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 | $1,202,000 | 6,081 |
| Mortgage-backed securities | $3,485,000 | 4,157 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $3,485,000 | 1,807 |
| CMOs issued by government agencies or sponsored agencies | $2,514,000 | 1,735 |
| Privately issued | $971,000 | 938 |
| 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) | $14,042,000 | 4,785 |
| Total debt securities | $14,041,000 | 5,315 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $14,171,000 | 5,353 |
| U.S. Government securities | $11,817,000 | 5,018 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $11,817,000 | 4,911 |
| Securities issued by states & political subdivisions | $1,167,000 | 4,778 |
| Other domestic debt securities | $1,187,000 | 1,802 |
| Privately issued residential mortgage-backed securities | $1,187,000 | 889 |
| 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 | $998,000 | 6,241 |
| Mortgage-backed securities | $3,789,000 | 4,011 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,789,000 | 1,733 |
| CMOs issued by government agencies or sponsored agencies | $2,602,000 | 1,695 |
| Privately issued | $1,187,000 | 839 |
| 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) | $14,171,000 | 4,748 |
| Total debt securities | $14,170,000 | 5,309 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $13,739,000 | 5,466 |
| U.S. Government securities | $11,137,000 | 5,170 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $11,137,000 | 5,047 |
| Securities issued by states & political subdivisions | $1,192,000 | 4,798 |
| Other domestic debt securities | $1,410,000 | 1,732 |
| Privately issued residential mortgage-backed securities | $1,410,000 | 821 |
| 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 | $997,000 | 6,266 |
| Mortgage-backed securities | $4,149,000 | 3,872 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $4,149,000 | 1,649 |
| CMOs issued by government agencies or sponsored agencies | $2,739,000 | 1,657 |
| Privately issued | $1,410,000 | 770 |
| 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) | $13,739,000 | 4,855 |
| Total debt securities | $13,739,000 | 5,419 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $13,947,000 | 5,454 |
| U.S. Government securities | $11,238,000 | 5,210 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $11,238,000 | 5,086 |
| Securities issued by states & political subdivisions | $1,180,000 | 4,830 |
| Other domestic debt securities | $1,529,000 | 1,674 |
| Privately issued residential mortgage-backed securities | $1,529,000 | 790 |
| 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 | $996,000 | 6,306 |
| Mortgage-backed securities | $4,337,000 | 3,822 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $4,337,000 | 1,633 |
| CMOs issued by government agencies or sponsored agencies | $2,808,000 | 1,656 |
| Privately issued | $1,529,000 | 745 |
| 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) | $13,947,000 | 4,838 |
| Total debt securities | $13,947,000 | 5,405 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $14,013,000 | 5,472 |
| U.S. Government securities | $11,857,000 | 5,123 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $11,857,000 | 5,012 |
| Securities issued by states & political subdivisions | $1,166,000 | 4,871 |
| Other domestic debt securities | $990,000 | 1,972 |
| Privately issued residential mortgage-backed securities | $990,000 | 868 |
| 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 | $993,000 | 6,361 |
| Mortgage-backed securities | $4,444,000 | 3,788 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $4,444,000 | 1,566 |
| CMOs issued by government agencies or sponsored agencies | $3,454,000 | 1,502 |
| Privately issued | $990,000 | 809 |
| 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) | $14,013,000 | 4,833 |
| Total debt securities | $14,011,000 | 5,420 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $14,030,000 | 5,475 |
| U.S. Government securities | $11,893,000 | 5,134 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $11,893,000 | 5,000 |
| Securities issued by states & political subdivisions | $1,149,000 | 4,907 |
| Other domestic debt securities | $988,000 | 1,996 |
| Privately issued residential mortgage-backed securities | $988,000 | 838 |
| 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 | $983,000 | 6,401 |
| Mortgage-backed securities | $4,652,000 | 3,708 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,652,000 | 1,529 |
| CMOs issued by government agencies or sponsored agencies | $3,664,000 | 1,462 |
| Privately issued | $988,000 | 782 |
| 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) | $14,030,000 | 4,819 |
| Total debt securities | $14,030,000 | 5,426 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $15,427,000 | 5,302 |
| U.S. Government securities | $13,276,000 | 4,889 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $13,276,000 | 4,755 |
| Securities issued by states & political subdivisions | $1,162,000 | 4,925 |
| Other domestic debt securities | $989,000 | 2,044 |
| Privately issued residential mortgage-backed securities | $989,000 | 841 |
| 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 | $987,000 | 6,417 |
| Mortgage-backed securities | $4,900,000 | 3,679 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,900,000 | 1,496 |
| CMOs issued by government agencies or sponsored agencies | $3,911,000 | 1,413 |
| Privately issued | $989,000 | 784 |
| 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) | $15,427,000 | 4,657 |
| Total debt securities | $15,426,000 | 5,251 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $10,183,000 | 6,286 |
| U.S. Government securities | $8,033,000 | 6,053 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $8,033,000 | 5,905 |
| Securities issued by states & political subdivisions | $1,161,000 | 4,939 |
| Other domestic debt securities | $989,000 | 2,137 |
| Privately issued residential mortgage-backed securities | $989,000 | 812 |
| 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 | $986,000 | 6,442 |
| Mortgage-backed securities | $4,097,000 | 3,938 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $4,097,000 | 1,595 |
| CMOs issued by government agencies or sponsored agencies | $3,108,000 | 1,560 |
| Privately issued | $989,000 | 759 |
| 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) | $10,183,000 | 5,568 |
| Total debt securities | $10,182,000 | 6,231 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $8,315,000 | 6,694 |
| U.S. Government securities | $6,168,000 | 6,587 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $6,168,000 | 6,450 |
| Securities issued by states & political subdivisions | $1,157,000 | 4,960 |
| Other domestic debt securities | $990,000 | 2,179 |
| Privately issued residential mortgage-backed securities | $990,000 | 803 |
| 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 | $996,000 | 6,450 |
| Mortgage-backed securities | $2,416,000 | 4,617 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,416,000 | 1,963 |
| CMOs issued by government agencies or sponsored agencies | $1,426,000 | 2,036 |
| Privately issued | $990,000 | 750 |
| 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) | $8,315,000 | 5,967 |
| Total debt securities | $8,315,000 | 6,638 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $9,206,000 | 6,532 |
| U.S. Government securities | $6,946,000 | 6,430 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,946,000 | 6,300 |
| Securities issued by states & political subdivisions | $1,156,000 | 4,942 |
| Other domestic debt securities | $1,104,000 | 2,075 |
| Privately issued residential mortgage-backed securities | $1,104,000 | 758 |
| 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 | $996,000 | 6,459 |
| Mortgage-backed securities | $3,304,000 | 4,364 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $3,304,000 | 1,811 |
| CMOs issued by government agencies or sponsored agencies | $2,200,000 | 1,815 |
| Privately issued | $1,104,000 | 710 |
| 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) | $9,206,000 | 5,789 |
| Total debt securities | $9,206,000 | 6,472 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $9,436,000 | 6,554 |
| U.S. Government securities | $8,161,000 | 6,149 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,161,000 | 5,999 |
| Securities issued by states & political subdivisions | $1,091,000 | 5,008 |
| Other domestic debt securities | $184,000 | 3,161 |
| Privately issued residential mortgage-backed securities | $184,000 | 1,014 |
| 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 | $1,277,000 | 6,299 |
| Mortgage-backed securities | $3,614,000 | 4,336 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,614,000 | 1,764 |
| CMOs issued by government agencies or sponsored agencies | $3,430,000 | 1,592 |
| Privately issued | $184,000 | 932 |
| 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) | $9,436,000 | 5,809 |
| Total debt securities | $9,436,000 | 6,491 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $12,449,000 | 5,982 |
| U.S. Government securities | $10,806,000 | 5,520 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $10,806,000 | 5,365 |
| Securities issued by states & political subdivisions | $1,106,000 | 5,027 |
| Other domestic debt securities | $537,000 | 2,670 |
| Privately issued residential mortgage-backed securities | $325,000 | 943 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $212,000 | 2,678 |
| 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 | $1,000,000 | 6,490 |
| Mortgage-backed securities | $5,387,000 | 3,822 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $5,387,000 | 1,504 |
| CMOs issued by government agencies or sponsored agencies | $5,062,000 | 1,361 |
| Privately issued | $325,000 | 873 |
| 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) | $12,449,000 | 5,240 |
| Total debt securities | $12,449,000 | 5,912 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $14,887,000 | 5,535 |
| U.S. Government securities | $13,083,000 | 5,022 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $13,083,000 | 4,868 |
| Securities issued by states & political subdivisions | $1,116,000 | 5,046 |
| Other domestic debt securities | $688,000 | 2,589 |
| Privately issued residential mortgage-backed securities | $473,000 | 834 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $215,000 | 2,740 |
| 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 | $1,008,000 | 6,507 |
| Mortgage-backed securities | $7,795,000 | 3,325 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,795,000 | 1,247 |
| CMOs issued by government agencies or sponsored agencies | $7,322,000 | 1,138 |
| Privately issued | $473,000 | 768 |
| 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) | $14,887,000 | 4,847 |
| Total debt securities | $14,887,000 | 5,469 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $16,787,000 | 5,283 |
| U.S. Government securities | $12,842,000 | 5,115 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $12,842,000 | 4,962 |
| Securities issued by states & political subdivisions | $1,064,000 | 5,099 |
| Other domestic debt securities | $2,881,000 | 1,606 |
| Privately issued residential mortgage-backed securities | $576,000 | 790 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,305,000 | 1,417 |
| 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 | $1,012,000 | 6,528 |
| Mortgage-backed securities | $7,200,000 | 3,498 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,200,000 | 1,325 |
| CMOs issued by government agencies or sponsored agencies | $6,624,000 | 1,202 |
| Privately issued | $576,000 | 735 |
| 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) | $16,787,000 | 4,626 |
| Total debt securities | $16,786,000 | 5,210 |
| 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 | $13,861,000 | 5,772 |
| U.S. Government securities | $11,483,000 | 5,388 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $11,483,000 | 5,235 |
| Securities issued by states & political subdivisions | $1,147,000 | 5,010 |
| Other domestic debt securities | $1,231,000 | 2,354 |
| Privately issued residential mortgage-backed securities | $1,010,000 | 723 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $221,000 | 2,927 |
| 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 | $1,020,000 | 6,508 |
| Mortgage-backed securities | $8,666,000 | 3,250 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $8,666,000 | 1,235 |
| CMOs issued by government agencies or sponsored agencies | $7,656,000 | 1,156 |
| Privately issued | $1,010,000 | 674 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $13,861,000 | 5,070 |
| Total debt securities | $13,861,000 | 5,681 |
| 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 | $8,886,000 | 6,849 |
| U.S. Government securities | $6,572,000 | 6,735 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $6,572,000 | 6,561 |
| Securities issued by states & political subdivisions | $1,090,000 | 5,122 |
| Other domestic debt securities | $1,224,000 | 2,396 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,224,000 | 2,095 |
| 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 | $1,027,000 | 6,493 |
| Mortgage-backed securities | $4,054,000 | 4,353 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,054,000 | 1,766 |
| CMOs issued by government agencies or sponsored agencies | $4,054,000 | 1,654 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $8,886,000 | 6,092 |
| Total debt securities | $8,885,000 | 6,773 |
| 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 | $8,666,000 | 6,848 |
| U.S. Government securities | $3,173,000 | 7,758 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $3,173,000 | 7,573 |
| Securities issued by states & political subdivisions | $1,098,000 | 5,125 |
| Other domestic debt securities | $4,395,000 | 1,447 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,395,000 | 1,189 |
| 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 | $1,035,000 | 6,506 |
| Mortgage-backed securities | $644,000 | 6,125 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $644,000 | 3,088 |
| CMOs issued by government agencies or sponsored agencies | $644,000 | 2,930 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $8,666,000 | 6,074 |
| Total debt securities | $8,663,000 | 6,760 |
| 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 | $9,633,000 | 6,578 |
| U.S. Government securities | $4,072,000 | 7,420 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,072,000 | 7,231 |
| Securities issued by states & political subdivisions | $1,149,000 | 5,040 |
| Other domestic debt securities | $4,412,000 | 1,494 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,412,000 | 1,225 |
| 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 | $1,037,000 | 6,516 |
| Mortgage-backed securities | $1,023,000 | 5,922 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,023,000 | 2,980 |
| CMOs issued by government agencies or sponsored agencies | $1,023,000 | 2,831 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $9,633,000 | 5,811 |
| Total debt securities | $9,631,000 | 6,477 |
| 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 | $11,633,000 | 6,182 |
| U.S. Government securities | $8,043,000 | 6,126 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $8,043,000 | 5,940 |
| Securities issued by states & political subdivisions | $113,000 | 6,548 |
| Other domestic debt securities | $3,477,000 | 1,730 |
| Privately issued residential mortgage-backed securities | $172,000 | 1,039 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $82,000 | 414 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,223,000 | 1,506 |
| 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 | $1,042,000 | 6,542 |
| Mortgage-backed securities | $2,871,000 | 4,931 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,871,000 | 2,282 |
| CMOs issued by government agencies or sponsored agencies | $2,699,000 | 2,206 |
| Privately issued | $172,000 | 924 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $11,633,000 | 5,402 |
| Total debt securities | $11,634,000 | 6,088 |
| 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 | $6,318,000 | 7,449 |
| U.S. Government securities | $2,053,000 | 8,299 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $2,053,000 | 8,113 |
| Securities issued by states & political subdivisions | $114,000 | 6,568 |
| Other domestic debt securities | $4,151,000 | 1,549 |
| Privately issued residential mortgage-backed securities | $435,000 | 916 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $464,000 | 359 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,252,000 | 1,501 |
| 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 | $1,047,000 | 6,543 |
| Mortgage-backed securities | $435,000 | 6,421 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $435,000 | 3,686 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $435,000 | 818 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $6,318,000 | 6,601 |
| Total debt securities | $6,318,000 | 7,368 |
| 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 |
| 2001-12-31 | Rank | |
| Total securities | $9,334,000 | 6,666 |
| U.S. Government securities | $7,145,000 | 6,396 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $7,145,000 | 6,163 |
| Securities issued by states & political subdivisions | $147,000 | 6,664 |
| Other domestic debt securities | $2,042,000 | 2,227 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,042,000 | 1,892 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,994,000 | 5,981 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $9,334,000 | 5,783 |
| Total debt securities | $9,335,000 | 6,569 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $6,305,000 | 7,906 |
| U.S. Government securities | $681,000 | 9,406 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $681,000 | 9,188 |
| Securities issued by states & political subdivisions | $2,096,000 | 4,333 |
| Other domestic debt securities | $2,034,000 | 1,902 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,034,000 | 1,617 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,494,000 | 1,916 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $943,000 | 7,167 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $6,305,000 | 6,809 |
| Total debt securities | $4,811,000 | 8,298 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $4,521,000 | 8,844 |
| U.S. Government securities | $659,000 | 9,774 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $659,000 | 9,490 |
| Securities issued by states & political subdivisions | $459,000 | 6,466 |
| Other domestic debt securities | $2,003,000 | 1,830 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,003,000 | 1,512 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,400,000 | 1,922 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $926,000 | 7,304 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| 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 | 6,120 |
| Available-for-sale securities (fair market value) | $4,521,000 | 7,584 |
| Total debt securities | $3,121,000 | 9,187 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $7,702,000 | 7,804 |
| U.S. Government securities | $4,643,000 | 8,208 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $4,643,000 | 7,391 |
| Securities issued by states & political subdivisions | $1,757,000 | 4,944 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,302,000 | 1,985 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $906,000 | 7,309 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| 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 | 6,613 |
| Available-for-sale securities (fair market value) | $7,702,000 | 6,444 |
| Total debt securities | $6,400,000 | 8,116 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $14,065,000 | 6,212 |
| U.S. Government securities | $11,083,000 | 6,100 |
| U.S. Treasury securities | $2,997,000 | 4,344 |
| U.S. Government agency obligations | $8,086,000 | 5,925 |
| Securities issued by states & political subdivisions | $1,799,000 | 4,798 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,183,000 | 2,087 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $448,000 | 8,286 |
| Mortgage-backed securities | $83,000 | 7,988 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $83,000 | 4,835 |
| CMOs issued by government agencies or sponsored agencies | $83,000 | 4,620 |
| Privately issued | $0 | 1,491 |
| 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 | 7,375 |
| Available-for-sale securities (fair market value) | $14,065,000 | 4,691 |
| Total debt securities | $12,882,000 | 6,446 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $17,623,000 | 5,787 |
| U.S. Government securities | $14,118,000 | 5,709 |
| U.S. Treasury securities | $2,986,000 | 5,143 |
| U.S. Government agency obligations | $11,132,000 | 5,156 |
| Securities issued by states & political subdivisions | $2,766,000 | 4,119 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $739,000 | 2,818 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $454,000 | 8,687 |
| Mortgage-backed securities | $971,000 | 6,898 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $971,000 | 3,878 |
| CMOs issued by government agencies or sponsored agencies | $971,000 | 3,730 |
| Privately issued | $0 | 1,788 |
| 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 | 8,064 |
| Available-for-sale securities (fair market value) | $17,623,000 | 4,226 |
| Total debt securities | $16,884,000 | 5,855 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $16,467,000 | 6,333 |
| U.S. Government securities | $13,997,000 | 5,973 |
| U.S. Treasury securities | $4,966,000 | 4,674 |
| U.S. Government agency obligations | $9,031,000 | 5,852 |
| Securities issued by states & political subdivisions | $2,470,000 | 4,420 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $462,000 | 9,002 |
| Mortgage-backed securities | $2,508,000 | 5,848 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,508,000 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $2,508,000 | 2,961 |
| Privately issued | $0 | 2,213 |
| 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 | 8,463 |
| Available-for-sale securities (fair market value) | $16,467,000 | 4,585 |
| Total debt securities | $16,467,000 | 6,216 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $20,586,000 | 5,751 |
| U.S. Government securities | $18,337,000 | 5,274 |
| U.S. Treasury securities | $5,667,000 | 5,154 |
| U.S. Government agency obligations | $12,670,000 | 4,553 |
| Securities issued by states & political subdivisions | $2,249,000 | 4,887 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $364,000 | 9,558 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,259,000 | 7,858 |
| Available-for-sale securities (fair market value) | $15,327,000 | 3,518 |
| Total debt securities | $20,586,000 | 5,661 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $29,447,000 | 4,556 |
| U.S. Government securities | $26,757,000 | 3,995 |
| U.S. Treasury securities | $9,034,000 | 3,823 |
| U.S. Government agency obligations | $17,723,000 | 3,657 |
| Securities issued by states & political subdivisions | $2,690,000 | 4,561 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $365,000 | 9,880 |
| Mortgage-backed securities | $160,000 | 10,079 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $160,000 | 6,470 |
| CMOs issued by government agencies or sponsored agencies | $160,000 | 6,154 |
| Privately issued | $0 | 2,902 |
| 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) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $29,447,000 | 4,446 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $30,056,000 | 4,450 |
| U.S. Government securities | $26,742,000 | 3,982 |
| U.S. Treasury securities | $2,513,000 | 8,099 |
| U.S. Government agency obligations | $24,229,000 | 2,752 |
| Securities issued by states & political subdivisions | $3,314,000 | 3,803 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $365,000 | 10,113 |
| Mortgage-backed securities | $3,139,000 | 6,658 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $3,139,000 | 3,361 |
| CMOs issued by government agencies or sponsored agencies | $3,139,000 | 3,067 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $30,056,000 | 4,346 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |