Home > Yampa Valley Bank > Securities
Yampa Valley Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $168,152,000 | 1,144 |
| U.S. Government securities | $64,824,000 | 1,585 |
| U.S. Treasury securities | $31,473,000 | 668 |
| U.S. Government agency obligations | $33,351,000 | 2,057 |
| Securities issued by states & political subdivisions | $69,994,000 | 655 |
| Other domestic debt securities | $33,334,000 | 537 |
| Privately issued residential mortgage-backed securities | $2,765,000 | 426 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,823,000 | 252 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,613,000 | 3,044 |
| Mortgage-backed securities | $52,833,000 | 1,222 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,933,000 | 2,046 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $17,502,000 | 791 |
| Privately issued | $2,765,000 | 324 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $887,000 | 1,269 |
| Other commercial mortgage-backed securities | $21,746,000 | 303 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $168,152,000 | 977 |
| Total debt securities | $168,152,000 | 1,128 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $181,916,000 | 1,042 |
| U.S. Government securities | $80,312,000 | 1,377 |
| U.S. Treasury securities | $45,699,000 | 513 |
| U.S. Government agency obligations | $34,613,000 | 1,994 |
| Securities issued by states & political subdivisions | $67,372,000 | 658 |
| Other domestic debt securities | $34,232,000 | 510 |
| Privately issued residential mortgage-backed securities | $3,301,000 | 393 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,181,000 | 245 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,445,000 | 3,021 |
| Mortgage-backed securities | $54,373,000 | 1,172 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,940,000 | 1,962 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $17,475,000 | 768 |
| Privately issued | $3,301,000 | 303 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $907,000 | 1,226 |
| Other commercial mortgage-backed securities | $21,750,000 | 308 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $181,916,000 | 882 |
| Total debt securities | $181,916,000 | 1,028 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $190,342,000 | 1,033 |
| U.S. Government securities | $82,579,000 | 1,383 |
| U.S. Treasury securities | $45,692,000 | 516 |
| U.S. Government agency obligations | $36,887,000 | 1,971 |
| Securities issued by states & political subdivisions | $72,662,000 | 646 |
| Other domestic debt securities | $35,101,000 | 497 |
| Privately issued residential mortgage-backed securities | $3,961,000 | 373 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,369,000 | 246 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,456,000 | 3,003 |
| Mortgage-backed securities | $57,057,000 | 1,175 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,296,000 | 1,898 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $18,073,000 | 771 |
| Privately issued | $3,961,000 | 287 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $956,000 | 1,202 |
| Other commercial mortgage-backed securities | $21,771,000 | 315 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $190,342,000 | 881 |
| Total debt securities | $190,343,000 | 1,018 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $195,712,000 | 1,057 |
| U.S. Government securities | $85,404,000 | 1,420 |
| U.S. Treasury securities | $45,932,000 | 557 |
| U.S. Government agency obligations | $39,472,000 | 1,892 |
| Securities issued by states & political subdivisions | $74,172,000 | 662 |
| Other domestic debt securities | $36,136,000 | 516 |
| Privately issued residential mortgage-backed securities | $4,587,000 | 376 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,600,000 | 249 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,523,000 | 2,932 |
| Mortgage-backed securities | $59,897,000 | 1,183 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,702,000 | 1,856 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $18,675,000 | 787 |
| Privately issued | $4,587,000 | 287 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $984,000 | 1,213 |
| Other commercial mortgage-backed securities | $21,949,000 | 324 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $195,712,000 | 902 |
| Total debt securities | $195,710,000 | 1,044 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $190,620,000 | 1,094 |
| U.S. Government securities | $81,967,000 | 1,461 |
| U.S. Treasury securities | $45,452,000 | 604 |
| U.S. Government agency obligations | $36,515,000 | 1,998 |
| Securities issued by states & political subdivisions | $79,449,000 | 643 |
| Other domestic debt securities | $29,204,000 | 614 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,310,000 | 279 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,420,000 | 2,856 |
| Mortgage-backed securities | $52,380,000 | 1,305 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $14,476,000 | 1,823 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $14,858,000 | 909 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,152,000 | 1,167 |
| Other commercial mortgage-backed securities | $21,894,000 | 323 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $190,620,000 | 943 |
| Total debt securities | $190,616,000 | 1,082 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $174,290,000 | 1,218 |
| U.S. Government securities | $77,711,000 | 1,533 |
| U.S. Treasury securities | $45,054,000 | 616 |
| U.S. Government agency obligations | $32,657,000 | 2,121 |
| Securities issued by states & political subdivisions | $66,214,000 | 760 |
| Other domestic debt securities | $30,365,000 | 573 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,900,000 | 272 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,330,000 | 2,804 |
| Mortgage-backed securities | $54,070,000 | 1,295 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $15,032,000 | 1,822 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $15,298,000 | 904 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,275,000 | 1,166 |
| Other commercial mortgage-backed securities | $22,465,000 | 345 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $174,290,000 | 1,064 |
| Total debt securities | $174,282,000 | 1,207 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $165,918,000 | 1,278 |
| U.S. Government securities | $79,762,000 | 1,511 |
| U.S. Treasury securities | $54,483,000 | 514 |
| U.S. Government agency obligations | $25,279,000 | 2,438 |
| Securities issued by states & political subdivisions | $55,385,000 | 937 |
| Other domestic debt securities | $30,771,000 | 539 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,177,000 | 274 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,572,000 | 2,787 |
| Mortgage-backed securities | $46,725,000 | 1,442 |
| Certificates of participation in pools of residential mortgages | $11,922,000 | 2,105 |
| Issued or guaranteed by U.S. | $11,922,000 | 2,054 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $10,907,000 | 1,161 |
| CMOs issued by government agencies or sponsored agencies | $10,907,000 | 1,094 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $23,896,000 | 549 |
| Commercial mortgage pass-through securities | $1,302,000 | 1,150 |
| Other commercial mortgage-backed securities | $22,594,000 | 378 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $165,918,000 | 1,135 |
| Total debt securities | $165,916,000 | 1,268 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $168,983,000 | 1,242 |
| U.S. Government securities | $79,531,000 | 1,478 |
| U.S. Treasury securities | $55,511,000 | 444 |
| U.S. Government agency obligations | $24,020,000 | 2,494 |
| Securities issued by states & political subdivisions | $57,810,000 | 910 |
| Other domestic debt securities | $31,642,000 | 519 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,670,000 | 271 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,731,000 | 2,733 |
| Mortgage-backed securities | $45,482,000 | 1,481 |
| Certificates of participation in pools of residential mortgages | $8,875,000 | 2,380 |
| Issued or guaranteed by U.S. | $8,875,000 | 2,322 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $11,594,000 | 1,124 |
| CMOs issued by government agencies or sponsored agencies | $11,594,000 | 1,064 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $25,013,000 | 534 |
| Commercial mortgage pass-through securities | $1,315,000 | 1,148 |
| Other commercial mortgage-backed securities | $23,698,000 | 374 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $168,983,000 | 1,114 |
| Total debt securities | $168,981,000 | 1,228 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $160,038,000 | 1,261 |
| U.S. Government securities | $74,451,000 | 1,465 |
| U.S. Treasury securities | $48,006,000 | 370 |
| U.S. Government agency obligations | $26,445,000 | 2,369 |
| Securities issued by states & political subdivisions | $58,289,000 | 937 |
| Other domestic debt securities | $27,298,000 | 544 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,155,000 | 272 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,177,000 | 2,715 |
| Mortgage-backed securities | $43,076,000 | 1,510 |
| Certificates of participation in pools of residential mortgages | $9,909,000 | 2,289 |
| Issued or guaranteed by U.S. | $9,909,000 | 2,226 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $12,679,000 | 1,056 |
| CMOs issued by government agencies or sponsored agencies | $12,679,000 | 1,009 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $20,488,000 | 602 |
| Commercial mortgage pass-through securities | $1,485,000 | 1,105 |
| Other commercial mortgage-backed securities | $19,003,000 | 426 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $160,038,000 | 1,153 |
| Total debt securities | $160,038,000 | 1,244 |
| 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 | $105,539,000 | 1,643 |
| U.S. Government securities | $45,527,000 | 1,917 |
| U.S. Treasury securities | $17,655,000 | 621 |
| U.S. Government agency obligations | $27,872,000 | 2,289 |
| Securities issued by states & political subdivisions | $42,527,000 | 1,214 |
| Other domestic debt securities | $17,485,000 | 665 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,403,000 | 266 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,302,000 | 2,715 |
| Mortgage-backed securities | $34,252,000 | 1,708 |
| Certificates of participation in pools of residential mortgages | $10,579,000 | 2,244 |
| Issued or guaranteed by U.S. | $10,579,000 | 2,189 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $13,104,000 | 1,029 |
| CMOs issued by government agencies or sponsored agencies | $13,104,000 | 985 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $10,569,000 | 851 |
| Commercial mortgage pass-through securities | $1,579,000 | 1,089 |
| Other commercial mortgage-backed securities | $8,990,000 | 618 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $105,539,000 | 1,529 |
| Total debt securities | $105,540,000 | 1,625 |
| 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 | $85,323,000 | 1,842 |
| U.S. Government securities | $35,659,000 | 2,121 |
| U.S. Treasury securities | $15,717,000 | 574 |
| U.S. Government agency obligations | $19,942,000 | 2,638 |
| Securities issued by states & political subdivisions | $40,195,000 | 1,240 |
| Other domestic debt securities | $9,469,000 | 892 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,469,000 | 268 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,335,000 | 2,697 |
| Mortgage-backed securities | $18,069,000 | 2,259 |
| Certificates of participation in pools of residential mortgages | $7,260,000 | 2,548 |
| Issued or guaranteed by U.S. | $7,260,000 | 2,472 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $8,208,000 | 1,231 |
| CMOs issued by government agencies or sponsored agencies | $8,208,000 | 1,196 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $2,601,000 | 1,384 |
| Commercial mortgage pass-through securities | $1,590,000 | 1,084 |
| Other commercial mortgage-backed securities | $1,011,000 | 1,176 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $85,323,000 | 1,727 |
| Total debt securities | $85,324,000 | 1,827 |
| 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 | $87,113,000 | 1,685 |
| U.S. Government securities | $37,117,000 | 1,963 |
| U.S. Treasury securities | $15,783,000 | 427 |
| U.S. Government agency obligations | $21,334,000 | 2,430 |
| Securities issued by states & political subdivisions | $39,353,000 | 1,209 |
| Other domestic debt securities | $10,643,000 | 803 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,583,000 | 261 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $1,060,000 | 1,342 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,082,000 | 2,712 |
| Mortgage-backed securities | $19,176,000 | 2,117 |
| Certificates of participation in pools of residential mortgages | $7,777,000 | 2,422 |
| Issued or guaranteed by U.S. | $7,777,000 | 2,348 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $8,634,000 | 1,179 |
| CMOs issued by government agencies or sponsored agencies | $8,634,000 | 1,140 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $2,765,000 | 1,347 |
| Commercial mortgage pass-through securities | $1,728,000 | 1,050 |
| Other commercial mortgage-backed securities | $1,037,000 | 1,139 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $87,113,000 | 1,560 |
| Total debt securities | $87,113,000 | 1,671 |
| 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 | $87,458,000 | 1,555 |
| U.S. Government securities | $19,989,000 | 2,523 |
| U.S. Treasury securities | $3,187,000 | 695 |
| U.S. Government agency obligations | $16,802,000 | 2,593 |
| Securities issued by states & political subdivisions | $40,726,000 | 1,119 |
| Other domestic debt securities | $26,743,000 | 455 |
| Privately issued residential mortgage-backed securities | $6,238,000 | 230 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $20,505,000 | 168 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,524,000 | 2,649 |
| Mortgage-backed securities | $20,477,000 | 1,992 |
| Certificates of participation in pools of residential mortgages | $8,370,000 | 2,245 |
| Issued or guaranteed by U.S. | $2,132,000 | 3,127 |
| Privately issued | $6,238,000 | 89 |
| Collaterized mortgage obligations | $9,217,000 | 1,161 |
| CMOs issued by government agencies or sponsored agencies | $9,217,000 | 1,122 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $2,890,000 | 1,283 |
| Commercial mortgage pass-through securities | $1,799,000 | 994 |
| Other commercial mortgage-backed securities | $1,091,000 | 1,085 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $87,458,000 | 1,451 |
| Total debt securities | $87,461,000 | 1,543 |
| 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 | $81,647,000 | 1,556 |
| U.S. Government securities | $36,332,000 | 1,778 |
| U.S. Treasury securities | $3,205,000 | 684 |
| U.S. Government agency obligations | $33,127,000 | 1,797 |
| Securities issued by states & political subdivisions | $38,754,000 | 1,074 |
| Other domestic debt securities | $6,561,000 | 911 |
| Privately issued residential mortgage-backed securities | $6,561,000 | 224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,677,000 | 2,641 |
| Mortgage-backed securities | $19,731,000 | 2,004 |
| Certificates of participation in pools of residential mortgages | $8,754,000 | 2,192 |
| Issued or guaranteed by U.S. | $2,193,000 | 3,096 |
| Privately issued | $6,561,000 | 90 |
| Collaterized mortgage obligations | $9,796,000 | 1,134 |
| CMOs issued by government agencies or sponsored agencies | $9,796,000 | 1,100 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $1,181,000 | 1,565 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $1,181,000 | 1,043 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $81,647,000 | 1,460 |
| Total debt securities | $81,648,000 | 1,544 |
| 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 | $61,662,000 | 1,871 |
| U.S. Government securities | $28,020,000 | 2,081 |
| U.S. Treasury securities | $3,207,000 | 719 |
| U.S. Government agency obligations | $24,813,000 | 2,123 |
| Securities issued by states & political subdivisions | $32,681,000 | 1,157 |
| Other domestic debt securities | $961,000 | 1,642 |
| Privately issued residential mortgage-backed securities | $961,000 | 391 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,263,000 | 2,048 |
| Mortgage-backed securities | $14,736,000 | 2,288 |
| Certificates of participation in pools of residential mortgages | $3,292,000 | 2,954 |
| Issued or guaranteed by U.S. | $2,331,000 | 3,068 |
| Privately issued | $961,000 | 169 |
| Collaterized mortgage obligations | $10,187,000 | 1,131 |
| CMOs issued by government agencies or sponsored agencies | $10,187,000 | 1,096 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $1,257,000 | 1,537 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $1,257,000 | 1,003 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $61,662,000 | 1,747 |
| Total debt securities | $61,664,000 | 1,857 |
| 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 | $53,266,000 | 2,014 |
| U.S. Government securities | $22,964,000 | 2,338 |
| U.S. Treasury securities | $3,193,000 | 734 |
| U.S. Government agency obligations | $19,771,000 | 2,389 |
| Securities issued by states & political subdivisions | $30,302,000 | 1,127 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,135,000 | 3,690 |
| Mortgage-backed securities | $14,689,000 | 2,284 |
| Certificates of participation in pools of residential mortgages | $3,449,000 | 2,922 |
| Issued or guaranteed by U.S. | $3,449,000 | 2,830 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $9,923,000 | 1,174 |
| CMOs issued by government agencies or sponsored agencies | $9,923,000 | 1,138 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,317,000 | 1,497 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $1,317,000 | 970 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $53,266,000 | 1,872 |
| Total debt securities | $53,267,000 | 1,993 |
| 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 | $41,402,000 | 2,403 |
| U.S. Government securities | $22,637,000 | 2,414 |
| U.S. Treasury securities | $3,023,000 | 795 |
| U.S. Government agency obligations | $19,614,000 | 2,452 |
| Securities issued by states & political subdivisions | $17,675,000 | 1,661 |
| Other domestic debt securities | $1,090,000 | 1,472 |
| Privately issued residential mortgage-backed securities | $1,090,000 | 370 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,033,000 | 3,781 |
| Mortgage-backed securities | $15,210,000 | 2,229 |
| Certificates of participation in pools of residential mortgages | $3,662,000 | 2,841 |
| Issued or guaranteed by U.S. | $2,572,000 | 2,993 |
| Privately issued | $1,090,000 | 160 |
| Collaterized mortgage obligations | $10,196,000 | 1,157 |
| CMOs issued by government agencies or sponsored agencies | $10,196,000 | 1,125 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $1,352,000 | 1,464 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $1,352,000 | 925 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $41,402,000 | 2,233 |
| Total debt securities | $41,401,000 | 2,386 |
| 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 | $43,826,000 | 2,317 |
| U.S. Government securities | $26,418,000 | 2,234 |
| U.S. Treasury securities | $4,038,000 | 738 |
| U.S. Government agency obligations | $22,380,000 | 2,319 |
| Securities issued by states & political subdivisions | $16,250,000 | 1,761 |
| Other domestic debt securities | $1,158,000 | 1,476 |
| Privately issued residential mortgage-backed securities | $1,158,000 | 377 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,042,000 | 3,848 |
| Mortgage-backed securities | $17,668,000 | 2,066 |
| Certificates of participation in pools of residential mortgages | $3,881,000 | 2,799 |
| Issued or guaranteed by U.S. | $2,723,000 | 2,948 |
| Privately issued | $1,158,000 | 174 |
| Collaterized mortgage obligations | $12,402,000 | 1,056 |
| CMOs issued by government agencies or sponsored agencies | $12,402,000 | 1,025 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $1,385,000 | 1,444 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $1,385,000 | 898 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $43,826,000 | 2,144 |
| Total debt securities | $43,825,000 | 2,301 |
| 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 | $47,067,000 | 2,242 |
| U.S. Government securities | $30,777,000 | 2,076 |
| U.S. Treasury securities | $8,026,000 | 526 |
| U.S. Government agency obligations | $22,751,000 | 2,337 |
| Securities issued by states & political subdivisions | $15,045,000 | 1,900 |
| Other domestic debt securities | $1,245,000 | 1,440 |
| Privately issued residential mortgage-backed securities | $1,245,000 | 342 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,010,000 | 3,702 |
| Mortgage-backed securities | $17,772,000 | 2,039 |
| Certificates of participation in pools of residential mortgages | $4,168,000 | 2,749 |
| Issued or guaranteed by U.S. | $2,923,000 | 2,941 |
| Privately issued | $1,245,000 | 136 |
| Collaterized mortgage obligations | $10,556,000 | 1,140 |
| CMOs issued by government agencies or sponsored agencies | $10,556,000 | 1,104 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $3,048,000 | 1,142 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $3,048,000 | 671 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $47,067,000 | 2,064 |
| Total debt securities | $47,067,000 | 2,226 |
| 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 | $48,167,000 | 2,235 |
| U.S. Government securities | $31,302,000 | 2,082 |
| U.S. Treasury securities | $7,921,000 | 545 |
| U.S. Government agency obligations | $23,381,000 | 2,330 |
| Securities issued by states & political subdivisions | $15,540,000 | 1,919 |
| Other domestic debt securities | $1,325,000 | 1,424 |
| Privately issued residential mortgage-backed securities | $1,325,000 | 345 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,984,000 | 3,766 |
| Mortgage-backed securities | $18,084,000 | 2,035 |
| Certificates of participation in pools of residential mortgages | $4,449,000 | 2,717 |
| Issued or guaranteed by U.S. | $3,124,000 | 2,916 |
| Privately issued | $1,325,000 | 139 |
| Collaterized mortgage obligations | $10,619,000 | 1,135 |
| CMOs issued by government agencies or sponsored agencies | $10,619,000 | 1,098 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $3,016,000 | 1,085 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $3,016,000 | 620 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $48,167,000 | 2,054 |
| Total debt securities | $48,167,000 | 2,217 |
| 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 | $41,756,000 | 2,489 |
| U.S. Government securities | $25,920,000 | 2,343 |
| U.S. Treasury securities | $4,943,000 | 695 |
| U.S. Government agency obligations | $20,977,000 | 2,484 |
| Securities issued by states & political subdivisions | $14,476,000 | 2,041 |
| Other domestic debt securities | $1,360,000 | 1,406 |
| Privately issued residential mortgage-backed securities | $1,360,000 | 316 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,148,000 | 3,972 |
| Mortgage-backed securities | $15,226,000 | 2,189 |
| Certificates of participation in pools of residential mortgages | $4,581,000 | 2,703 |
| Issued or guaranteed by U.S. | $3,221,000 | 2,936 |
| Privately issued | $1,360,000 | 108 |
| Collaterized mortgage obligations | $7,687,000 | 1,325 |
| CMOs issued by government agencies or sponsored agencies | $7,687,000 | 1,278 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $2,958,000 | 1,068 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $2,958,000 | 604 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $41,756,000 | 2,301 |
| Total debt securities | $41,759,000 | 2,470 |
| 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 | $39,073,000 | 2,608 |
| U.S. Government securities | $23,714,000 | 2,473 |
| U.S. Treasury securities | $6,914,000 | 547 |
| U.S. Government agency obligations | $16,800,000 | 2,787 |
| Securities issued by states & political subdivisions | $15,359,000 | 2,005 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,164,000 | 4,019 |
| Mortgage-backed securities | $11,244,000 | 2,514 |
| Certificates of participation in pools of residential mortgages | $3,528,000 | 2,973 |
| Issued or guaranteed by U.S. | $3,528,000 | 2,951 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,807,000 | 1,586 |
| CMOs issued by government agencies or sponsored agencies | $4,807,000 | 1,536 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $2,909,000 | 1,063 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $2,909,000 | 607 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $39,073,000 | 2,405 |
| Total debt securities | $39,074,000 | 2,587 |
| 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 | $40,984,000 | 2,562 |
| U.S. Government securities | $24,465,000 | 2,434 |
| U.S. Treasury securities | $6,932,000 | 523 |
| U.S. Government agency obligations | $17,533,000 | 2,748 |
| Securities issued by states & political subdivisions | $16,519,000 | 1,961 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,206,000 | 4,050 |
| Mortgage-backed securities | $11,691,000 | 2,521 |
| Certificates of participation in pools of residential mortgages | $3,758,000 | 2,962 |
| Issued or guaranteed by U.S. | $3,758,000 | 2,814 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $4,993,000 | 1,570 |
| CMOs issued by government agencies or sponsored agencies | $4,993,000 | 1,520 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $2,940,000 | 1,021 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $2,940,000 | 593 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $40,984,000 | 2,370 |
| Total debt securities | $40,987,000 | 2,547 |
| 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 | $44,650,000 | 2,458 |
| U.S. Government securities | $27,205,000 | 2,337 |
| U.S. Treasury securities | $9,931,000 | 426 |
| U.S. Government agency obligations | $17,274,000 | 2,847 |
| Securities issued by states & political subdivisions | $17,445,000 | 1,937 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,225,000 | 3,661 |
| Mortgage-backed securities | $11,052,000 | 2,574 |
| Certificates of participation in pools of residential mortgages | $3,968,000 | 2,965 |
| Issued or guaranteed by U.S. | $3,968,000 | 2,960 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,150,000 | 1,688 |
| CMOs issued by government agencies or sponsored agencies | $4,150,000 | 1,631 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $2,934,000 | 901 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $2,934,000 | 586 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $44,650,000 | 2,258 |
| Total debt securities | $44,649,000 | 2,440 |
| 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 | $39,164,000 | 2,683 |
| U.S. Government securities | $22,191,000 | 2,654 |
| U.S. Treasury securities | $3,979,000 | 664 |
| U.S. Government agency obligations | $18,212,000 | 2,795 |
| Securities issued by states & political subdivisions | $16,973,000 | 2,024 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,394,000 | 3,690 |
| Mortgage-backed securities | $11,476,000 | 2,566 |
| Certificates of participation in pools of residential mortgages | $4,136,000 | 2,977 |
| Issued or guaranteed by U.S. | $4,136,000 | 2,974 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $4,357,000 | 1,643 |
| CMOs issued by government agencies or sponsored agencies | $4,357,000 | 1,589 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $2,983,000 | 885 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $2,983,000 | 565 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $39,164,000 | 2,485 |
| Total debt securities | $39,163,000 | 2,665 |
| 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 | $37,440,000 | 2,785 |
| U.S. Government securities | $21,203,000 | 2,742 |
| U.S. Treasury securities | $4,024,000 | 613 |
| U.S. Government agency obligations | $17,179,000 | 2,931 |
| Securities issued by states & political subdivisions | $16,237,000 | 2,111 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,681,000 | 3,696 |
| Mortgage-backed securities | $11,995,000 | 2,547 |
| Certificates of participation in pools of residential mortgages | $4,381,000 | 2,983 |
| Issued or guaranteed by U.S. | $4,381,000 | 2,981 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $4,609,000 | 1,623 |
| CMOs issued by government agencies or sponsored agencies | $4,609,000 | 1,568 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $3,005,000 | 870 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $3,005,000 | 539 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $37,440,000 | 2,565 |
| Total debt securities | $37,440,000 | 2,769 |
| 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 | $36,504,000 | 2,883 |
| U.S. Government securities | $19,584,000 | 2,903 |
| U.S. Treasury securities | $4,027,000 | 628 |
| U.S. Government agency obligations | $15,557,000 | 3,108 |
| Securities issued by states & political subdivisions | $16,920,000 | 2,074 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,508,000 | 3,590 |
| Mortgage-backed securities | $11,344,000 | 2,633 |
| Certificates of participation in pools of residential mortgages | $4,532,000 | 2,995 |
| Issued or guaranteed by U.S. | $4,532,000 | 2,993 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,804,000 | 1,785 |
| CMOs issued by government agencies or sponsored agencies | $3,804,000 | 1,723 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $3,008,000 | 844 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $3,008,000 | 525 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $36,504,000 | 2,655 |
| Total debt securities | $36,503,000 | 2,863 |
| 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 | $40,641,000 | 2,729 |
| U.S. Government securities | $23,330,000 | 2,681 |
| U.S. Treasury securities | $4,011,000 | 667 |
| U.S. Government agency obligations | $19,319,000 | 2,843 |
| Securities issued by states & political subdivisions | $17,311,000 | 2,054 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,164,000 | 3,322 |
| Mortgage-backed securities | $13,964,000 | 2,444 |
| Certificates of participation in pools of residential mortgages | $10,040,000 | 2,234 |
| Issued or guaranteed by U.S. | $10,040,000 | 2,234 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $978,000 | 2,494 |
| CMOs issued by government agencies or sponsored agencies | $978,000 | 2,426 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $2,946,000 | 835 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $2,946,000 | 517 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $40,641,000 | 2,494 |
| Total debt securities | $40,642,000 | 2,713 |
| 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 | $44,349,000 | 2,563 |
| U.S. Government securities | $26,489,000 | 2,492 |
| U.S. Treasury securities | $3,994,000 | 669 |
| U.S. Government agency obligations | $22,495,000 | 2,595 |
| Securities issued by states & political subdivisions | $17,860,000 | 2,020 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,206,000 | 3,335 |
| Mortgage-backed securities | $18,875,000 | 2,085 |
| Certificates of participation in pools of residential mortgages | $16,344,000 | 1,755 |
| Issued or guaranteed by U.S. | $16,344,000 | 1,754 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,102,000 | 2,455 |
| CMOs issued by government agencies or sponsored agencies | $1,102,000 | 2,382 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $1,429,000 | 1,016 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $1,429,000 | 655 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $44,349,000 | 2,335 |
| Total debt securities | $44,348,000 | 2,543 |
| 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 | $45,589,000 | 2,540 |
| U.S. Government securities | $25,832,000 | 2,520 |
| U.S. Treasury securities | $2,074,000 | 729 |
| U.S. Government agency obligations | $23,758,000 | 2,531 |
| Securities issued by states & political subdivisions | $19,757,000 | 1,899 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,602,000 | 3,319 |
| Mortgage-backed securities | $19,968,000 | 2,033 |
| Certificates of participation in pools of residential mortgages | $17,150,000 | 1,698 |
| Issued or guaranteed by U.S. | $17,150,000 | 1,698 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,318,000 | 2,398 |
| CMOs issued by government agencies or sponsored agencies | $1,318,000 | 2,328 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $1,500,000 | 963 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $1,500,000 | 630 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $45,589,000 | 2,306 |
| Total debt securities | $45,589,000 | 2,516 |
| 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 | $49,243,000 | 2,443 |
| U.S. Government securities | $27,840,000 | 2,476 |
| U.S. Treasury securities | $2,091,000 | 755 |
| U.S. Government agency obligations | $25,749,000 | 2,485 |
| Securities issued by states & political subdivisions | $21,403,000 | 1,791 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,859,000 | 3,341 |
| Mortgage-backed securities | $20,663,000 | 2,021 |
| Certificates of participation in pools of residential mortgages | $17,727,000 | 1,673 |
| Issued or guaranteed by U.S. | $17,727,000 | 1,669 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,922,000 | 2,224 |
| CMOs issued by government agencies or sponsored agencies | $1,922,000 | 2,153 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $1,014,000 | 1,002 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $1,014,000 | 674 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $49,243,000 | 2,220 |
| Total debt securities | $49,240,000 | 2,419 |
| 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 | $47,946,000 | 2,529 |
| U.S. Government securities | $28,190,000 | 2,510 |
| U.S. Treasury securities | $2,059,000 | 767 |
| U.S. Government agency obligations | $26,131,000 | 2,543 |
| Securities issued by states & political subdivisions | $19,756,000 | 1,867 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,888,000 | 3,361 |
| Mortgage-backed securities | $20,891,000 | 2,014 |
| Certificates of participation in pools of residential mortgages | $17,719,000 | 1,684 |
| Issued or guaranteed by U.S. | $17,719,000 | 1,682 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,161,000 | 2,166 |
| CMOs issued by government agencies or sponsored agencies | $2,161,000 | 2,106 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $1,011,000 | 972 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $1,011,000 | 653 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $47,946,000 | 2,292 |
| Total debt securities | $47,944,000 | 2,509 |
| 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 | $45,539,000 | 2,635 |
| U.S. Government securities | $26,240,000 | 2,638 |
| U.S. Treasury securities | $5,055,000 | 559 |
| U.S. Government agency obligations | $21,185,000 | 2,867 |
| Securities issued by states & political subdivisions | $19,299,000 | 1,912 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,919,000 | 3,119 |
| Mortgage-backed securities | $15,596,000 | 2,359 |
| Certificates of participation in pools of residential mortgages | $12,226,000 | 2,106 |
| Issued or guaranteed by U.S. | $12,226,000 | 2,103 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,364,000 | 2,134 |
| CMOs issued by government agencies or sponsored agencies | $2,364,000 | 2,070 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $1,006,000 | 922 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $1,006,000 | 598 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $45,539,000 | 2,406 |
| Total debt securities | $45,540,000 | 2,617 |
| 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 | $43,212,000 | 2,732 |
| U.S. Government securities | $22,741,000 | 2,920 |
| U.S. Treasury securities | $4,096,000 | 591 |
| U.S. Government agency obligations | $18,645,000 | 3,137 |
| Securities issued by states & political subdivisions | $20,471,000 | 1,840 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,267,000 | 3,101 |
| Mortgage-backed securities | $12,846,000 | 2,604 |
| Certificates of participation in pools of residential mortgages | $11,279,000 | 2,223 |
| Issued or guaranteed by U.S. | $11,279,000 | 2,222 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,567,000 | 2,400 |
| CMOs issued by government agencies or sponsored agencies | $1,567,000 | 2,329 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $43,212,000 | 2,504 |
| Total debt securities | $43,211,000 | 2,708 |
| 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 | $36,335,000 | 3,111 |
| U.S. Government securities | $20,487,000 | 3,175 |
| U.S. Treasury securities | $1,007,000 | 1,004 |
| U.S. Government agency obligations | $19,480,000 | 3,170 |
| Securities issued by states & political subdivisions | $15,848,000 | 2,182 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,565,000 | 3,228 |
| Mortgage-backed securities | $13,143,000 | 2,637 |
| Certificates of participation in pools of residential mortgages | $11,163,000 | 2,293 |
| Issued or guaranteed by U.S. | $11,163,000 | 2,292 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,980,000 | 2,325 |
| CMOs issued by government agencies or sponsored agencies | $1,980,000 | 2,252 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $36,335,000 | 2,839 |
| Total debt securities | $36,336,000 | 3,085 |
| 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 | $36,619,000 | 3,149 |
| U.S. Government securities | $20,885,000 | 3,211 |
| U.S. Treasury securities | $1,012,000 | 984 |
| U.S. Government agency obligations | $19,873,000 | 3,185 |
| Securities issued by states & political subdivisions | $15,734,000 | 2,186 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,173,000 | 3,176 |
| Mortgage-backed securities | $14,382,000 | 2,575 |
| Certificates of participation in pools of residential mortgages | $11,754,000 | 2,258 |
| Issued or guaranteed by U.S. | $11,754,000 | 2,258 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,628,000 | 2,170 |
| CMOs issued by government agencies or sponsored agencies | $2,628,000 | 2,099 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $36,619,000 | 2,874 |
| Total debt securities | $36,619,000 | 3,122 |
| 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 | $37,034,000 | 3,165 |
| U.S. Government securities | $22,104,000 | 3,177 |
| U.S. Treasury securities | $1,001,000 | 1,019 |
| U.S. Government agency obligations | $21,103,000 | 3,144 |
| Securities issued by states & political subdivisions | $14,930,000 | 2,267 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,253,000 | 3,328 |
| Mortgage-backed securities | $15,294,000 | 2,547 |
| Certificates of participation in pools of residential mortgages | $12,141,000 | 2,274 |
| Issued or guaranteed by U.S. | $12,141,000 | 2,272 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,153,000 | 2,113 |
| CMOs issued by government agencies or sponsored agencies | $3,153,000 | 2,044 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $37,034,000 | 2,894 |
| Total debt securities | $37,035,000 | 3,138 |
| 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 | $39,725,000 | 3,078 |
| U.S. Government securities | $23,429,000 | 3,168 |
| U.S. Treasury securities | $995,000 | 1,055 |
| U.S. Government agency obligations | $22,434,000 | 3,135 |
| Securities issued by states & political subdivisions | $16,296,000 | 2,145 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,745,000 | 3,425 |
| Mortgage-backed securities | $16,365,000 | 2,540 |
| Certificates of participation in pools of residential mortgages | $12,594,000 | 2,306 |
| Issued or guaranteed by U.S. | $12,594,000 | 2,304 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,771,000 | 2,037 |
| CMOs issued by government agencies or sponsored agencies | $3,771,000 | 1,958 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $39,725,000 | 2,805 |
| Total debt securities | $39,726,000 | 3,056 |
| 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 | $44,458,000 | 2,899 |
| U.S. Government securities | $24,954,000 | 3,080 |
| U.S. Treasury securities | $998,000 | 1,004 |
| U.S. Government agency obligations | $23,956,000 | 3,061 |
| Securities issued by states & political subdivisions | $19,504,000 | 1,890 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,426,000 | 3,344 |
| Mortgage-backed securities | $17,532,000 | 2,487 |
| Certificates of participation in pools of residential mortgages | $13,206,000 | 2,278 |
| Issued or guaranteed by U.S. | $13,206,000 | 2,277 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,326,000 | 1,967 |
| CMOs issued by government agencies or sponsored agencies | $4,326,000 | 1,884 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $44,458,000 | 2,641 |
| Total debt securities | $44,458,000 | 2,874 |
| 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 | $48,014,000 | 2,761 |
| U.S. Government securities | $30,466,000 | 2,733 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $30,466,000 | 2,658 |
| Securities issued by states & political subdivisions | $17,548,000 | 2,063 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,232,000 | 3,400 |
| Mortgage-backed securities | $23,648,000 | 2,120 |
| Certificates of participation in pools of residential mortgages | $15,666,000 | 2,077 |
| Issued or guaranteed by U.S. | $15,666,000 | 2,076 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $7,982,000 | 1,512 |
| CMOs issued by government agencies or sponsored agencies | $7,982,000 | 1,446 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $48,014,000 | 2,513 |
| Total debt securities | $48,016,000 | 2,733 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $45,306,000 | 2,883 |
| U.S. Government securities | $30,992,000 | 2,682 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $30,992,000 | 2,611 |
| Securities issued by states & political subdivisions | $14,314,000 | 2,369 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,918,000 | 3,301 |
| Mortgage-backed securities | $23,438,000 | 2,149 |
| Certificates of participation in pools of residential mortgages | $14,639,000 | 2,178 |
| Issued or guaranteed by U.S. | $14,639,000 | 2,178 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $8,799,000 | 1,443 |
| CMOs issued by government agencies or sponsored agencies | $8,799,000 | 1,379 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $45,306,000 | 2,627 |
| Total debt securities | $45,306,000 | 2,853 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $54,883,000 | 2,506 |
| U.S. Government securities | $37,035,000 | 2,399 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $37,035,000 | 2,332 |
| Securities issued by states & political subdivisions | $17,848,000 | 2,026 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,479,000 | 3,354 |
| Mortgage-backed securities | $29,158,000 | 1,904 |
| Certificates of participation in pools of residential mortgages | $15,633,000 | 2,108 |
| Issued or guaranteed by U.S. | $15,633,000 | 2,106 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $13,525,000 | 1,177 |
| CMOs issued by government agencies or sponsored agencies | $13,525,000 | 1,110 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $54,883,000 | 2,270 |
| Total debt securities | $54,882,000 | 2,481 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $53,191,000 | 2,564 |
| U.S. Government securities | $36,231,000 | 2,431 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $36,231,000 | 2,364 |
| Securities issued by states & political subdivisions | $16,960,000 | 2,098 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,138,000 | 3,411 |
| Mortgage-backed securities | $27,856,000 | 1,939 |
| Certificates of participation in pools of residential mortgages | $13,977,000 | 2,226 |
| Issued or guaranteed by U.S. | $13,977,000 | 2,224 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $13,879,000 | 1,188 |
| CMOs issued by government agencies or sponsored agencies | $13,879,000 | 1,112 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $53,191,000 | 2,330 |
| Total debt securities | $53,185,000 | 2,537 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $49,437,000 | 2,726 |
| U.S. Government securities | $32,255,000 | 2,678 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $32,255,000 | 2,618 |
| Securities issued by states & political subdivisions | $17,182,000 | 2,069 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,618,000 | 3,754 |
| Mortgage-backed securities | $23,513,000 | 2,188 |
| Certificates of participation in pools of residential mortgages | $10,808,000 | 2,569 |
| Issued or guaranteed by U.S. | $10,808,000 | 2,568 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $12,705,000 | 1,271 |
| CMOs issued by government agencies or sponsored agencies | $12,705,000 | 1,197 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $49,437,000 | 2,524 |
| Total debt securities | $49,440,000 | 2,698 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $54,269,000 | 2,481 |
| U.S. Government securities | $36,363,000 | 2,402 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $36,363,000 | 2,343 |
| Securities issued by states & political subdivisions | $17,906,000 | 1,970 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,721,000 | 2,809 |
| Mortgage-backed securities | $26,070,000 | 2,056 |
| Certificates of participation in pools of residential mortgages | $11,832,000 | 2,443 |
| Issued or guaranteed by U.S. | $11,832,000 | 2,441 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $14,238,000 | 1,236 |
| CMOs issued by government agencies or sponsored agencies | $14,238,000 | 1,155 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $54,269,000 | 2,278 |
| Total debt securities | $54,268,000 | 2,457 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $55,862,000 | 2,450 |
| U.S. Government securities | $38,314,000 | 2,360 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $38,314,000 | 2,310 |
| Securities issued by states & political subdivisions | $17,548,000 | 1,957 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,672,000 | 2,718 |
| Mortgage-backed securities | $29,159,000 | 2,016 |
| Certificates of participation in pools of residential mortgages | $12,799,000 | 2,470 |
| Issued or guaranteed by U.S. | $12,799,000 | 2,469 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $16,360,000 | 1,205 |
| CMOs issued by government agencies or sponsored agencies | $16,360,000 | 1,126 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $55,862,000 | 2,240 |
| Total debt securities | $55,864,000 | 2,427 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $54,709,000 | 2,496 |
| U.S. Government securities | $38,437,000 | 2,395 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $38,437,000 | 2,343 |
| Securities issued by states & political subdivisions | $16,272,000 | 2,028 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,030,000 | 2,801 |
| Mortgage-backed securities | $28,817,000 | 2,047 |
| Certificates of participation in pools of residential mortgages | $13,501,000 | 2,422 |
| Issued or guaranteed by U.S. | $13,501,000 | 2,420 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $15,316,000 | 1,268 |
| CMOs issued by government agencies or sponsored agencies | $15,316,000 | 1,181 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $54,709,000 | 2,281 |
| Total debt securities | $54,709,000 | 2,473 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $49,853,000 | 2,678 |
| U.S. Government securities | $33,431,000 | 2,675 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $33,431,000 | 2,620 |
| Securities issued by states & political subdivisions | $16,422,000 | 1,936 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,878,000 | 3,101 |
| Mortgage-backed securities | $25,037,000 | 2,240 |
| Certificates of participation in pools of residential mortgages | $11,253,000 | 2,684 |
| Issued or guaranteed by U.S. | $11,253,000 | 2,682 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $13,784,000 | 1,388 |
| CMOs issued by government agencies or sponsored agencies | $13,784,000 | 1,282 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $49,853,000 | 2,450 |
| Total debt securities | $49,852,000 | 2,660 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $49,236,000 | 2,621 |
| U.S. Government securities | $32,088,000 | 2,662 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $32,088,000 | 2,603 |
| Securities issued by states & political subdivisions | $17,148,000 | 1,828 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,972,000 | 2,685 |
| Mortgage-backed securities | $23,254,000 | 2,245 |
| Certificates of participation in pools of residential mortgages | $8,692,000 | 2,903 |
| Issued or guaranteed by U.S. | $8,692,000 | 2,903 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $14,562,000 | 1,314 |
| CMOs issued by government agencies or sponsored agencies | $14,562,000 | 1,162 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $49,236,000 | 2,383 |
| Total debt securities | $49,236,000 | 2,600 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $44,763,000 | 2,750 |
| U.S. Government securities | $31,559,000 | 2,633 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $31,559,000 | 2,565 |
| Securities issued by states & political subdivisions | $13,204,000 | 2,160 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,459,000 | 2,510 |
| Mortgage-backed securities | $21,324,000 | 2,317 |
| Certificates of participation in pools of residential mortgages | $7,934,000 | 2,968 |
| Issued or guaranteed by U.S. | $7,934,000 | 2,964 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $13,390,000 | 1,370 |
| CMOs issued by government agencies or sponsored agencies | $13,390,000 | 1,217 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $44,763,000 | 2,509 |
| Total debt securities | $44,763,000 | 2,724 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $44,585,000 | 2,777 |
| U.S. Government securities | $31,496,000 | 2,696 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $31,496,000 | 2,617 |
| Securities issued by states & political subdivisions | $13,089,000 | 2,121 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,181,000 | 2,581 |
| Mortgage-backed securities | $19,613,000 | 2,384 |
| Certificates of participation in pools of residential mortgages | $9,689,000 | 2,674 |
| Issued or guaranteed by U.S. | $9,689,000 | 2,667 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $9,924,000 | 1,569 |
| CMOs issued by government agencies or sponsored agencies | $9,924,000 | 1,392 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $44,585,000 | 2,531 |
| Total debt securities | $44,585,000 | 2,756 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $40,421,000 | 2,958 |
| U.S. Government securities | $28,328,000 | 2,902 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $28,328,000 | 2,816 |
| Securities issued by states & political subdivisions | $12,093,000 | 2,207 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,254,000 | 2,032 |
| Mortgage-backed securities | $18,391,000 | 2,427 |
| Certificates of participation in pools of residential mortgages | $8,986,000 | 2,713 |
| Issued or guaranteed by U.S. | $8,986,000 | 2,708 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $9,405,000 | 1,586 |
| CMOs issued by government agencies or sponsored agencies | $9,405,000 | 1,398 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $40,421,000 | 2,682 |
| Total debt securities | $40,421,000 | 2,936 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $37,082,000 | 3,053 |
| U.S. Government securities | $26,091,000 | 2,915 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $26,091,000 | 2,825 |
| Securities issued by states & political subdivisions | $10,991,000 | 2,325 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,865,000 | 2,004 |
| Mortgage-backed securities | $19,173,000 | 2,287 |
| Certificates of participation in pools of residential mortgages | $10,292,000 | 2,424 |
| Issued or guaranteed by U.S. | $10,292,000 | 2,420 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $8,881,000 | 1,580 |
| CMOs issued by government agencies or sponsored agencies | $8,881,000 | 1,390 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $37,082,000 | 2,776 |
| Total debt securities | $37,083,000 | 3,032 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,331 |
| Fair value | $1,004,000 | 2,372 |
| 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 | $34,969,000 | 3,157 |
| U.S. Government securities | $22,138,000 | 3,212 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $22,138,000 | 3,104 |
| Securities issued by states & political subdivisions | $12,831,000 | 2,010 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,978,000 | 2,126 |
| Mortgage-backed securities | $15,113,000 | 2,582 |
| Certificates of participation in pools of residential mortgages | $9,921,000 | 2,419 |
| Issued or guaranteed by U.S. | $9,921,000 | 2,415 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,192,000 | 1,938 |
| CMOs issued by government agencies or sponsored agencies | $5,192,000 | 1,718 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $34,969,000 | 2,860 |
| Total debt securities | $34,970,000 | 3,128 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,383 |
| Fair value | $1,008,000 | 2,433 |
| 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 | $33,627,000 | 3,228 |
| U.S. Government securities | $20,823,000 | 3,408 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $20,823,000 | 3,321 |
| Securities issued by states & political subdivisions | $12,804,000 | 1,916 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,662,000 | 2,342 |
| Mortgage-backed securities | $13,463,000 | 2,732 |
| Certificates of participation in pools of residential mortgages | $8,776,000 | 2,616 |
| Issued or guaranteed by U.S. | $8,776,000 | 2,609 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $4,687,000 | 1,952 |
| CMOs issued by government agencies or sponsored agencies | $4,687,000 | 1,709 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $33,627,000 | 2,919 |
| Total debt securities | $33,626,000 | 3,193 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,961 |
| Fair value | $2,002,000 | 2,086 |
| 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 | $33,351,000 | 3,277 |
| U.S. Government securities | $22,203,000 | 3,325 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $22,203,000 | 3,237 |
| Securities issued by states & political subdivisions | $11,148,000 | 2,092 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,973,000 | 2,212 |
| Mortgage-backed securities | $13,325,000 | 2,829 |
| Certificates of participation in pools of residential mortgages | $9,371,000 | 2,617 |
| Issued or guaranteed by U.S. | $9,371,000 | 2,609 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,954,000 | 2,035 |
| CMOs issued by government agencies or sponsored agencies | $3,954,000 | 1,764 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $33,351,000 | 2,950 |
| Total debt securities | $33,350,000 | 3,246 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,272 |
| Fair value | $3,497,000 | 1,281 |
| 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 | $31,187,000 | 3,401 |
| U.S. Government securities | $19,377,000 | 3,589 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $19,377,000 | 3,513 |
| Securities issued by states & political subdivisions | $11,810,000 | 2,012 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,143,000 | 1,908 |
| Mortgage-backed securities | $11,320,000 | 3,096 |
| Certificates of participation in pools of residential mortgages | $9,307,000 | 2,684 |
| Issued or guaranteed by U.S. | $9,307,000 | 2,677 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,013,000 | 2,471 |
| CMOs issued by government agencies or sponsored agencies | $2,013,000 | 2,157 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $31,187,000 | 3,079 |
| Total debt securities | $31,187,000 | 3,369 |
| 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 | $34,817,000 | 3,164 |
| U.S. Government securities | $23,583,000 | 3,147 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $23,583,000 | 3,080 |
| Securities issued by states & political subdivisions | $11,234,000 | 2,085 |
| 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 | $25,201,000 | 1,888 |
| Mortgage-backed securities | $14,466,000 | 2,795 |
| Certificates of participation in pools of residential mortgages | $12,288,000 | 2,375 |
| Issued or guaranteed by U.S. | $12,288,000 | 2,365 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,178,000 | 2,413 |
| CMOs issued by government agencies or sponsored agencies | $2,178,000 | 2,075 |
| 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) | $34,817,000 | 2,837 |
| Total debt securities | $34,817,000 | 3,128 |
| 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 | $27,765,000 | 3,628 |
| U.S. Government securities | $16,019,000 | 3,968 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $16,019,000 | 3,884 |
| Securities issued by states & political subdivisions | $11,746,000 | 1,985 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,148,000 | 1,860 |
| Mortgage-backed securities | $7,820,000 | 3,701 |
| Certificates of participation in pools of residential mortgages | $7,767,000 | 3,077 |
| Issued or guaranteed by U.S. | $7,767,000 | 3,065 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $53,000 | 3,627 |
| CMOs issued by government agencies or sponsored agencies | $53,000 | 3,257 |
| 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) | $27,765,000 | 3,260 |
| Total debt securities | $27,765,000 | 3,585 |
| Structured notes | ||
| Amortized cost | $1,004,000 | 1,115 |
| Fair value | $1,036,000 | 1,117 |
| 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 | $30,538,000 | 3,429 |
| U.S. Government securities | $16,855,000 | 3,907 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $16,855,000 | 3,833 |
| Securities issued by states & political subdivisions | $13,683,000 | 1,675 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,554,000 | 1,804 |
| Mortgage-backed securities | $8,618,000 | 3,635 |
| Certificates of participation in pools of residential mortgages | $8,561,000 | 2,984 |
| Issued or guaranteed by U.S. | $8,561,000 | 2,971 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $57,000 | 3,633 |
| CMOs issued by government agencies or sponsored agencies | $57,000 | 3,255 |
| 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) | $30,538,000 | 3,057 |
| Total debt securities | $30,537,000 | 3,396 |
| Structured notes | ||
| Amortized cost | $1,005,000 | 887 |
| Fair value | $1,035,000 | 883 |
| 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 | $32,692,000 | 3,250 |
| U.S. Government securities | $18,832,000 | 3,706 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $18,832,000 | 3,633 |
| Securities issued by states & political subdivisions | $13,860,000 | 1,619 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,820,000 | 1,699 |
| Mortgage-backed securities | $9,008,000 | 3,490 |
| Certificates of participation in pools of residential mortgages | $8,950,000 | 2,877 |
| Issued or guaranteed by U.S. | $8,950,000 | 2,863 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $58,000 | 3,599 |
| CMOs issued by government agencies or sponsored agencies | $58,000 | 3,248 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $32,692,000 | 2,897 |
| Total debt securities | $32,690,000 | 3,212 |
| Structured notes | ||
| Amortized cost | $1,005,000 | 932 |
| Fair value | $1,005,000 | 978 |
| 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 | $32,092,000 | 3,238 |
| U.S. Government securities | $17,748,000 | 3,795 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $17,748,000 | 3,716 |
| Securities issued by states & political subdivisions | $14,344,000 | 1,538 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,250,000 | 1,602 |
| Mortgage-backed securities | $9,169,000 | 3,374 |
| Certificates of participation in pools of residential mortgages | $9,110,000 | 2,783 |
| Issued or guaranteed by U.S. | $9,110,000 | 2,769 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $59,000 | 3,522 |
| CMOs issued by government agencies or sponsored agencies | $59,000 | 3,163 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $32,092,000 | 2,882 |
| Total debt securities | $32,092,000 | 3,202 |
| 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 | $35,648,000 | 3,023 |
| U.S. Government securities | $18,891,000 | 3,683 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $18,891,000 | 3,608 |
| Securities issued by states & political subdivisions | $16,757,000 | 1,335 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,641,000 | 1,491 |
| Mortgage-backed securities | $10,364,000 | 3,206 |
| Certificates of participation in pools of residential mortgages | $10,303,000 | 2,607 |
| Issued or guaranteed by U.S. | $10,303,000 | 2,590 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $61,000 | 3,531 |
| CMOs issued by government agencies or sponsored agencies | $61,000 | 3,195 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $35,648,000 | 2,702 |
| Total debt securities | $35,648,000 | 2,985 |
| 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 | $40,404,000 | 2,737 |
| U.S. Government securities | $22,077,000 | 3,287 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $22,077,000 | 3,234 |
| Securities issued by states & political subdivisions | $18,327,000 | 1,218 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,440,000 | 1,797 |
| Mortgage-backed securities | $11,197,000 | 3,019 |
| Certificates of participation in pools of residential mortgages | $11,130,000 | 2,399 |
| Issued or guaranteed by U.S. | $11,130,000 | 2,385 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $67,000 | 3,511 |
| CMOs issued by government agencies or sponsored agencies | $67,000 | 3,170 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $40,404,000 | 2,435 |
| Total debt securities | $40,404,000 | 2,700 |
| 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 | $39,285,000 | 2,806 |
| U.S. Government securities | $22,207,000 | 3,322 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $22,207,000 | 3,254 |
| Securities issued by states & political subdivisions | $17,078,000 | 1,298 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,310,000 | 1,793 |
| Mortgage-backed securities | $11,520,000 | 2,706 |
| Certificates of participation in pools of residential mortgages | $11,451,000 | 2,124 |
| Issued or guaranteed by U.S. | $11,451,000 | 2,112 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $69,000 | 3,435 |
| CMOs issued by government agencies or sponsored agencies | $69,000 | 3,112 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $39,285,000 | 2,470 |
| Total debt securities | $39,283,000 | 2,763 |
| 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 | $33,815,000 | 3,165 |
| U.S. Government securities | $22,303,000 | 3,357 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $22,303,000 | 3,290 |
| Securities issued by states & political subdivisions | $11,512,000 | 1,797 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,235,000 | 2,250 |
| Mortgage-backed securities | $9,310,000 | 2,837 |
| Certificates of participation in pools of residential mortgages | $9,239,000 | 2,220 |
| Issued or guaranteed by U.S. | $9,239,000 | 2,211 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $71,000 | 3,402 |
| CMOs issued by government agencies or sponsored agencies | $71,000 | 3,076 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $33,815,000 | 2,772 |
| Total debt securities | $33,816,000 | 3,123 |
| 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 | $26,227,000 | 3,768 |
| U.S. Government securities | $18,299,000 | 3,880 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $18,299,000 | 3,786 |
| Securities issued by states & political subdivisions | $7,928,000 | 2,383 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,474,000 | 2,318 |
| Mortgage-backed securities | $4,502,000 | 3,778 |
| Certificates of participation in pools of residential mortgages | $4,428,000 | 3,161 |
| Issued or guaranteed by U.S. | $4,428,000 | 3,149 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $74,000 | 3,374 |
| CMOs issued by government agencies or sponsored agencies | $74,000 | 3,056 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $26,227,000 | 3,316 |
| Total debt securities | $26,225,000 | 3,719 |
| 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 | $25,732,000 | 3,823 |
| U.S. Government securities | $19,445,000 | 3,729 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $19,445,000 | 3,636 |
| Securities issued by states & political subdivisions | $6,287,000 | 2,748 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,172,000 | 1,946 |
| Mortgage-backed securities | $3,301,000 | 4,190 |
| Certificates of participation in pools of residential mortgages | $3,221,000 | 3,617 |
| Issued or guaranteed by U.S. | $3,221,000 | 3,600 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $80,000 | 3,348 |
| CMOs issued by government agencies or sponsored agencies | $80,000 | 3,050 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $25,732,000 | 3,356 |
| Total debt securities | $25,732,000 | 3,776 |
| 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 | $21,205,000 | 4,376 |
| U.S. Government securities | $16,746,000 | 4,200 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $16,746,000 | 4,093 |
| Securities issued by states & political subdivisions | $4,459,000 | 3,277 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,743,000 | 2,138 |
| Mortgage-backed securities | $3,428,000 | 4,150 |
| Certificates of participation in pools of residential mortgages | $3,344,000 | 3,580 |
| Issued or guaranteed by U.S. | $3,344,000 | 3,568 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $84,000 | 3,345 |
| CMOs issued by government agencies or sponsored agencies | $84,000 | 3,049 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $21,205,000 | 3,834 |
| Total debt securities | $21,204,000 | 4,321 |
| 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 | $18,153,000 | 4,850 |
| U.S. Government securities | $14,253,000 | 4,659 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $14,253,000 | 4,527 |
| Securities issued by states & political subdivisions | $3,900,000 | 3,449 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,314,000 | 2,427 |
| Mortgage-backed securities | $2,483,000 | 4,485 |
| Certificates of participation in pools of residential mortgages | $2,395,000 | 3,954 |
| Issued or guaranteed by U.S. | $2,395,000 | 3,933 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $88,000 | 3,317 |
| CMOs issued by government agencies or sponsored agencies | $88,000 | 3,023 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $18,153,000 | 4,242 |
| Total debt securities | $18,154,000 | 4,797 |
| 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 | $18,745,000 | 4,739 |
| U.S. Government securities | $14,731,000 | 4,562 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $14,731,000 | 4,424 |
| Securities issued by states & political subdivisions | $4,014,000 | 3,395 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,172,000 | 2,655 |
| Mortgage-backed securities | $2,571,000 | 4,448 |
| Certificates of participation in pools of residential mortgages | $2,479,000 | 3,922 |
| Issued or guaranteed by U.S. | $2,479,000 | 3,906 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $92,000 | 3,335 |
| CMOs issued by government agencies or sponsored agencies | $92,000 | 3,023 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $18,745,000 | 4,121 |
| Total debt securities | $18,747,000 | 4,688 |
| 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 | $21,519,000 | 4,418 |
| U.S. Government securities | $17,474,000 | 4,173 |
| U.S. Treasury securities | $299,000 | 1,512 |
| U.S. Government agency obligations | $17,175,000 | 4,072 |
| Securities issued by states & political subdivisions | $4,045,000 | 3,389 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,275,000 | 2,044 |
| Mortgage-backed securities | $2,716,000 | 4,417 |
| Certificates of participation in pools of residential mortgages | $2,614,000 | 3,902 |
| Issued or guaranteed by U.S. | $2,614,000 | 3,886 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $102,000 | 3,327 |
| CMOs issued by government agencies or sponsored agencies | $102,000 | 3,009 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $21,519,000 | 3,825 |
| Total debt securities | $21,518,000 | 4,356 |
| 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 | $16,284,000 | 5,171 |
| U.S. Government securities | $12,458,000 | 5,040 |
| U.S. Treasury securities | $298,000 | 1,531 |
| U.S. Government agency obligations | $12,160,000 | 4,930 |
| Securities issued by states & political subdivisions | $3,826,000 | 3,500 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,283,000 | 2,494 |
| Mortgage-backed securities | $2,855,000 | 4,394 |
| Certificates of participation in pools of residential mortgages | $2,744,000 | 3,860 |
| Issued or guaranteed by U.S. | $2,744,000 | 3,845 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $111,000 | 3,314 |
| CMOs issued by government agencies or sponsored agencies | $111,000 | 3,007 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $16,284,000 | 4,506 |
| Total debt securities | $16,284,000 | 5,121 |
| 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 | $17,688,000 | 4,947 |
| U.S. Government securities | $13,186,000 | 4,860 |
| U.S. Treasury securities | $297,000 | 1,572 |
| U.S. Government agency obligations | $12,889,000 | 4,784 |
| Securities issued by states & political subdivisions | $4,502,000 | 3,231 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,834,000 | 2,505 |
| Mortgage-backed securities | $3,053,000 | 4,372 |
| Certificates of participation in pools of residential mortgages | $2,927,000 | 3,838 |
| Issued or guaranteed by U.S. | $2,927,000 | 3,825 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $126,000 | 3,312 |
| CMOs issued by government agencies or sponsored agencies | $126,000 | 3,003 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $17,688,000 | 4,291 |
| Total debt securities | $17,689,000 | 4,895 |
| 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 | $18,227,000 | 4,897 |
| U.S. Government securities | $13,557,000 | 4,826 |
| U.S. Treasury securities | $297,000 | 1,638 |
| U.S. Government agency obligations | $13,260,000 | 4,748 |
| Securities issued by states & political subdivisions | $4,670,000 | 3,151 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,449,000 | 2,810 |
| Mortgage-backed securities | $3,399,000 | 4,334 |
| Certificates of participation in pools of residential mortgages | $3,256,000 | 3,787 |
| Issued or guaranteed by U.S. | $3,256,000 | 3,772 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $143,000 | 3,312 |
| CMOs issued by government agencies or sponsored agencies | $143,000 | 3,011 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $18,227,000 | 4,258 |
| Total debt securities | $18,228,000 | 4,841 |
| 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 | $21,476,000 | 4,514 |
| U.S. Government securities | $16,826,000 | 4,323 |
| U.S. Treasury securities | $296,000 | 1,746 |
| U.S. Government agency obligations | $16,530,000 | 4,238 |
| Securities issued by states & political subdivisions | $4,650,000 | 3,145 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,862,000 | 2,742 |
| Mortgage-backed securities | $3,692,000 | 4,306 |
| Certificates of participation in pools of residential mortgages | $3,534,000 | 3,774 |
| Issued or guaranteed by U.S. | $3,534,000 | 3,765 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $158,000 | 3,338 |
| CMOs issued by government agencies or sponsored agencies | $158,000 | 3,047 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $21,476,000 | 3,918 |
| Total debt securities | $21,476,000 | 4,454 |
| 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 | $19,661,000 | 4,778 |
| U.S. Government securities | $15,932,000 | 4,473 |
| U.S. Treasury securities | $298,000 | 1,745 |
| U.S. Government agency obligations | $15,634,000 | 4,396 |
| Securities issued by states & political subdivisions | $3,729,000 | 3,530 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,198,000 | 2,957 |
| Mortgage-backed securities | $2,659,000 | 4,750 |
| Certificates of participation in pools of residential mortgages | $2,479,000 | 4,236 |
| Issued or guaranteed by U.S. | $2,479,000 | 4,223 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $180,000 | 3,343 |
| CMOs issued by government agencies or sponsored agencies | $180,000 | 3,043 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $19,661,000 | 4,138 |
| Total debt securities | $19,661,000 | 4,715 |
| 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 | $14,955,000 | 5,520 |
| U.S. Government securities | $12,407,000 | 5,170 |
| U.S. Treasury securities | $299,000 | 1,757 |
| U.S. Government agency obligations | $12,108,000 | 5,079 |
| Securities issued by states & political subdivisions | $2,548,000 | 4,029 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,262,000 | 2,905 |
| Mortgage-backed securities | $2,530,000 | 4,831 |
| Certificates of participation in pools of residential mortgages | $2,328,000 | 4,336 |
| Issued or guaranteed by U.S. | $2,328,000 | 4,324 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $202,000 | 3,339 |
| CMOs issued by government agencies or sponsored agencies | $202,000 | 3,044 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $14,955,000 | 4,833 |
| Total debt securities | $14,954,000 | 5,456 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,417 |
| Fair value | $500,000 | 2,486 |
| 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 | $10,191,000 | 6,539 |
| U.S. Government securities | $7,697,000 | 6,383 |
| U.S. Treasury securities | $298,000 | 1,873 |
| U.S. Government agency obligations | $7,399,000 | 6,298 |
| Securities issued by states & political subdivisions | $2,494,000 | 4,073 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,317,000 | 4,161 |
| Mortgage-backed securities | $1,032,000 | 5,677 |
| Certificates of participation in pools of residential mortgages | $809,000 | 5,376 |
| Issued or guaranteed by U.S. | $809,000 | 5,360 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $223,000 | 3,371 |
| CMOs issued by government agencies or sponsored agencies | $223,000 | 3,083 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $10,191,000 | 5,782 |
| Total debt securities | $10,192,000 | 6,465 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,383 |
| Fair value | $498,000 | 2,429 |
| 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 | $12,443,000 | 6,037 |
| U.S. Government securities | $11,962,000 | 5,253 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $11,962,000 | 5,104 |
| Securities issued by states & political subdivisions | $481,000 | 5,784 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,166,000 | 2,887 |
| Mortgage-backed securities | $277,000 | 6,436 |
| 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 | $277,000 | 3,377 |
| CMOs issued by government agencies or sponsored agencies | $277,000 | 3,088 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $12,443,000 | 5,319 |
| Total debt securities | $12,443,000 | 5,958 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,158 |
| Fair value | $500,000 | 2,306 |
| 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 | $7,032,000 | 7,305 |
| U.S. Government securities | $6,494,000 | 6,758 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $6,494,000 | 6,584 |
| Securities issued by states & political subdivisions | $538,000 | 5,739 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,735,000 | 3,924 |
| Mortgage-backed securities | $297,000 | 6,449 |
| 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 | $297,000 | 3,402 |
| CMOs issued by government agencies or sponsored agencies | $297,000 | 3,231 |
| 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) | $7,032,000 | 6,484 |
| Total debt securities | $7,033,000 | 7,224 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,031 |
| Fair value | $500,000 | 2,122 |
| 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 | $5,257,000 | 7,719 |
| U.S. Government securities | $4,704,000 | 7,238 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $4,704,000 | 7,058 |
| Securities issued by states & political subdivisions | $553,000 | 5,743 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,007,000 | 4,424 |
| Mortgage-backed securities | $0 | 7,403 |
| 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 | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $5,257,000 | 6,892 |
| Total debt securities | $5,257,000 | 7,625 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,773 |
| Fair value | $501,000 | 1,850 |
| 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 | $6,134,000 | 7,453 |
| U.S. Government securities | $5,499,000 | 6,921 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,499,000 | 6,733 |
| Securities issued by states & political subdivisions | $635,000 | 5,632 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,591,000 | 4,983 |
| Mortgage-backed securities | $0 | 7,451 |
| 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 | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $6,134,000 | 6,633 |
| Total debt securities | $6,134,000 | 7,358 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,191 |
| Fair value | $1,002,000 | 1,313 |
| 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 | $7,446,000 | 7,144 |
| U.S. Government securities | $6,802,000 | 6,515 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $6,802,000 | 6,325 |
| Securities issued by states & political subdivisions | $644,000 | 5,589 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,446,000 | 3,634 |
| Mortgage-backed securities | $0 | 7,482 |
| 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 | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $7,446,000 | 6,338 |
| Total debt securities | $7,446,000 | 7,044 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,320 |
| Fair value | $500,000 | 1,450 |
| 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 | $6,029,000 | 7,526 |
| U.S. Government securities | $5,329,000 | 7,031 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $5,329,000 | 6,830 |
| Securities issued by states & political subdivisions | $700,000 | 5,528 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,329,000 | 4,296 |
| Mortgage-backed securities | $0 | 7,491 |
| 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 | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $6,029,000 | 6,675 |
| Total debt securities | $6,029,000 | 7,445 |
| 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 | $4,833,000 | 7,986 |
| U.S. Government securities | $4,833,000 | 7,302 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $4,833,000 | 7,056 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,053,000 | 6,656 |
| 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) | $4,833,000 | 7,034 |
| Total debt securities | $4,832,000 | 7,881 |
| 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 | $4,475,000 | 8,536 |
| U.S. Government securities | $4,375,000 | 8,023 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $4,375,000 | 7,686 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| 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 | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $100,000 | 6,800 |
| 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 | 7,050 |
| 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) | $4,475,000 | 7,404 |
| Total debt securities | $4,375,000 | 8,450 |
| 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 |