Home > Bank of Oak Ridge > Securities
Bank of Oak Ridge, Securities
| 2023-12-31 | Rank | |
| Total securities | $110,555,000 | 1,596 |
| U.S. Government securities | $37,402,000 | 2,206 |
| U.S. Treasury securities | $13,482,000 | 1,169 |
| U.S. Government agency obligations | $23,920,000 | 2,402 |
| Securities issued by states & political subdivisions | $2,702,000 | 3,226 |
| Other domestic debt securities | $70,472,000 | 313 |
| Privately issued residential mortgage-backed securities | $42,261,000 | 113 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,943,000 | 301 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $20,797,000 | 390 |
| 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 | $26,814,000 | 2,066 |
| Mortgage-backed securities | $64,649,000 | 1,076 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,319,000 | 2,021 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $42,261,000 | 99 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $7,886,000 | 527 |
| Other commercial mortgage-backed securities | $4,183,000 | 761 |
| Held to maturity securities (book value) | $18,726,000 | 815 |
| Available-for-sale securities (fair market value) | $91,850,000 | 1,605 |
| Total debt securities | $110,583,000 | 1,582 |
| 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 | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $108,865,000 | 1,602 |
| U.S. Government securities | $38,313,000 | 2,170 |
| U.S. Treasury securities | $13,268,000 | 1,224 |
| U.S. Government agency obligations | $25,045,000 | 2,326 |
| Securities issued by states & political subdivisions | $2,551,000 | 3,254 |
| Other domestic debt securities | $68,014,000 | 320 |
| Privately issued residential mortgage-backed securities | $39,632,000 | 118 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,211,000 | 293 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $20,706,000 | 390 |
| 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 | $26,340,000 | 2,032 |
| Mortgage-backed securities | $62,700,000 | 1,072 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,463,000 | 2,000 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $39,632,000 | 107 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $8,532,000 | 501 |
| Other commercial mortgage-backed securities | $4,073,000 | 750 |
| Held to maturity securities (book value) | $18,730,000 | 827 |
| Available-for-sale securities (fair market value) | $90,148,000 | 1,598 |
| Total debt securities | $108,880,000 | 1,588 |
| 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 | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $113,779,000 | 1,589 |
| U.S. Government securities | $39,119,000 | 2,205 |
| U.S. Treasury securities | $13,199,000 | 1,240 |
| U.S. Government agency obligations | $25,920,000 | 2,336 |
| Securities issued by states & political subdivisions | $2,615,000 | 3,287 |
| Other domestic debt securities | $72,051,000 | 308 |
| Privately issued residential mortgage-backed securities | $43,657,000 | 115 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,465,000 | 289 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $20,466,000 | 390 |
| 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 | $26,480,000 | 2,027 |
| Mortgage-backed securities | $67,379,000 | 1,047 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,607,000 | 2,032 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $43,657,000 | 101 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $8,979,000 | 489 |
| Other commercial mortgage-backed securities | $4,136,000 | 752 |
| Held to maturity securities (book value) | $18,462,000 | 828 |
| Available-for-sale securities (fair market value) | $95,323,000 | 1,579 |
| Total debt securities | $113,783,000 | 1,573 |
| 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 | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $89,184,000 | 1,948 |
| U.S. Government securities | $48,142,000 | 2,045 |
| U.S. Treasury securities | $21,229,000 | 980 |
| U.S. Government agency obligations | $26,913,000 | 2,306 |
| Securities issued by states & political subdivisions | $2,631,000 | 3,342 |
| Other domestic debt securities | $38,411,000 | 494 |
| Privately issued residential mortgage-backed securities | $16,949,000 | 217 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,830,000 | 290 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $13,174,000 | 573 |
| 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 | $24,865,000 | 2,045 |
| Mortgage-backed securities | $41,251,000 | 1,495 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,751,000 | 2,065 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $16,949,000 | 168 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $9,376,000 | 505 |
| Other commercial mortgage-backed securities | $4,175,000 | 765 |
| Held to maturity securities (book value) | $11,154,000 | 1,013 |
| Available-for-sale securities (fair market value) | $78,030,000 | 1,902 |
| Total debt securities | $89,183,000 | 1,934 |
| 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 | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $81,249,000 | 2,088 |
| U.S. Government securities | $34,761,000 | 2,421 |
| U.S. Treasury securities | $21,018,000 | 1,028 |
| U.S. Government agency obligations | $13,743,000 | 3,017 |
| Securities issued by states & political subdivisions | $15,278,000 | 2,197 |
| Other domestic debt securities | $31,210,000 | 591 |
| Privately issued residential mortgage-backed securities | $17,534,000 | 217 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,214,000 | 281 |
| Structured financial products - Total | $2,679,000 | 438 |
| Other domestic debt securities - All other | $2,328,000 | 1,335 |
| 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 | $537,000 | 3,810 |
| Mortgage-backed securities | $30,556,000 | 1,752 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,779,000 | 2,080 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $17,534,000 | 166 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $788,000 | 1,286 |
| Other commercial mortgage-backed securities | $1,455,000 | 1,031 |
| Held to maturity securities (book value) | $311,000 | 1,740 |
| Available-for-sale securities (fair market value) | $80,938,000 | 1,876 |
| Total debt securities | $81,250,000 | 2,073 |
| 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 | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $86,650,000 | 2,016 |
| U.S. Government securities | $43,467,000 | 2,207 |
| U.S. Treasury securities | $26,912,000 | 906 |
| U.S. Government agency obligations | $16,555,000 | 2,856 |
| Securities issued by states & political subdivisions | $28,041,000 | 1,567 |
| Other domestic debt securities | $15,142,000 | 837 |
| Privately issued residential mortgage-backed securities | $11,278,000 | 251 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $2,405,000 | 1,316 |
| 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 | $2,868,000 | 3,432 |
| Mortgage-backed securities | $26,978,000 | 1,862 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,752,000 | 2,079 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $11,278,000 | 200 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $823,000 | 1,284 |
| Other commercial mortgage-backed securities | $4,125,000 | 802 |
| Held to maturity securities (book value) | $325,000 | 1,724 |
| Available-for-sale securities (fair market value) | $86,325,000 | 1,813 |
| Total debt securities | $86,652,000 | 2,002 |
| 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 | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $84,413,000 | 2,077 |
| U.S. Government securities | $40,519,000 | 2,302 |
| U.S. Treasury securities | $27,309,000 | 881 |
| U.S. Government agency obligations | $13,210,000 | 3,114 |
| Securities issued by states & political subdivisions | $29,079,000 | 1,574 |
| Other domestic debt securities | $14,815,000 | 809 |
| Privately issued residential mortgage-backed securities | $10,878,000 | 262 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $2,482,000 | 1,311 |
| 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 | $778,000 | 3,819 |
| Mortgage-backed securities | $22,813,000 | 2,075 |
| Certificates of participation in pools of residential mortgages | $6,784,000 | 2,593 |
| Issued or guaranteed by U.S. | $6,784,000 | 2,521 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $10,878,000 | 1,163 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $10,878,000 | 204 |
| Commercial mortgage-backed securities | $5,151,000 | 1,155 |
| Commercial mortgage pass-through securities | $881,000 | 1,264 |
| Other commercial mortgage-backed securities | $4,270,000 | 851 |
| Held to maturity securities (book value) | $354,000 | 1,656 |
| Available-for-sale securities (fair market value) | $84,059,000 | 1,913 |
| Total debt securities | $84,413,000 | 2,065 |
| 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 | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $54,741,000 | 2,647 |
| U.S. Government securities | $17,518,000 | 3,219 |
| U.S. Treasury securities | $7,593,000 | 1,563 |
| U.S. Government agency obligations | $9,925,000 | 3,335 |
| Securities issued by states & political subdivisions | $30,245,000 | 1,565 |
| Other domestic debt securities | $6,978,000 | 1,154 |
| Privately issued residential mortgage-backed securities | $2,907,000 | 402 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $2,561,000 | 1,275 |
| 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 | $2,559,000 | 3,491 |
| Mortgage-backed securities | $11,264,000 | 2,674 |
| Certificates of participation in pools of residential mortgages | $3,025,000 | 3,101 |
| Issued or guaranteed by U.S. | $3,025,000 | 3,016 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $2,907,000 | 1,873 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $2,907,000 | 293 |
| Commercial mortgage-backed securities | $5,332,000 | 1,139 |
| Commercial mortgage pass-through securities | $887,000 | 1,256 |
| Other commercial mortgage-backed securities | $4,445,000 | 837 |
| Held to maturity securities (book value) | $370,000 | 1,576 |
| Available-for-sale securities (fair market value) | $54,371,000 | 2,467 |
| Total debt securities | $54,740,000 | 2,631 |
| 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 | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $47,334,000 | 2,758 |
| U.S. Government securities | $10,704,000 | 3,541 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $10,704,000 | 3,247 |
| Securities issued by states & political subdivisions | $32,862,000 | 1,523 |
| Other domestic debt securities | $3,768,000 | 1,401 |
| Privately issued residential mortgage-backed securities | $1,092,000 | 462 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $2,676,000 | 1,203 |
| 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 | $2,806,000 | 3,466 |
| Mortgage-backed securities | $8,418,000 | 2,885 |
| Certificates of participation in pools of residential mortgages | $3,225,000 | 3,053 |
| Issued or guaranteed by U.S. | $3,225,000 | 2,960 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,092,000 | 2,271 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $1,092,000 | 311 |
| Commercial mortgage-backed securities | $4,101,000 | 1,228 |
| Commercial mortgage pass-through securities | $956,000 | 1,230 |
| Other commercial mortgage-backed securities | $3,145,000 | 919 |
| Held to maturity securities (book value) | $387,000 | 1,484 |
| Available-for-sale securities (fair market value) | $46,947,000 | 2,600 |
| Total debt securities | $47,334,000 | 2,740 |
| 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 | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $45,584,000 | 2,749 |
| U.S. Government securities | $10,334,000 | 3,518 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $10,334,000 | 3,282 |
| Securities issued by states & political subdivisions | $31,407,000 | 1,530 |
| Other domestic debt securities | $3,843,000 | 1,338 |
| Privately issued residential mortgage-backed securities | $1,203,000 | 418 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $2,640,000 | 1,143 |
| 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 | $2,211,000 | 3,576 |
| Mortgage-backed securities | $7,790,000 | 2,954 |
| Certificates of participation in pools of residential mortgages | $2,350,000 | 3,225 |
| Issued or guaranteed by U.S. | $2,350,000 | 3,139 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,203,000 | 2,258 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $1,203,000 | 282 |
| Commercial mortgage-backed securities | $4,237,000 | 1,216 |
| Commercial mortgage pass-through securities | $1,043,000 | 1,190 |
| Other commercial mortgage-backed securities | $3,194,000 | 904 |
| Held to maturity securities (book value) | $455,000 | 1,472 |
| Available-for-sale securities (fair market value) | $45,129,000 | 2,606 |
| Total debt securities | $45,585,000 | 2,732 |
| 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 | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $47,332,000 | 2,653 |
| U.S. Government securities | $8,454,000 | 3,638 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $8,454,000 | 3,411 |
| Securities issued by states & political subdivisions | $34,939,000 | 1,387 |
| Other domestic debt securities | $3,939,000 | 1,295 |
| Privately issued residential mortgage-backed securities | $1,279,000 | 411 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $2,660,000 | 1,081 |
| 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 | $2,213,000 | 3,576 |
| Mortgage-backed securities | $5,678,000 | 3,137 |
| Certificates of participation in pools of residential mortgages | $14,000 | 3,961 |
| Issued or guaranteed by U.S. | $14,000 | 3,898 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,279,000 | 2,213 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $1,279,000 | 260 |
| Commercial mortgage-backed securities | $4,385,000 | 1,185 |
| Commercial mortgage pass-through securities | $1,159,000 | 1,159 |
| Other commercial mortgage-backed securities | $3,226,000 | 888 |
| Held to maturity securities (book value) | $480,000 | 1,451 |
| Available-for-sale securities (fair market value) | $46,852,000 | 2,501 |
| Total debt securities | $47,330,000 | 2,634 |
| 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 | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $45,681,000 | 2,580 |
| U.S. Government securities | $8,972,000 | 3,496 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $8,972,000 | 3,317 |
| Securities issued by states & political subdivisions | $32,778,000 | 1,383 |
| Other domestic debt securities | $3,931,000 | 1,255 |
| Privately issued residential mortgage-backed securities | $1,356,000 | 407 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $2,575,000 | 1,036 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,614,000 | 3,525 |
| Mortgage-backed securities | $5,998,000 | 3,071 |
| Certificates of participation in pools of residential mortgages | $17,000 | 3,950 |
| Issued or guaranteed by U.S. | $17,000 | 3,880 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,356,000 | 2,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $1,356,000 | 254 |
| Commercial mortgage-backed securities | $4,625,000 | 1,132 |
| Commercial mortgage pass-through securities | $1,458,000 | 1,093 |
| Other commercial mortgage-backed securities | $3,167,000 | 860 |
| Held to maturity securities (book value) | $529,000 | 1,410 |
| Available-for-sale securities (fair market value) | $45,152,000 | 2,434 |
| Total debt securities | $45,681,000 | 2,563 |
| 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 | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $46,921,000 | 2,413 |
| U.S. Government securities | $9,443,000 | 3,338 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $9,443,000 | 3,185 |
| Securities issued by states & political subdivisions | $33,422,000 | 1,334 |
| Other domestic debt securities | $4,056,000 | 1,174 |
| Privately issued residential mortgage-backed securities | $1,473,000 | 367 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $2,583,000 | 999 |
| 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 | $2,649,000 | 3,509 |
| Mortgage-backed securities | $4,816,000 | 3,177 |
| Certificates of participation in pools of residential mortgages | $20,000 | 3,944 |
| Issued or guaranteed by U.S. | $20,000 | 3,879 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,473,000 | 2,162 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $1,473,000 | 235 |
| Commercial mortgage-backed securities | $3,323,000 | 1,231 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $3,323,000 | 815 |
| Held to maturity securities (book value) | $564,000 | 1,392 |
| Available-for-sale securities (fair market value) | $46,357,000 | 2,278 |
| Total debt securities | $46,924,000 | 2,390 |
| 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 | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $46,129,000 | 2,342 |
| U.S. Government securities | $9,802,000 | 3,282 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $9,802,000 | 3,133 |
| Securities issued by states & political subdivisions | $33,004,000 | 1,205 |
| Other domestic debt securities | $3,323,000 | 1,211 |
| Privately issued residential mortgage-backed securities | $1,566,000 | 366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,757,000 | 1,107 |
| 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 | $4,412,000 | 3,235 |
| Mortgage-backed securities | $6,482,000 | 2,970 |
| Certificates of participation in pools of residential mortgages | $23,000 | 3,947 |
| Issued or guaranteed by U.S. | $23,000 | 3,885 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,566,000 | 2,161 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $1,566,000 | 223 |
| Commercial mortgage-backed securities | $4,893,000 | 1,044 |
| Commercial mortgage pass-through securities | $1,558,000 | 1,009 |
| Other commercial mortgage-backed securities | $3,335,000 | 785 |
| Held to maturity securities (book value) | $600,000 | 1,379 |
| Available-for-sale securities (fair market value) | $45,529,000 | 2,203 |
| Total debt securities | $46,129,000 | 2,318 |
| 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 | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $44,776,000 | 2,327 |
| U.S. Government securities | $10,117,000 | 3,249 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $10,117,000 | 3,101 |
| Securities issued by states & political subdivisions | $32,938,000 | 1,152 |
| Other domestic debt securities | $1,721,000 | 1,413 |
| Privately issued residential mortgage-backed securities | $1,721,000 | 336 |
| 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 | $4,396,000 | 3,265 |
| Mortgage-backed securities | $6,767,000 | 2,949 |
| Certificates of participation in pools of residential mortgages | $27,000 | 3,948 |
| Issued or guaranteed by U.S. | $27,000 | 3,888 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,721,000 | 2,141 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $1,721,000 | 207 |
| Commercial mortgage-backed securities | $5,019,000 | 1,009 |
| Commercial mortgage pass-through securities | $1,685,000 | 990 |
| Other commercial mortgage-backed securities | $3,334,000 | 758 |
| Held to maturity securities (book value) | $651,000 | 1,379 |
| Available-for-sale securities (fair market value) | $44,125,000 | 2,185 |
| Total debt securities | $44,776,000 | 2,304 |
| 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 | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $44,057,000 | 2,275 |
| U.S. Government securities | $10,268,000 | 3,280 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $10,268,000 | 3,136 |
| Securities issued by states & political subdivisions | $32,029,000 | 1,074 |
| Other domestic debt securities | $1,760,000 | 1,353 |
| Privately issued residential mortgage-backed securities | $1,760,000 | 347 |
| 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 | $4,396,000 | 3,264 |
| Mortgage-backed securities | $5,060,000 | 3,152 |
| Certificates of participation in pools of residential mortgages | $30,000 | 3,977 |
| Issued or guaranteed by U.S. | $30,000 | 3,905 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,760,000 | 2,143 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $1,760,000 | 205 |
| Commercial mortgage-backed securities | $3,270,000 | 1,162 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $3,270,000 | 746 |
| Held to maturity securities (book value) | $703,000 | 1,383 |
| Available-for-sale securities (fair market value) | $43,354,000 | 2,147 |
| Total debt securities | $44,047,000 | 2,257 |
| 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 | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $41,913,000 | 2,385 |
| U.S. Government securities | $10,716,000 | 3,324 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $10,716,000 | 3,166 |
| Securities issued by states & political subdivisions | $29,229,000 | 1,127 |
| Other domestic debt securities | $1,968,000 | 1,288 |
| Privately issued residential mortgage-backed securities | $1,968,000 | 317 |
| 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 | $4,389,000 | 3,317 |
| Mortgage-backed securities | $5,065,000 | 3,134 |
| Certificates of participation in pools of residential mortgages | $34,000 | 3,999 |
| Issued or guaranteed by U.S. | $34,000 | 3,935 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,968,000 | 2,101 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $1,968,000 | 193 |
| Commercial mortgage-backed securities | $3,063,000 | 1,158 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $3,063,000 | 726 |
| Held to maturity securities (book value) | $730,000 | 1,418 |
| Available-for-sale securities (fair market value) | $41,183,000 | 2,246 |
| Total debt securities | $41,913,000 | 2,366 |
| 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 | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $43,100,000 | 2,339 |
| U.S. Government securities | $11,172,000 | 3,317 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $11,172,000 | 3,162 |
| Securities issued by states & political subdivisions | $29,159,000 | 1,126 |
| Other domestic debt securities | $2,769,000 | 1,155 |
| Privately issued residential mortgage-backed securities | $2,769,000 | 286 |
| 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 | $4,424,000 | 3,379 |
| Mortgage-backed securities | $5,940,000 | 3,019 |
| Certificates of participation in pools of residential mortgages | $41,000 | 4,032 |
| Issued or guaranteed by U.S. | $41,000 | 3,962 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,776,000 | 1,967 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 2,839 |
| Privately issued | $2,769,000 | 169 |
| Commercial mortgage-backed securities | $3,123,000 | 1,144 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $3,123,000 | 696 |
| Held to maturity securities (book value) | $768,000 | 1,471 |
| Available-for-sale securities (fair market value) | $42,332,000 | 2,194 |
| Total debt securities | $43,100,000 | 2,321 |
| 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 | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $41,696,000 | 2,431 |
| U.S. Government securities | $9,984,000 | 3,499 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $9,984,000 | 3,342 |
| Securities issued by states & political subdivisions | $28,649,000 | 1,173 |
| Other domestic debt securities | $3,063,000 | 1,090 |
| Privately issued residential mortgage-backed securities | $3,063,000 | 269 |
| 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 | $4,410,000 | 3,422 |
| Mortgage-backed securities | $6,182,000 | 2,993 |
| Certificates of participation in pools of residential mortgages | $49,000 | 4,051 |
| Issued or guaranteed by U.S. | $49,000 | 3,984 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $3,075,000 | 1,879 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 2,830 |
| Privately issued | $3,063,000 | 175 |
| Commercial mortgage-backed securities | $3,058,000 | 1,138 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $3,058,000 | 669 |
| Held to maturity securities (book value) | $810,000 | 1,507 |
| Available-for-sale securities (fair market value) | $40,886,000 | 2,271 |
| Total debt securities | $41,697,000 | 2,412 |
| 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 | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $42,950,000 | 2,411 |
| U.S. Government securities | $4,620,000 | 4,220 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $4,620,000 | 4,059 |
| Securities issued by states & political subdivisions | $35,041,000 | 984 |
| Other domestic debt securities | $3,289,000 | 1,066 |
| Privately issued residential mortgage-backed securities | $3,289,000 | 263 |
| 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 | $4,381,000 | 3,478 |
| Mortgage-backed securities | $3,366,000 | 3,410 |
| Certificates of participation in pools of residential mortgages | $59,000 | 4,080 |
| Issued or guaranteed by U.S. | $59,000 | 4,011 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,307,000 | 1,859 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 2,840 |
| Privately issued | $3,289,000 | 171 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $846,000 | 1,523 |
| Available-for-sale securities (fair market value) | $42,104,000 | 2,252 |
| Total debt securities | $42,950,000 | 2,389 |
| 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 | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $42,335,000 | 2,465 |
| U.S. Government securities | $4,910,000 | 4,210 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $4,910,000 | 4,060 |
| Securities issued by states & political subdivisions | $33,880,000 | 1,040 |
| Other domestic debt securities | $3,545,000 | 1,000 |
| Privately issued residential mortgage-backed securities | $3,545,000 | 234 |
| 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 | $4,316,000 | 3,525 |
| Mortgage-backed securities | $3,639,000 | 3,379 |
| Certificates of participation in pools of residential mortgages | $69,000 | 4,107 |
| Issued or guaranteed by U.S. | $69,000 | 4,053 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,570,000 | 1,808 |
| CMOs issued by government agencies or sponsored agencies | $25,000 | 2,846 |
| Privately issued | $3,545,000 | 165 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $892,000 | 1,548 |
| Available-for-sale securities (fair market value) | $41,443,000 | 2,313 |
| Total debt securities | $42,336,000 | 2,446 |
| 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 | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $42,244,000 | 2,478 |
| U.S. Government securities | $3,894,000 | 4,415 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $3,894,000 | 4,263 |
| Securities issued by states & political subdivisions | $34,539,000 | 1,027 |
| Other domestic debt securities | $3,811,000 | 941 |
| Privately issued residential mortgage-backed securities | $3,811,000 | 185 |
| 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 | $3,505,000 | 3,713 |
| Mortgage-backed securities | $3,928,000 | 3,361 |
| Certificates of participation in pools of residential mortgages | $83,000 | 4,142 |
| Issued or guaranteed by U.S. | $83,000 | 4,122 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,845,000 | 1,724 |
| CMOs issued by government agencies or sponsored agencies | $34,000 | 2,844 |
| Privately issued | $3,811,000 | 161 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $938,000 | 1,561 |
| Available-for-sale securities (fair market value) | $41,306,000 | 2,319 |
| Total debt securities | $42,244,000 | 2,456 |
| 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 | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $43,246,000 | 2,487 |
| U.S. Government securities | $4,028,000 | 4,425 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $4,028,000 | 4,270 |
| Securities issued by states & political subdivisions | $34,947,000 | 1,060 |
| Other domestic debt securities | $4,271,000 | 1,021 |
| Privately issued residential mortgage-backed securities | $4,271,000 | 311 |
| 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 | $3,571,000 | 3,739 |
| Mortgage-backed securities | $4,429,000 | 3,316 |
| Certificates of participation in pools of residential mortgages | $97,000 | 4,182 |
| Issued or guaranteed by U.S. | $97,000 | 4,057 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $4,332,000 | 1,667 |
| CMOs issued by government agencies or sponsored agencies | $61,000 | 2,837 |
| Privately issued | $4,271,000 | 159 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $991,000 | 1,579 |
| Available-for-sale securities (fair market value) | $42,255,000 | 2,323 |
| Total debt securities | $43,246,000 | 2,469 |
| 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 | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $43,759,000 | 2,494 |
| U.S. Government securities | $4,160,000 | 4,488 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $4,160,000 | 4,347 |
| Securities issued by states & political subdivisions | $34,898,000 | 1,071 |
| Other domestic debt securities | $4,701,000 | 849 |
| Privately issued residential mortgage-backed securities | $4,701,000 | 162 |
| 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 | $3,590,000 | 3,783 |
| Mortgage-backed securities | $4,897,000 | 3,270 |
| Certificates of participation in pools of residential mortgages | $115,000 | 4,204 |
| Issued or guaranteed by U.S. | $115,000 | 4,196 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,782,000 | 1,596 |
| CMOs issued by government agencies or sponsored agencies | $81,000 | 2,823 |
| Privately issued | $4,701,000 | 152 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $1,048,000 | 1,581 |
| Available-for-sale securities (fair market value) | $42,711,000 | 2,334 |
| Total debt securities | $43,759,000 | 2,475 |
| 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 | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $44,483,000 | 2,482 |
| U.S. Government securities | $4,304,000 | 4,512 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $4,304,000 | 4,382 |
| Securities issued by states & political subdivisions | $35,149,000 | 1,105 |
| Other domestic debt securities | $5,030,000 | 820 |
| Privately issued residential mortgage-backed securities | $5,030,000 | 161 |
| 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 | $3,692,000 | 3,821 |
| Mortgage-backed securities | $5,259,000 | 3,241 |
| Certificates of participation in pools of residential mortgages | $133,000 | 4,239 |
| Issued or guaranteed by U.S. | $133,000 | 4,233 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $5,126,000 | 1,537 |
| CMOs issued by government agencies or sponsored agencies | $96,000 | 2,813 |
| Privately issued | $5,030,000 | 153 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $1,108,000 | 1,593 |
| Available-for-sale securities (fair market value) | $43,375,000 | 2,330 |
| Total debt securities | $44,483,000 | 2,463 |
| 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 | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $45,803,000 | 2,480 |
| U.S. Government securities | $5,482,000 | 4,399 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $5,482,000 | 4,272 |
| Securities issued by states & political subdivisions | $34,935,000 | 1,125 |
| Other domestic debt securities | $5,386,000 | 801 |
| Privately issued residential mortgage-backed securities | $5,386,000 | 156 |
| 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 | $4,418,000 | 3,739 |
| Mortgage-backed securities | $8,556,000 | 2,862 |
| Certificates of participation in pools of residential mortgages | $155,000 | 4,280 |
| Issued or guaranteed by U.S. | $155,000 | 4,275 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $8,401,000 | 1,229 |
| CMOs issued by government agencies or sponsored agencies | $3,015,000 | 1,815 |
| Privately issued | $5,386,000 | 149 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $1,167,000 | 1,632 |
| Available-for-sale securities (fair market value) | $44,636,000 | 2,317 |
| Total debt securities | $45,803,000 | 2,460 |
| 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 | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $45,686,000 | 2,512 |
| U.S. Government securities | $5,688,000 | 4,410 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $5,688,000 | 4,287 |
| Securities issued by states & political subdivisions | $34,166,000 | 1,164 |
| Other domestic debt securities | $5,832,000 | 788 |
| Privately issued residential mortgage-backed securities | $5,832,000 | 155 |
| 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 | $4,458,000 | 3,761 |
| Mortgage-backed securities | $9,191,000 | 2,825 |
| Certificates of participation in pools of residential mortgages | $176,000 | 4,304 |
| Issued or guaranteed by U.S. | $176,000 | 4,298 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,015,000 | 1,209 |
| CMOs issued by government agencies or sponsored agencies | $3,183,000 | 1,828 |
| Privately issued | $5,832,000 | 147 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $1,244,000 | 1,644 |
| Available-for-sale securities (fair market value) | $44,442,000 | 2,345 |
| Total debt securities | $45,686,000 | 2,493 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $44,182,000 | 2,600 |
| U.S. Government securities | $6,136,000 | 4,408 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $6,136,000 | 4,276 |
| Securities issued by states & political subdivisions | $31,815,000 | 1,254 |
| Other domestic debt securities | $6,231,000 | 770 |
| Privately issued residential mortgage-backed securities | $6,231,000 | 155 |
| 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 | $4,420,000 | 3,802 |
| Mortgage-backed securities | $12,367,000 | 2,577 |
| Certificates of participation in pools of residential mortgages | $198,000 | 4,351 |
| Issued or guaranteed by U.S. | $198,000 | 4,346 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $12,169,000 | 1,021 |
| CMOs issued by government agencies or sponsored agencies | $5,938,000 | 1,420 |
| Privately issued | $6,231,000 | 149 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $1,328,000 | 1,662 |
| Available-for-sale securities (fair market value) | $42,854,000 | 2,413 |
| Total debt securities | $44,182,000 | 2,586 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $45,960,000 | 2,512 |
| U.S. Government securities | $6,414,000 | 4,372 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,414,000 | 4,239 |
| Securities issued by states & political subdivisions | $31,581,000 | 1,276 |
| Other domestic debt securities | $7,965,000 | 676 |
| Privately issued residential mortgage-backed securities | $7,965,000 | 147 |
| 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 | $4,407,000 | 3,830 |
| Mortgage-backed securities | $14,379,000 | 2,384 |
| Certificates of participation in pools of residential mortgages | $220,000 | 4,373 |
| Issued or guaranteed by U.S. | $220,000 | 4,367 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $14,159,000 | 929 |
| CMOs issued by government agencies or sponsored agencies | $6,194,000 | 1,360 |
| Privately issued | $7,965,000 | 140 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $1,397,000 | 1,666 |
| Available-for-sale securities (fair market value) | $44,563,000 | 2,329 |
| Total debt securities | $45,960,000 | 2,489 |
| 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 | $47,225,000 | 2,481 |
| U.S. Government securities | $6,917,000 | 4,313 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $6,917,000 | 4,193 |
| Securities issued by states & political subdivisions | $31,805,000 | 1,273 |
| Other domestic debt securities | $8,503,000 | 653 |
| Privately issued residential mortgage-backed securities | $8,503,000 | 145 |
| 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 | $4,653,000 | 3,826 |
| Mortgage-backed securities | $15,420,000 | 2,317 |
| Certificates of participation in pools of residential mortgages | $246,000 | 4,391 |
| Issued or guaranteed by U.S. | $246,000 | 4,388 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $15,174,000 | 907 |
| CMOs issued by government agencies or sponsored agencies | $6,671,000 | 1,332 |
| Privately issued | $8,503,000 | 140 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $1,502,000 | 1,662 |
| Available-for-sale securities (fair market value) | $45,723,000 | 2,300 |
| Total debt securities | $47,225,000 | 2,454 |
| 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 | $48,902,000 | 2,462 |
| U.S. Government securities | $7,419,000 | 4,327 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $7,419,000 | 4,204 |
| Securities issued by states & political subdivisions | $32,347,000 | 1,246 |
| Other domestic debt securities | $9,136,000 | 636 |
| Privately issued residential mortgage-backed securities | $9,136,000 | 144 |
| 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 | $4,711,000 | 3,894 |
| Mortgage-backed securities | $16,555,000 | 2,274 |
| Certificates of participation in pools of residential mortgages | $275,000 | 4,428 |
| Issued or guaranteed by U.S. | $275,000 | 4,423 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $16,280,000 | 880 |
| CMOs issued by government agencies or sponsored agencies | $7,144,000 | 1,317 |
| Privately issued | $9,136,000 | 135 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $1,598,000 | 1,693 |
| Available-for-sale securities (fair market value) | $47,304,000 | 2,292 |
| Total debt securities | $48,902,000 | 2,439 |
| 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 | $48,749,000 | 2,498 |
| U.S. Government securities | $7,753,000 | 4,376 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $7,753,000 | 4,259 |
| Securities issued by states & political subdivisions | $31,272,000 | 1,270 |
| Other domestic debt securities | $9,724,000 | 613 |
| Privately issued residential mortgage-backed securities | $9,724,000 | 142 |
| 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 | $4,662,000 | 3,938 |
| Mortgage-backed securities | $17,477,000 | 2,226 |
| Certificates of participation in pools of residential mortgages | $306,000 | 4,447 |
| Issued or guaranteed by U.S. | $306,000 | 4,443 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $17,171,000 | 863 |
| CMOs issued by government agencies or sponsored agencies | $7,447,000 | 1,312 |
| Privately issued | $9,724,000 | 135 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $1,681,000 | 1,715 |
| Available-for-sale securities (fair market value) | $47,068,000 | 2,315 |
| Total debt securities | $48,749,000 | 2,474 |
| 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 | $48,297,000 | 2,522 |
| U.S. Government securities | $7,961,000 | 4,390 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,961,000 | 4,267 |
| Securities issued by states & political subdivisions | $29,820,000 | 1,340 |
| Other domestic debt securities | $10,516,000 | 579 |
| Privately issued residential mortgage-backed securities | $10,516,000 | 133 |
| 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 | $4,605,000 | 3,990 |
| Mortgage-backed securities | $18,477,000 | 2,171 |
| Certificates of participation in pools of residential mortgages | $335,000 | 4,467 |
| Issued or guaranteed by U.S. | $335,000 | 4,464 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $18,142,000 | 831 |
| CMOs issued by government agencies or sponsored agencies | $7,626,000 | 1,310 |
| Privately issued | $10,516,000 | 124 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $1,771,000 | 1,730 |
| Available-for-sale securities (fair market value) | $46,526,000 | 2,367 |
| Total debt securities | $48,297,000 | 2,501 |
| 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 | $48,930,000 | 2,530 |
| U.S. Government securities | $8,403,000 | 4,404 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $8,403,000 | 4,290 |
| Securities issued by states & political subdivisions | $29,362,000 | 1,357 |
| Other domestic debt securities | $11,165,000 | 565 |
| Privately issued residential mortgage-backed securities | $11,165,000 | 121 |
| 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 | $4,593,000 | 4,033 |
| Mortgage-backed securities | $19,568,000 | 2,123 |
| Certificates of participation in pools of residential mortgages | $365,000 | 4,508 |
| Issued or guaranteed by U.S. | $365,000 | 4,504 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $19,203,000 | 806 |
| CMOs issued by government agencies or sponsored agencies | $8,038,000 | 1,278 |
| Privately issued | $11,165,000 | 114 |
| 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) | $1,934,000 | 1,710 |
| Available-for-sale securities (fair market value) | $46,996,000 | 2,373 |
| Total debt securities | $48,930,000 | 2,507 |
| 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 | $49,170,000 | 2,566 |
| U.S. Government securities | $9,665,000 | 4,352 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $9,665,000 | 4,241 |
| Securities issued by states & political subdivisions | $27,608,000 | 1,398 |
| Other domestic debt securities | $11,897,000 | 538 |
| Privately issued residential mortgage-backed securities | $11,897,000 | 120 |
| 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 | $4,577,000 | 4,091 |
| Mortgage-backed securities | $20,728,000 | 2,113 |
| Certificates of participation in pools of residential mortgages | $407,000 | 4,558 |
| Issued or guaranteed by U.S. | $407,000 | 4,555 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $20,321,000 | 813 |
| CMOs issued by government agencies or sponsored agencies | $8,424,000 | 1,303 |
| Privately issued | $11,897,000 | 115 |
| 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) | $2,123,000 | 1,708 |
| Available-for-sale securities (fair market value) | $47,047,000 | 2,417 |
| Total debt securities | $49,170,000 | 2,546 |
| 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 | $52,441,000 | 2,472 |
| U.S. Government securities | $10,183,000 | 4,358 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $10,183,000 | 4,232 |
| Securities issued by states & political subdivisions | $29,422,000 | 1,313 |
| Other domestic debt securities | $12,836,000 | 519 |
| Privately issued residential mortgage-backed securities | $12,836,000 | 112 |
| 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 | $4,557,000 | 4,148 |
| Mortgage-backed securities | $22,189,000 | 2,074 |
| Certificates of participation in pools of residential mortgages | $453,000 | 4,581 |
| Issued or guaranteed by U.S. | $453,000 | 4,576 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $21,736,000 | 817 |
| CMOs issued by government agencies or sponsored agencies | $8,900,000 | 1,313 |
| Privately issued | $12,836,000 | 106 |
| 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) | $2,315,000 | 1,676 |
| Available-for-sale securities (fair market value) | $50,126,000 | 2,329 |
| Total debt securities | $52,441,000 | 2,450 |
| 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 | $52,862,000 | 2,482 |
| U.S. Government securities | $10,595,000 | 4,369 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $10,595,000 | 4,253 |
| Securities issued by states & political subdivisions | $29,609,000 | 1,305 |
| Other domestic debt securities | $12,658,000 | 526 |
| Privately issued residential mortgage-backed securities | $12,658,000 | 115 |
| 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 | $8,469,000 | 3,459 |
| Mortgage-backed securities | $22,262,000 | 2,109 |
| Certificates of participation in pools of residential mortgages | $495,000 | 4,643 |
| Issued or guaranteed by U.S. | $495,000 | 4,638 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $21,767,000 | 824 |
| CMOs issued by government agencies or sponsored agencies | $9,109,000 | 1,321 |
| Privately issued | $12,658,000 | 108 |
| 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) | $2,472,000 | 1,683 |
| Available-for-sale securities (fair market value) | $50,390,000 | 2,345 |
| Total debt securities | $52,861,000 | 2,460 |
| 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 | $50,665,000 | 2,618 |
| U.S. Government securities | $10,340,000 | 4,502 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $10,340,000 | 4,384 |
| Securities issued by states & political subdivisions | $26,951,000 | 1,423 |
| Other domestic debt securities | $13,374,000 | 519 |
| Privately issued residential mortgage-backed securities | $13,374,000 | 118 |
| 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 | $8,510,000 | 3,469 |
| Mortgage-backed securities | $21,010,000 | 2,239 |
| Certificates of participation in pools of residential mortgages | $528,000 | 4,714 |
| Issued or guaranteed by U.S. | $528,000 | 4,711 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $20,482,000 | 880 |
| CMOs issued by government agencies or sponsored agencies | $7,108,000 | 1,486 |
| Privately issued | $13,374,000 | 112 |
| 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) | $2,625,000 | 1,689 |
| Available-for-sale securities (fair market value) | $48,040,000 | 2,471 |
| Total debt securities | $50,665,000 | 2,591 |
| 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 | $54,566,000 | 2,501 |
| U.S. Government securities | $8,778,000 | 4,769 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $8,778,000 | 4,659 |
| Securities issued by states & political subdivisions | $27,629,000 | 1,385 |
| Other domestic debt securities | $18,159,000 | 434 |
| Privately issued residential mortgage-backed securities | $14,115,000 | 118 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $4,044,000 | 210 |
| 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 | $8,505,000 | 3,498 |
| Mortgage-backed securities | $21,917,000 | 2,223 |
| Certificates of participation in pools of residential mortgages | $575,000 | 4,730 |
| Issued or guaranteed by U.S. | $575,000 | 4,728 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $21,342,000 | 854 |
| CMOs issued by government agencies or sponsored agencies | $7,227,000 | 1,508 |
| Privately issued | $14,115,000 | 112 |
| 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) | $2,805,000 | 1,686 |
| Available-for-sale securities (fair market value) | $51,761,000 | 2,373 |
| Total debt securities | $54,566,000 | 2,480 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $50,792,000 | 2,653 |
| U.S. Government securities | $7,403,000 | 5,034 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $7,403,000 | 4,939 |
| Securities issued by states & political subdivisions | $26,614,000 | 1,441 |
| Other domestic debt securities | $16,775,000 | 468 |
| Privately issued residential mortgage-backed securities | $11,967,000 | 134 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $4,308,000 | 210 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $500,000 | 1,703 |
| 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 | $8,967,000 | 3,438 |
| Mortgage-backed securities | $18,358,000 | 2,445 |
| Certificates of participation in pools of residential mortgages | $3,187,000 | 3,899 |
| Issued or guaranteed by U.S. | $3,187,000 | 3,898 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $15,171,000 | 1,081 |
| CMOs issued by government agencies or sponsored agencies | $3,204,000 | 2,088 |
| Privately issued | $11,967,000 | 128 |
| 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) | $2,952,000 | 1,666 |
| Available-for-sale securities (fair market value) | $47,840,000 | 2,521 |
| Total debt securities | $50,792,000 | 2,627 |
| 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 | $54,053,000 | 2,519 |
| U.S. Government securities | $8,291,000 | 4,889 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,291,000 | 4,796 |
| Securities issued by states & political subdivisions | $28,786,000 | 1,349 |
| Other domestic debt securities | $16,976,000 | 481 |
| Privately issued residential mortgage-backed securities | $12,048,000 | 145 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $4,428,000 | 206 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $500,000 | 1,741 |
| 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 | $8,326,000 | 3,548 |
| Mortgage-backed securities | $18,282,000 | 2,449 |
| Certificates of participation in pools of residential mortgages | $4,906,000 | 3,490 |
| Issued or guaranteed by U.S. | $4,906,000 | 3,487 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $13,376,000 | 1,165 |
| CMOs issued by government agencies or sponsored agencies | $1,328,000 | 2,617 |
| Privately issued | $12,048,000 | 139 |
| 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) | $3,119,000 | 1,614 |
| Available-for-sale securities (fair market value) | $50,934,000 | 2,398 |
| Total debt securities | $54,052,000 | 2,497 |
| 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 | $53,357,000 | 2,564 |
| U.S. Government securities | $8,768,000 | 4,853 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,768,000 | 4,751 |
| Securities issued by states & political subdivisions | $26,282,000 | 1,452 |
| Other domestic debt securities | $18,307,000 | 481 |
| Privately issued residential mortgage-backed securities | $13,103,000 | 153 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $4,704,000 | 205 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $500,000 | 1,784 |
| 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 | $5,748,000 | 4,084 |
| Mortgage-backed securities | $19,773,000 | 2,364 |
| Certificates of participation in pools of residential mortgages | $5,167,000 | 3,466 |
| Issued or guaranteed by U.S. | $5,167,000 | 3,462 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $14,606,000 | 1,133 |
| CMOs issued by government agencies or sponsored agencies | $1,503,000 | 2,569 |
| Privately issued | $13,103,000 | 143 |
| 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) | $3,276,000 | 1,566 |
| Available-for-sale securities (fair market value) | $50,081,000 | 2,456 |
| Total debt securities | $53,357,000 | 2,537 |
| 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 | $46,389,000 | 2,838 |
| U.S. Government securities | $7,464,000 | 5,056 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $7,464,000 | 4,942 |
| Securities issued by states & political subdivisions | $18,782,000 | 1,955 |
| Other domestic debt securities | $20,143,000 | 449 |
| Privately issued residential mortgage-backed securities | $11,328,000 | 162 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $8,315,000 | 158 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $500,000 | 1,823 |
| 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 | $5,843,000 | 4,074 |
| Mortgage-backed securities | $16,583,000 | 2,609 |
| Certificates of participation in pools of residential mortgages | $3,496,000 | 3,843 |
| Issued or guaranteed by U.S. | $3,496,000 | 3,837 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $13,087,000 | 1,215 |
| CMOs issued by government agencies or sponsored agencies | $1,759,000 | 2,534 |
| Privately issued | $11,328,000 | 155 |
| 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) | $3,506,000 | 1,486 |
| Available-for-sale securities (fair market value) | $42,883,000 | 2,739 |
| Total debt securities | $46,389,000 | 2,814 |
| 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 | $47,764,000 | 2,787 |
| U.S. Government securities | $8,248,000 | 4,985 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $8,248,000 | 4,878 |
| Securities issued by states & political subdivisions | $17,709,000 | 2,014 |
| Other domestic debt securities | $21,807,000 | 440 |
| Privately issued residential mortgage-backed securities | $12,293,000 | 167 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $9,014,000 | 145 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $500,000 | 1,820 |
| 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 | $3,862,000 | 4,608 |
| Mortgage-backed securities | $18,211,000 | 2,517 |
| Certificates of participation in pools of residential mortgages | $3,812,000 | 3,812 |
| Issued or guaranteed by U.S. | $3,812,000 | 3,808 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $14,399,000 | 1,207 |
| CMOs issued by government agencies or sponsored agencies | $2,106,000 | 2,483 |
| Privately issued | $12,293,000 | 161 |
| 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) | $3,719,000 | 1,437 |
| Available-for-sale securities (fair market value) | $44,045,000 | 2,736 |
| Total debt securities | $47,765,000 | 2,759 |
| 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 | $47,865,000 | 2,725 |
| U.S. Government securities | $12,611,000 | 4,323 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $12,611,000 | 4,220 |
| Securities issued by states & political subdivisions | $14,020,000 | 2,330 |
| Other domestic debt securities | $21,234,000 | 432 |
| Privately issued residential mortgage-backed securities | $13,004,000 | 176 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $7,730,000 | 142 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $500,000 | 1,774 |
| 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 | $3,325,000 | 4,761 |
| Mortgage-backed securities | $21,631,000 | 2,291 |
| Certificates of participation in pools of residential mortgages | $5,681,000 | 3,377 |
| Issued or guaranteed by U.S. | $5,681,000 | 3,375 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $15,950,000 | 1,160 |
| CMOs issued by government agencies or sponsored agencies | $2,946,000 | 2,301 |
| Privately issued | $13,004,000 | 171 |
| 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) | $3,928,000 | 1,418 |
| Available-for-sale securities (fair market value) | $43,937,000 | 2,687 |
| Total debt securities | $47,864,000 | 2,699 |
| 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 | $51,142,000 | 2,616 |
| U.S. Government securities | $20,717,000 | 3,511 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $20,717,000 | 3,434 |
| Securities issued by states & political subdivisions | $14,162,000 | 2,272 |
| Other domestic debt securities | $16,263,000 | 533 |
| Privately issued residential mortgage-backed securities | $13,953,000 | 177 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $1,810,000 | 243 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $500,000 | 1,842 |
| 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 | $4,465,000 | 4,471 |
| Mortgage-backed securities | $24,481,000 | 2,238 |
| Certificates of participation in pools of residential mortgages | $6,503,000 | 3,375 |
| Issued or guaranteed by U.S. | $6,503,000 | 3,373 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $17,978,000 | 1,138 |
| CMOs issued by government agencies or sponsored agencies | $4,025,000 | 2,182 |
| Privately issued | $13,953,000 | 173 |
| 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) | $4,187,000 | 1,412 |
| Available-for-sale securities (fair market value) | $46,955,000 | 2,585 |
| Total debt securities | $51,142,000 | 2,591 |
| 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 | $54,405,000 | 2,506 |
| U.S. Government securities | $25,094,000 | 3,179 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $25,094,000 | 3,117 |
| Securities issued by states & political subdivisions | $13,930,000 | 2,272 |
| Other domestic debt securities | $15,381,000 | 555 |
| Privately issued residential mortgage-backed securities | $14,881,000 | 184 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $500,000 | 1,827 |
| 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 | $4,651,000 | 4,466 |
| Mortgage-backed securities | $27,684,000 | 2,097 |
| Certificates of participation in pools of residential mortgages | $6,758,000 | 3,345 |
| Issued or guaranteed by U.S. | $6,758,000 | 3,345 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $20,926,000 | 1,039 |
| CMOs issued by government agencies or sponsored agencies | $6,045,000 | 1,873 |
| Privately issued | $14,881,000 | 180 |
| 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) | $4,667,000 | 1,365 |
| Available-for-sale securities (fair market value) | $49,738,000 | 2,473 |
| Total debt securities | $54,405,000 | 2,484 |
| 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 | $53,388,000 | 2,545 |
| U.S. Government securities | $27,719,000 | 3,034 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $27,719,000 | 2,979 |
| Securities issued by states & political subdivisions | $12,943,000 | 2,304 |
| Other domestic debt securities | $12,726,000 | 629 |
| Privately issued residential mortgage-backed securities | $12,226,000 | 226 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $500,000 | 1,809 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,688,000 | 4,769 |
| Mortgage-backed securities | $26,479,000 | 2,162 |
| Certificates of participation in pools of residential mortgages | $5,636,000 | 3,559 |
| Issued or guaranteed by U.S. | $5,636,000 | 3,555 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $20,843,000 | 1,056 |
| CMOs issued by government agencies or sponsored agencies | $8,617,000 | 1,618 |
| Privately issued | $12,226,000 | 217 |
| 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) | $4,959,000 | 1,352 |
| Available-for-sale securities (fair market value) | $48,429,000 | 2,506 |
| Total debt securities | $53,386,000 | 2,529 |
| 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 | $56,423,000 | 2,382 |
| U.S. Government securities | $29,903,000 | 2,817 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $29,903,000 | 2,754 |
| Securities issued by states & political subdivisions | $12,970,000 | 2,253 |
| Other domestic debt securities | $13,550,000 | 608 |
| Privately issued residential mortgage-backed securities | $13,050,000 | 265 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $500,000 | 1,729 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,782,000 | 4,538 |
| Mortgage-backed securities | $29,100,000 | 1,964 |
| Certificates of participation in pools of residential mortgages | $6,296,000 | 3,346 |
| Issued or guaranteed by U.S. | $6,296,000 | 3,345 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $22,804,000 | 971 |
| CMOs issued by government agencies or sponsored agencies | $9,754,000 | 1,459 |
| Privately issued | $13,050,000 | 255 |
| 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) | $5,211,000 | 1,350 |
| Available-for-sale securities (fair market value) | $51,212,000 | 2,320 |
| Total debt securities | $56,423,000 | 2,365 |
| 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 | $59,757,000 | 2,187 |
| U.S. Government securities | $31,878,000 | 2,609 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $31,878,000 | 2,546 |
| Securities issued by states & political subdivisions | $12,898,000 | 2,199 |
| Other domestic debt securities | $14,981,000 | 568 |
| Privately issued residential mortgage-backed securities | $14,481,000 | 263 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $500,000 | 1,701 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,769,000 | 4,546 |
| Mortgage-backed securities | $32,251,000 | 1,772 |
| Certificates of participation in pools of residential mortgages | $6,982,000 | 3,144 |
| Issued or guaranteed by U.S. | $6,982,000 | 3,141 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $25,269,000 | 910 |
| CMOs issued by government agencies or sponsored agencies | $10,788,000 | 1,359 |
| Privately issued | $14,481,000 | 251 |
| 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) | $5,794,000 | 1,299 |
| Available-for-sale securities (fair market value) | $53,963,000 | 2,166 |
| Total debt securities | $59,758,000 | 2,165 |
| 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 | $56,179,000 | 2,328 |
| U.S. Government securities | $30,944,000 | 2,737 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $30,944,000 | 2,654 |
| Securities issued by states & political subdivisions | $8,549,000 | 2,743 |
| Other domestic debt securities | $16,686,000 | 519 |
| Privately issued residential mortgage-backed securities | $16,186,000 | 254 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $500,000 | 1,626 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,975,000 | 4,524 |
| Mortgage-backed securities | $32,906,000 | 1,701 |
| Certificates of participation in pools of residential mortgages | $7,190,000 | 3,061 |
| Issued or guaranteed by U.S. | $7,190,000 | 3,056 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $25,716,000 | 888 |
| CMOs issued by government agencies or sponsored agencies | $9,530,000 | 1,424 |
| Privately issued | $16,186,000 | 245 |
| 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) | $6,337,000 | 1,272 |
| Available-for-sale securities (fair market value) | $49,842,000 | 2,325 |
| Total debt securities | $56,178,000 | 2,303 |
| 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 | $60,501,000 | 2,160 |
| U.S. Government securities | $32,253,000 | 2,635 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $32,253,000 | 2,555 |
| Securities issued by states & political subdivisions | $8,300,000 | 2,748 |
| Other domestic debt securities | $19,948,000 | 475 |
| Privately issued residential mortgage-backed securities | $19,448,000 | 245 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $500,000 | 1,671 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,889,000 | 4,548 |
| Mortgage-backed securities | $37,192,000 | 1,521 |
| Certificates of participation in pools of residential mortgages | $7,337,000 | 2,973 |
| Issued or guaranteed by U.S. | $7,337,000 | 2,966 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $29,855,000 | 794 |
| CMOs issued by government agencies or sponsored agencies | $10,407,000 | 1,305 |
| Privately issued | $19,448,000 | 236 |
| 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) | $6,856,000 | 1,236 |
| Available-for-sale securities (fair market value) | $53,645,000 | 2,167 |
| Total debt securities | $60,501,000 | 2,141 |
| 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 | $55,795,000 | 2,221 |
| U.S. Government securities | $28,736,000 | 2,743 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $28,736,000 | 2,660 |
| Securities issued by states & political subdivisions | $4,681,000 | 3,527 |
| Other domestic debt securities | $22,378,000 | 464 |
| Privately issued residential mortgage-backed securities | $21,878,000 | 239 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $500,000 | 1,678 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,322,000 | 4,407 |
| Mortgage-backed securities | $35,681,000 | 1,517 |
| Certificates of participation in pools of residential mortgages | $2,028,000 | 4,225 |
| Issued or guaranteed by U.S. | $2,028,000 | 4,218 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $33,653,000 | 714 |
| CMOs issued by government agencies or sponsored agencies | $11,775,000 | 1,192 |
| Privately issued | $21,878,000 | 230 |
| 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) | $7,534,000 | 1,184 |
| Available-for-sale securities (fair market value) | $48,261,000 | 2,239 |
| Total debt securities | $55,795,000 | 2,193 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $44,145,000 | 2,655 |
| U.S. Government securities | $19,505,000 | 3,484 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $19,505,000 | 3,389 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $24,640,000 | 432 |
| Privately issued residential mortgage-backed securities | $24,140,000 | 235 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $500,000 | 1,705 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,722,000 | 4,330 |
| Mortgage-backed securities | $32,233,000 | 1,641 |
| Certificates of participation in pools of residential mortgages | $2,220,000 | 4,153 |
| Issued or guaranteed by U.S. | $2,220,000 | 4,144 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $30,013,000 | 777 |
| CMOs issued by government agencies or sponsored agencies | $5,873,000 | 1,641 |
| Privately issued | $24,140,000 | 227 |
| 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) | $8,480,000 | 1,143 |
| Available-for-sale securities (fair market value) | $35,665,000 | 2,814 |
| Total debt securities | $44,145,000 | 2,625 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $46,526,000 | 2,518 |
| U.S. Government securities | $20,233,000 | 3,463 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $20,233,000 | 3,376 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $26,293,000 | 414 |
| Privately issued residential mortgage-backed securities | $25,793,000 | 237 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $500,000 | 1,665 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,998,000 | 4,316 |
| Mortgage-backed securities | $34,653,000 | 1,509 |
| Certificates of participation in pools of residential mortgages | $2,398,000 | 4,132 |
| Issued or guaranteed by U.S. | $2,398,000 | 4,123 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $32,255,000 | 715 |
| CMOs issued by government agencies or sponsored agencies | $6,462,000 | 1,496 |
| Privately issued | $25,793,000 | 230 |
| 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) | $9,091,000 | 1,134 |
| Available-for-sale securities (fair market value) | $37,435,000 | 2,690 |
| Total debt securities | $46,525,000 | 2,493 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $50,096,000 | 2,398 |
| U.S. Government securities | $21,796,000 | 3,370 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $21,796,000 | 3,283 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $28,300,000 | 409 |
| Privately issued residential mortgage-backed securities | $27,800,000 | 243 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $500,000 | 1,681 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,723,000 | 4,189 |
| Mortgage-backed securities | $37,806,000 | 1,454 |
| Certificates of participation in pools of residential mortgages | $2,536,000 | 4,207 |
| Issued or guaranteed by U.S. | $2,536,000 | 4,201 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $35,270,000 | 678 |
| CMOs issued by government agencies or sponsored agencies | $7,470,000 | 1,339 |
| Privately issued | $27,800,000 | 234 |
| 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) | $9,675,000 | 1,115 |
| Available-for-sale securities (fair market value) | $40,421,000 | 2,551 |
| Total debt securities | $50,096,000 | 2,373 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $57,539,000 | 2,126 |
| U.S. Government securities | $22,625,000 | 3,255 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $22,625,000 | 3,178 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $34,914,000 | 375 |
| Privately issued residential mortgage-backed securities | $34,414,000 | 215 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $500,000 | 1,718 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $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 | $6,073,000 | 4,113 |
| Mortgage-backed securities | $45,118,000 | 1,299 |
| Certificates of participation in pools of residential mortgages | $2,675,000 | 4,245 |
| Issued or guaranteed by U.S. | $2,675,000 | 4,237 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $42,443,000 | 596 |
| CMOs issued by government agencies or sponsored agencies | $8,029,000 | 1,278 |
| Privately issued | $34,414,000 | 210 |
| 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) | $10,355,000 | 1,072 |
| Available-for-sale securities (fair market value) | $47,184,000 | 2,209 |
| Total debt securities | $57,539,000 | 2,098 |
| 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 | $65,858,000 | 1,878 |
| U.S. Government securities | $23,735,000 | 3,126 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $23,735,000 | 3,058 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $42,123,000 | 347 |
| Privately issued residential mortgage-backed securities | $41,623,000 | 207 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $500,000 | 1,813 |
| Foreign debt securities | $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 | $10,247,000 | 3,307 |
| Mortgage-backed securities | $53,074,000 | 1,163 |
| Certificates of participation in pools of residential mortgages | $2,829,000 | 4,293 |
| Issued or guaranteed by U.S. | $2,829,000 | 4,286 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $50,245,000 | 509 |
| CMOs issued by government agencies or sponsored agencies | $8,622,000 | 1,215 |
| Privately issued | $41,623,000 | 205 |
| 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) | $10,830,000 | 1,088 |
| Available-for-sale securities (fair market value) | $55,028,000 | 1,941 |
| Total debt securities | $65,858,000 | 1,851 |
| 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 | $66,781,000 | 1,837 |
| U.S. Government securities | $22,266,000 | 3,230 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $22,266,000 | 3,164 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $44,515,000 | 335 |
| Privately issued residential mortgage-backed securities | $44,015,000 | 208 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $500,000 | 1,846 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $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 | $10,140,000 | 3,334 |
| Mortgage-backed securities | $54,183,000 | 1,132 |
| Certificates of participation in pools of residential mortgages | $2,959,000 | 4,316 |
| Issued or guaranteed by U.S. | $2,959,000 | 4,302 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $51,224,000 | 488 |
| CMOs issued by government agencies or sponsored agencies | $7,209,000 | 1,292 |
| Privately issued | $44,015,000 | 200 |
| 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) | $11,546,000 | 1,064 |
| Available-for-sale securities (fair market value) | $55,235,000 | 1,884 |
| Total debt securities | $66,781,000 | 1,817 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $60,883,000 | 1,973 |
| U.S. Government securities | $20,395,000 | 3,483 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $20,395,000 | 3,416 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $40,488,000 | 366 |
| Privately issued residential mortgage-backed securities | $39,988,000 | 239 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,912 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,936,000 | 5,594 |
| Mortgage-backed securities | $51,066,000 | 1,206 |
| Certificates of participation in pools of residential mortgages | $3,183,000 | 4,326 |
| Issued or guaranteed by U.S. | $3,183,000 | 4,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $47,883,000 | 501 |
| CMOs issued by government agencies or sponsored agencies | $7,895,000 | 1,220 |
| Privately issued | $39,988,000 | 226 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,517,000 | 1,017 |
| Available-for-sale securities (fair market value) | $48,366,000 | 2,113 |
| Total debt securities | $60,884,000 | 1,955 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $48,750,000 | 2,351 |
| U.S. Government securities | $13,598,000 | 4,465 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $13,598,000 | 4,379 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $35,152,000 | 373 |
| Privately issued residential mortgage-backed securities | $34,652,000 | 256 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,872 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,961,000 | 5,629 |
| Mortgage-backed securities | $46,098,000 | 1,276 |
| Certificates of participation in pools of residential mortgages | $3,304,000 | 4,253 |
| Issued or guaranteed by U.S. | $3,304,000 | 4,241 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $42,794,000 | 528 |
| CMOs issued by government agencies or sponsored agencies | $8,142,000 | 1,160 |
| Privately issued | $34,652,000 | 247 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,156,000 | 977 |
| Available-for-sale securities (fair market value) | $35,594,000 | 2,702 |
| Total debt securities | $48,750,000 | 2,327 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $42,609,000 | 2,583 |
| U.S. Government securities | $12,718,000 | 4,589 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $12,718,000 | 4,508 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $29,891,000 | 420 |
| Privately issued residential mortgage-backed securities | $29,391,000 | 292 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,841 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,831,000 | 5,715 |
| Mortgage-backed securities | $41,074,000 | 1,305 |
| Certificates of participation in pools of residential mortgages | $3,309,000 | 4,176 |
| Issued or guaranteed by U.S. | $3,309,000 | 4,165 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $37,765,000 | 549 |
| CMOs issued by government agencies or sponsored agencies | $8,374,000 | 1,091 |
| Privately issued | $29,391,000 | 278 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,520,000 | 961 |
| Available-for-sale securities (fair market value) | $29,089,000 | 3,073 |
| Total debt securities | $42,609,000 | 2,555 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $801,000 | 200 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $31,746,000 | 3,298 |
| U.S. Government securities | $16,071,000 | 4,067 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $16,071,000 | 4,000 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $15,675,000 | 657 |
| Privately issued residential mortgage-backed securities | $15,185,000 | 409 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $490,000 | 1,927 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,816,000 | 5,726 |
| Mortgage-backed securities | $27,231,000 | 1,800 |
| Certificates of participation in pools of residential mortgages | $3,399,000 | 4,156 |
| Issued or guaranteed by U.S. | $3,399,000 | 4,141 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $23,832,000 | 723 |
| CMOs issued by government agencies or sponsored agencies | $8,647,000 | 1,076 |
| Privately issued | $15,185,000 | 388 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,319,000 | 1,113 |
| Available-for-sale securities (fair market value) | $21,427,000 | 3,805 |
| Total debt securities | $31,745,000 | 3,261 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $804,000 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $33,506,000 | 3,161 |
| U.S. Government securities | $17,029,000 | 3,928 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $17,029,000 | 3,861 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $16,477,000 | 612 |
| Privately issued residential mortgage-backed securities | $16,477,000 | 382 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,832,000 | 5,705 |
| Mortgage-backed securities | $29,424,000 | 1,626 |
| Certificates of participation in pools of residential mortgages | $3,699,000 | 3,948 |
| Issued or guaranteed by U.S. | $3,699,000 | 3,933 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $25,725,000 | 676 |
| CMOs issued by government agencies or sponsored agencies | $9,248,000 | 1,017 |
| Privately issued | $16,477,000 | 357 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,785,000 | 1,103 |
| Available-for-sale securities (fair market value) | $22,721,000 | 3,659 |
| Total debt securities | $33,507,000 | 3,112 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $809,000 | 222 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $17,354,000 | 4,801 |
| U.S. Government securities | $17,354,000 | 3,952 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $17,354,000 | 3,871 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,806,000 | 5,779 |
| Mortgage-backed securities | $13,340,000 | 2,498 |
| Certificates of participation in pools of residential mortgages | $3,763,000 | 3,617 |
| Issued or guaranteed by U.S. | $3,763,000 | 3,602 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $9,577,000 | 1,183 |
| CMOs issued by government agencies or sponsored agencies | $9,577,000 | 948 |
| 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) | $17,354,000 | 4,262 |
| Total debt securities | $17,353,000 | 4,749 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $802,000 | 208 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $17,564,000 | 4,814 |
| U.S. Government securities | $17,564,000 | 3,989 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $17,564,000 | 3,898 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,788,000 | 5,821 |
| Mortgage-backed securities | $13,601,000 | 2,311 |
| Certificates of participation in pools of residential mortgages | $3,807,000 | 3,437 |
| Issued or guaranteed by U.S. | $3,807,000 | 3,422 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $9,794,000 | 1,120 |
| CMOs issued by government agencies or sponsored agencies | $9,794,000 | 893 |
| 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) | $17,564,000 | 4,269 |
| Total debt securities | $17,563,000 | 4,766 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $795,000 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $17,995,000 | 4,740 |
| U.S. Government securities | $17,995,000 | 3,929 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $17,995,000 | 3,827 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,777,000 | 5,878 |
| Mortgage-backed securities | $14,089,000 | 2,202 |
| Certificates of participation in pools of residential mortgages | $3,901,000 | 3,353 |
| Issued or guaranteed by U.S. | $3,901,000 | 3,339 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $10,188,000 | 1,060 |
| CMOs issued by government agencies or sponsored agencies | $10,188,000 | 843 |
| 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) | $17,995,000 | 4,188 |
| Total debt securities | $17,993,000 | 4,697 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $1,286,000 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $0 | 8,365 |
| U.S. Government securities | $0 | 8,244 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $0 | 8,164 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| 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 | $0 | 6,814 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $0 | 8,320 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $23,407,000 | 119 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $25,010,000 | 3,931 |
| U.S. Government securities | $24,433,000 | 3,222 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $24,433,000 | 3,129 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $577,000 | 2,218 |
| Privately issued residential mortgage-backed securities | $577,000 | 984 |
| 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 | $6,722,000 | 4,104 |
| Mortgage-backed securities | $19,228,000 | 1,800 |
| Certificates of participation in pools of residential mortgages | $13,168,000 | 1,760 |
| Issued or guaranteed by U.S. | $13,168,000 | 1,750 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $6,060,000 | 1,384 |
| CMOs issued by government agencies or sponsored agencies | $5,483,000 | 1,224 |
| Privately issued | $577,000 | 928 |
| 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) | $1,607,000 | 2,610 |
| Available-for-sale securities (fair market value) | $23,403,000 | 3,586 |
| Total debt securities | $25,008,000 | 3,880 |
| 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 | $25,663,000 | 3,903 |
| U.S. Government securities | $25,036,000 | 3,186 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $25,036,000 | 3,100 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $627,000 | 2,219 |
| Privately issued residential mortgage-backed securities | $627,000 | 957 |
| 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 | $4,496,000 | 4,763 |
| Mortgage-backed securities | $19,905,000 | 1,756 |
| Certificates of participation in pools of residential mortgages | $13,748,000 | 1,713 |
| Issued or guaranteed by U.S. | $13,748,000 | 1,702 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $6,157,000 | 1,328 |
| CMOs issued by government agencies or sponsored agencies | $5,530,000 | 1,204 |
| Privately issued | $627,000 | 892 |
| 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) | $1,650,000 | 2,647 |
| Available-for-sale securities (fair market value) | $24,013,000 | 3,546 |
| Total debt securities | $25,657,000 | 3,845 |
| 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 | $26,682,000 | 3,786 |
| U.S. Government securities | $26,002,000 | 3,084 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $26,002,000 | 2,998 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $680,000 | 2,207 |
| Privately issued residential mortgage-backed securities | $680,000 | 922 |
| 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 | $5,666,000 | 4,408 |
| Mortgage-backed securities | $20,464,000 | 1,729 |
| Certificates of participation in pools of residential mortgages | $14,238,000 | 1,687 |
| Issued or guaranteed by U.S. | $14,238,000 | 1,677 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $6,226,000 | 1,317 |
| CMOs issued by government agencies or sponsored agencies | $5,546,000 | 1,190 |
| Privately issued | $680,000 | 864 |
| 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) | $1,685,000 | 2,663 |
| Available-for-sale securities (fair market value) | $24,997,000 | 3,455 |
| Total debt securities | $26,676,000 | 3,730 |
| 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 | $28,508,000 | 3,683 |
| U.S. Government securities | $27,795,000 | 2,977 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $27,795,000 | 2,883 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $713,000 | 2,246 |
| Privately issued residential mortgage-backed securities | $713,000 | 911 |
| 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 | $5,759,000 | 4,399 |
| Mortgage-backed securities | $21,752,000 | 1,680 |
| Certificates of participation in pools of residential mortgages | $15,337,000 | 1,613 |
| Issued or guaranteed by U.S. | $15,337,000 | 1,605 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $6,415,000 | 1,309 |
| CMOs issued by government agencies or sponsored agencies | $5,702,000 | 1,183 |
| Privately issued | $713,000 | 855 |
| 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) | $1,715,000 | 2,710 |
| Available-for-sale securities (fair market value) | $26,793,000 | 3,342 |
| Total debt securities | $28,504,000 | 3,632 |
| 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 | $29,561,000 | 3,600 |
| U.S. Government securities | $28,775,000 | 2,893 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $28,775,000 | 2,797 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $786,000 | 2,274 |
| Privately issued residential mortgage-backed securities | $786,000 | 862 |
| 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 | $6,347,000 | 4,198 |
| Mortgage-backed securities | $22,788,000 | 1,641 |
| Certificates of participation in pools of residential mortgages | $16,173,000 | 1,580 |
| Issued or guaranteed by U.S. | $16,173,000 | 1,569 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $6,615,000 | 1,281 |
| CMOs issued by government agencies or sponsored agencies | $5,829,000 | 1,169 |
| Privately issued | $786,000 | 807 |
| 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) | $1,753,000 | 2,742 |
| Available-for-sale securities (fair market value) | $27,808,000 | 3,268 |
| Total debt securities | $29,559,000 | 3,545 |
| 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 | $31,594,000 | 3,400 |
| U.S. Government securities | $30,688,000 | 2,711 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $30,688,000 | 2,620 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $906,000 | 2,235 |
| Privately issued residential mortgage-backed securities | $906,000 | 823 |
| 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 | $13,140,000 | 2,845 |
| Mortgage-backed securities | $24,265,000 | 1,605 |
| Certificates of participation in pools of residential mortgages | $17,375,000 | 1,523 |
| Issued or guaranteed by U.S. | $17,375,000 | 1,513 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,890,000 | 1,258 |
| CMOs issued by government agencies or sponsored agencies | $5,984,000 | 1,158 |
| Privately issued | $906,000 | 769 |
| 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) | $1,833,000 | 2,735 |
| Available-for-sale securities (fair market value) | $29,761,000 | 3,087 |
| Total debt securities | $31,594,000 | 3,345 |
| 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 | $33,252,000 | 3,324 |
| U.S. Government securities | $32,190,000 | 2,650 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $32,190,000 | 2,554 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $1,062,000 | 2,104 |
| Privately issued residential mortgage-backed securities | $1,062,000 | 768 |
| 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 | $12,932,000 | 2,881 |
| Mortgage-backed securities | $25,883,000 | 1,575 |
| Certificates of participation in pools of residential mortgages | $18,638,000 | 1,503 |
| Issued or guaranteed by U.S. | $18,638,000 | 1,490 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $7,245,000 | 1,253 |
| CMOs issued by government agencies or sponsored agencies | $6,183,000 | 1,179 |
| Privately issued | $1,062,000 | 718 |
| 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) | $1,923,000 | 2,747 |
| Available-for-sale securities (fair market value) | $31,329,000 | 3,011 |
| Total debt securities | $33,251,000 | 3,275 |
| 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 | $34,574,000 | 3,245 |
| U.S. Government securities | $32,882,000 | 2,653 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $32,882,000 | 2,551 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $1,692,000 | 1,869 |
| Privately issued residential mortgage-backed securities | $1,168,000 | 731 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $524,000 | 2,188 |
| 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 | $12,806,000 | 2,897 |
| Mortgage-backed securities | $27,032,000 | 1,573 |
| Certificates of participation in pools of residential mortgages | $19,547,000 | 1,492 |
| Issued or guaranteed by U.S. | $19,547,000 | 1,480 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $7,485,000 | 1,259 |
| CMOs issued by government agencies or sponsored agencies | $6,317,000 | 1,204 |
| Privately issued | $1,168,000 | 683 |
| 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) | $1,995,000 | 2,753 |
| Available-for-sale securities (fair market value) | $32,579,000 | 2,933 |
| Total debt securities | $34,574,000 | 3,198 |
| 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 | $37,187,000 | 3,089 |
| U.S. Government securities | $35,323,000 | 2,503 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $35,323,000 | 2,401 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $1,864,000 | 1,861 |
| Privately issued residential mortgage-backed securities | $1,330,000 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $534,000 | 2,243 |
| 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 | $14,274,000 | 2,658 |
| Mortgage-backed securities | $28,893,000 | 1,525 |
| Certificates of participation in pools of residential mortgages | $20,865,000 | 1,448 |
| Issued or guaranteed by U.S. | $20,865,000 | 1,435 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $8,028,000 | 1,223 |
| CMOs issued by government agencies or sponsored agencies | $6,698,000 | 1,177 |
| Privately issued | $1,330,000 | 663 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,071,000 | 2,751 |
| Available-for-sale securities (fair market value) | $35,116,000 | 2,758 |
| Total debt securities | $37,187,000 | 3,037 |
| 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 | $34,231,000 | 3,280 |
| U.S. Government securities | $33,692,000 | 2,583 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $33,692,000 | 2,489 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $539,000 | 2,708 |
| 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 | $539,000 | 2,302 |
| 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 | $13,817,000 | 2,682 |
| Mortgage-backed securities | $24,610,000 | 1,695 |
| Certificates of participation in pools of residential mortgages | $18,302,000 | 1,595 |
| Issued or guaranteed by U.S. | $18,302,000 | 1,586 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,308,000 | 1,393 |
| CMOs issued by government agencies or sponsored agencies | $6,308,000 | 1,226 |
| 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) | $2,151,000 | 2,767 |
| Available-for-sale securities (fair market value) | $32,080,000 | 2,972 |
| Total debt securities | $34,232,000 | 3,219 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $30,869,000 | 3,590 |
| U.S. Government securities | $30,339,000 | 2,842 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $30,339,000 | 2,729 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $530,000 | 2,820 |
| 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 | $530,000 | 2,415 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,581,000 | 2,565 |
| Mortgage-backed securities | $21,363,000 | 1,880 |
| Certificates of participation in pools of residential mortgages | $16,327,000 | 1,761 |
| Issued or guaranteed by U.S. | $16,327,000 | 1,753 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,036,000 | 1,566 |
| CMOs issued by government agencies or sponsored agencies | $5,036,000 | 1,386 |
| 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) | $2,253,000 | 2,733 |
| Available-for-sale securities (fair market value) | $28,616,000 | 3,267 |
| Total debt securities | $30,862,000 | 3,523 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $26,169,000 | 4,034 |
| U.S. Government securities | $25,617,000 | 3,218 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $25,617,000 | 3,113 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $552,000 | 2,891 |
| 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 | $552,000 | 2,476 |
| 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 | $17,244,000 | 2,251 |
| Mortgage-backed securities | $17,880,000 | 2,170 |
| Certificates of participation in pools of residential mortgages | $13,439,000 | 2,031 |
| Issued or guaranteed by U.S. | $13,439,000 | 2,022 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,441,000 | 1,700 |
| CMOs issued by government agencies or sponsored agencies | $4,441,000 | 1,500 |
| 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) | $2,497,000 | 2,637 |
| Available-for-sale securities (fair market value) | $23,672,000 | 3,738 |
| Total debt securities | $26,170,000 | 3,960 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $27,607,000 | 3,948 |
| U.S. Government securities | $27,065,000 | 3,134 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $27,065,000 | 3,026 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $542,000 | 2,954 |
| 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 | $542,000 | 2,619 |
| 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 | $16,086,000 | 2,334 |
| Mortgage-backed securities | $19,387,000 | 2,058 |
| Certificates of participation in pools of residential mortgages | $14,211,000 | 1,968 |
| Issued or guaranteed by U.S. | $14,211,000 | 1,954 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,176,000 | 1,568 |
| CMOs issued by government agencies or sponsored agencies | $5,176,000 | 1,464 |
| 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) | $2,602,000 | 2,641 |
| Available-for-sale securities (fair market value) | $25,005,000 | 3,639 |
| Total debt securities | $27,605,000 | 3,882 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $26,154,000 | 4,017 |
| U.S. Government securities | $25,612,000 | 3,178 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $25,612,000 | 3,066 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $542,000 | 3,078 |
| 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 | $542,000 | 2,738 |
| 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 | $15,215,000 | 2,313 |
| Mortgage-backed securities | $18,417,000 | 2,107 |
| Certificates of participation in pools of residential mortgages | $12,228,000 | 2,133 |
| Issued or guaranteed by U.S. | $12,228,000 | 2,124 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $6,189,000 | 1,457 |
| CMOs issued by government agencies or sponsored agencies | $6,189,000 | 1,355 |
| 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) | $2,836,000 | 2,587 |
| Available-for-sale securities (fair market value) | $23,318,000 | 3,751 |
| Total debt securities | $26,154,000 | 3,929 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $27,197,000 | 3,813 |
| U.S. Government securities | $26,636,000 | 2,995 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $26,636,000 | 2,869 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $561,000 | 3,140 |
| 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 | $561,000 | 2,786 |
| 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 | $16,308,000 | 2,135 |
| Mortgage-backed securities | $20,252,000 | 2,034 |
| Certificates of participation in pools of residential mortgages | $13,848,000 | 1,954 |
| Issued or guaranteed by U.S. | $13,848,000 | 1,945 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $6,404,000 | 1,547 |
| CMOs issued by government agencies or sponsored agencies | $6,404,000 | 1,448 |
| 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) | $3,400,000 | 2,438 |
| Available-for-sale securities (fair market value) | $23,797,000 | 3,619 |
| Total debt securities | $27,195,000 | 3,736 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $26,974,000 | 3,810 |
| U.S. Government securities | $26,435,000 | 2,996 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $26,435,000 | 2,868 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $539,000 | 3,194 |
| 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 | $539,000 | 2,826 |
| 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 | $14,393,000 | 2,387 |
| Mortgage-backed securities | $20,643,000 | 1,980 |
| Certificates of participation in pools of residential mortgages | $14,730,000 | 1,852 |
| Issued or guaranteed by U.S. | $14,730,000 | 1,846 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $5,913,000 | 1,665 |
| CMOs issued by government agencies or sponsored agencies | $5,913,000 | 1,557 |
| 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) | $2,315,000 | 2,823 |
| Available-for-sale securities (fair market value) | $24,659,000 | 3,503 |
| Total debt securities | $26,973,000 | 3,737 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $23,774,000 | 4,145 |
| U.S. Government securities | $23,247,000 | 3,302 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $23,247,000 | 3,144 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $527,000 | 3,240 |
| 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 | $527,000 | 2,860 |
| 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 | $15,361,000 | 2,248 |
| Mortgage-backed securities | $18,144,000 | 2,126 |
| Certificates of participation in pools of residential mortgages | $12,805,000 | 1,994 |
| Issued or guaranteed by U.S. | $12,805,000 | 1,983 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $5,339,000 | 1,778 |
| CMOs issued by government agencies or sponsored agencies | $5,339,000 | 1,679 |
| 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) | $2,695,000 | 2,762 |
| Available-for-sale securities (fair market value) | $21,079,000 | 3,860 |
| Total debt securities | $23,773,000 | 4,067 |
| 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 | $15,042,000 | 5,359 |
| U.S. Government securities | $14,526,000 | 4,464 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $14,526,000 | 4,251 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $516,000 | 3,342 |
| 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 | $516,000 | 2,885 |
| 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 | $12,119,000 | 2,616 |
| Mortgage-backed securities | $12,197,000 | 2,567 |
| Certificates of participation in pools of residential mortgages | $8,224,000 | 2,386 |
| Issued or guaranteed by U.S. | $8,224,000 | 2,371 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,973,000 | 2,104 |
| CMOs issued by government agencies or sponsored agencies | $3,973,000 | 1,970 |
| 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) | $3,483,000 | 2,638 |
| Available-for-sale securities (fair market value) | $11,559,000 | 5,244 |
| Total debt securities | $15,042,000 | 5,265 |
| 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 | $5,546,000 | 8,174 |
| U.S. Government securities | $5,033,000 | 7,732 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $5,033,000 | 7,387 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $508,000 | 2,906 |
| 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 | $508,000 | 2,545 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,021 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,000 | 7,605 |
| Mortgage-backed securities | $1,528,000 | 5,098 |
| Certificates of participation in pools of residential mortgages | $1,528,000 | 4,327 |
| Issued or guaranteed by U.S. | $1,528,000 | 4,303 |
| 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) | $5,546,000 | 7,061 |
| Total debt securities | $5,542,000 | 8,045 |
| 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 |