Home > Commonwealth Business Bank > Securities
Commonwealth Business Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $59,883,000 | 2,367 |
| U.S. Government securities | $4,212,000 | 4,025 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $4,212,000 | 3,734 |
| Securities issued by states & political subdivisions | $30,210,000 | 1,353 |
| Other domestic debt securities | $25,461,000 | 629 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,030,000 | 222 |
| Structured financial products - Total | $13,431,000 | 225 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,336,000 | 2,491 |
| Mortgage-backed securities | $4,212,000 | 3,090 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,827,000 | 2,719 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $385,000 | 2,391 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $6,026,000 | 1,127 |
| Available-for-sale securities (fair market value) | $53,857,000 | 2,284 |
| Total debt securities | $59,883,000 | 2,349 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $61,617,000 | 2,312 |
| U.S. Government securities | $4,385,000 | 4,038 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $4,385,000 | 3,729 |
| Securities issued by states & political subdivisions | $29,570,000 | 1,350 |
| Other domestic debt securities | $27,662,000 | 594 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,274,000 | 217 |
| Structured financial products - Total | $15,388,000 | 207 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,464,000 | 2,367 |
| Mortgage-backed securities | $4,385,000 | 3,062 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,989,000 | 2,683 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $396,000 | 2,380 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $6,040,000 | 1,139 |
| Available-for-sale securities (fair market value) | $55,577,000 | 2,223 |
| Total debt securities | $61,617,000 | 2,295 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $66,400,000 | 2,273 |
| U.S. Government securities | $4,624,000 | 4,062 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $4,624,000 | 3,753 |
| Securities issued by states & political subdivisions | $30,242,000 | 1,385 |
| Other domestic debt securities | $31,534,000 | 543 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,435,000 | 216 |
| Structured financial products - Total | $19,099,000 | 173 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,409,000 | 2,153 |
| Mortgage-backed securities | $4,624,000 | 3,063 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,220,000 | 2,687 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $404,000 | 2,378 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $6,050,000 | 1,151 |
| Available-for-sale securities (fair market value) | $60,350,000 | 2,181 |
| Total debt securities | $66,400,000 | 2,259 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $68,943,000 | 2,306 |
| U.S. Government securities | $4,825,000 | 4,124 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $4,825,000 | 3,745 |
| Securities issued by states & political subdivisions | $30,692,000 | 1,415 |
| Other domestic debt securities | $33,426,000 | 546 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,670,000 | 216 |
| Structured financial products - Total | $20,756,000 | 170 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,265,000 | 2,020 |
| Mortgage-backed securities | $4,825,000 | 3,089 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,406,000 | 2,710 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $419,000 | 2,408 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $6,068,000 | 1,190 |
| Available-for-sale securities (fair market value) | $62,875,000 | 2,197 |
| Total debt securities | $68,943,000 | 2,285 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $72,550,000 | 2,252 |
| U.S. Government securities | $5,048,000 | 4,126 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $5,048,000 | 3,725 |
| Securities issued by states & political subdivisions | $30,525,000 | 1,465 |
| Other domestic debt securities | $36,977,000 | 526 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,897,000 | 211 |
| Structured financial products - Total | $24,080,000 | 167 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,808,000 | 1,794 |
| Mortgage-backed securities | $5,048,000 | 3,102 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,609,000 | 2,695 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $439,000 | 2,413 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $6,091,000 | 1,210 |
| Available-for-sale securities (fair market value) | $66,459,000 | 2,153 |
| Total debt securities | $72,549,000 | 2,233 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $75,839,000 | 2,183 |
| U.S. Government securities | $8,256,000 | 3,892 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $8,256,000 | 3,456 |
| Securities issued by states & political subdivisions | $29,987,000 | 1,483 |
| Other domestic debt securities | $37,596,000 | 491 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,401,000 | 213 |
| Structured financial products - Total | $24,195,000 | 139 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,129,000 | 1,612 |
| Mortgage-backed securities | $8,256,000 | 2,847 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,907,000 | 2,677 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $456,000 | 2,432 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,893,000 | 905 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $9,004,000 | 1,072 |
| Available-for-sale securities (fair market value) | $66,835,000 | 2,141 |
| Total debt securities | $75,839,000 | 2,169 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $77,469,000 | 2,188 |
| U.S. Government securities | $33,218,000 | 2,539 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $33,218,000 | 2,138 |
| Securities issued by states & political subdivisions | $30,757,000 | 1,520 |
| Other domestic debt securities | $13,494,000 | 857 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,494,000 | 212 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,894,000 | 1,567 |
| Mortgage-backed securities | $33,218,000 | 1,759 |
| Certificates of participation in pools of residential mortgages | $5,182,000 | 2,770 |
| Issued or guaranteed by U.S. | $5,182,000 | 2,690 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $477,000 | 2,518 |
| CMOs issued by government agencies or sponsored agencies | $477,000 | 2,446 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $27,559,000 | 498 |
| Commercial mortgage pass-through securities | $2,910,000 | 884 |
| Other commercial mortgage-backed securities | $24,649,000 | 363 |
| Held to maturity securities (book value) | $9,045,000 | 1,000 |
| Available-for-sale securities (fair market value) | $68,424,000 | 2,175 |
| Total debt securities | $77,469,000 | 2,174 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $80,104,000 | 2,107 |
| U.S. Government securities | $34,840,000 | 2,430 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $34,840,000 | 2,094 |
| Securities issued by states & political subdivisions | $31,506,000 | 1,519 |
| Other domestic debt securities | $13,758,000 | 833 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,758,000 | 218 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,513,000 | 1,478 |
| Mortgage-backed securities | $34,840,000 | 1,737 |
| Certificates of participation in pools of residential mortgages | $5,559,000 | 2,737 |
| Issued or guaranteed by U.S. | $5,559,000 | 2,662 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $537,000 | 2,482 |
| CMOs issued by government agencies or sponsored agencies | $537,000 | 2,413 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $28,744,000 | 488 |
| Commercial mortgage pass-through securities | $2,927,000 | 886 |
| Other commercial mortgage-backed securities | $25,817,000 | 353 |
| Held to maturity securities (book value) | $9,125,000 | 906 |
| Available-for-sale securities (fair market value) | $70,979,000 | 2,121 |
| Total debt securities | $80,104,000 | 2,094 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $84,238,000 | 1,989 |
| U.S. Government securities | $36,903,000 | 2,209 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $36,903,000 | 1,997 |
| Securities issued by states & political subdivisions | $33,307,000 | 1,501 |
| Other domestic debt securities | $14,028,000 | 790 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,028,000 | 217 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,573,000 | 1,428 |
| Mortgage-backed securities | $36,903,000 | 1,646 |
| Certificates of participation in pools of residential mortgages | $5,947,000 | 2,692 |
| Issued or guaranteed by U.S. | $5,947,000 | 2,610 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $598,000 | 2,444 |
| CMOs issued by government agencies or sponsored agencies | $598,000 | 2,388 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $30,358,000 | 475 |
| Commercial mortgage pass-through securities | $2,945,000 | 882 |
| Other commercial mortgage-backed securities | $27,413,000 | 339 |
| Held to maturity securities (book value) | $9,207,000 | 803 |
| Available-for-sale securities (fair market value) | $75,031,000 | 2,005 |
| Total debt securities | $84,238,000 | 1,972 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $86,440,000 | 1,893 |
| U.S. Government securities | $38,776,000 | 2,082 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $38,776,000 | 1,910 |
| Securities issued by states & political subdivisions | $33,469,000 | 1,462 |
| Other domestic debt securities | $14,195,000 | 747 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,195,000 | 220 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,444,000 | 1,356 |
| Mortgage-backed securities | $38,776,000 | 1,588 |
| Certificates of participation in pools of residential mortgages | $6,845,000 | 2,605 |
| Issued or guaranteed by U.S. | $6,845,000 | 2,533 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $662,000 | 2,458 |
| CMOs issued by government agencies or sponsored agencies | $662,000 | 2,398 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $31,269,000 | 464 |
| Commercial mortgage pass-through securities | $2,962,000 | 883 |
| Other commercial mortgage-backed securities | $28,307,000 | 334 |
| Held to maturity securities (book value) | $9,694,000 | 753 |
| Available-for-sale securities (fair market value) | $76,746,000 | 1,916 |
| Total debt securities | $86,440,000 | 1,879 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $82,354,000 | 1,892 |
| U.S. Government securities | $39,151,000 | 2,024 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $39,151,000 | 1,868 |
| Securities issued by states & political subdivisions | $28,849,000 | 1,582 |
| Other domestic debt securities | $14,354,000 | 705 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,354,000 | 216 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,817,000 | 1,329 |
| Mortgage-backed securities | $39,151,000 | 1,540 |
| Certificates of participation in pools of residential mortgages | $7,629,000 | 2,497 |
| Issued or guaranteed by U.S. | $7,629,000 | 2,425 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $31,522,000 | 442 |
| Commercial mortgage pass-through securities | $2,978,000 | 883 |
| Other commercial mortgage-backed securities | $28,544,000 | 323 |
| Held to maturity securities (book value) | $4,281,000 | 951 |
| Available-for-sale securities (fair market value) | $78,073,000 | 1,839 |
| Total debt securities | $82,354,000 | 1,875 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $83,409,000 | 1,750 |
| U.S. Government securities | $40,172,000 | 1,874 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $40,172,000 | 1,751 |
| Securities issued by states & political subdivisions | $28,769,000 | 1,541 |
| Other domestic debt securities | $14,468,000 | 691 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,468,000 | 218 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,835,000 | 1,263 |
| Mortgage-backed securities | $40,172,000 | 1,447 |
| Certificates of participation in pools of residential mortgages | $8,469,000 | 2,350 |
| Issued or guaranteed by U.S. | $8,469,000 | 2,278 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $31,703,000 | 418 |
| Commercial mortgage pass-through securities | $2,994,000 | 862 |
| Other commercial mortgage-backed securities | $28,709,000 | 295 |
| Held to maturity securities (book value) | $4,618,000 | 914 |
| Available-for-sale securities (fair market value) | $78,791,000 | 1,716 |
| Total debt securities | $83,409,000 | 1,734 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $85,914,000 | 1,576 |
| U.S. Government securities | $42,253,000 | 1,680 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $42,253,000 | 1,594 |
| Securities issued by states & political subdivisions | $29,207,000 | 1,465 |
| Other domestic debt securities | $14,454,000 | 640 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,454,000 | 209 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,913,000 | 1,203 |
| Mortgage-backed securities | $42,253,000 | 1,335 |
| Certificates of participation in pools of residential mortgages | $9,409,000 | 2,144 |
| Issued or guaranteed by U.S. | $9,409,000 | 2,088 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $32,844,000 | 383 |
| Commercial mortgage pass-through securities | $3,011,000 | 821 |
| Other commercial mortgage-backed securities | $29,833,000 | 273 |
| Held to maturity securities (book value) | $5,044,000 | 865 |
| Available-for-sale securities (fair market value) | $80,870,000 | 1,560 |
| Total debt securities | $85,914,000 | 1,561 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $88,784,000 | 1,464 |
| U.S. Government securities | $45,177,000 | 1,557 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $45,177,000 | 1,486 |
| Securities issued by states & political subdivisions | $29,155,000 | 1,357 |
| Other domestic debt securities | $14,452,000 | 621 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,452,000 | 196 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,831,000 | 1,109 |
| Mortgage-backed securities | $45,177,000 | 1,239 |
| Certificates of participation in pools of residential mortgages | $10,506,000 | 2,019 |
| Issued or guaranteed by U.S. | $10,506,000 | 1,958 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $34,671,000 | 356 |
| Commercial mortgage pass-through securities | $3,027,000 | 801 |
| Other commercial mortgage-backed securities | $31,644,000 | 253 |
| Held to maturity securities (book value) | $5,425,000 | 838 |
| Available-for-sale securities (fair market value) | $83,359,000 | 1,442 |
| Total debt securities | $88,784,000 | 1,453 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $91,091,000 | 1,402 |
| U.S. Government securities | $47,730,000 | 1,497 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $47,730,000 | 1,401 |
| Securities issued by states & political subdivisions | $29,082,000 | 1,286 |
| Other domestic debt securities | $14,279,000 | 591 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,279,000 | 178 |
| 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 | $47,374,000 | 1,079 |
| Mortgage-backed securities | $47,730,000 | 1,178 |
| Certificates of participation in pools of residential mortgages | $12,488,000 | 1,844 |
| Issued or guaranteed by U.S. | $12,488,000 | 1,795 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $35,242,000 | 344 |
| Commercial mortgage pass-through securities | $3,043,000 | 787 |
| Other commercial mortgage-backed securities | $32,199,000 | 249 |
| Held to maturity securities (book value) | $6,411,000 | 819 |
| Available-for-sale securities (fair market value) | $84,680,000 | 1,377 |
| Total debt securities | $91,091,000 | 1,388 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $91,863,000 | 1,360 |
| U.S. Government securities | $49,224,000 | 1,456 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $49,224,000 | 1,367 |
| Securities issued by states & political subdivisions | $28,565,000 | 1,188 |
| Other domestic debt securities | $14,074,000 | 576 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,074,000 | 164 |
| 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 | $48,858,000 | 998 |
| Mortgage-backed securities | $49,224,000 | 1,141 |
| Certificates of participation in pools of residential mortgages | $13,591,000 | 1,746 |
| Issued or guaranteed by U.S. | $13,591,000 | 1,696 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $35,633,000 | 339 |
| Commercial mortgage pass-through securities | $3,058,000 | 767 |
| Other commercial mortgage-backed securities | $32,575,000 | 251 |
| Held to maturity securities (book value) | $6,592,000 | 815 |
| Available-for-sale securities (fair market value) | $85,271,000 | 1,322 |
| Total debt securities | $91,863,000 | 1,344 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $94,640,000 | 1,327 |
| U.S. Government securities | $51,214,000 | 1,424 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $51,214,000 | 1,345 |
| Securities issued by states & political subdivisions | $28,628,000 | 1,149 |
| Other domestic debt securities | $14,798,000 | 532 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $14,798,000 | 157 |
| 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 | $50,835,000 | 941 |
| Mortgage-backed securities | $51,214,000 | 1,095 |
| Certificates of participation in pools of residential mortgages | $15,716,000 | 1,548 |
| Issued or guaranteed by U.S. | $15,716,000 | 1,505 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $35,498,000 | 337 |
| Commercial mortgage pass-through securities | $3,074,000 | 752 |
| Other commercial mortgage-backed securities | $32,424,000 | 247 |
| Held to maturity securities (book value) | $6,956,000 | 841 |
| Available-for-sale securities (fair market value) | $87,684,000 | 1,284 |
| Total debt securities | $94,640,000 | 1,314 |
| 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 | $97,141,000 | 1,293 |
| U.S. Government securities | $53,481,000 | 1,375 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $53,481,000 | 1,287 |
| Securities issued by states & political subdivisions | $28,746,000 | 1,141 |
| Other domestic debt securities | $14,914,000 | 520 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $14,914,000 | 153 |
| 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 | $53,087,000 | 923 |
| Mortgage-backed securities | $53,481,000 | 1,042 |
| Certificates of participation in pools of residential mortgages | $17,794,000 | 1,402 |
| Issued or guaranteed by U.S. | $17,794,000 | 1,363 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $35,687,000 | 330 |
| Commercial mortgage pass-through securities | $3,090,000 | 755 |
| Other commercial mortgage-backed securities | $32,597,000 | 243 |
| Held to maturity securities (book value) | $7,187,000 | 859 |
| Available-for-sale securities (fair market value) | $89,954,000 | 1,253 |
| Total debt securities | $97,141,000 | 1,278 |
| 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 | $99,758,000 | 1,275 |
| U.S. Government securities | $56,421,000 | 1,334 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $56,421,000 | 1,256 |
| Securities issued by states & political subdivisions | $28,432,000 | 1,180 |
| Other domestic debt securities | $14,905,000 | 497 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $14,905,000 | 144 |
| 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 | $56,010,000 | 896 |
| Mortgage-backed securities | $56,421,000 | 987 |
| Certificates of participation in pools of residential mortgages | $20,751,000 | 1,253 |
| Issued or guaranteed by U.S. | $20,751,000 | 1,236 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $35,670,000 | 328 |
| Commercial mortgage pass-through securities | $3,105,000 | 755 |
| Other commercial mortgage-backed securities | $32,565,000 | 234 |
| Held to maturity securities (book value) | $7,435,000 | 882 |
| Available-for-sale securities (fair market value) | $92,323,000 | 1,236 |
| Total debt securities | $99,757,000 | 1,257 |
| 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 | $101,825,000 | 1,263 |
| U.S. Government securities | $58,917,000 | 1,287 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $58,917,000 | 1,219 |
| Securities issued by states & political subdivisions | $27,965,000 | 1,238 |
| Other domestic debt securities | $14,943,000 | 501 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $14,943,000 | 136 |
| 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 | $58,487,000 | 885 |
| Mortgage-backed securities | $58,917,000 | 948 |
| Certificates of participation in pools of residential mortgages | $23,752,000 | 1,150 |
| Issued or guaranteed by U.S. | $23,752,000 | 1,137 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $35,165,000 | 307 |
| Commercial mortgage pass-through securities | $3,119,000 | 737 |
| Other commercial mortgage-backed securities | $32,046,000 | 216 |
| Held to maturity securities (book value) | $7,675,000 | 890 |
| Available-for-sale securities (fair market value) | $94,150,000 | 1,230 |
| Total debt securities | $101,825,000 | 1,245 |
| 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 | $104,431,000 | 1,250 |
| U.S. Government securities | $62,116,000 | 1,252 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $62,116,000 | 1,187 |
| Securities issued by states & political subdivisions | $27,277,000 | 1,279 |
| Other domestic debt securities | $15,038,000 | 479 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $15,038,000 | 129 |
| 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 | $61,661,000 | 856 |
| Mortgage-backed securities | $62,116,000 | 907 |
| Certificates of participation in pools of residential mortgages | $27,355,000 | 1,044 |
| Issued or guaranteed by U.S. | $27,355,000 | 1,036 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $34,761,000 | 301 |
| Commercial mortgage pass-through securities | $3,135,000 | 732 |
| Other commercial mortgage-backed securities | $31,626,000 | 215 |
| Held to maturity securities (book value) | $7,737,000 | 925 |
| Available-for-sale securities (fair market value) | $96,694,000 | 1,212 |
| Total debt securities | $104,432,000 | 1,232 |
| 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 | $107,406,000 | 1,207 |
| U.S. Government securities | $65,361,000 | 1,212 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $65,361,000 | 1,140 |
| Securities issued by states & political subdivisions | $26,935,000 | 1,297 |
| Other domestic debt securities | $15,110,000 | 460 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $15,110,000 | 123 |
| 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 | $64,883,000 | 804 |
| Mortgage-backed securities | $65,361,000 | 868 |
| Certificates of participation in pools of residential mortgages | $30,951,000 | 966 |
| Issued or guaranteed by U.S. | $30,951,000 | 961 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $34,410,000 | 308 |
| Commercial mortgage pass-through securities | $3,149,000 | 713 |
| Other commercial mortgage-backed securities | $31,261,000 | 206 |
| Held to maturity securities (book value) | $7,798,000 | 944 |
| Available-for-sale securities (fair market value) | $99,608,000 | 1,171 |
| Total debt securities | $107,406,000 | 1,183 |
| 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 | $112,022,000 | 1,189 |
| U.S. Government securities | $69,790,000 | 1,159 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $69,790,000 | 1,093 |
| Securities issued by states & political subdivisions | $27,297,000 | 1,329 |
| Other domestic debt securities | $14,935,000 | 519 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $14,935,000 | 122 |
| 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 | $69,282,000 | 783 |
| Mortgage-backed securities | $69,790,000 | 840 |
| Certificates of participation in pools of residential mortgages | $35,156,000 | 901 |
| Issued or guaranteed by U.S. | $35,156,000 | 882 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $34,634,000 | 293 |
| Commercial mortgage pass-through securities | $3,163,000 | 692 |
| Other commercial mortgage-backed securities | $31,471,000 | 197 |
| Held to maturity securities (book value) | $7,862,000 | 957 |
| Available-for-sale securities (fair market value) | $104,160,000 | 1,135 |
| Total debt securities | $112,022,000 | 1,174 |
| 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 | $117,634,000 | 1,157 |
| U.S. Government securities | $75,340,000 | 1,112 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $75,340,000 | 1,056 |
| Securities issued by states & political subdivisions | $27,391,000 | 1,350 |
| Other domestic debt securities | $14,903,000 | 450 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $14,903,000 | 117 |
| 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 | $74,801,000 | 740 |
| Mortgage-backed securities | $74,342,000 | 788 |
| Certificates of participation in pools of residential mortgages | $39,478,000 | 847 |
| Issued or guaranteed by U.S. | $39,478,000 | 846 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $34,864,000 | 270 |
| Commercial mortgage pass-through securities | $3,178,000 | 547 |
| Other commercial mortgage-backed securities | $31,686,000 | 194 |
| Held to maturity securities (book value) | $7,929,000 | 966 |
| Available-for-sale securities (fair market value) | $109,705,000 | 1,095 |
| Total debt securities | $117,634,000 | 1,140 |
| 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 | $123,657,000 | 1,107 |
| U.S. Government securities | $80,325,000 | 1,065 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $80,325,000 | 1,016 |
| Securities issued by states & political subdivisions | $28,241,000 | 1,365 |
| Other domestic debt securities | $15,091,000 | 452 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $15,091,000 | 119 |
| 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 | $79,749,000 | 718 |
| Mortgage-backed securities | $79,328,000 | 766 |
| Certificates of participation in pools of residential mortgages | $43,782,000 | 823 |
| Issued or guaranteed by U.S. | $43,782,000 | 823 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $35,546,000 | 265 |
| Commercial mortgage pass-through securities | $3,193,000 | 545 |
| Other commercial mortgage-backed securities | $32,353,000 | 184 |
| Held to maturity securities (book value) | $8,002,000 | 974 |
| Available-for-sale securities (fair market value) | $115,655,000 | 1,052 |
| Total debt securities | $123,657,000 | 1,090 |
| 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 | $69,097,000 | 1,820 |
| U.S. Government securities | $46,063,000 | 1,646 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $46,063,000 | 1,576 |
| Securities issued by states & political subdivisions | $23,034,000 | 1,668 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,446,000 | 1,150 |
| Mortgage-backed securities | $45,065,000 | 1,174 |
| Certificates of participation in pools of residential mortgages | $27,932,000 | 1,144 |
| Issued or guaranteed by U.S. | $27,932,000 | 1,142 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $17,133,000 | 380 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $17,133,000 | 250 |
| Held to maturity securities (book value) | $617,000 | 1,773 |
| Available-for-sale securities (fair market value) | $68,480,000 | 1,689 |
| Total debt securities | $69,097,000 | 1,805 |
| 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 | $71,215,000 | 1,819 |
| U.S. Government securities | $48,274,000 | 1,627 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $48,274,000 | 1,546 |
| Securities issued by states & political subdivisions | $22,941,000 | 1,675 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,613,000 | 1,130 |
| Mortgage-backed securities | $47,277,000 | 1,154 |
| Certificates of participation in pools of residential mortgages | $30,093,000 | 1,108 |
| Issued or guaranteed by U.S. | $30,093,000 | 1,107 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $17,184,000 | 372 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $17,184,000 | 241 |
| Held to maturity securities (book value) | $661,000 | 1,785 |
| Available-for-sale securities (fair market value) | $70,554,000 | 1,684 |
| Total debt securities | $71,214,000 | 1,803 |
| 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 | $73,412,000 | 1,781 |
| U.S. Government securities | $50,897,000 | 1,602 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $50,897,000 | 1,522 |
| Securities issued by states & political subdivisions | $22,515,000 | 1,726 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,985,000 | 1,105 |
| Mortgage-backed securities | $49,899,000 | 1,135 |
| Certificates of participation in pools of residential mortgages | $32,782,000 | 1,066 |
| Issued or guaranteed by U.S. | $32,782,000 | 1,065 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $17,117,000 | 362 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $17,117,000 | 234 |
| Held to maturity securities (book value) | $912,000 | 1,751 |
| Available-for-sale securities (fair market value) | $72,500,000 | 1,649 |
| Total debt securities | $73,412,000 | 1,762 |
| 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 | $75,232,000 | 1,744 |
| U.S. Government securities | $51,651,000 | 1,561 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $51,651,000 | 1,486 |
| Securities issued by states & political subdivisions | $22,541,000 | 1,723 |
| Other domestic debt securities | $1,040,000 | 1,530 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $1,040,000 | 111 |
| 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 | $51,725,000 | 1,059 |
| Mortgage-backed securities | $51,693,000 | 1,103 |
| Certificates of participation in pools of residential mortgages | $34,559,000 | 1,014 |
| Issued or guaranteed by U.S. | $34,559,000 | 1,013 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $17,134,000 | 347 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $17,134,000 | 227 |
| Held to maturity securities (book value) | $965,000 | 1,767 |
| Available-for-sale securities (fair market value) | $74,267,000 | 1,612 |
| Total debt securities | $75,232,000 | 1,721 |
| 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 | $39,864,000 | 2,750 |
| U.S. Government securities | $28,280,000 | 2,391 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $28,280,000 | 2,302 |
| Securities issued by states & political subdivisions | $11,584,000 | 2,596 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,258,000 | 1,719 |
| Mortgage-backed securities | $27,276,000 | 1,704 |
| Certificates of participation in pools of residential mortgages | $20,327,000 | 1,544 |
| Issued or guaranteed by U.S. | $20,327,000 | 1,544 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $6,949,000 | 540 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $6,949,000 | 341 |
| Held to maturity securities (book value) | $1,022,000 | 1,750 |
| Available-for-sale securities (fair market value) | $38,842,000 | 2,551 |
| Total debt securities | $39,864,000 | 2,727 |
| 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 | $24,757,000 | 3,597 |
| U.S. Government securities | $16,556,000 | 3,245 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $16,556,000 | 3,132 |
| Securities issued by states & political subdivisions | $8,201,000 | 3,030 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,006,000 | 4,826 |
| Mortgage-backed securities | $15,550,000 | 2,342 |
| Certificates of participation in pools of residential mortgages | $8,575,000 | 2,489 |
| Issued or guaranteed by U.S. | $8,575,000 | 2,484 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $6,975,000 | 519 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $6,975,000 | 323 |
| Held to maturity securities (book value) | $1,083,000 | 1,778 |
| Available-for-sale securities (fair market value) | $23,674,000 | 3,383 |
| Total debt securities | $24,757,000 | 3,572 |
| 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 | $4,304,000 | 5,448 |
| U.S. Government securities | $4,304,000 | 4,907 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $4,304,000 | 4,793 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,003,000 | 4,887 |
| Mortgage-backed securities | $1,299,000 | 4,288 |
| Certificates of participation in pools of residential mortgages | $1,299,000 | 3,997 |
| Issued or guaranteed by U.S. | $1,299,000 | 3,992 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $1,299,000 | 1,774 |
| Available-for-sale securities (fair market value) | $3,005,000 | 5,239 |
| Total debt securities | $4,304,000 | 5,425 |
| 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 | $4,363,000 | 5,499 |
| U.S. Government securities | $4,363,000 | 4,959 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,363,000 | 4,846 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $995,000 | 4,948 |
| Mortgage-backed securities | $1,371,000 | 4,290 |
| Certificates of participation in pools of residential mortgages | $1,371,000 | 3,998 |
| Issued or guaranteed by U.S. | $1,371,000 | 3,994 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $1,371,000 | 1,794 |
| Available-for-sale securities (fair market value) | $2,992,000 | 5,290 |
| Total debt securities | $4,363,000 | 5,472 |
| 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 | $4,485,000 | 5,577 |
| U.S. Government securities | $4,485,000 | 5,032 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $4,485,000 | 4,924 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,003,000 | 4,999 |
| Mortgage-backed securities | $1,481,000 | 4,324 |
| Certificates of participation in pools of residential mortgages | $1,481,000 | 4,013 |
| Issued or guaranteed by U.S. | $1,481,000 | 4,008 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $1,481,000 | 1,780 |
| Available-for-sale securities (fair market value) | $3,004,000 | 5,367 |
| Total debt securities | $4,485,000 | 5,555 |
| 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 | $7,640,000 | 5,313 |
| U.S. Government securities | $7,640,000 | 4,661 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $7,640,000 | 4,548 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,008,000 | 4,220 |
| Mortgage-backed securities | $1,635,000 | 4,360 |
| Certificates of participation in pools of residential mortgages | $1,635,000 | 4,047 |
| Issued or guaranteed by U.S. | $1,635,000 | 4,042 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $1,635,000 | 1,783 |
| Available-for-sale securities (fair market value) | $6,005,000 | 5,110 |
| Total debt securities | $7,640,000 | 5,291 |
| 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 | $5,756,000 | 5,572 |
| U.S. Government securities | $5,756,000 | 5,024 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $5,756,000 | 4,912 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,023,000 | 4,273 |
| Mortgage-backed securities | $1,733,000 | 4,400 |
| Certificates of participation in pools of residential mortgages | $1,733,000 | 4,077 |
| Issued or guaranteed by U.S. | $1,733,000 | 4,070 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $1,733,000 | 1,768 |
| Available-for-sale securities (fair market value) | $4,023,000 | 5,393 |
| Total debt securities | $5,756,000 | 5,549 |
| 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 | $7,058,000 | 5,521 |
| U.S. Government securities | $7,058,000 | 4,885 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $7,058,000 | 4,770 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,020,000 | 4,108 |
| Mortgage-backed securities | $2,038,000 | 4,405 |
| Certificates of participation in pools of residential mortgages | $2,038,000 | 4,047 |
| Issued or guaranteed by U.S. | $2,038,000 | 4,041 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $2,038,000 | 1,739 |
| Available-for-sale securities (fair market value) | $5,020,000 | 5,381 |
| Total debt securities | $7,058,000 | 5,500 |
| 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 | $7,159,000 | 5,596 |
| U.S. Government securities | $7,159,000 | 4,972 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $7,159,000 | 4,862 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,027,000 | 4,158 |
| Mortgage-backed securities | $2,132,000 | 4,468 |
| Certificates of participation in pools of residential mortgages | $2,132,000 | 4,111 |
| Issued or guaranteed by U.S. | $2,132,000 | 4,108 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $2,132,000 | 1,749 |
| Available-for-sale securities (fair market value) | $5,027,000 | 5,454 |
| Total debt securities | $7,159,000 | 5,575 |
| 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 | $7,278,000 | 5,643 |
| U.S. Government securities | $7,278,000 | 5,019 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $7,278,000 | 4,919 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,062,000 | 4,685 |
| Mortgage-backed securities | $2,237,000 | 4,504 |
| Certificates of participation in pools of residential mortgages | $2,237,000 | 4,137 |
| Issued or guaranteed by U.S. | $2,237,000 | 4,135 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $2,237,000 | 1,746 |
| Available-for-sale securities (fair market value) | $5,041,000 | 5,505 |
| Total debt securities | $7,277,000 | 5,623 |
| 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 | $7,387,000 | 5,688 |
| U.S. Government securities | $7,387,000 | 5,036 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $7,387,000 | 4,940 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,073,000 | 4,706 |
| Mortgage-backed securities | $2,353,000 | 4,507 |
| Certificates of participation in pools of residential mortgages | $2,353,000 | 4,139 |
| Issued or guaranteed by U.S. | $2,353,000 | 4,137 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $2,353,000 | 1,728 |
| Available-for-sale securities (fair market value) | $5,034,000 | 5,568 |
| Total debt securities | $7,386,000 | 5,664 |
| 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 | $7,556,000 | 5,712 |
| U.S. Government securities | $7,556,000 | 4,998 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,556,000 | 4,897 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,081,000 | 4,714 |
| Mortgage-backed securities | $2,525,000 | 4,494 |
| Certificates of participation in pools of residential mortgages | $2,525,000 | 4,109 |
| Issued or guaranteed by U.S. | $2,525,000 | 4,104 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $2,525,000 | 1,698 |
| Available-for-sale securities (fair market value) | $5,031,000 | 5,611 |
| Total debt securities | $7,556,000 | 5,688 |
| 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 | $7,729,000 | 5,744 |
| U.S. Government securities | $7,729,000 | 5,010 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,729,000 | 4,905 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,092,000 | 4,772 |
| Mortgage-backed securities | $2,676,000 | 4,495 |
| Certificates of participation in pools of residential mortgages | $2,667,000 | 4,085 |
| Issued or guaranteed by U.S. | $2,667,000 | 4,078 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $9,000 | 3,627 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 3,478 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $2,676,000 | 1,648 |
| Available-for-sale securities (fair market value) | $5,053,000 | 5,667 |
| Total debt securities | $7,729,000 | 5,718 |
| 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 | $10,110,000 | 5,482 |
| U.S. Government securities | $10,110,000 | 4,644 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $10,110,000 | 4,551 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,096,000 | 4,770 |
| Mortgage-backed securities | $3,058,000 | 4,413 |
| Certificates of participation in pools of residential mortgages | $3,009,000 | 3,984 |
| Issued or guaranteed by U.S. | $3,009,000 | 3,978 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $49,000 | 3,559 |
| CMOs issued by government agencies or sponsored agencies | $49,000 | 3,408 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $3,058,000 | 1,531 |
| Available-for-sale securities (fair market value) | $7,052,000 | 5,458 |
| Total debt securities | $10,110,000 | 5,452 |
| 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 | $9,488,000 | 5,603 |
| U.S. Government securities | $9,488,000 | 4,802 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $9,488,000 | 4,700 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,116,000 | 4,808 |
| Mortgage-backed securities | $3,362,000 | 4,410 |
| Certificates of participation in pools of residential mortgages | $3,255,000 | 3,959 |
| Issued or guaranteed by U.S. | $3,255,000 | 3,955 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $107,000 | 3,536 |
| CMOs issued by government agencies or sponsored agencies | $107,000 | 3,374 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $3,362,000 | 1,477 |
| Available-for-sale securities (fair market value) | $6,126,000 | 5,617 |
| Total debt securities | $9,488,000 | 5,567 |
| 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 | $11,542,000 | 5,356 |
| U.S. Government securities | $11,542,000 | 4,465 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $11,542,000 | 4,367 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,885,000 | 3,489 |
| Mortgage-backed securities | $4,395,000 | 4,217 |
| Certificates of participation in pools of residential mortgages | $4,239,000 | 3,705 |
| Issued or guaranteed by U.S. | $4,239,000 | 3,702 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $156,000 | 3,525 |
| CMOs issued by government agencies or sponsored agencies | $156,000 | 3,373 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $4,395,000 | 1,381 |
| Available-for-sale securities (fair market value) | $7,147,000 | 5,518 |
| Total debt securities | $11,542,000 | 5,330 |
| 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 | $14,023,000 | 5,153 |
| U.S. Government securities | $14,023,000 | 4,236 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $14,023,000 | 4,149 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,907,000 | 3,519 |
| Mortgage-backed securities | $4,859,000 | 4,250 |
| Certificates of participation in pools of residential mortgages | $4,640,000 | 3,772 |
| Issued or guaranteed by U.S. | $4,640,000 | 3,770 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $219,000 | 3,554 |
| CMOs issued by government agencies or sponsored agencies | $219,000 | 3,398 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $4,859,000 | 1,356 |
| Available-for-sale securities (fair market value) | $9,164,000 | 5,349 |
| Total debt securities | $14,023,000 | 5,124 |
| 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 | $18,642,000 | 4,699 |
| U.S. Government securities | $18,642,000 | 3,774 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $18,642,000 | 3,702 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,131,000 | 4,911 |
| Mortgage-backed securities | $5,477,000 | 4,160 |
| Certificates of participation in pools of residential mortgages | $5,208,000 | 3,645 |
| Issued or guaranteed by U.S. | $5,208,000 | 3,642 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $269,000 | 3,526 |
| CMOs issued by government agencies or sponsored agencies | $269,000 | 3,365 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $5,477,000 | 1,277 |
| Available-for-sale securities (fair market value) | $13,165,000 | 4,899 |
| Total debt securities | $18,642,000 | 4,668 |
| 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 | $19,057,000 | 4,686 |
| U.S. Government securities | $19,057,000 | 3,810 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $19,057,000 | 3,726 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $5,914,000 | 4,116 |
| Certificates of participation in pools of residential mortgages | $5,577,000 | 3,570 |
| Issued or guaranteed by U.S. | $5,577,000 | 3,566 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $337,000 | 3,512 |
| CMOs issued by government agencies or sponsored agencies | $337,000 | 3,344 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $5,914,000 | 1,255 |
| Available-for-sale securities (fair market value) | $13,143,000 | 4,939 |
| Total debt securities | $19,056,000 | 4,657 |
| 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 | $21,951,000 | 4,378 |
| U.S. Government securities | $21,951,000 | 3,445 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $21,951,000 | 3,367 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,537,000 | 2,742 |
| Mortgage-backed securities | $6,793,000 | 3,894 |
| Certificates of participation in pools of residential mortgages | $6,373,000 | 3,333 |
| Issued or guaranteed by U.S. | $6,373,000 | 3,332 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $420,000 | 3,421 |
| CMOs issued by government agencies or sponsored agencies | $420,000 | 3,172 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $6,793,000 | 1,204 |
| Available-for-sale securities (fair market value) | $15,158,000 | 4,654 |
| Total debt securities | $21,951,000 | 4,349 |
| 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 | $18,726,000 | 4,639 |
| U.S. Government securities | $18,726,000 | 3,721 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $18,726,000 | 3,638 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,744,000 | 2,681 |
| Mortgage-backed securities | $4,614,000 | 4,272 |
| Certificates of participation in pools of residential mortgages | $4,614,000 | 3,661 |
| Issued or guaranteed by U.S. | $4,614,000 | 3,650 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $4,614,000 | 1,427 |
| Available-for-sale securities (fair market value) | $14,112,000 | 4,753 |
| Total debt securities | $18,725,000 | 4,606 |
| 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 | $15,816,000 | 5,037 |
| U.S. Government securities | $15,816,000 | 4,161 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $15,816,000 | 4,056 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,812,000 | 2,715 |
| Mortgage-backed securities | $3,796,000 | 4,423 |
| Certificates of participation in pools of residential mortgages | $3,796,000 | 3,822 |
| Issued or guaranteed by U.S. | $3,796,000 | 3,808 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $3,796,000 | 1,539 |
| Available-for-sale securities (fair market value) | $12,020,000 | 5,094 |
| Total debt securities | $15,816,000 | 5,003 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $20,041,000 | 4,537 |
| U.S. Government securities | $20,041,000 | 3,651 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $20,041,000 | 3,545 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,050,000 | 2,580 |
| Mortgage-backed securities | $4,140,000 | 4,270 |
| Certificates of participation in pools of residential mortgages | $4,140,000 | 3,661 |
| Issued or guaranteed by U.S. | $4,140,000 | 3,652 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $4,140,000 | 1,513 |
| Available-for-sale securities (fair market value) | $15,901,000 | 4,606 |
| Total debt securities | $20,041,000 | 4,504 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $20,675,000 | 4,315 |
| U.S. Government securities | $20,675,000 | 3,408 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $20,675,000 | 3,310 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,754,000 | 2,482 |
| Mortgage-backed securities | $4,761,000 | 4,052 |
| Certificates of participation in pools of residential mortgages | $4,761,000 | 3,407 |
| Issued or guaranteed by U.S. | $4,761,000 | 3,401 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $4,761,000 | 1,448 |
| Available-for-sale securities (fair market value) | $15,914,000 | 4,494 |
| Total debt securities | $20,676,000 | 4,284 |
| 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 | $24,518,000 | 3,911 |
| U.S. Government securities | $24,518,000 | 3,019 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $24,518,000 | 2,923 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,473,000 | 2,514 |
| Mortgage-backed securities | $5,387,000 | 3,932 |
| Certificates of participation in pools of residential mortgages | $5,387,000 | 3,230 |
| Issued or guaranteed by U.S. | $5,387,000 | 3,223 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $5,387,000 | 1,424 |
| Available-for-sale securities (fair market value) | $19,131,000 | 4,077 |
| Total debt securities | $24,518,000 | 3,877 |
| 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 | $19,434,000 | 4,471 |
| U.S. Government securities | $19,434,000 | 3,552 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $19,434,000 | 3,463 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,413,000 | 2,549 |
| Mortgage-backed securities | $7,313,000 | 3,556 |
| Certificates of participation in pools of residential mortgages | $7,313,000 | 2,857 |
| Issued or guaranteed by U.S. | $7,313,000 | 2,849 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $7,313,000 | 1,262 |
| Available-for-sale securities (fair market value) | $12,121,000 | 4,938 |
| Total debt securities | $19,433,000 | 4,425 |
| 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 | $27,363,000 | 3,694 |
| U.S. Government securities | $27,363,000 | 2,883 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $27,363,000 | 2,808 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,361,000 | 1,892 |
| Mortgage-backed securities | $8,314,000 | 3,451 |
| Certificates of participation in pools of residential mortgages | $8,314,000 | 2,773 |
| Issued or guaranteed by U.S. | $8,314,000 | 2,767 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $8,314,000 | 1,197 |
| Available-for-sale securities (fair market value) | $19,049,000 | 4,138 |
| Total debt securities | $27,363,000 | 3,670 |
| 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 | $28,321,000 | 3,599 |
| U.S. Government securities | $28,321,000 | 2,791 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $28,321,000 | 2,720 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,340,000 | 1,899 |
| Mortgage-backed securities | $8,312,000 | 3,512 |
| Certificates of participation in pools of residential mortgages | $8,312,000 | 2,843 |
| Issued or guaranteed by U.S. | $8,312,000 | 2,837 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $8,312,000 | 1,181 |
| Available-for-sale securities (fair market value) | $20,009,000 | 3,998 |
| Total debt securities | $28,321,000 | 3,566 |
| 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 | $32,611,000 | 3,300 |
| U.S. Government securities | $32,611,000 | 2,511 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $32,611,000 | 2,449 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,582,000 | 1,812 |
| Mortgage-backed securities | $9,491,000 | 3,414 |
| Certificates of participation in pools of residential mortgages | $9,491,000 | 2,739 |
| Issued or guaranteed by U.S. | $9,491,000 | 2,730 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $9,491,000 | 1,158 |
| Available-for-sale securities (fair market value) | $23,120,000 | 3,701 |
| Total debt securities | $32,611,000 | 3,266 |
| 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 | $30,636,000 | 3,402 |
| U.S. Government securities | $30,636,000 | 2,575 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $30,636,000 | 2,510 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,629,000 | 1,828 |
| Mortgage-backed securities | $10,655,000 | 3,262 |
| Certificates of participation in pools of residential mortgages | $10,655,000 | 2,620 |
| Issued or guaranteed by U.S. | $10,655,000 | 2,610 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $10,655,000 | 1,116 |
| Available-for-sale securities (fair market value) | $19,981,000 | 3,998 |
| Total debt securities | $30,636,000 | 3,368 |
| 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 | $30,580,000 | 3,425 |
| U.S. Government securities | $30,580,000 | 2,632 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $30,580,000 | 2,575 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,580,000 | 1,662 |
| Mortgage-backed securities | $10,356,000 | 3,371 |
| Certificates of participation in pools of residential mortgages | $10,356,000 | 2,723 |
| Issued or guaranteed by U.S. | $10,356,000 | 2,704 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,356,000 | 1,129 |
| Available-for-sale securities (fair market value) | $20,224,000 | 3,968 |
| Total debt securities | $30,580,000 | 3,390 |
| 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 | $30,867,000 | 3,386 |
| U.S. Government securities | $30,867,000 | 2,609 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $30,867,000 | 2,560 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,867,000 | 1,654 |
| Mortgage-backed securities | $7,506,000 | 3,775 |
| Certificates of participation in pools of residential mortgages | $7,506,000 | 3,146 |
| Issued or guaranteed by U.S. | $7,506,000 | 3,135 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,506,000 | 1,350 |
| Available-for-sale securities (fair market value) | $23,361,000 | 3,624 |
| Total debt securities | $30,867,000 | 3,346 |
| 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 | $28,507,000 | 3,512 |
| U.S. Government securities | $28,507,000 | 2,694 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $28,507,000 | 2,643 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,505,000 | 1,789 |
| Mortgage-backed securities | $5,433,000 | 4,099 |
| Certificates of participation in pools of residential mortgages | $5,433,000 | 3,529 |
| Issued or guaranteed by U.S. | $5,433,000 | 3,517 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,433,000 | 1,583 |
| Available-for-sale securities (fair market value) | $23,074,000 | 3,572 |
| Total debt securities | $28,508,000 | 3,478 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $30,795,000 | 3,380 |
| U.S. Government securities | $30,795,000 | 2,575 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $30,795,000 | 2,529 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,814,000 | 1,740 |
| Mortgage-backed securities | $5,749,000 | 4,014 |
| Certificates of participation in pools of residential mortgages | $5,749,000 | 3,429 |
| Issued or guaranteed by U.S. | $5,749,000 | 3,413 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,749,000 | 1,539 |
| Available-for-sale securities (fair market value) | $25,046,000 | 3,460 |
| Total debt securities | $30,795,000 | 3,337 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $30,068,000 | 3,430 |
| U.S. Government securities | $30,068,000 | 2,613 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $30,068,000 | 2,564 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,068,000 | 1,697 |
| Mortgage-backed securities | $4,669,000 | 4,194 |
| Certificates of participation in pools of residential mortgages | $4,669,000 | 3,613 |
| Issued or guaranteed by U.S. | $4,669,000 | 3,597 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,669,000 | 1,710 |
| Available-for-sale securities (fair market value) | $25,399,000 | 3,426 |
| Total debt securities | $30,068,000 | 3,385 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $21,963,000 | 4,211 |
| U.S. Government securities | $21,963,000 | 3,348 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $21,963,000 | 3,281 |
| 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 | $17,953,000 | 2,394 |
| Mortgage-backed securities | $4,751,000 | 3,901 |
| Certificates of participation in pools of residential mortgages | $4,751,000 | 3,296 |
| Issued or guaranteed by U.S. | $4,751,000 | 3,281 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,751,000 | 1,745 |
| Available-for-sale securities (fair market value) | $17,212,000 | 4,283 |
| Total debt securities | $21,963,000 | 4,154 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $24,011,000 | 4,002 |
| U.S. Government securities | $24,011,000 | 3,193 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $24,011,000 | 3,126 |
| 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 | $16,949,000 | 2,467 |
| Mortgage-backed securities | $3,912,000 | 4,007 |
| Certificates of participation in pools of residential mortgages | $3,912,000 | 3,390 |
| Issued or guaranteed by U.S. | $3,912,000 | 3,376 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,912,000 | 1,936 |
| Available-for-sale securities (fair market value) | $20,099,000 | 3,949 |
| Total debt securities | $24,011,000 | 3,947 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $27,513,000 | 3,645 |
| U.S. Government securities | $27,513,000 | 2,898 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $27,513,000 | 2,830 |
| 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 | $17,041,000 | 2,457 |
| Mortgage-backed securities | $4,083,000 | 3,909 |
| Certificates of participation in pools of residential mortgages | $4,083,000 | 3,288 |
| Issued or guaranteed by U.S. | $4,083,000 | 3,276 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,083,000 | 1,921 |
| Available-for-sale securities (fair market value) | $23,430,000 | 3,560 |
| Total debt securities | $27,513,000 | 3,605 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $19,883,000 | 4,515 |
| U.S. Government securities | $19,883,000 | 3,678 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $19,883,000 | 3,584 |
| 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 | $17,354,000 | 2,416 |
| Mortgage-backed securities | $4,386,000 | 3,799 |
| Certificates of participation in pools of residential mortgages | $4,386,000 | 3,183 |
| Issued or guaranteed by U.S. | $4,386,000 | 3,165 |
| 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) | $4,386,000 | 1,890 |
| Available-for-sale securities (fair market value) | $15,497,000 | 4,573 |
| Total debt securities | $19,883,000 | 4,471 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $25,122,000 | 3,918 |
| U.S. Government securities | $25,122,000 | 3,153 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $25,122,000 | 3,066 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,058,000 | 2,274 |
| Mortgage-backed securities | $4,651,000 | 3,729 |
| Certificates of participation in pools of residential mortgages | $4,651,000 | 3,097 |
| Issued or guaranteed by U.S. | $4,651,000 | 3,084 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,651,000 | 1,876 |
| Available-for-sale securities (fair market value) | $20,471,000 | 3,930 |
| Total debt securities | $25,122,000 | 3,865 |
| 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 | $25,668,000 | 3,901 |
| U.S. Government securities | $25,668,000 | 3,125 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $25,668,000 | 3,042 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,932,000 | 2,278 |
| Mortgage-backed securities | $4,737,000 | 3,697 |
| Certificates of participation in pools of residential mortgages | $4,737,000 | 3,081 |
| Issued or guaranteed by U.S. | $4,737,000 | 3,066 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,737,000 | 1,931 |
| Available-for-sale securities (fair market value) | $20,931,000 | 3,890 |
| Total debt securities | $25,668,000 | 3,842 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,191 |
| Fair value | $2,993,000 | 1,192 |
| 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 | $25,709,000 | 3,883 |
| U.S. Government securities | $25,709,000 | 3,112 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $25,709,000 | 3,020 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,843,000 | 2,177 |
| Mortgage-backed securities | $1,882,000 | 4,786 |
| Certificates of participation in pools of residential mortgages | $1,882,000 | 4,255 |
| Issued or guaranteed by U.S. | $1,882,000 | 4,240 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,882,000 | 2,602 |
| Available-for-sale securities (fair market value) | $23,827,000 | 3,561 |
| Total debt securities | $25,709,000 | 3,820 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,234 |
| Fair value | $2,983,000 | 1,228 |
| 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 | $30,770,000 | 3,491 |
| U.S. Government securities | $30,770,000 | 2,738 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $30,770,000 | 2,652 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,862,000 | 2,696 |
| Mortgage-backed securities | $1,985,000 | 4,763 |
| Certificates of participation in pools of residential mortgages | $1,985,000 | 4,227 |
| Issued or guaranteed by U.S. | $1,985,000 | 4,213 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,985,000 | 2,606 |
| Available-for-sale securities (fair market value) | $28,785,000 | 3,184 |
| Total debt securities | $30,770,000 | 3,440 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,248 |
| Fair value | $2,978,000 | 1,254 |
| 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 | $30,923,000 | 3,485 |
| U.S. Government securities | $30,923,000 | 2,715 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $30,923,000 | 2,626 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,925,000 | 3,802 |
| Mortgage-backed securities | $2,121,000 | 4,733 |
| Certificates of participation in pools of residential mortgages | $2,121,000 | 4,170 |
| Issued or guaranteed by U.S. | $2,121,000 | 4,154 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,121,000 | 2,585 |
| Available-for-sale securities (fair market value) | $28,802,000 | 3,170 |
| Total debt securities | $30,923,000 | 3,429 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,245 |
| Fair value | $2,981,000 | 1,247 |
| 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 | $26,533,000 | 3,851 |
| U.S. Government securities | $26,533,000 | 3,041 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $26,533,000 | 2,948 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,956,000 | 3,788 |
| Mortgage-backed securities | $1,621,000 | 5,065 |
| Certificates of participation in pools of residential mortgages | $1,621,000 | 4,528 |
| Issued or guaranteed by U.S. | $1,621,000 | 4,511 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,621,000 | 2,805 |
| Available-for-sale securities (fair market value) | $24,912,000 | 3,473 |
| Total debt securities | $26,533,000 | 3,800 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,208 |
| Fair value | $2,993,000 | 1,213 |
| 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 | $27,930,000 | 3,760 |
| U.S. Government securities | $27,930,000 | 2,956 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $27,930,000 | 2,849 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $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 | $0 | 7,094 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $27,930,000 | 3,256 |
| Total debt securities | $27,930,000 | 3,706 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,218 |
| Fair value | $2,996,000 | 1,219 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $19,863,000 | 4,729 |
| U.S. Government securities | $19,863,000 | 3,890 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $19,863,000 | 3,757 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $19,863,000 | 4,108 |
| Total debt securities | $19,863,000 | 4,674 |
| 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 |