Home > Community Bank of Santa Maria > Securities
Community Bank of Santa Maria, Securities
| 2023-12-31 | Rank | |
| Total securities | $126,505,000 | 1,445 |
| U.S. Government securities | $98,826,000 | 1,178 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $98,826,000 | 989 |
| Securities issued by states & political subdivisions | $25,924,000 | 1,523 |
| Other domestic debt securities | $1,659,000 | 1,846 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $1,659,000 | 1,417 |
| 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 | $16,559,000 | 2,538 |
| Mortgage-backed securities | $72,847,000 | 989 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $66,545,000 | 676 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,302,000 | 1,312 |
| 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) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $126,409,000 | 1,265 |
| Total debt securities | $126,410,000 | 1,427 |
| 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 | $125,300,000 | 1,441 |
| U.S. Government securities | $99,373,000 | 1,156 |
| U.S. Treasury securities | $492,000 | 2,719 |
| U.S. Government agency obligations | $98,881,000 | 976 |
| Securities issued by states & political subdivisions | $24,237,000 | 1,575 |
| Other domestic debt securities | $1,613,000 | 1,846 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $1,613,000 | 1,419 |
| 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 | $16,328,000 | 2,513 |
| Mortgage-backed securities | $72,731,000 | 979 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $66,288,000 | 665 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,443,000 | 1,276 |
| 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) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $125,223,000 | 1,256 |
| Total debt securities | $125,223,000 | 1,423 |
| 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 | $132,475,000 | 1,423 |
| U.S. Government securities | $105,452,000 | 1,143 |
| U.S. Treasury securities | $488,000 | 2,745 |
| U.S. Government agency obligations | $104,964,000 | 961 |
| Securities issued by states & political subdivisions | $25,349,000 | 1,592 |
| Other domestic debt securities | $1,602,000 | 1,853 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $1,602,000 | 1,433 |
| 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 | $17,477,000 | 2,447 |
| Mortgage-backed securities | $78,785,000 | 956 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $71,351,000 | 650 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,434,000 | 1,203 |
| 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) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $132,403,000 | 1,241 |
| Total debt securities | $132,402,000 | 1,407 |
| 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 | $141,151,000 | 1,413 |
| U.S. Government securities | $111,524,000 | 1,136 |
| U.S. Treasury securities | $971,000 | 2,684 |
| U.S. Government agency obligations | $110,553,000 | 927 |
| Securities issued by states & political subdivisions | $27,832,000 | 1,536 |
| Other domestic debt securities | $1,728,000 | 1,877 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $1,728,000 | 1,452 |
| 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 | $18,537,000 | 2,324 |
| Mortgage-backed securities | $83,989,000 | 954 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $75,792,000 | 655 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,197,000 | 1,193 |
| 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) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $141,084,000 | 1,224 |
| Total debt securities | $141,085,000 | 1,394 |
| 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 | $143,606,000 | 1,416 |
| U.S. Government securities | $112,369,000 | 1,139 |
| U.S. Treasury securities | $960,000 | 2,735 |
| U.S. Government agency obligations | $111,409,000 | 925 |
| Securities issued by states & political subdivisions | $29,399,000 | 1,511 |
| Other domestic debt securities | $1,782,000 | 1,886 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $1,782,000 | 1,460 |
| 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 | $6,922,000 | 2,982 |
| Mortgage-backed securities | $85,426,000 | 945 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $77,181,000 | 655 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,245,000 | 1,198 |
| 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) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $143,550,000 | 1,235 |
| Total debt securities | $143,550,000 | 1,400 |
| 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 | $146,306,000 | 1,392 |
| U.S. Government securities | $115,739,000 | 1,137 |
| U.S. Treasury securities | $960,000 | 2,748 |
| U.S. Government agency obligations | $114,779,000 | 907 |
| Securities issued by states & political subdivisions | $28,690,000 | 1,534 |
| Other domestic debt securities | $1,827,000 | 1,849 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $1,827,000 | 1,458 |
| 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 | $7,112,000 | 2,920 |
| Mortgage-backed securities | $88,840,000 | 918 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $79,851,000 | 646 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,989,000 | 1,174 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $146,256,000 | 1,220 |
| Total debt securities | $146,256,000 | 1,376 |
| 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 | $143,824,000 | 1,430 |
| U.S. Government securities | $114,369,000 | 1,162 |
| U.S. Treasury securities | $483,000 | 2,845 |
| U.S. Government agency obligations | $113,886,000 | 942 |
| Securities issued by states & political subdivisions | $27,491,000 | 1,637 |
| Other domestic debt securities | $1,915,000 | 1,723 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $1,915,000 | 1,432 |
| 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 | $7,669,000 | 2,865 |
| Mortgage-backed securities | $87,244,000 | 951 |
| Certificates of participation in pools of residential mortgages | $78,244,000 | 683 |
| Issued or guaranteed by U.S. | $78,244,000 | 674 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $9,000,000 | 1,246 |
| CMOs issued by government agencies or sponsored agencies | $9,000,000 | 1,179 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $143,775,000 | 1,270 |
| Total debt securities | $143,773,000 | 1,415 |
| 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 | $128,113,000 | 1,542 |
| U.S. Government securities | $115,132,000 | 1,130 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $115,132,000 | 938 |
| Securities issued by states & political subdivisions | $11,927,000 | 2,500 |
| Other domestic debt securities | $1,000,000 | 1,888 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $1,000,000 | 1,588 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,331,000 | 2,784 |
| Mortgage-backed securities | $87,895,000 | 960 |
| Certificates of participation in pools of residential mortgages | $77,772,000 | 701 |
| Issued or guaranteed by U.S. | $77,772,000 | 693 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $10,123,000 | 1,204 |
| CMOs issued by government agencies or sponsored agencies | $10,123,000 | 1,144 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $128,059,000 | 1,405 |
| Total debt securities | $128,060,000 | 1,531 |
| 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 | $113,099,000 | 1,613 |
| U.S. Government securities | $106,902,000 | 1,115 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $106,902,000 | 975 |
| Securities issued by states & political subdivisions | $6,135,000 | 3,073 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,298,000 | 2,903 |
| Mortgage-backed securities | $78,360,000 | 1,029 |
| Certificates of participation in pools of residential mortgages | $66,624,000 | 785 |
| Issued or guaranteed by U.S. | $66,624,000 | 773 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $11,736,000 | 1,091 |
| CMOs issued by government agencies or sponsored agencies | $11,736,000 | 1,047 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $113,037,000 | 1,501 |
| Total debt securities | $113,038,000 | 1,597 |
| 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 | $95,402,000 | 1,769 |
| U.S. Government securities | $89,536,000 | 1,215 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $89,536,000 | 1,086 |
| Securities issued by states & political subdivisions | $5,812,000 | 3,129 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,874,000 | 3,045 |
| Mortgage-backed securities | $68,723,000 | 1,133 |
| Certificates of participation in pools of residential mortgages | $55,426,000 | 868 |
| Issued or guaranteed by U.S. | $55,426,000 | 852 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $13,297,000 | 1,013 |
| CMOs issued by government agencies or sponsored agencies | $13,297,000 | 968 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $95,348,000 | 1,650 |
| Total debt securities | $95,347,000 | 1,752 |
| 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 | $93,556,000 | 1,720 |
| U.S. Government securities | $89,816,000 | 1,161 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $89,816,000 | 1,052 |
| Securities issued by states & political subdivisions | $3,691,000 | 3,384 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,201,000 | 3,011 |
| Mortgage-backed securities | $68,996,000 | 1,079 |
| Certificates of participation in pools of residential mortgages | $54,048,000 | 841 |
| Issued or guaranteed by U.S. | $54,048,000 | 823 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $14,948,000 | 914 |
| CMOs issued by government agencies or sponsored agencies | $14,948,000 | 880 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $93,507,000 | 1,599 |
| Total debt securities | $93,505,000 | 1,702 |
| 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 | $67,924,000 | 2,036 |
| U.S. Government securities | $63,906,000 | 1,369 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $63,906,000 | 1,277 |
| Securities issued by states & political subdivisions | $3,968,000 | 3,345 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,248,000 | 3,095 |
| Mortgage-backed securities | $49,539,000 | 1,274 |
| Certificates of participation in pools of residential mortgages | $34,414,000 | 1,088 |
| Issued or guaranteed by U.S. | $34,414,000 | 1,061 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $15,125,000 | 890 |
| CMOs issued by government agencies or sponsored agencies | $15,125,000 | 854 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $67,874,000 | 1,918 |
| Total debt securities | $67,874,000 | 2,021 |
| 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 | $53,473,000 | 2,234 |
| U.S. Government securities | $49,406,000 | 1,517 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $49,406,000 | 1,440 |
| Securities issued by states & political subdivisions | $4,030,000 | 3,339 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,098,000 | 3,129 |
| Mortgage-backed securities | $42,896,000 | 1,315 |
| Certificates of participation in pools of residential mortgages | $28,271,000 | 1,177 |
| Issued or guaranteed by U.S. | $28,271,000 | 1,153 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $14,625,000 | 919 |
| CMOs issued by government agencies or sponsored agencies | $14,625,000 | 884 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $53,436,000 | 2,096 |
| Total debt securities | $53,437,000 | 2,214 |
| 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 | $48,970,000 | 2,255 |
| U.S. Government securities | $44,909,000 | 1,565 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $44,909,000 | 1,493 |
| Securities issued by states & political subdivisions | $4,029,000 | 3,265 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,372,000 | 3,241 |
| Mortgage-backed securities | $40,890,000 | 1,348 |
| Certificates of participation in pools of residential mortgages | $25,884,000 | 1,197 |
| Issued or guaranteed by U.S. | $25,884,000 | 1,167 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $15,006,000 | 907 |
| CMOs issued by government agencies or sponsored agencies | $15,006,000 | 876 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $48,938,000 | 2,108 |
| Total debt securities | $48,935,000 | 2,230 |
| 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 | $52,904,000 | 2,080 |
| U.S. Government securities | $48,851,000 | 1,460 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $48,851,000 | 1,370 |
| Securities issued by states & political subdivisions | $4,021,000 | 3,209 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,746,000 | 3,221 |
| Mortgage-backed securities | $44,819,000 | 1,246 |
| Certificates of participation in pools of residential mortgages | $28,465,000 | 1,079 |
| Issued or guaranteed by U.S. | $28,465,000 | 1,048 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $16,354,000 | 892 |
| CMOs issued by government agencies or sponsored agencies | $16,354,000 | 860 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $52,872,000 | 1,942 |
| Total debt securities | $52,872,000 | 2,061 |
| 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 | $52,914,000 | 2,024 |
| U.S. Government securities | $50,216,000 | 1,433 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $50,216,000 | 1,350 |
| Securities issued by states & political subdivisions | $2,670,000 | 3,413 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,894,000 | 3,350 |
| Mortgage-backed securities | $34,157,000 | 1,470 |
| Certificates of participation in pools of residential mortgages | $22,629,000 | 1,264 |
| Issued or guaranteed by U.S. | $22,629,000 | 1,226 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $11,528,000 | 1,090 |
| CMOs issued by government agencies or sponsored agencies | $11,528,000 | 1,058 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $52,886,000 | 1,885 |
| Total debt securities | $52,887,000 | 2,001 |
| 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 | $56,727,000 | 1,921 |
| U.S. Government securities | $53,874,000 | 1,374 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $53,874,000 | 1,297 |
| Securities issued by states & political subdivisions | $2,811,000 | 3,389 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,992,000 | 3,388 |
| Mortgage-backed securities | $35,916,000 | 1,385 |
| Certificates of participation in pools of residential mortgages | $23,911,000 | 1,186 |
| Issued or guaranteed by U.S. | $23,911,000 | 1,156 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $12,005,000 | 1,069 |
| CMOs issued by government agencies or sponsored agencies | $12,005,000 | 1,038 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $56,685,000 | 1,782 |
| Total debt securities | $56,685,000 | 1,905 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $44,827,000 | 2,269 |
| U.S. Government securities | $41,845,000 | 1,657 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $41,845,000 | 1,571 |
| Securities issued by states & political subdivisions | $2,941,000 | 3,396 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,116,000 | 3,259 |
| Mortgage-backed securities | $30,897,000 | 1,493 |
| Certificates of participation in pools of residential mortgages | $22,883,000 | 1,171 |
| Issued or guaranteed by U.S. | $22,883,000 | 1,138 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $8,014,000 | 1,316 |
| CMOs issued by government agencies or sponsored agencies | $8,014,000 | 1,279 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $44,786,000 | 2,102 |
| Total debt securities | $44,786,000 | 2,255 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $49,706,000 | 2,132 |
| U.S. Government securities | $46,326,000 | 1,564 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $46,326,000 | 1,475 |
| Securities issued by states & political subdivisions | $3,344,000 | 3,349 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,266,000 | 3,281 |
| Mortgage-backed securities | $33,406,000 | 1,411 |
| Certificates of participation in pools of residential mortgages | $24,776,000 | 1,098 |
| Issued or guaranteed by U.S. | $24,776,000 | 1,086 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $8,630,000 | 1,258 |
| CMOs issued by government agencies or sponsored agencies | $8,630,000 | 1,221 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $49,670,000 | 1,975 |
| Total debt securities | $49,671,000 | 2,120 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $51,381,000 | 2,107 |
| U.S. Government securities | $48,010,000 | 1,519 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $48,010,000 | 1,432 |
| Securities issued by states & political subdivisions | $3,335,000 | 3,426 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,348,000 | 3,328 |
| Mortgage-backed securities | $35,209,000 | 1,343 |
| Certificates of participation in pools of residential mortgages | $26,156,000 | 1,067 |
| Issued or guaranteed by U.S. | $26,156,000 | 1,056 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $9,053,000 | 1,237 |
| CMOs issued by government agencies or sponsored agencies | $9,053,000 | 1,195 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $51,345,000 | 1,949 |
| Total debt securities | $51,344,000 | 2,093 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $54,169,000 | 2,058 |
| U.S. Government securities | $50,807,000 | 1,460 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $50,807,000 | 1,390 |
| Securities issued by states & political subdivisions | $3,326,000 | 3,491 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,448,000 | 3,345 |
| Mortgage-backed securities | $37,068,000 | 1,307 |
| Certificates of participation in pools of residential mortgages | $27,530,000 | 1,042 |
| Issued or guaranteed by U.S. | $27,530,000 | 1,034 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $9,538,000 | 1,196 |
| CMOs issued by government agencies or sponsored agencies | $9,538,000 | 1,157 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $54,133,000 | 1,899 |
| Total debt securities | $54,132,000 | 2,043 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $57,772,000 | 1,968 |
| U.S. Government securities | $54,411,000 | 1,390 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $54,411,000 | 1,319 |
| Securities issued by states & political subdivisions | $3,316,000 | 3,521 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,600,000 | 3,519 |
| Mortgage-backed securities | $38,794,000 | 1,268 |
| Certificates of participation in pools of residential mortgages | $28,846,000 | 1,019 |
| Issued or guaranteed by U.S. | $28,846,000 | 1,013 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $9,948,000 | 1,157 |
| CMOs issued by government agencies or sponsored agencies | $9,948,000 | 1,121 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $57,727,000 | 1,814 |
| Total debt securities | $57,727,000 | 1,951 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $63,166,000 | 1,872 |
| U.S. Government securities | $59,796,000 | 1,290 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $59,796,000 | 1,223 |
| Securities issued by states & political subdivisions | $3,344,000 | 3,564 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,780,000 | 3,521 |
| Mortgage-backed securities | $41,679,000 | 1,224 |
| Certificates of participation in pools of residential mortgages | $31,034,000 | 997 |
| Issued or guaranteed by U.S. | $31,034,000 | 972 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $10,645,000 | 1,120 |
| CMOs issued by government agencies or sponsored agencies | $10,645,000 | 1,079 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $63,140,000 | 1,727 |
| Total debt securities | $63,140,000 | 1,860 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $68,097,000 | 1,786 |
| U.S. Government securities | $64,741,000 | 1,249 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $64,741,000 | 1,194 |
| Securities issued by states & political subdivisions | $3,356,000 | 3,606 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,063,000 | 3,688 |
| Mortgage-backed securities | $44,622,000 | 1,165 |
| Certificates of participation in pools of residential mortgages | $33,289,000 | 967 |
| Issued or guaranteed by U.S. | $33,289,000 | 966 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,333,000 | 1,067 |
| CMOs issued by government agencies or sponsored agencies | $11,333,000 | 1,026 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $68,097,000 | 1,641 |
| Total debt securities | $68,096,000 | 1,768 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $72,800,000 | 1,724 |
| U.S. Government securities | $69,404,000 | 1,190 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $69,404,000 | 1,134 |
| Securities issued by states & political subdivisions | $3,396,000 | 3,663 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,248,000 | 3,718 |
| Mortgage-backed securities | $48,164,000 | 1,103 |
| Certificates of participation in pools of residential mortgages | $36,022,000 | 935 |
| Issued or guaranteed by U.S. | $36,022,000 | 935 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $12,142,000 | 1,027 |
| CMOs issued by government agencies or sponsored agencies | $12,142,000 | 989 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $72,800,000 | 1,593 |
| Total debt securities | $72,800,000 | 1,705 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $81,867,000 | 1,601 |
| U.S. Government securities | $78,013,000 | 1,104 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $78,013,000 | 1,052 |
| Securities issued by states & political subdivisions | $3,854,000 | 3,632 |
| 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 | $3,562,000 | 3,902 |
| Mortgage-backed securities | $51,616,000 | 1,068 |
| Certificates of participation in pools of residential mortgages | $38,632,000 | 909 |
| Issued or guaranteed by U.S. | $38,632,000 | 909 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $12,984,000 | 986 |
| CMOs issued by government agencies or sponsored agencies | $12,984,000 | 949 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $81,867,000 | 1,457 |
| Total debt securities | $81,866,000 | 1,580 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $86,831,000 | 1,550 |
| U.S. Government securities | $82,502,000 | 1,086 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $82,502,000 | 1,031 |
| Securities issued by states & political subdivisions | $4,329,000 | 3,577 |
| 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 | $3,682,000 | 3,902 |
| Mortgage-backed securities | $55,072,000 | 1,044 |
| Certificates of participation in pools of residential mortgages | $41,247,000 | 887 |
| Issued or guaranteed by U.S. | $41,247,000 | 887 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $13,825,000 | 941 |
| CMOs issued by government agencies or sponsored agencies | $13,825,000 | 901 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $86,831,000 | 1,404 |
| Total debt securities | $86,833,000 | 1,532 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $85,605,000 | 1,586 |
| U.S. Government securities | $81,321,000 | 1,092 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $81,321,000 | 1,049 |
| Securities issued by states & political subdivisions | $4,284,000 | 3,618 |
| 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 | $3,802,000 | 3,930 |
| Mortgage-backed securities | $52,980,000 | 1,086 |
| Certificates of participation in pools of residential mortgages | $39,445,000 | 928 |
| Issued or guaranteed by U.S. | $39,445,000 | 928 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $13,535,000 | 957 |
| CMOs issued by government agencies or sponsored agencies | $13,535,000 | 918 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $85,605,000 | 1,428 |
| Total debt securities | $85,605,000 | 1,562 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $86,879,000 | 1,567 |
| U.S. Government securities | $82,416,000 | 1,067 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $82,416,000 | 1,020 |
| Securities issued by states & political subdivisions | $4,463,000 | 3,616 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,915,000 | 3,930 |
| Mortgage-backed securities | $56,090,000 | 1,034 |
| Certificates of participation in pools of residential mortgages | $41,780,000 | 896 |
| Issued or guaranteed by U.S. | $41,780,000 | 896 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $14,310,000 | 918 |
| CMOs issued by government agencies or sponsored agencies | $14,310,000 | 876 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $86,879,000 | 1,406 |
| Total debt securities | $86,880,000 | 1,538 |
| 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 | $85,923,000 | 1,567 |
| U.S. Government securities | $81,754,000 | 1,063 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $81,754,000 | 1,017 |
| Securities issued by states & political subdivisions | $4,169,000 | 3,695 |
| 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 | $4,098,000 | 3,941 |
| Mortgage-backed securities | $61,145,000 | 960 |
| Certificates of participation in pools of residential mortgages | $45,550,000 | 839 |
| Issued or guaranteed by U.S. | $45,550,000 | 839 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $15,595,000 | 887 |
| CMOs issued by government agencies or sponsored agencies | $15,595,000 | 843 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $85,923,000 | 1,412 |
| Total debt securities | $85,924,000 | 1,543 |
| 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 | $79,426,000 | 1,689 |
| U.S. Government securities | $74,516,000 | 1,161 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $74,516,000 | 1,113 |
| Securities issued by states & political subdivisions | $4,910,000 | 3,564 |
| 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 | $4,251,000 | 3,978 |
| Mortgage-backed securities | $57,861,000 | 1,017 |
| Certificates of participation in pools of residential mortgages | $46,433,000 | 835 |
| Issued or guaranteed by U.S. | $46,433,000 | 831 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $11,428,000 | 1,082 |
| CMOs issued by government agencies or sponsored agencies | $11,428,000 | 1,034 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $79,426,000 | 1,520 |
| Total debt securities | $79,426,000 | 1,664 |
| 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 | $89,143,000 | 1,555 |
| U.S. Government securities | $84,328,000 | 1,079 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $84,328,000 | 1,024 |
| Securities issued by states & political subdivisions | $4,815,000 | 3,590 |
| 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 | $3,578,000 | 4,182 |
| Mortgage-backed securities | $59,731,000 | 985 |
| Certificates of participation in pools of residential mortgages | $47,672,000 | 828 |
| Issued or guaranteed by U.S. | $47,672,000 | 826 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $12,059,000 | 1,059 |
| CMOs issued by government agencies or sponsored agencies | $12,059,000 | 1,002 |
| 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) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $89,143,000 | 1,379 |
| Total debt securities | $89,143,000 | 1,524 |
| 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 | $86,997,000 | 1,591 |
| U.S. Government securities | $82,131,000 | 1,123 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $82,131,000 | 1,062 |
| Securities issued by states & political subdivisions | $4,866,000 | 3,597 |
| 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 | $3,630,000 | 4,213 |
| Mortgage-backed securities | $56,673,000 | 1,029 |
| Certificates of participation in pools of residential mortgages | $49,609,000 | 801 |
| Issued or guaranteed by U.S. | $49,609,000 | 800 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,064,000 | 1,416 |
| CMOs issued by government agencies or sponsored agencies | $7,064,000 | 1,356 |
| 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) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $86,997,000 | 1,425 |
| Total debt securities | $86,995,000 | 1,572 |
| 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 | $77,424,000 | 1,763 |
| U.S. Government securities | $71,295,000 | 1,261 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $71,295,000 | 1,206 |
| Securities issued by states & political subdivisions | $6,129,000 | 3,387 |
| 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 | $3,730,000 | 4,238 |
| Mortgage-backed securities | $46,937,000 | 1,195 |
| Certificates of participation in pools of residential mortgages | $42,458,000 | 901 |
| Issued or guaranteed by U.S. | $42,458,000 | 901 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $4,479,000 | 1,736 |
| CMOs issued by government agencies or sponsored agencies | $4,479,000 | 1,674 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $77,424,000 | 1,590 |
| Total debt securities | $77,425,000 | 1,737 |
| 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 | $74,230,000 | 1,867 |
| U.S. Government securities | $67,583,000 | 1,364 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $67,583,000 | 1,307 |
| Securities issued by states & political subdivisions | $6,647,000 | 3,303 |
| 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 | $3,799,000 | 4,277 |
| Mortgage-backed securities | $39,296,000 | 1,398 |
| Certificates of participation in pools of residential mortgages | $34,454,000 | 1,085 |
| Issued or guaranteed by U.S. | $34,454,000 | 1,084 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,842,000 | 1,746 |
| CMOs issued by government agencies or sponsored agencies | $4,842,000 | 1,680 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $74,230,000 | 1,687 |
| Total debt securities | $74,229,000 | 1,847 |
| 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 | $73,236,000 | 1,915 |
| U.S. Government securities | $65,812,000 | 1,414 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $65,812,000 | 1,361 |
| Securities issued by states & political subdivisions | $6,926,000 | 3,272 |
| Other domestic debt securities | $498,000 | 1,999 |
| 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 | $498,000 | 1,606 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,867,000 | 4,318 |
| Mortgage-backed securities | $33,472,000 | 1,591 |
| Certificates of participation in pools of residential mortgages | $29,270,000 | 1,218 |
| Issued or guaranteed by U.S. | $29,270,000 | 1,218 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $4,202,000 | 1,892 |
| CMOs issued by government agencies or sponsored agencies | $4,202,000 | 1,823 |
| 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) | $117,000 | 2,288 |
| Available-for-sale securities (fair market value) | $73,119,000 | 1,736 |
| Total debt securities | $73,236,000 | 1,896 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 845 |
| Fair value | $3,005,000 | 815 |
| 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 | $77,866,000 | 1,821 |
| U.S. Government securities | $70,266,000 | 1,337 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $70,266,000 | 1,278 |
| Securities issued by states & political subdivisions | $7,103,000 | 3,264 |
| Other domestic debt securities | $497,000 | 2,018 |
| 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 | $497,000 | 1,633 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,905,000 | 4,378 |
| Mortgage-backed securities | $35,109,000 | 1,581 |
| Certificates of participation in pools of residential mortgages | $30,512,000 | 1,216 |
| Issued or guaranteed by U.S. | $30,512,000 | 1,214 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,597,000 | 1,864 |
| CMOs issued by government agencies or sponsored agencies | $4,597,000 | 1,794 |
| 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) | $129,000 | 2,312 |
| Available-for-sale securities (fair market value) | $77,737,000 | 1,642 |
| Total debt securities | $77,868,000 | 1,799 |
| Structured notes | ||
| Amortized cost | $2,997,000 | 901 |
| Fair value | $2,998,000 | 870 |
| 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 | $63,625,000 | 2,208 |
| U.S. Government securities | $55,538,000 | 1,693 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $55,538,000 | 1,627 |
| Securities issued by states & political subdivisions | $7,591,000 | 3,230 |
| Other domestic debt securities | $496,000 | 2,089 |
| 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 | $496,000 | 1,674 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,944,000 | 4,424 |
| Mortgage-backed securities | $23,412,000 | 2,104 |
| Certificates of participation in pools of residential mortgages | $19,158,000 | 1,780 |
| Issued or guaranteed by U.S. | $19,158,000 | 1,778 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,254,000 | 1,940 |
| CMOs issued by government agencies or sponsored agencies | $4,254,000 | 1,866 |
| 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) | $142,000 | 2,339 |
| Available-for-sale securities (fair market value) | $63,483,000 | 1,991 |
| Total debt securities | $63,625,000 | 2,190 |
| Structured notes | ||
| Amortized cost | $4,995,000 | 713 |
| Fair value | $4,981,000 | 691 |
| 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 | $62,889,000 | 2,220 |
| U.S. Government securities | $53,006,000 | 1,779 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $53,006,000 | 1,715 |
| Securities issued by states & political subdivisions | $7,882,000 | 3,225 |
| Other domestic debt securities | $2,001,000 | 1,440 |
| 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 | $2,001,000 | 1,106 |
| 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 | $4,123,000 | 4,415 |
| Mortgage-backed securities | $20,896,000 | 2,280 |
| Certificates of participation in pools of residential mortgages | $15,943,000 | 2,056 |
| Issued or guaranteed by U.S. | $15,943,000 | 2,055 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,953,000 | 1,855 |
| CMOs issued by government agencies or sponsored agencies | $4,953,000 | 1,774 |
| 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) | $159,000 | 2,344 |
| Available-for-sale securities (fair market value) | $62,730,000 | 1,999 |
| Total debt securities | $62,890,000 | 2,206 |
| Structured notes | ||
| Amortized cost | $4,992,000 | 742 |
| Fair value | $4,970,000 | 724 |
| 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 | $66,229,000 | 2,156 |
| U.S. Government securities | $56,115,000 | 1,705 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $56,115,000 | 1,647 |
| Securities issued by states & political subdivisions | $8,110,000 | 3,199 |
| Other domestic debt securities | $2,004,000 | 1,468 |
| 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 | $2,004,000 | 1,124 |
| 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 | $4,175,000 | 4,425 |
| Mortgage-backed securities | $22,165,000 | 2,203 |
| Certificates of participation in pools of residential mortgages | $16,627,000 | 2,000 |
| Issued or guaranteed by U.S. | $16,627,000 | 2,000 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $5,538,000 | 1,770 |
| CMOs issued by government agencies or sponsored agencies | $5,538,000 | 1,693 |
| 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) | $178,000 | 2,345 |
| Available-for-sale securities (fair market value) | $66,051,000 | 1,940 |
| Total debt securities | $66,230,000 | 2,136 |
| Structured notes | ||
| Amortized cost | $3,990,000 | 887 |
| Fair value | $3,955,000 | 854 |
| 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 | $64,881,000 | 2,180 |
| U.S. Government securities | $54,617,000 | 1,735 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $54,617,000 | 1,679 |
| Securities issued by states & political subdivisions | $8,263,000 | 3,168 |
| Other domestic debt securities | $2,001,000 | 1,501 |
| 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 | $2,001,000 | 1,156 |
| 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 | $4,179,000 | 4,417 |
| Mortgage-backed securities | $23,309,000 | 2,155 |
| Certificates of participation in pools of residential mortgages | $17,210,000 | 1,974 |
| Issued or guaranteed by U.S. | $17,210,000 | 1,974 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $6,099,000 | 1,718 |
| CMOs issued by government agencies or sponsored agencies | $6,099,000 | 1,630 |
| 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) | $193,000 | 2,362 |
| Available-for-sale securities (fair market value) | $64,688,000 | 1,968 |
| Total debt securities | $64,883,000 | 2,160 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,200 |
| Fair value | $1,983,000 | 1,207 |
| 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 | $69,513,000 | 2,073 |
| U.S. Government securities | $59,068,000 | 1,630 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $59,068,000 | 1,577 |
| Securities issued by states & political subdivisions | $8,422,000 | 3,155 |
| Other domestic debt securities | $2,023,000 | 1,536 |
| 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 | $2,023,000 | 1,181 |
| 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 | $4,218,000 | 4,449 |
| Mortgage-backed securities | $24,787,000 | 2,096 |
| Certificates of participation in pools of residential mortgages | $18,039,000 | 1,924 |
| Issued or guaranteed by U.S. | $18,039,000 | 1,921 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $6,748,000 | 1,656 |
| CMOs issued by government agencies or sponsored agencies | $6,748,000 | 1,572 |
| 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) | $222,000 | 2,336 |
| Available-for-sale securities (fair market value) | $69,291,000 | 1,873 |
| Total debt securities | $69,512,000 | 2,052 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 820 |
| Fair value | $3,977,000 | 817 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $53,911,000 | 2,535 |
| U.S. Government securities | $42,753,000 | 2,115 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $42,753,000 | 2,059 |
| Securities issued by states & political subdivisions | $9,138,000 | 3,030 |
| Other domestic debt securities | $2,020,000 | 1,579 |
| 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 | $2,020,000 | 1,212 |
| 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 | $4,248,000 | 4,448 |
| Mortgage-backed securities | $22,433,000 | 2,212 |
| Certificates of participation in pools of residential mortgages | $14,505,000 | 2,181 |
| Issued or guaranteed by U.S. | $14,505,000 | 2,178 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,928,000 | 1,570 |
| CMOs issued by government agencies or sponsored agencies | $7,928,000 | 1,484 |
| 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) | $252,000 | 2,255 |
| Available-for-sale securities (fair market value) | $53,659,000 | 2,308 |
| Total debt securities | $53,908,000 | 2,512 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,166 |
| Fair value | $1,976,000 | 1,193 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $47,724,000 | 2,791 |
| U.S. Government securities | $35,885,000 | 2,479 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $35,885,000 | 2,417 |
| Securities issued by states & political subdivisions | $9,813,000 | 2,887 |
| Other domestic debt securities | $2,026,000 | 1,585 |
| 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 | $2,026,000 | 1,194 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,341,000 | 5,067 |
| Mortgage-backed securities | $18,750,000 | 2,485 |
| Certificates of participation in pools of residential mortgages | $9,245,000 | 2,753 |
| Issued or guaranteed by U.S. | $9,245,000 | 2,752 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $9,505,000 | 1,473 |
| CMOs issued by government agencies or sponsored agencies | $9,505,000 | 1,388 |
| 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) | $280,000 | 2,230 |
| Available-for-sale securities (fair market value) | $47,444,000 | 2,594 |
| Total debt securities | $47,724,000 | 2,765 |
| Structured notes | ||
| Amortized cost | $3,010,000 | 968 |
| Fair value | $3,010,000 | 975 |
| 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 | $45,841,000 | 2,821 |
| U.S. Government securities | $32,736,000 | 2,589 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $32,736,000 | 2,529 |
| Securities issued by states & political subdivisions | $10,705,000 | 2,733 |
| Other domestic debt securities | $2,130,000 | 1,534 |
| 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 | $2,130,000 | 1,135 |
| Foreign debt securities | $270,000 | 262 |
| 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 | $1,601,000 | 5,337 |
| Mortgage-backed securities | $18,614,000 | 2,490 |
| Certificates of participation in pools of residential mortgages | $7,608,000 | 3,016 |
| Issued or guaranteed by U.S. | $7,608,000 | 3,015 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $11,006,000 | 1,425 |
| CMOs issued by government agencies or sponsored agencies | $11,006,000 | 1,337 |
| 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) | $312,000 | 2,227 |
| Available-for-sale securities (fair market value) | $45,529,000 | 2,613 |
| Total debt securities | $45,841,000 | 2,791 |
| Structured notes | ||
| Amortized cost | $3,055,000 | 1,008 |
| Fair value | $3,053,000 | 1,011 |
| 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 | $36,074,000 | 3,340 |
| U.S. Government securities | $21,868,000 | 3,390 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $21,868,000 | 3,323 |
| Securities issued by states & political subdivisions | $11,048,000 | 2,650 |
| Other domestic debt securities | $2,887,000 | 1,386 |
| 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 | $2,887,000 | 1,023 |
| Foreign debt securities | $271,000 | 251 |
| 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 | $1,177,000 | 5,580 |
| Mortgage-backed securities | $14,992,000 | 2,909 |
| Certificates of participation in pools of residential mortgages | $3,737,000 | 3,964 |
| Issued or guaranteed by U.S. | $3,737,000 | 3,962 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $11,255,000 | 1,479 |
| CMOs issued by government agencies or sponsored agencies | $11,255,000 | 1,381 |
| 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) | $342,000 | 2,257 |
| Available-for-sale securities (fair market value) | $35,732,000 | 3,100 |
| Total debt securities | $36,073,000 | 3,314 |
| Structured notes | ||
| Amortized cost | $1,605,000 | 1,518 |
| Fair value | $1,604,000 | 1,518 |
| 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 | $30,574,000 | 3,680 |
| U.S. Government securities | $14,421,000 | 4,237 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $14,421,000 | 4,152 |
| Securities issued by states & political subdivisions | $12,339,000 | 2,445 |
| Other domestic debt securities | $3,532,000 | 1,258 |
| 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 | $3,532,000 | 913 |
| Foreign debt securities | $282,000 | 244 |
| 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 | $1,664,000 | 5,449 |
| Mortgage-backed securities | $12,406,000 | 3,205 |
| Certificates of participation in pools of residential mortgages | $1,810,000 | 4,550 |
| Issued or guaranteed by U.S. | $1,810,000 | 4,548 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $10,596,000 | 1,556 |
| CMOs issued by government agencies or sponsored agencies | $10,596,000 | 1,450 |
| 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) | $371,000 | 2,261 |
| Available-for-sale securities (fair market value) | $30,203,000 | 3,430 |
| Total debt securities | $30,573,000 | 3,652 |
| Structured notes | ||
| Amortized cost | $1,025,000 | 1,944 |
| Fair value | $1,027,000 | 1,952 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $34,873,000 | 3,448 |
| U.S. Government securities | $18,150,000 | 3,903 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $18,150,000 | 3,820 |
| Securities issued by states & political subdivisions | $13,957,000 | 2,193 |
| Other domestic debt securities | $2,766,000 | 1,398 |
| 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 | $2,766,000 | 1,024 |
| 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 | $6,034,000 | 4,123 |
| Mortgage-backed securities | $14,184,000 | 3,022 |
| Certificates of participation in pools of residential mortgages | $1,959,000 | 4,518 |
| Issued or guaranteed by U.S. | $1,959,000 | 4,515 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $12,225,000 | 1,477 |
| CMOs issued by government agencies or sponsored agencies | $12,225,000 | 1,362 |
| 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) | $903,000 | 2,047 |
| Available-for-sale securities (fair market value) | $33,970,000 | 3,251 |
| Total debt securities | $34,873,000 | 3,421 |
| Structured notes | ||
| Amortized cost | $1,596,000 | 1,910 |
| Fair value | $1,589,000 | 1,912 |
| 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 | $34,547,000 | 3,370 |
| U.S. Government securities | $17,867,000 | 3,867 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $17,867,000 | 3,792 |
| Securities issued by states & political subdivisions | $11,793,000 | 2,395 |
| Other domestic debt securities | $4,887,000 | 1,054 |
| 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 | $4,887,000 | 699 |
| 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 | $6,549,000 | 3,824 |
| Mortgage-backed securities | $11,995,000 | 3,177 |
| Certificates of participation in pools of residential mortgages | $2,085,000 | 4,410 |
| Issued or guaranteed by U.S. | $2,085,000 | 4,403 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $9,910,000 | 1,595 |
| CMOs issued by government agencies or sponsored agencies | $9,910,000 | 1,444 |
| 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) | $1,427,000 | 1,959 |
| Available-for-sale securities (fair market value) | $33,120,000 | 3,188 |
| Total debt securities | $34,546,000 | 3,346 |
| Structured notes | ||
| Amortized cost | $1,655,000 | 1,849 |
| Fair value | $1,660,000 | 1,850 |
| 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 | $27,170,000 | 3,822 |
| U.S. Government securities | $15,659,000 | 4,078 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $15,659,000 | 3,982 |
| Securities issued by states & political subdivisions | $9,406,000 | 2,671 |
| Other domestic debt securities | $2,105,000 | 1,550 |
| 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 | $2,105,000 | 1,052 |
| 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 | $8,214,000 | 3,494 |
| Mortgage-backed securities | $10,096,000 | 3,341 |
| Certificates of participation in pools of residential mortgages | $1,150,000 | 4,737 |
| Issued or guaranteed by U.S. | $1,150,000 | 4,727 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $8,946,000 | 1,663 |
| CMOs issued by government agencies or sponsored agencies | $8,946,000 | 1,502 |
| 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) | $476,000 | 2,370 |
| Available-for-sale securities (fair market value) | $26,694,000 | 3,558 |
| Total debt securities | $27,169,000 | 3,785 |
| Structured notes | ||
| Amortized cost | $2,025,000 | 1,717 |
| Fair value | $2,032,000 | 1,731 |
| 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 | $23,837,000 | 4,166 |
| U.S. Government securities | $14,800,000 | 4,301 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $14,800,000 | 4,198 |
| Securities issued by states & political subdivisions | $8,560,000 | 2,739 |
| Other domestic debt securities | $477,000 | 2,332 |
| 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 | $477,000 | 1,702 |
| 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 | $7,601,000 | 3,662 |
| Mortgage-backed securities | $8,357,000 | 3,566 |
| Certificates of participation in pools of residential mortgages | $1,248,000 | 4,690 |
| Issued or guaranteed by U.S. | $1,248,000 | 4,682 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $7,109,000 | 1,812 |
| CMOs issued by government agencies or sponsored agencies | $7,109,000 | 1,636 |
| 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) | $512,000 | 2,362 |
| Available-for-sale securities (fair market value) | $23,325,000 | 3,871 |
| Total debt securities | $23,837,000 | 4,128 |
| Structured notes | ||
| Amortized cost | $2,059,000 | 1,923 |
| Fair value | $2,065,000 | 1,926 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $19,997,000 | 4,543 |
| U.S. Government securities | $14,722,000 | 4,275 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $14,722,000 | 4,152 |
| Securities issued by states & political subdivisions | $5,159,000 | 3,431 |
| Other domestic debt securities | $116,000 | 2,698 |
| 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 | $116,000 | 1,972 |
| 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 | $7,149,000 | 3,732 |
| Mortgage-backed securities | $8,079,000 | 3,528 |
| Certificates of participation in pools of residential mortgages | $767,000 | 4,903 |
| Issued or guaranteed by U.S. | $767,000 | 4,896 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $7,312,000 | 1,747 |
| CMOs issued by government agencies or sponsored agencies | $7,312,000 | 1,564 |
| 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) | $548,000 | 2,362 |
| Available-for-sale securities (fair market value) | $19,449,000 | 4,217 |
| Total debt securities | $19,997,000 | 4,509 |
| Structured notes | ||
| Amortized cost | $2,087,000 | 1,961 |
| Fair value | $2,091,000 | 1,955 |
| 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 | $15,154,000 | 5,013 |
| U.S. Government securities | $12,395,000 | 4,479 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $12,395,000 | 4,359 |
| Securities issued by states & political subdivisions | $2,758,000 | 4,120 |
| Other domestic debt securities | $1,000 | 3,046 |
| 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 | $1,000 | 2,086 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,936,000 | 4,222 |
| Mortgage-backed securities | $8,766,000 | 3,331 |
| Certificates of participation in pools of residential mortgages | $832,000 | 4,808 |
| Issued or guaranteed by U.S. | $832,000 | 4,800 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $7,934,000 | 1,654 |
| CMOs issued by government agencies or sponsored agencies | $7,934,000 | 1,466 |
| 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) | $583,000 | 2,351 |
| Available-for-sale securities (fair market value) | $14,571,000 | 4,653 |
| Total debt securities | $15,154,000 | 4,977 |
| Structured notes | ||
| Amortized cost | $648,000 | 2,682 |
| Fair value | $651,000 | 2,677 |
| 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 | $11,405,000 | 5,457 |
| U.S. Government securities | $11,074,000 | 4,638 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $11,074,000 | 4,519 |
| Securities issued by states & political subdivisions | $330,000 | 5,437 |
| Other domestic debt securities | $1,000 | 3,131 |
| 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 | $1,000 | 2,142 |
| 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 | $5,923,000 | 4,003 |
| Mortgage-backed securities | $6,802,000 | 3,657 |
| Certificates of participation in pools of residential mortgages | $926,000 | 4,764 |
| Issued or guaranteed by U.S. | $926,000 | 4,757 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,876,000 | 1,854 |
| CMOs issued by government agencies or sponsored agencies | $5,876,000 | 1,640 |
| 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) | $624,000 | 2,394 |
| Available-for-sale securities (fair market value) | $10,781,000 | 5,109 |
| Total debt securities | $11,405,000 | 5,423 |
| Structured notes | ||
| Amortized cost | $1,743,000 | 2,079 |
| Fair value | $1,750,000 | 2,079 |
| 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 | $10,950,000 | 5,571 |
| U.S. Government securities | $10,903,000 | 4,758 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $10,903,000 | 4,651 |
| Securities issued by states & political subdivisions | $46,000 | 5,746 |
| Other domestic debt securities | $1,000 | 3,130 |
| 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 | $1,000 | 2,110 |
| 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 | $5,719,000 | 4,103 |
| Mortgage-backed securities | $3,780,000 | 4,323 |
| Certificates of participation in pools of residential mortgages | $990,000 | 4,764 |
| Issued or guaranteed by U.S. | $990,000 | 4,757 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,790,000 | 2,313 |
| CMOs issued by government agencies or sponsored agencies | $2,790,000 | 2,054 |
| 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) | $647,000 | 2,444 |
| Available-for-sale securities (fair market value) | $10,303,000 | 5,211 |
| Total debt securities | $10,949,000 | 5,536 |
| Structured notes | ||
| Amortized cost | $1,571,000 | 2,225 |
| Fair value | $1,583,000 | 2,223 |
| 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 | $7,616,000 | 6,227 |
| U.S. Government securities | $7,596,000 | 5,508 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $7,596,000 | 5,394 |
| Securities issued by states & political subdivisions | $20,000 | 5,796 |
| 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 | $2,250,000 | 5,314 |
| Mortgage-backed securities | $2,135,000 | 4,862 |
| Certificates of participation in pools of residential mortgages | $1,083,000 | 4,826 |
| Issued or guaranteed by U.S. | $1,083,000 | 4,817 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,052,000 | 2,858 |
| CMOs issued by government agencies or sponsored agencies | $1,052,000 | 2,539 |
| 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) | $718,000 | 2,452 |
| Available-for-sale securities (fair market value) | $6,898,000 | 5,857 |
| Total debt securities | $7,616,000 | 6,178 |
| Structured notes | ||
| Amortized cost | $1,450,000 | 2,118 |
| Fair value | $1,458,000 | 2,118 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $5,206,000 | 6,685 |
| U.S. Government securities | $5,186,000 | 6,037 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $5,186,000 | 5,939 |
| Securities issued by states & political subdivisions | $20,000 | 5,829 |
| 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 | $752,000 | 6,019 |
| Mortgage-backed securities | $2,191,000 | 4,921 |
| Certificates of participation in pools of residential mortgages | $1,141,000 | 4,882 |
| Issued or guaranteed by U.S. | $1,141,000 | 4,872 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,050,000 | 2,856 |
| CMOs issued by government agencies or sponsored agencies | $1,050,000 | 2,515 |
| 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) | $749,000 | 2,494 |
| Available-for-sale securities (fair market value) | $4,457,000 | 6,317 |
| Total debt securities | $5,206,000 | 6,646 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,485 |
| Fair value | $1,994,000 | 1,558 |
| 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 | $3,752,000 | 7,029 |
| U.S. Government securities | $3,752,000 | 6,506 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,752,000 | 6,413 |
| 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 | $1,708,000 | 5,598 |
| Mortgage-backed securities | $1,736,000 | 5,183 |
| Certificates of participation in pools of residential mortgages | $1,207,000 | 4,949 |
| Issued or guaranteed by U.S. | $1,207,000 | 4,937 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $529,000 | 3,164 |
| CMOs issued by government agencies or sponsored agencies | $529,000 | 2,825 |
| 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) | $787,000 | 2,545 |
| Available-for-sale securities (fair market value) | $2,965,000 | 6,654 |
| Total debt securities | $3,753,000 | 6,993 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,012 |
| Fair value | $505,000 | 2,016 |
| 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 | $4,739,000 | 6,843 |
| U.S. Government securities | $4,739,000 | 6,235 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $4,739,000 | 6,145 |
| 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 | $1,772,000 | 5,596 |
| Mortgage-backed securities | $1,721,000 | 5,242 |
| Certificates of participation in pools of residential mortgages | $1,721,000 | 4,785 |
| Issued or guaranteed by U.S. | $1,721,000 | 4,771 |
| 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) | $829,000 | 2,560 |
| Available-for-sale securities (fair market value) | $3,910,000 | 6,495 |
| Total debt securities | $4,740,000 | 6,805 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 931 |
| Fair value | $1,496,000 | 954 |
| 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 | $3,460,000 | 7,178 |
| U.S. Government securities | $3,460,000 | 6,722 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $3,460,000 | 6,631 |
| 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 | $1,431,000 | 5,796 |
| Mortgage-backed securities | $929,000 | 5,645 |
| Certificates of participation in pools of residential mortgages | $929,000 | 5,233 |
| Issued or guaranteed by U.S. | $929,000 | 5,217 |
| 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) | $929,000 | 2,565 |
| Available-for-sale securities (fair market value) | $2,531,000 | 6,820 |
| Total debt securities | $3,460,000 | 7,135 |
| 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 | $3,025,000 | 7,361 |
| U.S. Government securities | $3,025,000 | 6,966 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $3,025,000 | 6,869 |
| 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 | $1,004,000 | 6,032 |
| Mortgage-backed securities | $0 | 6,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $3,025,000 | 6,770 |
| Total debt securities | $3,025,000 | 7,322 |
| 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 | $4,024,000 | 7,141 |
| U.S. Government securities | $4,024,000 | 6,681 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $4,024,000 | 6,585 |
| 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 | $1,002,000 | 6,069 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $4,024,000 | 6,553 |
| Total debt securities | $4,024,000 | 7,099 |
| 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 | $6,022,000 | 6,753 |
| U.S. Government securities | $6,022,000 | 6,140 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $6,022,000 | 6,053 |
| 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 | $1,003,000 | 6,087 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $6,022,000 | 6,169 |
| Total debt securities | $6,022,000 | 6,689 |
| 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 | $6,099,000 | 6,740 |
| U.S. Government securities | $6,099,000 | 6,123 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $6,099,000 | 6,029 |
| 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 | $1,013,000 | 6,089 |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $6,099,000 | 6,176 |
| Total debt securities | $6,099,000 | 6,668 |
| 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 | $7,047,000 | 6,644 |
| U.S. Government securities | $7,047,000 | 5,994 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $7,047,000 | 5,883 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,010,000 | 6,150 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $7,047,000 | 6,022 |
| Total debt securities | $7,047,000 | 6,578 |
| 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 | $9,015,000 | 6,271 |
| U.S. Government securities | $9,015,000 | 5,573 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $9,015,000 | 5,462 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,009,000 | 6,166 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $9,015,000 | 5,669 |
| Total debt securities | $9,014,000 | 6,211 |
| 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 | $8,947,000 | 6,314 |
| U.S. Government securities | $8,947,000 | 5,648 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $8,947,000 | 5,539 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 6,216 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $8,947,000 | 5,706 |
| Total debt securities | $8,947,000 | 6,258 |
| 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 | $7,972,000 | 6,546 |
| U.S. Government securities | $7,972,000 | 5,904 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $7,972,000 | 5,785 |
| 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 | $1,000,000 | 6,239 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $7,972,000 | 5,885 |
| Total debt securities | $7,971,000 | 6,491 |
| 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 | $8,961,000 | 6,383 |
| U.S. Government securities | $8,961,000 | 5,722 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $8,961,000 | 5,594 |
| 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 | $1,007,000 | 6,255 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $8,961,000 | 5,738 |
| Total debt securities | $8,961,000 | 6,326 |
| 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 | $8,948,000 | 6,444 |
| U.S. Government securities | $8,948,000 | 5,765 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $8,948,000 | 5,649 |
| 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 | $1,007,000 | 6,303 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $8,948,000 | 5,754 |
| Total debt securities | $8,948,000 | 6,385 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $6,909,000 | 6,921 |
| U.S. Government securities | $6,909,000 | 6,307 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $6,909,000 | 6,174 |
| 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 | $0 | 6,970 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $6,909,000 | 6,188 |
| Total debt securities | $6,909,000 | 6,866 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,120 |
| Fair value | $999,000 | 2,115 |
| 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 | $6,930,000 | 6,986 |
| U.S. Government securities | $6,930,000 | 6,367 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $6,930,000 | 6,223 |
| 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 | $0 | 6,996 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $6,930,000 | 6,239 |
| Total debt securities | $6,930,000 | 6,928 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,107 |
| Fair value | $998,000 | 2,112 |
| 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 | $6,939,000 | 7,014 |
| U.S. Government securities | $6,939,000 | 6,366 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $6,939,000 | 6,230 |
| 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 | $0 | 7,036 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $6,939,000 | 6,266 |
| Total debt securities | $6,939,000 | 6,950 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,098 |
| Fair value | $997,000 | 2,111 |
| 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 | $6,969,000 | 7,015 |
| U.S. Government securities | $6,969,000 | 6,359 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $6,969,000 | 6,233 |
| 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 | $0 | 7,079 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $6,969,000 | 6,249 |
| Total debt securities | $6,969,000 | 6,955 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,039 |
| Fair value | $999,000 | 2,046 |
| 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 | $4,984,000 | 7,532 |
| U.S. Government securities | $4,984,000 | 7,003 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,984,000 | 6,858 |
| 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) | $4,984,000 | 6,751 |
| Total debt securities | $4,984,000 | 7,466 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $5,959,000 | 7,397 |
| U.S. Government securities | $5,959,000 | 6,786 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,959,000 | 6,629 |
| 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) | $5,959,000 | 6,597 |
| Total debt securities | $5,959,000 | 7,334 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $6,963,000 | 7,135 |
| U.S. Government securities | $6,963,000 | 6,477 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,963,000 | 6,334 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $6,963,000 | 6,354 |
| Total debt securities | $6,963,000 | 7,069 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $6,972,000 | 7,190 |
| U.S. Government securities | $6,972,000 | 6,508 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $6,972,000 | 6,348 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $6,972,000 | 6,388 |
| Total debt securities | $6,972,000 | 7,117 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $4,970,000 | 7,762 |
| U.S. Government securities | $4,970,000 | 7,218 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $4,970,000 | 7,061 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $4,970,000 | 6,957 |
| Total debt securities | $4,970,000 | 7,694 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $4,018,000 | 7,984 |
| U.S. Government securities | $4,018,000 | 7,475 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $4,018,000 | 7,319 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $4,018,000 | 7,196 |
| Total debt securities | $4,018,000 | 7,910 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $4,003,000 | 8,069 |
| U.S. Government securities | $4,003,000 | 7,554 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $4,003,000 | 7,379 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $4,003,000 | 7,235 |
| Total debt securities | $4,003,000 | 7,995 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $3,991,000 | 8,043 |
| U.S. Government securities | $3,991,000 | 7,484 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $3,991,000 | 7,299 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $3,991,000 | 7,216 |
| Total debt securities | $3,991,000 | 7,962 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $3,005,000 | 8,320 |
| U.S. Government securities | $3,005,000 | 7,837 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $3,005,000 | 7,660 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $3,005,000 | 7,476 |
| Total debt securities | $3,004,000 | 8,242 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $2,002,000 | 8,641 |
| U.S. Government securities | $2,002,000 | 8,291 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,002,000 | 8,114 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $2,002,000 | 7,801 |
| Total debt securities | $2,002,000 | 8,563 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $1,998,000 | 8,686 |
| U.S. Government securities | $1,998,000 | 8,346 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,998,000 | 8,165 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $1,998,000 | 7,819 |
| Total debt securities | $1,998,000 | 8,605 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $5,009,000 | 7,925 |
| U.S. Government securities | $5,009,000 | 7,235 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $5,009,000 | 6,989 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $5,009,000 | 6,979 |
| Total debt securities | $5,009,000 | 7,820 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |