Home > Ohnward Bank & Trust > Securities
Ohnward Bank & Trust, Securities
| 2023-12-31 | Rank | |
| Total securities | $73,043,000 | 2,107 |
| U.S. Government securities | $45,472,000 | 1,986 |
| U.S. Treasury securities | $20,736,000 | 895 |
| U.S. Government agency obligations | $24,736,000 | 2,363 |
| Securities issued by states & political subdivisions | $26,576,000 | 1,499 |
| Other domestic debt securities | $935,000 | 2,020 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $935,000 | 588 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,807,000 | 2,952 |
| Mortgage-backed securities | $13,685,000 | 2,338 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,240,000 | 1,960 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,445,000 | 1,805 |
| 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) | $72,983,000 | 1,890 |
| Total debt securities | $72,983,000 | 2,089 |
| 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 | $70,731,000 | 2,114 |
| U.S. Government securities | $45,212,000 | 1,990 |
| U.S. Treasury securities | $21,288,000 | 911 |
| U.S. Government agency obligations | $23,924,000 | 2,385 |
| Securities issued by states & political subdivisions | $24,559,000 | 1,557 |
| Other domestic debt securities | $911,000 | 2,019 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $911,000 | 582 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,390,000 | 2,510 |
| Mortgage-backed securities | $13,168,000 | 2,339 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,814,000 | 1,975 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,354,000 | 1,791 |
| 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) | $70,682,000 | 1,893 |
| Total debt securities | $70,682,000 | 2,099 |
| 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 | $72,847,000 | 2,132 |
| U.S. Government securities | $45,986,000 | 2,016 |
| U.S. Treasury securities | $21,171,000 | 925 |
| U.S. Government agency obligations | $24,815,000 | 2,383 |
| Securities issued by states & political subdivisions | $25,899,000 | 1,568 |
| Other domestic debt securities | $916,000 | 2,031 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $916,000 | 576 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,002,000 | 3,038 |
| Mortgage-backed securities | $14,093,000 | 2,325 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,587,000 | 1,954 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,506,000 | 1,777 |
| 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) | $72,801,000 | 1,914 |
| Total debt securities | $72,801,000 | 2,118 |
| 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 | $73,201,000 | 2,215 |
| U.S. Government securities | $46,758,000 | 2,077 |
| U.S. Treasury securities | $20,381,000 | 1,001 |
| U.S. Government agency obligations | $26,377,000 | 2,323 |
| Securities issued by states & political subdivisions | $26,407,000 | 1,597 |
| Other domestic debt securities | $0 | 2,426 |
| 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 | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,194,000 | 3,041 |
| Mortgage-backed securities | $15,562,000 | 2,296 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,989,000 | 1,979 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,643,000 | 1,791 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $930,000 | 1,124 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $73,165,000 | 1,985 |
| Total debt securities | $73,165,000 | 2,198 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $72,409,000 | 2,257 |
| U.S. Government securities | $46,371,000 | 2,108 |
| U.S. Treasury securities | $20,066,000 | 1,052 |
| U.S. Government agency obligations | $26,305,000 | 2,332 |
| Securities issued by states & political subdivisions | $26,002,000 | 1,655 |
| Other domestic debt securities | $0 | 2,464 |
| 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 | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,454,000 | 1,409 |
| Mortgage-backed securities | $15,685,000 | 2,312 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,081,000 | 1,978 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,657,000 | 1,806 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $947,000 | 1,117 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $72,373,000 | 2,019 |
| Total debt securities | $72,373,000 | 2,241 |
| 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 | $81,570,000 | 2,095 |
| U.S. Government securities | $55,461,000 | 1,878 |
| U.S. Treasury securities | $27,287,000 | 899 |
| U.S. Government agency obligations | $28,174,000 | 2,285 |
| Securities issued by states & political subdivisions | $26,077,000 | 1,654 |
| Other domestic debt securities | $0 | 2,426 |
| 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 | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,244,000 | 2,450 |
| Mortgage-backed securities | $15,762,000 | 2,339 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,115,000 | 1,994 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,699,000 | 1,812 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $948,000 | 1,148 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $81,538,000 | 1,887 |
| Total debt securities | $81,538,000 | 2,082 |
| 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 | $87,813,000 | 2,037 |
| U.S. Government securities | $58,788,000 | 1,831 |
| U.S. Treasury securities | $28,902,000 | 853 |
| U.S. Government agency obligations | $29,886,000 | 2,240 |
| Securities issued by states & political subdivisions | $28,993,000 | 1,578 |
| Other domestic debt securities | $0 | 2,284 |
| 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 | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,026,000 | 2,663 |
| Mortgage-backed securities | $17,145,000 | 2,310 |
| Certificates of participation in pools of residential mortgages | $13,184,000 | 2,015 |
| Issued or guaranteed by U.S. | $13,184,000 | 1,967 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $2,990,000 | 1,868 |
| CMOs issued by government agencies or sponsored agencies | $2,990,000 | 1,790 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $971,000 | 1,714 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $971,000 | 1,221 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $87,781,000 | 1,868 |
| Total debt securities | $87,781,000 | 2,025 |
| 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 | $92,084,000 | 1,945 |
| U.S. Government securities | $60,905,000 | 1,762 |
| U.S. Treasury securities | $29,266,000 | 746 |
| U.S. Government agency obligations | $31,639,000 | 2,196 |
| Securities issued by states & political subdivisions | $31,144,000 | 1,540 |
| Other domestic debt securities | $0 | 2,265 |
| 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 | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,033,000 | 2,434 |
| Mortgage-backed securities | $18,639,000 | 2,256 |
| Certificates of participation in pools of residential mortgages | $14,341,000 | 1,964 |
| Issued or guaranteed by U.S. | $14,341,000 | 1,923 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $3,307,000 | 1,820 |
| CMOs issued by government agencies or sponsored agencies | $3,307,000 | 1,751 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $991,000 | 1,695 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $991,000 | 1,199 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $92,049,000 | 1,791 |
| Total debt securities | $92,049,000 | 1,930 |
| 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 | $96,764,000 | 1,833 |
| U.S. Government securities | $64,100,000 | 1,604 |
| U.S. Treasury securities | $30,555,000 | 510 |
| U.S. Government agency obligations | $33,545,000 | 2,122 |
| Securities issued by states & political subdivisions | $32,624,000 | 1,535 |
| 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 | $13,788,000 | 2,385 |
| Mortgage-backed securities | $19,816,000 | 2,208 |
| Certificates of participation in pools of residential mortgages | $14,963,000 | 1,938 |
| Issued or guaranteed by U.S. | $14,963,000 | 1,886 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $3,826,000 | 1,724 |
| CMOs issued by government agencies or sponsored agencies | $3,826,000 | 1,669 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $1,027,000 | 1,669 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $1,027,000 | 1,167 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $96,724,000 | 1,698 |
| Total debt securities | $96,724,000 | 1,812 |
| 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 | $78,851,000 | 2,005 |
| U.S. Government securities | $51,335,000 | 1,772 |
| U.S. Treasury securities | $23,835,000 | 499 |
| U.S. Government agency obligations | $27,500,000 | 2,307 |
| Securities issued by states & political subdivisions | $27,481,000 | 1,672 |
| 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 | $10,990,000 | 2,586 |
| Mortgage-backed securities | $13,596,000 | 2,542 |
| Certificates of participation in pools of residential mortgages | $12,551,000 | 2,090 |
| Issued or guaranteed by U.S. | $12,551,000 | 2,036 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $1,045,000 | 1,681 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $1,045,000 | 1,179 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $78,816,000 | 1,889 |
| Total debt securities | $78,816,000 | 1,994 |
| 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 | $66,278,000 | 2,185 |
| U.S. Government securities | $42,886,000 | 1,916 |
| U.S. Treasury securities | $13,043,000 | 651 |
| U.S. Government agency obligations | $29,843,000 | 2,154 |
| Securities issued by states & political subdivisions | $23,392,000 | 1,824 |
| 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 | $10,005,000 | 2,636 |
| Mortgage-backed securities | $13,964,000 | 2,495 |
| Certificates of participation in pools of residential mortgages | $12,913,000 | 2,027 |
| Issued or guaranteed by U.S. | $12,913,000 | 1,975 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $1,051,000 | 1,670 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $1,051,000 | 1,159 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $66,278,000 | 2,058 |
| Total debt securities | $66,278,000 | 2,168 |
| 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 | $59,721,000 | 2,193 |
| U.S. Government securities | $38,005,000 | 1,938 |
| U.S. Treasury securities | $8,120,000 | 662 |
| U.S. Government agency obligations | $29,885,000 | 2,068 |
| Securities issued by states & political subdivisions | $21,716,000 | 1,853 |
| 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 | $10,096,000 | 2,611 |
| Mortgage-backed securities | $11,005,000 | 2,645 |
| Certificates of participation in pools of residential mortgages | $9,951,000 | 2,205 |
| Issued or guaranteed by U.S. | $9,951,000 | 2,141 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,054,000 | 1,656 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $1,054,000 | 1,133 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $59,721,000 | 2,061 |
| Total debt securities | $59,721,000 | 2,174 |
| 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 | $54,422,000 | 2,193 |
| U.S. Government securities | $33,915,000 | 1,913 |
| U.S. Treasury securities | $6,076,000 | 534 |
| U.S. Government agency obligations | $27,839,000 | 2,027 |
| Securities issued by states & political subdivisions | $20,507,000 | 1,872 |
| 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 | $14,736,000 | 2,232 |
| Mortgage-backed securities | $7,312,000 | 2,908 |
| Certificates of participation in pools of residential mortgages | $6,245,000 | 2,516 |
| Issued or guaranteed by U.S. | $6,245,000 | 2,445 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $1,067,000 | 1,621 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $1,067,000 | 1,094 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $54,422,000 | 2,060 |
| Total debt securities | $54,422,000 | 2,175 |
| 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 | $47,460,000 | 2,303 |
| U.S. Government securities | $28,320,000 | 2,066 |
| U.S. Treasury securities | $5,604,000 | 537 |
| U.S. Government agency obligations | $22,716,000 | 2,221 |
| Securities issued by states & political subdivisions | $19,140,000 | 1,832 |
| 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 | $14,298,000 | 2,252 |
| Mortgage-backed securities | $1,161,000 | 3,750 |
| Certificates of participation in pools of residential mortgages | $86,000 | 3,879 |
| Issued or guaranteed by U.S. | $86,000 | 3,809 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $1,075,000 | 1,592 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $1,075,000 | 1,060 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $47,460,000 | 2,149 |
| Total debt securities | $47,460,000 | 2,282 |
| 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 | $41,986,000 | 2,428 |
| U.S. Government securities | $23,353,000 | 2,313 |
| U.S. Treasury securities | $5,631,000 | 562 |
| U.S. Government agency obligations | $17,722,000 | 2,493 |
| Securities issued by states & political subdivisions | $18,633,000 | 1,767 |
| 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 | $14,356,000 | 2,252 |
| Mortgage-backed securities | $1,173,000 | 3,758 |
| Certificates of participation in pools of residential mortgages | $94,000 | 3,879 |
| Issued or guaranteed by U.S. | $94,000 | 3,810 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $1,079,000 | 1,567 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $1,079,000 | 1,023 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $41,986,000 | 2,260 |
| Total debt securities | $41,986,000 | 2,402 |
| 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 | $43,787,000 | 2,283 |
| U.S. Government securities | $24,842,000 | 2,245 |
| U.S. Treasury securities | $6,652,000 | 533 |
| U.S. Government agency obligations | $18,190,000 | 2,479 |
| Securities issued by states & political subdivisions | $18,945,000 | 1,617 |
| 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 | $13,203,000 | 2,272 |
| Mortgage-backed securities | $1,151,000 | 3,780 |
| Certificates of participation in pools of residential mortgages | $101,000 | 3,907 |
| Issued or guaranteed by U.S. | $101,000 | 3,829 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,050,000 | 1,556 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $1,050,000 | 1,011 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $43,787,000 | 2,134 |
| Total debt securities | $43,787,000 | 2,266 |
| 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 | $43,394,000 | 2,325 |
| U.S. Government securities | $24,411,000 | 2,315 |
| U.S. Treasury securities | $6,551,000 | 578 |
| U.S. Government agency obligations | $17,860,000 | 2,568 |
| Securities issued by states & political subdivisions | $18,983,000 | 1,590 |
| 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 | $12,867,000 | 2,320 |
| Mortgage-backed securities | $1,114,000 | 3,794 |
| Certificates of participation in pools of residential mortgages | $107,000 | 3,924 |
| Issued or guaranteed by U.S. | $107,000 | 3,856 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $1,007,000 | 1,555 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $1,007,000 | 995 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $43,394,000 | 2,156 |
| Total debt securities | $43,394,000 | 2,304 |
| 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 | $39,583,000 | 2,467 |
| U.S. Government securities | $21,204,000 | 2,543 |
| U.S. Treasury securities | $3,508,000 | 789 |
| U.S. Government agency obligations | $17,696,000 | 2,611 |
| Securities issued by states & political subdivisions | $18,352,000 | 1,622 |
| 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 | $27,000 | 369 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,346,000 | 2,320 |
| Mortgage-backed securities | $115,000 | 4,138 |
| Certificates of participation in pools of residential mortgages | $115,000 | 3,958 |
| Issued or guaranteed by U.S. | $115,000 | 3,886 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $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) | $39,583,000 | 2,288 |
| Total debt securities | $39,556,000 | 2,449 |
| 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 | $39,161,000 | 2,527 |
| U.S. Government securities | $20,935,000 | 2,591 |
| U.S. Treasury securities | $3,506,000 | 801 |
| U.S. Government agency obligations | $17,429,000 | 2,672 |
| Securities issued by states & political subdivisions | $18,201,000 | 1,660 |
| 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 | $25,000 | 390 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,331,000 | 2,373 |
| Mortgage-backed securities | $124,000 | 4,156 |
| Certificates of participation in pools of residential mortgages | $124,000 | 3,975 |
| Issued or guaranteed by U.S. | $124,000 | 3,910 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $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) | $39,161,000 | 2,338 |
| Total debt securities | $39,136,000 | 2,511 |
| 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 | $39,421,000 | 2,547 |
| U.S. Government securities | $19,827,000 | 2,694 |
| U.S. Treasury securities | $3,482,000 | 827 |
| U.S. Government agency obligations | $16,345,000 | 2,774 |
| Securities issued by states & political subdivisions | $19,570,000 | 1,640 |
| 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 | $24,000 | 402 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,241,000 | 2,424 |
| Mortgage-backed securities | $131,000 | 4,189 |
| Certificates of participation in pools of residential mortgages | $131,000 | 4,006 |
| Issued or guaranteed by U.S. | $131,000 | 3,935 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $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) | $39,421,000 | 2,357 |
| Total debt securities | $39,397,000 | 2,527 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $39,597,000 | 2,569 |
| U.S. Government securities | $20,208,000 | 2,669 |
| U.S. Treasury securities | $4,457,000 | 736 |
| U.S. Government agency obligations | $15,751,000 | 2,840 |
| Securities issued by states & political subdivisions | $19,368,000 | 1,685 |
| 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 | $21,000 | 561 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,645,000 | 2,323 |
| Mortgage-backed securities | $137,000 | 4,214 |
| Certificates of participation in pools of residential mortgages | $137,000 | 4,035 |
| Issued or guaranteed by U.S. | $137,000 | 3,980 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $39,597,000 | 2,382 |
| Total debt securities | $39,576,000 | 2,551 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $39,849,000 | 2,579 |
| U.S. Government securities | $21,103,000 | 2,635 |
| U.S. Treasury securities | $5,432,000 | 625 |
| U.S. Government agency obligations | $15,671,000 | 2,889 |
| Securities issued by states & political subdivisions | $18,722,000 | 1,742 |
| 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 | $24,000 | 587 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,078,000 | 2,132 |
| Mortgage-backed securities | $150,000 | 4,264 |
| Certificates of participation in pools of residential mortgages | $146,000 | 4,088 |
| Issued or guaranteed by U.S. | $146,000 | 4,067 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,000 | 2,969 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 2,897 |
| 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) | $39,849,000 | 2,378 |
| Total debt securities | $39,825,000 | 2,558 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $40,166,000 | 2,593 |
| U.S. Government securities | $21,143,000 | 2,635 |
| U.S. Treasury securities | $5,439,000 | 598 |
| U.S. Government agency obligations | $15,704,000 | 2,900 |
| Securities issued by states & political subdivisions | $18,994,000 | 1,768 |
| 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 | $29,000 | 610 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,178,000 | 2,332 |
| Mortgage-backed securities | $169,000 | 4,306 |
| Certificates of participation in pools of residential mortgages | $158,000 | 4,132 |
| Issued or guaranteed by U.S. | $158,000 | 4,007 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $11,000 | 2,979 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 2,900 |
| 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) | $40,166,000 | 2,402 |
| Total debt securities | $40,137,000 | 2,576 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $41,625,000 | 2,570 |
| U.S. Government securities | $21,686,000 | 2,676 |
| U.S. Treasury securities | $5,440,000 | 569 |
| U.S. Government agency obligations | $16,246,000 | 2,931 |
| Securities issued by states & political subdivisions | $19,910,000 | 1,764 |
| 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 | $29,000 | 650 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,694,000 | 2,066 |
| Mortgage-backed securities | $188,000 | 4,336 |
| Certificates of participation in pools of residential mortgages | $170,000 | 4,159 |
| Issued or guaranteed by U.S. | $170,000 | 4,151 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $18,000 | 2,964 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 2,885 |
| 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) | $41,625,000 | 2,368 |
| Total debt securities | $41,597,000 | 2,554 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $39,808,000 | 2,661 |
| U.S. Government securities | $19,821,000 | 2,817 |
| U.S. Treasury securities | $4,461,000 | 632 |
| U.S. Government agency obligations | $15,360,000 | 3,025 |
| Securities issued by states & political subdivisions | $19,959,000 | 1,820 |
| 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 | $28,000 | 925 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,815,000 | 2,238 |
| Mortgage-backed securities | $212,000 | 4,364 |
| Certificates of participation in pools of residential mortgages | $185,000 | 4,195 |
| Issued or guaranteed by U.S. | $185,000 | 4,189 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $27,000 | 2,964 |
| CMOs issued by government agencies or sponsored agencies | $27,000 | 2,882 |
| 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) | $39,808,000 | 2,460 |
| Total debt securities | $39,781,000 | 2,645 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $40,385,000 | 2,664 |
| U.S. Government securities | $22,790,000 | 2,639 |
| U.S. Treasury securities | $5,788,000 | 514 |
| U.S. Government agency obligations | $17,002,000 | 2,945 |
| Securities issued by states & political subdivisions | $17,564,000 | 2,007 |
| 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 | $31,000 | 927 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,779,000 | 2,268 |
| Mortgage-backed securities | $237,000 | 4,409 |
| Certificates of participation in pools of residential mortgages | $200,000 | 4,245 |
| Issued or guaranteed by U.S. | $200,000 | 4,241 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $37,000 | 2,975 |
| CMOs issued by government agencies or sponsored agencies | $37,000 | 2,896 |
| 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) | $40,385,000 | 2,451 |
| Total debt securities | $40,354,000 | 2,647 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $40,416,000 | 2,706 |
| U.S. Government securities | $22,775,000 | 2,677 |
| U.S. Treasury securities | $5,787,000 | 524 |
| U.S. Government agency obligations | $16,988,000 | 3,005 |
| Securities issued by states & political subdivisions | $17,619,000 | 2,024 |
| 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 | $22,000 | 953 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,644,000 | 1,930 |
| Mortgage-backed securities | $262,000 | 4,432 |
| Certificates of participation in pools of residential mortgages | $213,000 | 4,277 |
| Issued or guaranteed by U.S. | $213,000 | 4,272 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $49,000 | 2,991 |
| CMOs issued by government agencies or sponsored agencies | $49,000 | 2,905 |
| 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) | $40,416,000 | 2,487 |
| Total debt securities | $40,394,000 | 2,684 |
| Structured notes | ||
| Amortized cost | $1,219,000 | 596 |
| Fair value | $1,219,000 | 594 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $40,971,000 | 2,713 |
| U.S. Government securities | $21,765,000 | 2,781 |
| U.S. Treasury securities | $5,778,000 | 562 |
| U.S. Government agency obligations | $15,987,000 | 3,109 |
| Securities issued by states & political subdivisions | $19,186,000 | 1,921 |
| 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 | $20,000 | 969 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,002,000 | 2,380 |
| Mortgage-backed securities | $288,000 | 4,485 |
| Certificates of participation in pools of residential mortgages | $226,000 | 4,327 |
| Issued or guaranteed by U.S. | $226,000 | 4,323 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $62,000 | 3,022 |
| CMOs issued by government agencies or sponsored agencies | $62,000 | 2,936 |
| 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) | $40,971,000 | 2,482 |
| Total debt securities | $40,951,000 | 2,695 |
| Structured notes | ||
| Amortized cost | $1,219,000 | 612 |
| Fair value | $1,218,000 | 609 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $41,056,000 | 2,704 |
| U.S. Government securities | $21,734,000 | 2,777 |
| U.S. Treasury securities | $7,273,000 | 489 |
| U.S. Government agency obligations | $14,461,000 | 3,226 |
| Securities issued by states & political subdivisions | $19,322,000 | 1,924 |
| 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 | $15,499,000 | 2,430 |
| Mortgage-backed securities | $317,000 | 4,508 |
| Certificates of participation in pools of residential mortgages | $241,000 | 4,354 |
| Issued or guaranteed by U.S. | $241,000 | 4,349 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $76,000 | 3,020 |
| CMOs issued by government agencies or sponsored agencies | $76,000 | 2,922 |
| 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) | $41,056,000 | 2,472 |
| Total debt securities | $41,056,000 | 2,685 |
| Structured notes | ||
| Amortized cost | $1,219,000 | 605 |
| Fair value | $1,217,000 | 602 |
| 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 | $40,371,000 | 2,732 |
| U.S. Government securities | $21,993,000 | 2,750 |
| U.S. Treasury securities | $6,827,000 | 446 |
| U.S. Government agency obligations | $15,166,000 | 3,168 |
| Securities issued by states & political subdivisions | $18,378,000 | 1,993 |
| 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 | $18,913,000 | 2,169 |
| Mortgage-backed securities | $359,000 | 4,533 |
| Certificates of participation in pools of residential mortgages | $264,000 | 4,376 |
| Issued or guaranteed by U.S. | $264,000 | 4,373 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $95,000 | 3,037 |
| CMOs issued by government agencies or sponsored agencies | $95,000 | 2,942 |
| 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) | $40,371,000 | 2,504 |
| Total debt securities | $40,371,000 | 2,711 |
| Structured notes | ||
| Amortized cost | $1,219,000 | 592 |
| Fair value | $1,220,000 | 593 |
| 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 | $36,980,000 | 2,907 |
| U.S. Government securities | $19,593,000 | 2,990 |
| U.S. Treasury securities | $7,843,000 | 425 |
| U.S. Government agency obligations | $11,750,000 | 3,618 |
| Securities issued by states & political subdivisions | $17,387,000 | 2,078 |
| 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 | $14,619,000 | 2,540 |
| Mortgage-backed securities | $397,000 | 4,568 |
| Certificates of participation in pools of residential mortgages | $282,000 | 4,423 |
| Issued or guaranteed by U.S. | $282,000 | 4,418 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $115,000 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $115,000 | 2,946 |
| 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) | $36,980,000 | 2,663 |
| Total debt securities | $36,980,000 | 2,889 |
| Structured notes | ||
| Amortized cost | $1,219,000 | 692 |
| Fair value | $1,219,000 | 693 |
| 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 | $35,580,000 | 3,033 |
| U.S. Government securities | $19,068,000 | 3,099 |
| U.S. Treasury securities | $7,825,000 | 436 |
| U.S. Government agency obligations | $11,243,000 | 3,770 |
| Securities issued by states & political subdivisions | $16,512,000 | 2,115 |
| 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 | $14,351,000 | 2,598 |
| Mortgage-backed securities | $437,000 | 4,591 |
| Certificates of participation in pools of residential mortgages | $302,000 | 4,449 |
| Issued or guaranteed by U.S. | $302,000 | 4,445 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $135,000 | 3,055 |
| CMOs issued by government agencies or sponsored agencies | $135,000 | 2,961 |
| 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) | $35,580,000 | 2,763 |
| Total debt securities | $35,580,000 | 3,015 |
| Structured notes | ||
| Amortized cost | $1,707,000 | 740 |
| Fair value | $1,713,000 | 738 |
| 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 | $34,391,000 | 3,129 |
| U.S. Government securities | $18,080,000 | 3,239 |
| U.S. Treasury securities | $8,303,000 | 448 |
| U.S. Government agency obligations | $9,777,000 | 4,003 |
| Securities issued by states & political subdivisions | $16,311,000 | 2,162 |
| 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 | $13,771,000 | 2,687 |
| Mortgage-backed securities | $472,000 | 4,605 |
| Certificates of participation in pools of residential mortgages | $318,000 | 4,472 |
| Issued or guaranteed by U.S. | $318,000 | 4,469 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $154,000 | 3,076 |
| CMOs issued by government agencies or sponsored agencies | $154,000 | 2,987 |
| 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) | $34,391,000 | 2,851 |
| Total debt securities | $34,391,000 | 3,108 |
| Structured notes | ||
| Amortized cost | $488,000 | 1,383 |
| Fair value | $496,000 | 1,342 |
| 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 | $34,314,000 | 3,165 |
| U.S. Government securities | $18,639,000 | 3,243 |
| U.S. Treasury securities | $8,346,000 | 419 |
| U.S. Government agency obligations | $10,293,000 | 4,022 |
| Securities issued by states & political subdivisions | $15,675,000 | 2,222 |
| 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 | $13,360,000 | 2,740 |
| Mortgage-backed securities | $516,000 | 4,656 |
| Certificates of participation in pools of residential mortgages | $340,000 | 4,520 |
| Issued or guaranteed by U.S. | $340,000 | 4,516 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $176,000 | 3,111 |
| CMOs issued by government agencies or sponsored agencies | $176,000 | 3,021 |
| 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) | $34,314,000 | 2,890 |
| Total debt securities | $34,314,000 | 3,139 |
| Structured notes | ||
| Amortized cost | $487,000 | 1,556 |
| Fair value | $498,000 | 1,507 |
| 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 | $34,907,000 | 3,195 |
| U.S. Government securities | $20,150,000 | 3,207 |
| U.S. Treasury securities | $8,340,000 | 420 |
| U.S. Government agency obligations | $11,810,000 | 3,953 |
| Securities issued by states & political subdivisions | $14,757,000 | 2,301 |
| 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 | $12,859,000 | 2,795 |
| Mortgage-backed securities | $568,000 | 4,716 |
| Certificates of participation in pools of residential mortgages | $365,000 | 4,581 |
| Issued or guaranteed by U.S. | $365,000 | 4,578 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $203,000 | 3,131 |
| CMOs issued by government agencies or sponsored agencies | $203,000 | 3,038 |
| 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) | $34,907,000 | 2,917 |
| Total debt securities | $34,903,000 | 3,169 |
| Structured notes | ||
| Amortized cost | $987,000 | 1,415 |
| Fair value | $995,000 | 1,329 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $36,674,000 | 3,144 |
| U.S. Government securities | $21,254,000 | 3,186 |
| U.S. Treasury securities | $8,345,000 | 419 |
| U.S. Government agency obligations | $12,909,000 | 3,896 |
| Securities issued by states & political subdivisions | $15,420,000 | 2,207 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,819,000 | 2,863 |
| Mortgage-backed securities | $625,000 | 4,754 |
| Certificates of participation in pools of residential mortgages | $390,000 | 4,622 |
| Issued or guaranteed by U.S. | $390,000 | 4,617 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $235,000 | 3,141 |
| CMOs issued by government agencies or sponsored agencies | $235,000 | 3,043 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $36,674,000 | 2,869 |
| Total debt securities | $36,674,000 | 3,117 |
| Structured notes | ||
| Amortized cost | $1,977,000 | 1,102 |
| Fair value | $1,995,000 | 1,063 |
| 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 | $35,342,000 | 3,251 |
| U.S. Government securities | $20,198,000 | 3,339 |
| U.S. Treasury securities | $8,301,000 | 434 |
| U.S. Government agency obligations | $11,897,000 | 4,081 |
| Securities issued by states & political subdivisions | $15,144,000 | 2,240 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,822,000 | 2,871 |
| Mortgage-backed securities | $667,000 | 4,813 |
| Certificates of participation in pools of residential mortgages | $410,000 | 4,690 |
| Issued or guaranteed by U.S. | $410,000 | 4,685 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $257,000 | 3,176 |
| CMOs issued by government agencies or sponsored agencies | $257,000 | 3,075 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $35,342,000 | 2,964 |
| Total debt securities | $35,342,000 | 3,229 |
| Structured notes | ||
| Amortized cost | $1,976,000 | 1,170 |
| Fair value | $1,980,000 | 1,123 |
| 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 | $36,030,000 | 3,295 |
| U.S. Government securities | $20,757,000 | 3,367 |
| U.S. Treasury securities | $8,807,000 | 411 |
| U.S. Government agency obligations | $11,950,000 | 4,185 |
| Securities issued by states & political subdivisions | $15,273,000 | 2,245 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,160,000 | 2,638 |
| Mortgage-backed securities | $713,000 | 4,888 |
| Certificates of participation in pools of residential mortgages | $431,000 | 4,762 |
| Issued or guaranteed by U.S. | $431,000 | 4,758 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $282,000 | 3,218 |
| CMOs issued by government agencies or sponsored agencies | $282,000 | 3,105 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $36,030,000 | 3,004 |
| Total debt securities | $36,031,000 | 3,274 |
| Structured notes | ||
| Amortized cost | $1,975,000 | 1,262 |
| Fair value | $1,975,000 | 1,206 |
| 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 | $36,590,000 | 3,301 |
| U.S. Government securities | $20,602,000 | 3,415 |
| U.S. Treasury securities | $9,323,000 | 367 |
| U.S. Government agency obligations | $11,279,000 | 4,353 |
| Securities issued by states & political subdivisions | $15,988,000 | 2,185 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,394,000 | 2,945 |
| Mortgage-backed securities | $765,000 | 4,917 |
| Certificates of participation in pools of residential mortgages | $457,000 | 4,806 |
| Issued or guaranteed by U.S. | $457,000 | 4,803 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $308,000 | 3,234 |
| CMOs issued by government agencies or sponsored agencies | $308,000 | 3,124 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $36,590,000 | 3,009 |
| Total debt securities | $36,591,000 | 3,274 |
| Structured notes | ||
| Amortized cost | $1,474,000 | 1,457 |
| Fair value | $1,477,000 | 1,426 |
| 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 | $36,487,000 | 3,317 |
| U.S. Government securities | $18,864,000 | 3,605 |
| U.S. Treasury securities | $7,538,000 | 389 |
| U.S. Government agency obligations | $11,326,000 | 4,376 |
| Securities issued by states & political subdivisions | $17,623,000 | 2,051 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,097,000 | 2,879 |
| Mortgage-backed securities | $807,000 | 4,943 |
| Certificates of participation in pools of residential mortgages | $478,000 | 4,834 |
| Issued or guaranteed by U.S. | $478,000 | 4,830 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $329,000 | 3,249 |
| CMOs issued by government agencies or sponsored agencies | $329,000 | 3,137 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $36,487,000 | 3,030 |
| Total debt securities | $36,487,000 | 3,291 |
| Structured notes | ||
| Amortized cost | $1,584,000 | 1,397 |
| Fair value | $1,478,000 | 1,426 |
| 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 | $35,693,000 | 3,356 |
| U.S. Government securities | $18,407,000 | 3,644 |
| U.S. Treasury securities | $7,047,000 | 381 |
| U.S. Government agency obligations | $11,360,000 | 4,369 |
| Securities issued by states & political subdivisions | $17,286,000 | 2,063 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,109,000 | 3,138 |
| Mortgage-backed securities | $845,000 | 4,964 |
| Certificates of participation in pools of residential mortgages | $496,000 | 4,844 |
| Issued or guaranteed by U.S. | $496,000 | 4,840 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $349,000 | 3,241 |
| CMOs issued by government agencies or sponsored agencies | $349,000 | 3,122 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $35,693,000 | 3,067 |
| Total debt securities | $35,693,000 | 3,333 |
| Structured notes | ||
| Amortized cost | $1,483,000 | 1,453 |
| Fair value | $1,466,000 | 1,413 |
| 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 | $33,009,000 | 3,520 |
| U.S. Government securities | $17,551,000 | 3,760 |
| U.S. Treasury securities | $6,574,000 | 388 |
| U.S. Government agency obligations | $10,977,000 | 4,456 |
| Securities issued by states & political subdivisions | $15,458,000 | 2,238 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,673,000 | 3,320 |
| Mortgage-backed securities | $896,000 | 4,989 |
| Certificates of participation in pools of residential mortgages | $527,000 | 4,863 |
| Issued or guaranteed by U.S. | $527,000 | 4,858 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $369,000 | 3,263 |
| CMOs issued by government agencies or sponsored agencies | $369,000 | 3,138 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $33,009,000 | 3,238 |
| Total debt securities | $33,009,000 | 3,491 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $33,031,000 | 3,506 |
| U.S. Government securities | $18,096,000 | 3,703 |
| U.S. Treasury securities | $6,564,000 | 386 |
| U.S. Government agency obligations | $11,532,000 | 4,363 |
| Securities issued by states & political subdivisions | $14,935,000 | 2,280 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,141,000 | 2,521 |
| Mortgage-backed securities | $960,000 | 4,976 |
| Certificates of participation in pools of residential mortgages | $558,000 | 4,829 |
| Issued or guaranteed by U.S. | $558,000 | 4,825 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $402,000 | 3,265 |
| CMOs issued by government agencies or sponsored agencies | $402,000 | 3,137 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $33,031,000 | 3,229 |
| Total debt securities | $33,031,000 | 3,466 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $34,549,000 | 3,449 |
| U.S. Government securities | $18,417,000 | 3,696 |
| U.S. Treasury securities | $6,125,000 | 412 |
| U.S. Government agency obligations | $12,292,000 | 4,303 |
| Securities issued by states & political subdivisions | $16,132,000 | 2,154 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,072,000 | 3,155 |
| Mortgage-backed securities | $1,079,000 | 4,987 |
| Certificates of participation in pools of residential mortgages | $624,000 | 4,854 |
| Issued or guaranteed by U.S. | $624,000 | 4,852 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $455,000 | 3,276 |
| CMOs issued by government agencies or sponsored agencies | $455,000 | 3,134 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $34,549,000 | 3,197 |
| Total debt securities | $34,548,000 | 3,415 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $34,285,000 | 3,406 |
| U.S. Government securities | $18,539,000 | 3,647 |
| U.S. Treasury securities | $6,136,000 | 404 |
| U.S. Government agency obligations | $12,403,000 | 4,250 |
| Securities issued by states & political subdivisions | $15,746,000 | 2,160 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,612,000 | 3,209 |
| Mortgage-backed securities | $1,161,000 | 4,998 |
| Certificates of participation in pools of residential mortgages | $677,000 | 4,862 |
| Issued or guaranteed by U.S. | $677,000 | 4,861 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $484,000 | 3,294 |
| CMOs issued by government agencies or sponsored agencies | $484,000 | 3,152 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $34,285,000 | 3,151 |
| Total debt securities | $34,286,000 | 3,377 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $31,599,000 | 3,616 |
| U.S. Government securities | $15,102,000 | 4,097 |
| U.S. Treasury securities | $5,121,000 | 396 |
| U.S. Government agency obligations | $9,981,000 | 4,698 |
| Securities issued by states & political subdivisions | $15,988,000 | 2,113 |
| Other domestic debt securities | $509,000 | 2,369 |
| Privately issued residential mortgage-backed securities | $509,000 | 746 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,865,000 | 3,187 |
| Mortgage-backed securities | $1,256,000 | 5,073 |
| Certificates of participation in pools of residential mortgages | $747,000 | 4,937 |
| Issued or guaranteed by U.S. | $747,000 | 4,934 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $509,000 | 3,364 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $509,000 | 715 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $31,599,000 | 3,338 |
| Total debt securities | $31,600,000 | 3,585 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $33,170,000 | 3,538 |
| U.S. Government securities | $16,663,000 | 3,993 |
| U.S. Treasury securities | $6,131,000 | 373 |
| U.S. Government agency obligations | $10,532,000 | 4,708 |
| Securities issued by states & political subdivisions | $15,980,000 | 2,056 |
| Other domestic debt securities | $527,000 | 2,331 |
| Privately issued residential mortgage-backed securities | $527,000 | 791 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,896,000 | 3,211 |
| Mortgage-backed securities | $1,308,000 | 5,097 |
| Certificates of participation in pools of residential mortgages | $781,000 | 4,948 |
| Issued or guaranteed by U.S. | $781,000 | 4,945 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $527,000 | 3,369 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $527,000 | 763 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $33,170,000 | 3,273 |
| Total debt securities | $33,171,000 | 3,509 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $33,698,000 | 3,532 |
| U.S. Government securities | $16,951,000 | 4,037 |
| U.S. Treasury securities | $6,135,000 | 381 |
| U.S. Government agency obligations | $10,816,000 | 4,753 |
| Securities issued by states & political subdivisions | $16,198,000 | 1,954 |
| Other domestic debt securities | $549,000 | 2,289 |
| Privately issued residential mortgage-backed securities | $549,000 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,025,000 | 3,215 |
| Mortgage-backed securities | $840,000 | 5,272 |
| Certificates of participation in pools of residential mortgages | $291,000 | 5,244 |
| Issued or guaranteed by U.S. | $291,000 | 5,238 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $549,000 | 3,382 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $549,000 | 791 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $33,698,000 | 3,269 |
| Total debt securities | $33,698,000 | 3,503 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,535 |
| Fair value | $751,000 | 2,548 |
| 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 | $32,228,000 | 3,524 |
| U.S. Government securities | $15,955,000 | 4,103 |
| U.S. Treasury securities | $5,121,000 | 390 |
| U.S. Government agency obligations | $10,834,000 | 4,706 |
| Securities issued by states & political subdivisions | $16,273,000 | 1,917 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,044,000 | 3,079 |
| Mortgage-backed securities | $362,000 | 5,486 |
| Certificates of participation in pools of residential mortgages | $362,000 | 5,172 |
| Issued or guaranteed by U.S. | $362,000 | 5,159 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $32,228,000 | 3,251 |
| Total debt securities | $32,228,000 | 3,498 |
| Structured notes | ||
| Amortized cost | $1,751,000 | 1,824 |
| Fair value | $1,753,000 | 1,834 |
| 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 | $33,023,000 | 3,399 |
| U.S. Government securities | $16,758,000 | 3,956 |
| U.S. Treasury securities | $5,636,000 | 375 |
| U.S. Government agency obligations | $11,122,000 | 4,622 |
| Securities issued by states & political subdivisions | $16,265,000 | 1,865 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,170,000 | 3,016 |
| Mortgage-backed securities | $60,000 | 5,771 |
| Certificates of participation in pools of residential mortgages | $60,000 | 5,510 |
| Issued or guaranteed by U.S. | $60,000 | 5,496 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $33,023,000 | 3,112 |
| Total debt securities | $33,024,000 | 3,367 |
| Structured notes | ||
| Amortized cost | $1,751,000 | 1,922 |
| Fair value | $1,752,000 | 1,933 |
| 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 | $35,030,000 | 3,309 |
| U.S. Government securities | $19,308,000 | 3,734 |
| U.S. Treasury securities | $6,133,000 | 418 |
| U.S. Government agency obligations | $13,175,000 | 4,411 |
| Securities issued by states & political subdivisions | $15,722,000 | 1,857 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,125,000 | 3,186 |
| Mortgage-backed securities | $69,000 | 5,787 |
| Certificates of participation in pools of residential mortgages | $69,000 | 5,515 |
| Issued or guaranteed by U.S. | $69,000 | 5,505 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $35,030,000 | 3,017 |
| Total debt securities | $35,030,000 | 3,281 |
| Structured notes | ||
| Amortized cost | $2,252,000 | 1,878 |
| Fair value | $2,253,000 | 1,882 |
| 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 | $32,909,000 | 3,420 |
| U.S. Government securities | $17,434,000 | 3,912 |
| U.S. Treasury securities | $6,368,000 | 441 |
| U.S. Government agency obligations | $11,066,000 | 4,715 |
| Securities issued by states & political subdivisions | $15,475,000 | 1,841 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,881,000 | 3,235 |
| Mortgage-backed securities | $78,000 | 5,779 |
| Certificates of participation in pools of residential mortgages | $78,000 | 5,495 |
| Issued or guaranteed by U.S. | $78,000 | 5,484 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $32,909,000 | 3,132 |
| Total debt securities | $32,909,000 | 3,390 |
| Structured notes | ||
| Amortized cost | $2,253,000 | 1,911 |
| Fair value | $2,221,000 | 1,923 |
| 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 | $33,162,000 | 3,271 |
| U.S. Government securities | $18,045,000 | 3,676 |
| U.S. Treasury securities | $6,384,000 | 437 |
| U.S. Government agency obligations | $11,661,000 | 4,463 |
| Securities issued by states & political subdivisions | $15,117,000 | 1,820 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,502,000 | 3,252 |
| Mortgage-backed securities | $98,000 | 5,776 |
| Certificates of participation in pools of residential mortgages | $98,000 | 5,450 |
| Issued or guaranteed by U.S. | $98,000 | 5,438 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $33,162,000 | 2,996 |
| Total debt securities | $33,161,000 | 3,244 |
| Structured notes | ||
| Amortized cost | $2,553,000 | 1,667 |
| Fair value | $2,509,000 | 1,687 |
| 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 | $29,861,000 | 3,487 |
| U.S. Government securities | $16,205,000 | 3,883 |
| U.S. Treasury securities | $5,885,000 | 415 |
| U.S. Government agency obligations | $10,320,000 | 4,655 |
| Securities issued by states & political subdivisions | $13,656,000 | 1,904 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,098,000 | 3,364 |
| Mortgage-backed securities | $110,000 | 5,815 |
| Certificates of participation in pools of residential mortgages | $110,000 | 5,457 |
| Issued or guaranteed by U.S. | $110,000 | 5,444 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $29,861,000 | 3,181 |
| Total debt securities | $29,860,000 | 3,456 |
| Structured notes | ||
| Amortized cost | $2,554,000 | 1,688 |
| Fair value | $2,566,000 | 1,695 |
| 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 | $29,830,000 | 3,489 |
| U.S. Government securities | $17,293,000 | 3,788 |
| U.S. Treasury securities | $4,874,000 | 472 |
| U.S. Government agency obligations | $12,419,000 | 4,392 |
| Securities issued by states & political subdivisions | $12,537,000 | 1,949 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,217,000 | 3,377 |
| Mortgage-backed securities | $128,000 | 5,830 |
| Certificates of participation in pools of residential mortgages | $128,000 | 5,488 |
| Issued or guaranteed by U.S. | $128,000 | 5,475 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $29,830,000 | 3,178 |
| Total debt securities | $29,830,000 | 3,457 |
| Structured notes | ||
| Amortized cost | $2,854,000 | 1,712 |
| Fair value | $2,864,000 | 1,714 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $27,976,000 | 3,651 |
| U.S. Government securities | $15,858,000 | 4,028 |
| U.S. Treasury securities | $4,357,000 | 477 |
| U.S. Government agency obligations | $11,501,000 | 4,585 |
| Securities issued by states & political subdivisions | $12,118,000 | 1,975 |
| 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 | $8,983,000 | 3,503 |
| Mortgage-backed securities | $211,000 | 5,841 |
| Certificates of participation in pools of residential mortgages | $211,000 | 5,492 |
| Issued or guaranteed by U.S. | $211,000 | 5,479 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $27,976,000 | 3,315 |
| Total debt securities | $27,976,000 | 3,621 |
| Structured notes | ||
| Amortized cost | $2,100,000 | 1,714 |
| Fair value | $2,089,000 | 1,715 |
| 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 | $25,228,000 | 3,863 |
| U.S. Government securities | $14,366,000 | 4,220 |
| U.S. Treasury securities | $4,625,000 | 426 |
| U.S. Government agency obligations | $9,741,000 | 4,946 |
| Securities issued by states & political subdivisions | $10,862,000 | 2,120 |
| 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 | $5,713,000 | 4,208 |
| Mortgage-backed securities | $241,000 | 5,868 |
| Certificates of participation in pools of residential mortgages | $241,000 | 5,525 |
| Issued or guaranteed by U.S. | $241,000 | 5,510 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $25,228,000 | 3,498 |
| Total debt securities | $25,228,000 | 3,832 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,404 |
| Fair value | $499,000 | 2,479 |
| 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 | $22,653,000 | 4,142 |
| U.S. Government securities | $12,693,000 | 4,509 |
| U.S. Treasury securities | $3,649,000 | 434 |
| U.S. Government agency obligations | $9,044,000 | 5,090 |
| Securities issued by states & political subdivisions | $9,960,000 | 2,265 |
| 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 | $6,175,000 | 4,077 |
| Mortgage-backed securities | $488,000 | 5,761 |
| Certificates of participation in pools of residential mortgages | $173,000 | 5,680 |
| Issued or guaranteed by U.S. | $173,000 | 5,661 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $315,000 | 3,330 |
| CMOs issued by government agencies or sponsored agencies | $315,000 | 2,989 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $22,653,000 | 3,748 |
| Total debt securities | $22,653,000 | 4,106 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,247 |
| Fair value | $1,795,000 | 1,249 |
| 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 | $19,909,000 | 4,440 |
| U.S. Government securities | $11,048,000 | 4,801 |
| U.S. Treasury securities | $3,513,000 | 419 |
| U.S. Government agency obligations | $7,535,000 | 5,404 |
| Securities issued by states & political subdivisions | $8,861,000 | 2,389 |
| 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 | $6,162,000 | 4,078 |
| Mortgage-backed securities | $500,000 | 5,814 |
| Certificates of participation in pools of residential mortgages | $188,000 | 5,715 |
| Issued or guaranteed by U.S. | $188,000 | 5,696 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $312,000 | 3,341 |
| CMOs issued by government agencies or sponsored agencies | $312,000 | 2,986 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $19,909,000 | 4,008 |
| Total debt securities | $19,910,000 | 4,401 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $21,044,000 | 4,315 |
| U.S. Government securities | $11,827,000 | 4,731 |
| U.S. Treasury securities | $4,031,000 | 360 |
| U.S. Government agency obligations | $7,796,000 | 5,474 |
| Securities issued by states & political subdivisions | $9,217,000 | 2,262 |
| 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 | $8,169,000 | 3,724 |
| Mortgage-backed securities | $522,000 | 5,849 |
| Certificates of participation in pools of residential mortgages | $212,000 | 5,746 |
| Issued or guaranteed by U.S. | $212,000 | 5,729 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $310,000 | 3,390 |
| CMOs issued by government agencies or sponsored agencies | $310,000 | 3,020 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $21,044,000 | 3,883 |
| Total debt securities | $21,044,000 | 4,276 |
| 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 | $22,507,000 | 4,147 |
| U.S. Government securities | $13,331,000 | 4,513 |
| U.S. Treasury securities | $4,948,000 | 288 |
| U.S. Government agency obligations | $8,383,000 | 5,418 |
| Securities issued by states & political subdivisions | $9,176,000 | 2,212 |
| 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 | $6,282,000 | 4,172 |
| Mortgage-backed securities | $551,000 | 5,842 |
| Certificates of participation in pools of residential mortgages | $230,000 | 5,734 |
| Issued or guaranteed by U.S. | $230,000 | 5,714 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $321,000 | 3,319 |
| CMOs issued by government agencies or sponsored agencies | $321,000 | 2,994 |
| 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) | $22,507,000 | 3,706 |
| Total debt securities | $22,506,000 | 4,107 |
| 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 | $22,102,000 | 4,131 |
| U.S. Government securities | $13,553,000 | 4,436 |
| U.S. Treasury securities | $5,402,000 | 266 |
| U.S. Government agency obligations | $8,151,000 | 5,443 |
| Securities issued by states & political subdivisions | $8,549,000 | 2,299 |
| 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 | $5,869,000 | 4,295 |
| Mortgage-backed securities | $559,000 | 5,812 |
| Certificates of participation in pools of residential mortgages | $228,000 | 5,736 |
| Issued or guaranteed by U.S. | $228,000 | 5,718 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $331,000 | 3,246 |
| CMOs issued by government agencies or sponsored agencies | $331,000 | 2,908 |
| 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) | $22,102,000 | 3,671 |
| Total debt securities | $22,103,000 | 4,094 |
| 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 | $22,174,000 | 4,178 |
| U.S. Government securities | $13,813,000 | 4,421 |
| U.S. Treasury securities | $5,627,000 | 250 |
| U.S. Government agency obligations | $8,186,000 | 5,470 |
| Securities issued by states & political subdivisions | $8,361,000 | 2,354 |
| 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 | $5,835,000 | 4,286 |
| Mortgage-backed securities | $583,000 | 5,824 |
| Certificates of participation in pools of residential mortgages | $233,000 | 5,756 |
| Issued or guaranteed by U.S. | $233,000 | 5,732 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $350,000 | 3,246 |
| CMOs issued by government agencies or sponsored agencies | $350,000 | 2,909 |
| 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) | $22,174,000 | 3,716 |
| Total debt securities | $22,174,000 | 4,133 |
| 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 | $22,727,000 | 4,099 |
| U.S. Government securities | $14,380,000 | 4,329 |
| U.S. Treasury securities | $5,735,000 | 265 |
| U.S. Government agency obligations | $8,645,000 | 5,337 |
| Securities issued by states & political subdivisions | $8,347,000 | 2,351 |
| 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 | $5,911,000 | 4,222 |
| Mortgage-backed securities | $643,000 | 5,754 |
| Certificates of participation in pools of residential mortgages | $252,000 | 5,723 |
| Issued or guaranteed by U.S. | $252,000 | 5,692 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $391,000 | 3,199 |
| CMOs issued by government agencies or sponsored agencies | $391,000 | 2,856 |
| 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) | $22,727,000 | 3,657 |
| Total debt securities | $22,727,000 | 4,041 |
| 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 | $23,517,000 | 4,037 |
| U.S. Government securities | $15,150,000 | 4,256 |
| U.S. Treasury securities | $6,099,000 | 272 |
| U.S. Government agency obligations | $9,051,000 | 5,352 |
| Securities issued by states & political subdivisions | $8,367,000 | 2,343 |
| 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 | $5,530,000 | 4,364 |
| Mortgage-backed securities | $676,000 | 5,577 |
| Certificates of participation in pools of residential mortgages | $256,000 | 5,602 |
| Issued or guaranteed by U.S. | $256,000 | 5,580 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $420,000 | 3,075 |
| CMOs issued by government agencies or sponsored agencies | $420,000 | 2,752 |
| 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) | $23,517,000 | 3,585 |
| Total debt securities | $23,517,000 | 3,986 |
| 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 | $23,729,000 | 4,030 |
| U.S. Government securities | $15,244,000 | 4,319 |
| U.S. Treasury securities | $5,772,000 | 305 |
| U.S. Government agency obligations | $9,472,000 | 5,348 |
| Securities issued by states & political subdivisions | $8,485,000 | 2,285 |
| 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 | $5,448,000 | 4,397 |
| Mortgage-backed securities | $702,000 | 5,488 |
| Certificates of participation in pools of residential mortgages | $262,000 | 5,529 |
| Issued or guaranteed by U.S. | $262,000 | 5,507 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $440,000 | 3,017 |
| CMOs issued by government agencies or sponsored agencies | $440,000 | 2,696 |
| 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) | $23,729,000 | 3,560 |
| Total debt securities | $23,729,000 | 3,974 |
| 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 | $23,541,000 | 4,029 |
| U.S. Government securities | $15,144,000 | 4,370 |
| U.S. Treasury securities | $5,698,000 | 346 |
| U.S. Government agency obligations | $9,446,000 | 5,426 |
| Securities issued by states & political subdivisions | $8,397,000 | 2,297 |
| 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 | $5,387,000 | 4,436 |
| Mortgage-backed securities | $767,000 | 5,448 |
| Certificates of participation in pools of residential mortgages | $269,000 | 5,541 |
| Issued or guaranteed by U.S. | $269,000 | 5,521 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $498,000 | 2,906 |
| CMOs issued by government agencies or sponsored agencies | $498,000 | 2,599 |
| 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) | $23,541,000 | 3,546 |
| Total debt securities | $23,543,000 | 3,985 |
| 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 | $22,749,000 | 4,146 |
| U.S. Government securities | $14,345,000 | 4,540 |
| U.S. Treasury securities | $5,584,000 | 382 |
| U.S. Government agency obligations | $8,761,000 | 5,592 |
| Securities issued by states & political subdivisions | $8,404,000 | 2,307 |
| 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 | $5,599,000 | 4,387 |
| Mortgage-backed securities | $620,000 | 5,577 |
| Certificates of participation in pools of residential mortgages | $279,000 | 5,534 |
| Issued or guaranteed by U.S. | $279,000 | 5,510 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $341,000 | 3,031 |
| CMOs issued by government agencies or sponsored agencies | $341,000 | 2,740 |
| 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) | $22,749,000 | 3,640 |
| Total debt securities | $22,749,000 | 4,091 |
| 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 | $22,921,000 | 4,162 |
| U.S. Government securities | $15,128,000 | 4,470 |
| U.S. Treasury securities | $5,564,000 | 418 |
| U.S. Government agency obligations | $9,564,000 | 5,454 |
| Securities issued by states & political subdivisions | $7,793,000 | 2,425 |
| 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 | $5,670,000 | 4,370 |
| Mortgage-backed securities | $780,000 | 5,458 |
| Certificates of participation in pools of residential mortgages | $287,000 | 5,532 |
| Issued or guaranteed by U.S. | $287,000 | 5,510 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $493,000 | 2,877 |
| CMOs issued by government agencies or sponsored agencies | $493,000 | 2,598 |
| 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) | $22,921,000 | 3,639 |
| Total debt securities | $22,922,000 | 4,111 |
| 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 | $21,207,000 | 4,418 |
| U.S. Government securities | $14,449,000 | 4,618 |
| U.S. Treasury securities | $5,807,000 | 425 |
| U.S. Government agency obligations | $8,642,000 | 5,724 |
| Securities issued by states & political subdivisions | $6,758,000 | 2,626 |
| 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 | $5,619,000 | 4,417 |
| Mortgage-backed securities | $651,000 | 5,580 |
| 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 | $651,000 | 2,729 |
| CMOs issued by government agencies or sponsored agencies | $651,000 | 2,451 |
| 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) | $21,207,000 | 3,861 |
| Total debt securities | $21,207,000 | 4,362 |
| 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 | $20,663,000 | 4,483 |
| U.S. Government securities | $14,117,000 | 4,684 |
| U.S. Treasury securities | $5,693,000 | 466 |
| U.S. Government agency obligations | $8,424,000 | 5,786 |
| Securities issued by states & political subdivisions | $6,546,000 | 2,657 |
| 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 | $5,662,000 | 4,409 |
| Mortgage-backed securities | $747,000 | 5,520 |
| 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 | $747,000 | 2,652 |
| CMOs issued by government agencies or sponsored agencies | $747,000 | 2,374 |
| 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) | $20,663,000 | 3,904 |
| Total debt securities | $20,663,000 | 4,421 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $21,162,000 | 4,458 |
| U.S. Government securities | $14,128,000 | 4,712 |
| U.S. Treasury securities | $5,595,000 | 509 |
| U.S. Government agency obligations | $8,533,000 | 5,808 |
| Securities issued by states & political subdivisions | $7,034,000 | 2,531 |
| 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 | $5,834,000 | 4,374 |
| Mortgage-backed securities | $829,000 | 5,494 |
| 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 | $829,000 | 2,626 |
| CMOs issued by government agencies or sponsored agencies | $829,000 | 2,335 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $21,162,000 | 3,858 |
| Total debt securities | $21,162,000 | 4,402 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $21,627,000 | 4,416 |
| U.S. Government securities | $14,820,000 | 4,564 |
| U.S. Treasury securities | $5,619,000 | 513 |
| U.S. Government agency obligations | $9,201,000 | 5,628 |
| Securities issued by states & political subdivisions | $6,807,000 | 2,574 |
| 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 | $4,101,000 | 4,910 |
| Mortgage-backed securities | $1,055,000 | 5,377 |
| 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 | $1,055,000 | 2,449 |
| CMOs issued by government agencies or sponsored agencies | $1,055,000 | 2,182 |
| 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) | $21,627,000 | 3,810 |
| Total debt securities | $21,627,000 | 4,350 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $20,848,000 | 4,501 |
| U.S. Government securities | $14,342,000 | 4,628 |
| U.S. Treasury securities | $5,619,000 | 495 |
| U.S. Government agency obligations | $8,723,000 | 5,738 |
| Securities issued by states & political subdivisions | $6,506,000 | 2,635 |
| 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 | $2,847,000 | 5,468 |
| Mortgage-backed securities | $1,273,000 | 5,272 |
| 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 | $1,273,000 | 2,345 |
| CMOs issued by government agencies or sponsored agencies | $1,273,000 | 2,095 |
| 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) | $20,848,000 | 3,886 |
| Total debt securities | $20,848,000 | 4,437 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $21,265,000 | 4,468 |
| U.S. Government securities | $14,445,000 | 4,665 |
| U.S. Treasury securities | $5,643,000 | 511 |
| U.S. Government agency obligations | $8,802,000 | 5,759 |
| Securities issued by states & political subdivisions | $6,820,000 | 2,527 |
| 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 | $3,046,000 | 5,319 |
| Mortgage-backed securities | $1,325,000 | 5,309 |
| 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 | $1,325,000 | 2,385 |
| CMOs issued by government agencies or sponsored agencies | $1,325,000 | 2,128 |
| 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) | $21,265,000 | 3,877 |
| Total debt securities | $21,265,000 | 4,402 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $21,417,000 | 4,525 |
| U.S. Government securities | $14,397,000 | 4,726 |
| U.S. Treasury securities | $5,610,000 | 562 |
| U.S. Government agency obligations | $8,787,000 | 5,847 |
| Securities issued by states & political subdivisions | $7,020,000 | 2,484 |
| 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 | $2,342,000 | 5,718 |
| Mortgage-backed securities | $1,609,000 | 5,229 |
| 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 | $1,609,000 | 2,289 |
| CMOs issued by government agencies or sponsored agencies | $1,609,000 | 2,054 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $21,417,000 | 3,926 |
| Total debt securities | $21,417,000 | 4,466 |
| 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 | $22,876,000 | 4,376 |
| U.S. Government securities | $15,124,000 | 4,619 |
| U.S. Treasury securities | $5,668,000 | 572 |
| U.S. Government agency obligations | $9,456,000 | 5,661 |
| Securities issued by states & political subdivisions | $7,252,000 | 2,455 |
| Other domestic debt securities | $500,000 | 2,770 |
| 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 | $500,000 | 2,350 |
| 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 | $4,195,000 | 4,871 |
| Mortgage-backed securities | $1,931,000 | 5,084 |
| 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 | $1,931,000 | 2,217 |
| CMOs issued by government agencies or sponsored agencies | $1,931,000 | 1,977 |
| 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) | $22,876,000 | 3,791 |
| Total debt securities | $22,876,000 | 4,302 |
| 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 | $21,089,000 | 4,581 |
| U.S. Government securities | $13,784,000 | 4,862 |
| U.S. Treasury securities | $5,651,000 | 558 |
| U.S. Government agency obligations | $8,133,000 | 6,009 |
| Securities issued by states & political subdivisions | $7,305,000 | 2,453 |
| 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 | $4,984,000 | 4,622 |
| Mortgage-backed securities | $1,830,000 | 5,170 |
| Certificates of participation in pools of residential mortgages | $1,830,000 | 4,614 |
| Issued or guaranteed by U.S. | $1,830,000 | 4,600 |
| 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) | $21,089,000 | 3,966 |
| Total debt securities | $21,089,000 | 4,519 |
| 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 | $18,498,000 | 4,998 |
| U.S. Government securities | $11,642,000 | 5,396 |
| U.S. Treasury securities | $4,310,000 | 717 |
| U.S. Government agency obligations | $7,332,000 | 6,320 |
| Securities issued by states & political subdivisions | $6,856,000 | 2,554 |
| 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 | $5,186,000 | 4,513 |
| Mortgage-backed securities | $1,628,000 | 5,334 |
| Certificates of participation in pools of residential mortgages | $137,000 | 6,258 |
| Issued or guaranteed by U.S. | $137,000 | 6,240 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,491,000 | 2,471 |
| CMOs issued by government agencies or sponsored agencies | $1,491,000 | 2,238 |
| 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) | $18,498,000 | 4,379 |
| Total debt securities | $18,497,000 | 4,933 |
| 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 | $19,206,000 | 4,891 |
| U.S. Government securities | $11,632,000 | 5,346 |
| U.S. Treasury securities | $3,358,000 | 790 |
| U.S. Government agency obligations | $8,274,000 | 6,007 |
| Securities issued by states & political subdivisions | $7,124,000 | 2,511 |
| Other domestic debt securities | $450,000 | 3,087 |
| 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 | $450,000 | 2,676 |
| 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 | $4,355,000 | 4,781 |
| Mortgage-backed securities | $1,697,000 | 5,328 |
| Certificates of participation in pools of residential mortgages | $172,000 | 6,193 |
| Issued or guaranteed by U.S. | $172,000 | 6,170 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,525,000 | 2,512 |
| CMOs issued by government agencies or sponsored agencies | $1,525,000 | 2,273 |
| 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) | $19,206,000 | 4,277 |
| Total debt securities | $19,206,000 | 4,819 |
| 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 | $18,407,000 | 5,041 |
| U.S. Government securities | $10,719,000 | 5,587 |
| U.S. Treasury securities | $3,256,000 | 868 |
| U.S. Government agency obligations | $7,463,000 | 6,291 |
| Securities issued by states & political subdivisions | $6,838,000 | 2,589 |
| Other domestic debt securities | $850,000 | 2,715 |
| 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 | $850,000 | 2,406 |
| 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 | $3,788,000 | 4,944 |
| Mortgage-backed securities | $1,234,000 | 5,608 |
| Certificates of participation in pools of residential mortgages | $202,000 | 6,193 |
| Issued or guaranteed by U.S. | $202,000 | 6,169 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,032,000 | 2,744 |
| CMOs issued by government agencies or sponsored agencies | $1,032,000 | 2,605 |
| 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) | $18,407,000 | 4,408 |
| Total debt securities | $18,407,000 | 4,964 |
| 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 | $16,818,000 | 5,223 |
| U.S. Government securities | $10,131,000 | 5,588 |
| U.S. Treasury securities | $3,377,000 | 847 |
| U.S. Government agency obligations | $6,754,000 | 6,370 |
| Securities issued by states & political subdivisions | $6,687,000 | 2,612 |
| 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 | $3,770,000 | 4,930 |
| Mortgage-backed securities | $921,000 | 5,879 |
| Certificates of participation in pools of residential mortgages | $240,000 | 6,159 |
| Issued or guaranteed by U.S. | $240,000 | 6,132 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $681,000 | 3,058 |
| CMOs issued by government agencies or sponsored agencies | $681,000 | 2,908 |
| 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) | $16,818,000 | 4,574 |
| Total debt securities | $16,818,000 | 5,138 |
| 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 | $18,340,000 | 4,917 |
| U.S. Government securities | $10,884,000 | 5,345 |
| U.S. Treasury securities | $3,301,000 | 851 |
| U.S. Government agency obligations | $7,583,000 | 6,053 |
| Securities issued by states & political subdivisions | $6,776,000 | 2,547 |
| Other domestic debt securities | $680,000 | 3,051 |
| 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 | $680,000 | 2,706 |
| 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 | $4,550,000 | 4,579 |
| Mortgage-backed securities | $1,029,000 | 5,916 |
| Certificates of participation in pools of residential mortgages | $338,000 | 6,053 |
| Issued or guaranteed by U.S. | $338,000 | 6,032 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $691,000 | 3,273 |
| CMOs issued by government agencies or sponsored agencies | $691,000 | 3,113 |
| 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) | $18,340,000 | 4,295 |
| Total debt securities | $18,340,000 | 4,826 |
| 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 | $17,977,000 | 4,987 |
| U.S. Government securities | $10,832,000 | 5,409 |
| U.S. Treasury securities | $3,082,000 | 915 |
| U.S. Government agency obligations | $7,750,000 | 6,049 |
| Securities issued by states & political subdivisions | $6,465,000 | 2,544 |
| Other domestic debt securities | $680,000 | 3,084 |
| 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 | $680,000 | 2,737 |
| 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 | $5,130,000 | 4,375 |
| Mortgage-backed securities | $789,000 | 6,097 |
| Certificates of participation in pools of residential mortgages | $439,000 | 5,930 |
| Issued or guaranteed by U.S. | $439,000 | 5,911 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $350,000 | 3,719 |
| CMOs issued by government agencies or sponsored agencies | $350,000 | 3,552 |
| 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) | $17,977,000 | 4,320 |
| Total debt securities | $17,977,000 | 4,887 |
| 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 | $12,261,000 | 6,009 |
| U.S. Government securities | $7,754,000 | 6,237 |
| U.S. Treasury securities | $3,249,000 | 926 |
| U.S. Government agency obligations | $4,505,000 | 7,142 |
| Securities issued by states & political subdivisions | $4,507,000 | 3,108 |
| 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 | $4,664,000 | 4,549 |
| Mortgage-backed securities | $288,000 | 6,595 |
| Certificates of participation in pools of residential mortgages | $12,000 | 6,968 |
| Issued or guaranteed by U.S. | $12,000 | 6,946 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $276,000 | 3,839 |
| CMOs issued by government agencies or sponsored agencies | $276,000 | 3,672 |
| 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) | $12,261,000 | 5,225 |
| Total debt securities | $12,261,000 | 5,914 |
| 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 | $11,430,000 | 6,146 |
| U.S. Government securities | $7,320,000 | 6,323 |
| U.S. Treasury securities | $3,178,000 | 1,054 |
| U.S. Government agency obligations | $4,142,000 | 7,327 |
| Securities issued by states & political subdivisions | $4,110,000 | 3,205 |
| 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 | $4,699,000 | 4,529 |
| Mortgage-backed securities | $644,000 | 6,199 |
| Certificates of participation in pools of residential mortgages | $185,000 | 6,283 |
| Issued or guaranteed by U.S. | $185,000 | 6,258 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $459,000 | 3,796 |
| CMOs issued by government agencies or sponsored agencies | $459,000 | 3,633 |
| 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) | $11,430,000 | 5,269 |
| Total debt securities | $11,430,000 | 6,052 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $10,269,000 | 6,717 |
| U.S. Government securities | $6,447,000 | 7,137 |
| U.S. Treasury securities | $3,324,000 | 1,412 |
| U.S. Government agency obligations | $3,123,000 | 8,211 |
| Securities issued by states & political subdivisions | $3,620,000 | 3,370 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $202,000 | 5,772 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,075,000 | 5,049 |
| Mortgage-backed securities | $220,000 | 6,577 |
| Certificates of participation in pools of residential mortgages | $21,000 | 6,856 |
| Issued or guaranteed by U.S. | $21,000 | 6,834 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $199,000 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $199,000 | 3,592 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $10,269,000 | 5,664 |
| Total debt securities | $10,067,000 | 6,629 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $10,517,000 | 6,911 |
| U.S. Government securities | $6,699,000 | 7,293 |
| U.S. Treasury securities | $3,611,000 | 1,949 |
| U.S. Government agency obligations | $3,088,000 | 8,420 |
| Securities issued by states & political subdivisions | $3,165,000 | 3,806 |
| Other domestic debt securities | $450,000 | 2,960 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $450,000 | 2,529 |
| Foreign debt securities | NA | NA |
| Equity securities | $203,000 | 5,674 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,483,000 | 6,041 |
| Mortgage-backed securities | $365,000 | 6,664 |
| Certificates of participation in pools of residential mortgages | $170,000 | 6,463 |
| Issued or guaranteed by U.S. | $170,000 | 6,445 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $195,000 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $195,000 | 3,830 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,165,000 | 3,703 |
| Available-for-sale securities (fair market value) | $7,352,000 | 6,653 |
| Total debt securities | $10,314,000 | 6,853 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $8,939,000 | 7,408 |
| U.S. Government securities | $4,776,000 | 8,149 |
| U.S. Treasury securities | $3,369,000 | 2,919 |
| U.S. Government agency obligations | $1,407,000 | 9,094 |
| Securities issued by states & political subdivisions | $2,866,000 | 4,072 |
| Other domestic debt securities | $1,094,000 | 2,097 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,094,000 | 1,722 |
| Foreign debt securities | NA | NA |
| Equity securities | $203,000 | 5,399 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,428,000 | 5,125 |
| Mortgage-backed securities | $440,000 | 6,779 |
| Certificates of participation in pools of residential mortgages | $36,000 | 7,332 |
| Issued or guaranteed by U.S. | $36,000 | 7,311 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $404,000 | 3,931 |
| CMOs issued by government agencies or sponsored agencies | $404,000 | 3,774 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,866,000 | 4,264 |
| Available-for-sale securities (fair market value) | $6,073,000 | 6,976 |
| Total debt securities | $8,736,000 | 7,346 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $6,638,000 | 8,571 |
| U.S. Government securities | $3,812,000 | 9,169 |
| U.S. Treasury securities | $3,324,000 | 4,074 |
| U.S. Government agency obligations | $488,000 | 10,023 |
| Securities issued by states & political subdivisions | $2,498,000 | 4,183 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $328,000 | 4,451 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,418,000 | 6,086 |
| Mortgage-backed securities | $87,000 | 7,970 |
| Certificates of participation in pools of residential mortgages | $87,000 | 7,375 |
| Issued or guaranteed by U.S. | $87,000 | 7,349 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,498,000 | 5,314 |
| Available-for-sale securities (fair market value) | $4,140,000 | 7,836 |
| Total debt securities | $6,310,000 | 8,573 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $6,242,000 | 9,285 |
| U.S. Government securities | $3,757,000 | 9,777 |
| U.S. Treasury securities | $2,846,000 | 5,225 |
| U.S. Government agency obligations | $911,000 | 10,222 |
| Securities issued by states & political subdivisions | $1,966,000 | 4,837 |
| Other domestic debt securities | $347,000 | 3,004 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $347,000 | 2,322 |
| Foreign debt securities | NA | NA |
| Equity securities | $172,000 | 5,532 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $751,000 | 8,203 |
| Mortgage-backed securities | $312,000 | 7,892 |
| Certificates of participation in pools of residential mortgages | $115,000 | 7,797 |
| Issued or guaranteed by U.S. | $115,000 | 7,777 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $197,000 | 5,036 |
| CMOs issued by government agencies or sponsored agencies | $197,000 | 4,845 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,966,000 | 6,326 |
| Available-for-sale securities (fair market value) | $4,276,000 | 8,101 |
| Total debt securities | $6,070,000 | 9,236 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $4,450,000 | 10,448 |
| U.S. Government securities | $2,869,000 | 10,663 |
| U.S. Treasury securities | $1,955,000 | 7,281 |
| U.S. Government agency obligations | $914,000 | 10,570 |
| Securities issued by states & political subdivisions | $1,581,000 | 5,437 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $305,000 | 9,168 |
| Mortgage-backed securities | $466,000 | 8,059 |
| Certificates of participation in pools of residential mortgages | $175,000 | 7,941 |
| Issued or guaranteed by U.S. | $175,000 | 7,909 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $291,000 | 5,263 |
| CMOs issued by government agencies or sponsored agencies | $291,000 | 5,061 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,336,000 | 7,160 |
| Available-for-sale securities (fair market value) | $3,114,000 | 8,887 |
| Total debt securities | $4,450,000 | 10,347 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $4,544,000 | 11,060 |
| U.S. Government securities | $3,290,000 | 11,081 |
| U.S. Treasury securities | $2,060,000 | 8,110 |
| U.S. Government agency obligations | $1,230,000 | 10,634 |
| Securities issued by states & political subdivisions | $1,254,000 | 6,220 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $858,000 | 8,681 |
| Mortgage-backed securities | $730,000 | 8,159 |
| Certificates of participation in pools of residential mortgages | $239,000 | 8,191 |
| Issued or guaranteed by U.S. | $239,000 | 8,164 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $491,000 | 5,284 |
| CMOs issued by government agencies or sponsored agencies | $491,000 | 5,052 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,484,000 | 9,670 |
| Available-for-sale securities (fair market value) | $2,060,000 | 8,805 |
| Total debt securities | $4,544,000 | 10,964 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $5,574,000 | 11,001 |
| U.S. Government securities | $4,222,000 | 10,963 |
| U.S. Treasury securities | $2,513,000 | 7,869 |
| U.S. Government agency obligations | $1,709,000 | 10,515 |
| Securities issued by states & political subdivisions | $1,148,000 | 6,532 |
| Other domestic debt securities | $202,000 | 5,260 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $202,000 | 4,117 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $518,000 | 9,413 |
| Mortgage-backed securities | $1,259,000 | 8,084 |
| Certificates of participation in pools of residential mortgages | $361,000 | 8,471 |
| Issued or guaranteed by U.S. | $361,000 | 8,413 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $898,000 | 5,150 |
| CMOs issued by government agencies or sponsored agencies | $898,000 | 4,933 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,572,000 | 10,862 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $6,352,000 | 10,886 |
| U.S. Government securities | $5,663,000 | 10,364 |
| U.S. Treasury securities | $3,487,000 | 7,082 |
| U.S. Government agency obligations | $2,176,000 | 10,336 |
| Securities issued by states & political subdivisions | $442,000 | 7,920 |
| Other domestic debt securities | $245,000 | 5,998 |
| Privately issued residential mortgage-backed securities | $39,000 | 3,859 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $206,000 | 4,685 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,000 | 10,854 |
| Mortgage-backed securities | $1,365,000 | 8,424 |
| Certificates of participation in pools of residential mortgages | $630,000 | 8,262 |
| Issued or guaranteed by U.S. | $630,000 | 8,200 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $735,000 | 5,473 |
| CMOs issued by government agencies or sponsored agencies | $696,000 | 5,124 |
| Privately issued | $39,000 | 3,315 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,350,000 | 10,754 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |