Home > Oxford Bank > Securities
Oxford Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $142,427,000 | 1,303 |
| U.S. Government securities | $116,126,000 | 1,026 |
| U.S. Treasury securities | $78,677,000 | 309 |
| U.S. Government agency obligations | $37,449,000 | 1,929 |
| Securities issued by states & political subdivisions | $25,801,000 | 1,528 |
| Other domestic debt securities | $500,000 | 2,119 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $500,000 | 1,687 |
| 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 | $44,038,000 | 1,580 |
| Mortgage-backed securities | $19,535,000 | 2,042 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $15,048,000 | 1,703 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,079,000 | 1,871 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $2,408,000 | 899 |
| Held to maturity securities (book value) | $1,170,000 | 1,491 |
| Available-for-sale securities (fair market value) | $141,257,000 | 1,148 |
| Total debt securities | $142,428,000 | 1,285 |
| 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 | $153,691,000 | 1,221 |
| U.S. Government securities | $126,402,000 | 950 |
| U.S. Treasury securities | $87,183,000 | 297 |
| U.S. Government agency obligations | $39,219,000 | 1,859 |
| Securities issued by states & political subdivisions | $26,789,000 | 1,470 |
| Other domestic debt securities | $500,000 | 2,114 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $500,000 | 1,692 |
| 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 | $41,659,000 | 1,573 |
| Mortgage-backed securities | $19,656,000 | 2,008 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $15,181,000 | 1,671 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,098,000 | 1,834 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $2,377,000 | 884 |
| Held to maturity securities (book value) | $1,310,000 | 1,493 |
| Available-for-sale securities (fair market value) | $152,381,000 | 1,071 |
| Total debt securities | $153,692,000 | 1,208 |
| 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 | $165,615,000 | 1,182 |
| U.S. Government securities | $137,721,000 | 908 |
| U.S. Treasury securities | $92,418,000 | 287 |
| U.S. Government agency obligations | $45,303,000 | 1,729 |
| Securities issued by states & political subdivisions | $27,394,000 | 1,496 |
| Other domestic debt securities | $500,000 | 2,129 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $500,000 | 1,703 |
| 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 | $52,023,000 | 1,373 |
| Mortgage-backed securities | $20,862,000 | 2,002 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $16,129,000 | 1,670 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,202,000 | 1,829 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $2,531,000 | 875 |
| Held to maturity securities (book value) | $1,310,000 | 1,512 |
| Available-for-sale securities (fair market value) | $164,305,000 | 1,036 |
| Total debt securities | $165,615,000 | 1,168 |
| 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 | $176,093,000 | 1,166 |
| U.S. Government securities | $146,180,000 | 904 |
| U.S. Treasury securities | $98,064,000 | 294 |
| U.S. Government agency obligations | $48,116,000 | 1,679 |
| Securities issued by states & political subdivisions | $29,413,000 | 1,465 |
| Other domestic debt securities | $500,000 | 2,185 |
| 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 | $500,000 | 1,749 |
| 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 | $54,416,000 | 1,286 |
| Mortgage-backed securities | $21,675,000 | 2,025 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $16,788,000 | 1,681 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,314,000 | 1,848 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $2,573,000 | 892 |
| Held to maturity securities (book value) | $1,310,000 | 1,562 |
| Available-for-sale securities (fair market value) | $174,783,000 | 1,014 |
| Total debt securities | $176,093,000 | 1,154 |
| 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 | $187,626,000 | 1,118 |
| U.S. Government securities | $156,947,000 | 856 |
| U.S. Treasury securities | $107,216,000 | 288 |
| U.S. Government agency obligations | $49,731,000 | 1,650 |
| Securities issued by states & political subdivisions | $30,179,000 | 1,478 |
| Other domestic debt securities | $500,000 | 2,212 |
| 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 | $500,000 | 1,764 |
| 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 | $54,776,000 | 1,181 |
| Mortgage-backed securities | $22,565,000 | 2,012 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,587,000 | 1,664 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,367,000 | 1,852 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $2,611,000 | 891 |
| Held to maturity securities (book value) | $1,310,000 | 1,575 |
| Available-for-sale securities (fair market value) | $186,316,000 | 972 |
| Total debt securities | $187,622,000 | 1,104 |
| 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 | $196,635,000 | 1,069 |
| U.S. Government securities | $164,380,000 | 836 |
| U.S. Treasury securities | $112,091,000 | 282 |
| U.S. Government agency obligations | $52,289,000 | 1,607 |
| Securities issued by states & political subdivisions | $31,755,000 | 1,419 |
| Other domestic debt securities | $500,000 | 2,174 |
| 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 | $500,000 | 1,769 |
| 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 | $57,170,000 | 1,085 |
| Mortgage-backed securities | $23,205,000 | 1,999 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $18,058,000 | 1,658 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,492,000 | 1,840 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $2,655,000 | 918 |
| Held to maturity securities (book value) | $1,320,000 | 1,558 |
| Available-for-sale securities (fair market value) | $195,315,000 | 932 |
| Total debt securities | $196,635,000 | 1,058 |
| 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 | $171,598,000 | 1,248 |
| U.S. Government securities | $138,632,000 | 983 |
| U.S. Treasury securities | $83,832,000 | 355 |
| U.S. Government agency obligations | $54,800,000 | 1,594 |
| Securities issued by states & political subdivisions | $32,466,000 | 1,454 |
| Other domestic debt securities | $500,000 | 2,050 |
| 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 | $500,000 | 1,762 |
| 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 | $57,382,000 | 1,072 |
| Mortgage-backed securities | $24,404,000 | 2,009 |
| Certificates of participation in pools of residential mortgages | $19,050,000 | 1,703 |
| Issued or guaranteed by U.S. | $19,050,000 | 1,666 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $2,623,000 | 1,924 |
| CMOs issued by government agencies or sponsored agencies | $2,623,000 | 1,845 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $2,731,000 | 1,412 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $2,731,000 | 977 |
| Held to maturity securities (book value) | $1,320,000 | 1,489 |
| Available-for-sale securities (fair market value) | $170,278,000 | 1,110 |
| Total debt securities | $171,598,000 | 1,235 |
| 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 | $132,009,000 | 1,508 |
| U.S. Government securities | $100,137,000 | 1,250 |
| U.S. Treasury securities | $41,988,000 | 548 |
| U.S. Government agency obligations | $58,149,000 | 1,538 |
| Securities issued by states & political subdivisions | $31,372,000 | 1,528 |
| Other domestic debt securities | $500,000 | 2,046 |
| 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 | $500,000 | 1,752 |
| 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 | $58,082,000 | 1,026 |
| Mortgage-backed securities | $27,348,000 | 1,930 |
| Certificates of participation in pools of residential mortgages | $21,238,000 | 1,641 |
| Issued or guaranteed by U.S. | $21,238,000 | 1,613 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $2,910,000 | 1,872 |
| CMOs issued by government agencies or sponsored agencies | $2,910,000 | 1,800 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $3,200,000 | 1,338 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $3,200,000 | 919 |
| Held to maturity securities (book value) | $1,320,000 | 1,388 |
| Available-for-sale securities (fair market value) | $130,689,000 | 1,384 |
| Total debt securities | $132,011,000 | 1,493 |
| 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 | $138,802,000 | 1,398 |
| U.S. Government securities | $105,256,000 | 1,129 |
| U.S. Treasury securities | $43,365,000 | 398 |
| U.S. Government agency obligations | $61,891,000 | 1,455 |
| Securities issued by states & political subdivisions | $33,046,000 | 1,509 |
| Other domestic debt securities | $500,000 | 2,018 |
| 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 | $500,000 | 1,706 |
| 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 | $60,159,000 | 1,006 |
| Mortgage-backed securities | $30,135,000 | 1,858 |
| Certificates of participation in pools of residential mortgages | $24,450,000 | 1,541 |
| Issued or guaranteed by U.S. | $24,450,000 | 1,509 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,311,000 | 1,969 |
| CMOs issued by government agencies or sponsored agencies | $2,311,000 | 1,913 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $3,374,000 | 1,306 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $3,374,000 | 898 |
| Held to maturity securities (book value) | $1,320,000 | 1,291 |
| Available-for-sale securities (fair market value) | $137,482,000 | 1,292 |
| Total debt securities | $138,803,000 | 1,377 |
| 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 | $91,385,000 | 1,821 |
| U.S. Government securities | $55,556,000 | 1,690 |
| U.S. Treasury securities | $2,070,000 | 1,524 |
| U.S. Government agency obligations | $53,486,000 | 1,568 |
| Securities issued by states & political subdivisions | $35,329,000 | 1,404 |
| Other domestic debt securities | $500,000 | 1,975 |
| 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 | $500,000 | 1,648 |
| 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 | $19,060,000 | 2,034 |
| Mortgage-backed securities | $30,443,000 | 1,833 |
| Certificates of participation in pools of residential mortgages | $24,253,000 | 1,515 |
| Issued or guaranteed by U.S. | $24,253,000 | 1,479 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,721,000 | 1,906 |
| CMOs issued by government agencies or sponsored agencies | $2,721,000 | 1,859 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $3,469,000 | 1,290 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $3,469,000 | 883 |
| Held to maturity securities (book value) | $1,455,000 | 1,265 |
| Available-for-sale securities (fair market value) | $89,930,000 | 1,725 |
| Total debt securities | $91,386,000 | 1,807 |
| 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 | $90,320,000 | 1,765 |
| U.S. Government securities | $54,541,000 | 1,627 |
| U.S. Treasury securities | $1,028,000 | 1,629 |
| U.S. Government agency obligations | $53,513,000 | 1,512 |
| Securities issued by states & political subdivisions | $35,279,000 | 1,373 |
| Other domestic debt securities | $500,000 | 1,968 |
| 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 | $500,000 | 1,604 |
| 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 | $19,331,000 | 1,998 |
| Mortgage-backed securities | $30,931,000 | 1,773 |
| Certificates of participation in pools of residential mortgages | $24,265,000 | 1,463 |
| Issued or guaranteed by U.S. | $24,265,000 | 1,429 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $3,141,000 | 1,794 |
| CMOs issued by government agencies or sponsored agencies | $3,141,000 | 1,755 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $3,525,000 | 1,283 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $3,525,000 | 867 |
| Held to maturity securities (book value) | $1,455,000 | 1,253 |
| Available-for-sale securities (fair market value) | $88,865,000 | 1,672 |
| Total debt securities | $90,321,000 | 1,747 |
| 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 | $90,857,000 | 1,634 |
| U.S. Government securities | $55,911,000 | 1,507 |
| U.S. Treasury securities | $1,002,000 | 1,373 |
| U.S. Government agency obligations | $54,909,000 | 1,414 |
| Securities issued by states & political subdivisions | $34,446,000 | 1,337 |
| Other domestic debt securities | $500,000 | 1,944 |
| 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 | $500,000 | 1,550 |
| 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 | $22,345,000 | 1,809 |
| Mortgage-backed securities | $32,262,000 | 1,663 |
| Certificates of participation in pools of residential mortgages | $25,112,000 | 1,373 |
| Issued or guaranteed by U.S. | $25,112,000 | 1,335 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $3,638,000 | 1,677 |
| CMOs issued by government agencies or sponsored agencies | $3,638,000 | 1,638 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $3,512,000 | 1,253 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $3,512,000 | 834 |
| Held to maturity securities (book value) | $1,455,000 | 1,233 |
| Available-for-sale securities (fair market value) | $89,402,000 | 1,539 |
| Total debt securities | $90,858,000 | 1,619 |
| 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 | $92,683,000 | 1,498 |
| U.S. Government securities | $56,809,000 | 1,365 |
| U.S. Treasury securities | $1,007,000 | 969 |
| U.S. Government agency obligations | $55,802,000 | 1,303 |
| Securities issued by states & political subdivisions | $35,374,000 | 1,263 |
| Other domestic debt securities | $500,000 | 1,878 |
| 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 | $500,000 | 1,483 |
| 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 | $26,093,000 | 1,632 |
| Mortgage-backed securities | $30,971,000 | 1,638 |
| Certificates of participation in pools of residential mortgages | $25,812,000 | 1,237 |
| Issued or guaranteed by U.S. | $25,812,000 | 1,213 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $4,163,000 | 1,640 |
| CMOs issued by government agencies or sponsored agencies | $4,163,000 | 1,596 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $996,000 | 1,657 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $996,000 | 1,132 |
| Held to maturity securities (book value) | $1,455,000 | 1,220 |
| Available-for-sale securities (fair market value) | $91,228,000 | 1,410 |
| Total debt securities | $92,683,000 | 1,487 |
| 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 | $75,053,000 | 1,671 |
| U.S. Government securities | $47,015,000 | 1,522 |
| U.S. Treasury securities | $1,013,000 | 967 |
| U.S. Government agency obligations | $46,002,000 | 1,464 |
| Securities issued by states & political subdivisions | $27,538,000 | 1,426 |
| Other domestic debt securities | $500,000 | 1,856 |
| 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 | $500,000 | 1,463 |
| 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 | $26,779,000 | 1,578 |
| Mortgage-backed securities | $24,414,000 | 1,803 |
| Certificates of participation in pools of residential mortgages | $21,739,000 | 1,336 |
| Issued or guaranteed by U.S. | $21,739,000 | 1,302 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,675,000 | 1,900 |
| CMOs issued by government agencies or sponsored agencies | $2,675,000 | 1,850 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $135,000 | 1,547 |
| Available-for-sale securities (fair market value) | $74,918,000 | 1,567 |
| Total debt securities | $75,052,000 | 1,656 |
| 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 | $65,753,000 | 1,791 |
| U.S. Government securities | $39,977,000 | 1,680 |
| U.S. Treasury securities | $2,019,000 | 837 |
| U.S. Government agency obligations | $37,958,000 | 1,640 |
| Securities issued by states & political subdivisions | $25,276,000 | 1,425 |
| Other domestic debt securities | $500,000 | 1,794 |
| 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 | $500,000 | 1,412 |
| 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 | $33,758,000 | 1,388 |
| Mortgage-backed securities | $18,312,000 | 2,071 |
| Certificates of participation in pools of residential mortgages | $14,997,000 | 1,664 |
| Issued or guaranteed by U.S. | $14,997,000 | 1,618 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,315,000 | 1,838 |
| CMOs issued by government agencies or sponsored agencies | $3,315,000 | 1,797 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $135,000 | 1,559 |
| Available-for-sale securities (fair market value) | $65,618,000 | 1,673 |
| Total debt securities | $65,753,000 | 1,772 |
| 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 | $66,357,000 | 1,716 |
| U.S. Government securities | $40,918,000 | 1,664 |
| U.S. Treasury securities | $6,034,000 | 551 |
| U.S. Government agency obligations | $34,884,000 | 1,739 |
| Securities issued by states & political subdivisions | $24,939,000 | 1,324 |
| Other domestic debt securities | $500,000 | 1,717 |
| 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 | $500,000 | 1,315 |
| 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 | $36,549,000 | 1,235 |
| Mortgage-backed securities | $13,291,000 | 2,399 |
| Certificates of participation in pools of residential mortgages | $9,591,000 | 2,083 |
| Issued or guaranteed by U.S. | $9,591,000 | 2,025 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $3,700,000 | 1,782 |
| CMOs issued by government agencies or sponsored agencies | $3,700,000 | 1,740 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $135,000 | 1,575 |
| Available-for-sale securities (fair market value) | $66,222,000 | 1,595 |
| Total debt securities | $66,357,000 | 1,698 |
| 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 | $67,229,000 | 1,701 |
| U.S. Government securities | $49,332,000 | 1,471 |
| U.S. Treasury securities | $7,004,000 | 560 |
| U.S. Government agency obligations | $42,328,000 | 1,551 |
| Securities issued by states & political subdivisions | $17,397,000 | 1,680 |
| Other domestic debt securities | $500,000 | 1,692 |
| 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 | $500,000 | 1,290 |
| 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 | $39,906,000 | 1,155 |
| Mortgage-backed securities | $11,946,000 | 2,464 |
| Certificates of participation in pools of residential mortgages | $10,139,000 | 1,976 |
| Issued or guaranteed by U.S. | $10,139,000 | 1,922 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,807,000 | 2,141 |
| CMOs issued by government agencies or sponsored agencies | $1,807,000 | 2,095 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $430,000 | 1,506 |
| Available-for-sale securities (fair market value) | $66,799,000 | 1,583 |
| Total debt securities | $67,230,000 | 1,682 |
| 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 | $52,440,000 | 2,037 |
| U.S. Government securities | $40,406,000 | 1,697 |
| U.S. Treasury securities | $8,990,000 | 499 |
| U.S. Government agency obligations | $31,416,000 | 1,917 |
| Securities issued by states & political subdivisions | $11,534,000 | 2,170 |
| Other domestic debt securities | $500,000 | 1,729 |
| 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 | $500,000 | 1,290 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,308,000 | 971 |
| Mortgage-backed securities | $4,015,000 | 3,290 |
| Certificates of participation in pools of residential mortgages | $3,047,000 | 2,979 |
| Issued or guaranteed by U.S. | $3,047,000 | 2,893 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $968,000 | 2,388 |
| CMOs issued by government agencies or sponsored agencies | $968,000 | 2,344 |
| 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) | $440,000 | 1,569 |
| Available-for-sale securities (fair market value) | $52,000,000 | 1,894 |
| Total debt securities | $52,440,000 | 2,018 |
| 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 | $53,320,000 | 2,022 |
| U.S. Government securities | $41,316,000 | 1,716 |
| U.S. Treasury securities | $9,977,000 | 475 |
| U.S. Government agency obligations | $31,339,000 | 1,940 |
| Securities issued by states & political subdivisions | $11,504,000 | 2,211 |
| Other domestic debt securities | $500,000 | 1,720 |
| 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 | $500,000 | 1,323 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,680,000 | 1,059 |
| Mortgage-backed securities | $1,052,000 | 3,829 |
| Certificates of participation in pools of residential mortgages | $0 | 4,219 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,052,000 | 2,341 |
| CMOs issued by government agencies or sponsored agencies | $1,052,000 | 2,294 |
| 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) | $440,000 | 1,616 |
| Available-for-sale securities (fair market value) | $52,880,000 | 1,884 |
| Total debt securities | $53,320,000 | 2,004 |
| 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 | $58,839,000 | 1,905 |
| U.S. Government securities | $47,022,000 | 1,544 |
| U.S. Treasury securities | $10,913,000 | 434 |
| U.S. Government agency obligations | $36,109,000 | 1,793 |
| Securities issued by states & political subdivisions | $11,317,000 | 2,295 |
| Other domestic debt securities | $500,000 | 1,718 |
| 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 | $500,000 | 1,322 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,014,000 | 1,070 |
| Mortgage-backed securities | $1,086,000 | 3,849 |
| Certificates of participation in pools of residential mortgages | $0 | 4,262 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,086,000 | 2,331 |
| CMOs issued by government agencies or sponsored agencies | $1,086,000 | 2,281 |
| 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) | $440,000 | 1,636 |
| Available-for-sale securities (fair market value) | $58,399,000 | 1,775 |
| Total debt securities | $58,838,000 | 1,889 |
| 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 | $60,709,000 | 1,881 |
| U.S. Government securities | $48,740,000 | 1,511 |
| U.S. Treasury securities | $10,863,000 | 423 |
| U.S. Government agency obligations | $37,877,000 | 1,740 |
| Securities issued by states & political subdivisions | $11,469,000 | 2,332 |
| Other domestic debt securities | $500,000 | 1,704 |
| 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 | $500,000 | 1,323 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,746,000 | 1,051 |
| Mortgage-backed securities | $101,000 | 4,245 |
| Certificates of participation in pools of residential mortgages | $0 | 4,303 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $101,000 | 2,839 |
| CMOs issued by government agencies or sponsored agencies | $101,000 | 2,781 |
| 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) | $720,000 | 1,591 |
| Available-for-sale securities (fair market value) | $59,989,000 | 1,761 |
| Total debt securities | $60,708,000 | 1,868 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $58,770,000 | 1,946 |
| U.S. Government securities | $46,665,000 | 1,575 |
| U.S. Treasury securities | $8,882,000 | 492 |
| U.S. Government agency obligations | $37,783,000 | 1,755 |
| Securities issued by states & political subdivisions | $11,605,000 | 2,345 |
| Other domestic debt securities | $500,000 | 1,673 |
| 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 | $500,000 | 1,334 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,555,000 | 1,064 |
| Mortgage-backed securities | $128,000 | 4,281 |
| Certificates of participation in pools of residential mortgages | $0 | 4,362 |
| Issued or guaranteed by U.S. | $0 | 4,341 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $128,000 | 2,836 |
| CMOs issued by government agencies or sponsored agencies | $128,000 | 2,773 |
| 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) | $725,000 | 1,612 |
| Available-for-sale securities (fair market value) | $58,045,000 | 1,805 |
| Total debt securities | $58,770,000 | 1,927 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $46,849,000 | 2,346 |
| U.S. Government securities | $34,705,000 | 1,960 |
| U.S. Treasury securities | $6,905,000 | 524 |
| U.S. Government agency obligations | $27,800,000 | 2,153 |
| Securities issued by states & political subdivisions | $11,644,000 | 2,389 |
| Other domestic debt securities | $500,000 | 1,869 |
| 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 | $500,000 | 1,339 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,910,000 | 1,347 |
| Mortgage-backed securities | $158,000 | 4,319 |
| Certificates of participation in pools of residential mortgages | $0 | 4,414 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $158,000 | 2,841 |
| CMOs issued by government agencies or sponsored agencies | $158,000 | 2,771 |
| 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) | $725,000 | 1,641 |
| Available-for-sale securities (fair market value) | $46,124,000 | 2,181 |
| Total debt securities | $46,849,000 | 2,326 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $30,012,000 | 3,090 |
| U.S. Government securities | $17,827,000 | 2,942 |
| U.S. Treasury securities | $5,919,000 | 549 |
| U.S. Government agency obligations | $11,908,000 | 3,338 |
| Securities issued by states & political subdivisions | $11,685,000 | 2,428 |
| Other domestic debt securities | $500,000 | 1,691 |
| 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 | $500,000 | 1,372 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,987,000 | 2,114 |
| Mortgage-backed securities | $197,000 | 4,331 |
| Certificates of participation in pools of residential mortgages | $0 | 4,464 |
| Issued or guaranteed by U.S. | $0 | 4,457 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $197,000 | 2,810 |
| CMOs issued by government agencies or sponsored agencies | $197,000 | 2,741 |
| 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) | $725,000 | 1,665 |
| Available-for-sale securities (fair market value) | $29,287,000 | 2,882 |
| Total debt securities | $30,013,000 | 3,069 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $30,609,000 | 3,112 |
| U.S. Government securities | $18,028,000 | 2,943 |
| U.S. Treasury securities | $5,960,000 | 527 |
| U.S. Government agency obligations | $12,068,000 | 3,345 |
| Securities issued by states & political subdivisions | $12,081,000 | 2,449 |
| Other domestic debt securities | $500,000 | 1,702 |
| 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 | $500,000 | 1,400 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,995,000 | 2,147 |
| Mortgage-backed securities | $275,000 | 4,343 |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | $0 | 4,511 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $275,000 | 2,745 |
| CMOs issued by government agencies or sponsored agencies | $275,000 | 2,677 |
| 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) | $990,000 | 1,625 |
| Available-for-sale securities (fair market value) | $29,619,000 | 2,903 |
| Total debt securities | $30,607,000 | 3,091 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $30,974,000 | 3,116 |
| U.S. Government securities | $18,263,000 | 2,943 |
| U.S. Treasury securities | $6,011,000 | 498 |
| U.S. Government agency obligations | $12,252,000 | 3,374 |
| Securities issued by states & political subdivisions | $12,211,000 | 2,471 |
| Other domestic debt securities | $500,000 | 1,731 |
| 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 | $500,000 | 1,437 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,004,000 | 2,174 |
| Mortgage-backed securities | $366,000 | 4,359 |
| Certificates of participation in pools of residential mortgages | $0 | 4,578 |
| Issued or guaranteed by U.S. | $0 | 4,573 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $366,000 | 2,720 |
| CMOs issued by government agencies or sponsored agencies | $366,000 | 2,652 |
| 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) | $990,000 | 1,678 |
| Available-for-sale securities (fair market value) | $29,984,000 | 2,907 |
| Total debt securities | $30,974,000 | 3,095 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $30,970,000 | 3,157 |
| U.S. Government securities | $18,388,000 | 2,988 |
| U.S. Treasury securities | $6,018,000 | 510 |
| U.S. Government agency obligations | $12,370,000 | 3,406 |
| Securities issued by states & political subdivisions | $12,082,000 | 2,508 |
| Other domestic debt securities | $500,000 | 1,757 |
| 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 | $500,000 | 1,464 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,918,000 | 2,223 |
| Mortgage-backed securities | $469,000 | 4,358 |
| Certificates of participation in pools of residential mortgages | $0 | 4,616 |
| Issued or guaranteed by U.S. | $0 | 4,610 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $469,000 | 2,700 |
| CMOs issued by government agencies or sponsored agencies | $469,000 | 2,629 |
| 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) | $840,000 | 1,742 |
| Available-for-sale securities (fair market value) | $30,130,000 | 2,940 |
| Total debt securities | $30,969,000 | 3,136 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $30,917,000 | 3,179 |
| U.S. Government securities | $18,428,000 | 3,043 |
| U.S. Treasury securities | $6,006,000 | 546 |
| U.S. Government agency obligations | $12,422,000 | 3,443 |
| Securities issued by states & political subdivisions | $11,989,000 | 2,548 |
| Other domestic debt securities | $500,000 | 1,818 |
| 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 | $500,000 | 1,498 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $565,000 | 4,381 |
| Certificates of participation in pools of residential mortgages | $0 | 4,686 |
| Issued or guaranteed by U.S. | $0 | 4,681 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $565,000 | 2,679 |
| CMOs issued by government agencies or sponsored agencies | $565,000 | 2,608 |
| 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) | $840,000 | 1,777 |
| Available-for-sale securities (fair market value) | $30,077,000 | 2,951 |
| Total debt securities | $30,918,000 | 3,159 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $25,587,000 | 3,479 |
| U.S. Government securities | $16,515,000 | 3,173 |
| U.S. Treasury securities | $3,980,000 | 678 |
| U.S. Government agency obligations | $12,535,000 | 3,423 |
| Securities issued by states & political subdivisions | $8,572,000 | 2,980 |
| Other domestic debt securities | $500,000 | 1,841 |
| 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 | $500,000 | 1,512 |
| 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 | $0 | 5,033 |
| Mortgage-backed securities | $710,000 | 4,344 |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | $0 | 4,732 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $710,000 | 2,616 |
| CMOs issued by government agencies or sponsored agencies | $710,000 | 2,541 |
| 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) | $1,140,000 | 1,709 |
| Available-for-sale securities (fair market value) | $24,447,000 | 3,271 |
| Total debt securities | $25,587,000 | 3,451 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $22,905,000 | 3,671 |
| U.S. Government securities | $16,650,000 | 3,155 |
| U.S. Treasury securities | $2,023,000 | 749 |
| U.S. Government agency obligations | $14,627,000 | 3,223 |
| Securities issued by states & political subdivisions | $5,755,000 | 3,394 |
| Other domestic debt securities | $500,000 | 1,853 |
| 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 | $500,000 | 1,515 |
| 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 | $0 | 5,116 |
| Mortgage-backed securities | $911,000 | 4,329 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $911,000 | 2,555 |
| CMOs issued by government agencies or sponsored agencies | $911,000 | 2,485 |
| 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) | $1,140,000 | 1,727 |
| Available-for-sale securities (fair market value) | $21,765,000 | 3,437 |
| Total debt securities | $22,904,000 | 3,643 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $21,342,000 | 3,836 |
| U.S. Government securities | $16,862,000 | 3,220 |
| U.S. Treasury securities | $2,027,000 | 780 |
| U.S. Government agency obligations | $14,835,000 | 3,296 |
| Securities issued by states & political subdivisions | $3,980,000 | 3,759 |
| Other domestic debt securities | $500,000 | 1,880 |
| 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 | $500,000 | 1,518 |
| 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 | $0 | 5,199 |
| Mortgage-backed securities | $1,119,000 | 4,307 |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | $0 | 4,839 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,119,000 | 2,494 |
| CMOs issued by government agencies or sponsored agencies | $1,119,000 | 2,421 |
| 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) | $1,140,000 | 1,771 |
| Available-for-sale securities (fair market value) | $20,202,000 | 3,599 |
| Total debt securities | $21,342,000 | 3,806 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $2,970,000 | 5,603 |
| U.S. Government securities | $1,330,000 | 5,470 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,330,000 | 5,366 |
| Securities issued by states & political subdivisions | $1,140,000 | 4,509 |
| Other domestic debt securities | $500,000 | 1,890 |
| 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 | $500,000 | 1,520 |
| 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 | $0 | 5,255 |
| Mortgage-backed securities | $1,330,000 | 4,281 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,330,000 | 2,429 |
| CMOs issued by government agencies or sponsored agencies | $1,330,000 | 2,357 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $1,140,000 | 1,806 |
| Available-for-sale securities (fair market value) | $1,830,000 | 5,387 |
| Total debt securities | $2,970,000 | 5,580 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $3,465,000 | 5,595 |
| U.S. Government securities | $1,535,000 | 5,494 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,535,000 | 5,392 |
| Securities issued by states & political subdivisions | $1,430,000 | 4,441 |
| Other domestic debt securities | $500,000 | 1,873 |
| 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 | $500,000 | 1,508 |
| 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 | $0 | 5,301 |
| Mortgage-backed securities | $1,535,000 | 4,239 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,535,000 | 2,390 |
| CMOs issued by government agencies or sponsored agencies | $1,535,000 | 2,318 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $1,430,000 | 1,783 |
| Available-for-sale securities (fair market value) | $2,035,000 | 5,402 |
| Total debt securities | $3,465,000 | 5,570 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $3,701,000 | 5,659 |
| U.S. Government securities | $1,771,000 | 5,547 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,771,000 | 5,455 |
| Securities issued by states & political subdivisions | $1,430,000 | 4,498 |
| Other domestic debt securities | $500,000 | 1,890 |
| 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 | $500,000 | 1,514 |
| 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 | $0 | 5,371 |
| Mortgage-backed securities | $1,771,000 | 4,244 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,771,000 | 2,328 |
| CMOs issued by government agencies or sponsored agencies | $1,771,000 | 2,261 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $1,430,000 | 1,793 |
| Available-for-sale securities (fair market value) | $2,271,000 | 5,449 |
| Total debt securities | $3,701,000 | 5,634 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $3,989,000 | 5,715 |
| U.S. Government securities | $2,059,000 | 5,570 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $2,059,000 | 5,475 |
| Securities issued by states & political subdivisions | $1,430,000 | 4,517 |
| Other domestic debt securities | $500,000 | 1,896 |
| 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 | $500,000 | 1,525 |
| 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 | $0 | 5,428 |
| Mortgage-backed securities | $2,059,000 | 4,252 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,059,000 | 2,302 |
| CMOs issued by government agencies or sponsored agencies | $2,059,000 | 2,228 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $1,430,000 | 1,822 |
| Available-for-sale securities (fair market value) | $2,559,000 | 5,479 |
| Total debt securities | $3,989,000 | 5,688 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $4,432,000 | 5,725 |
| U.S. Government securities | $2,502,000 | 5,556 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $2,502,000 | 5,465 |
| Securities issued by states & political subdivisions | $1,430,000 | 4,527 |
| Other domestic debt securities | $500,000 | 1,965 |
| 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 | $500,000 | 1,570 |
| 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 | $143,000 | 5,427 |
| Mortgage-backed securities | $2,502,000 | 4,209 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,502,000 | 2,205 |
| CMOs issued by government agencies or sponsored agencies | $2,502,000 | 2,130 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $1,430,000 | 1,827 |
| Available-for-sale securities (fair market value) | $3,002,000 | 5,486 |
| Total debt securities | $4,432,000 | 5,700 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $5,935,000 | 5,648 |
| U.S. Government securities | $2,924,000 | 5,575 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $2,924,000 | 5,483 |
| Securities issued by states & political subdivisions | $2,511,000 | 4,261 |
| Other domestic debt securities | $500,000 | 1,980 |
| 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 | $500,000 | 1,590 |
| 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 | $1,118,000 | 5,124 |
| Mortgage-backed securities | $2,924,000 | 4,201 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,924,000 | 2,160 |
| CMOs issued by government agencies or sponsored agencies | $2,924,000 | 2,092 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $2,511,000 | 1,678 |
| Available-for-sale securities (fair market value) | $3,424,000 | 5,533 |
| Total debt securities | $5,935,000 | 5,629 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $6,395,000 | 5,685 |
| U.S. Government securities | $3,384,000 | 5,574 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $3,384,000 | 5,474 |
| Securities issued by states & political subdivisions | $2,511,000 | 4,305 |
| Other domestic debt securities | $500,000 | 2,057 |
| 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 | $500,000 | 1,638 |
| 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 | $1,314,000 | 5,126 |
| Mortgage-backed securities | $3,384,000 | 4,167 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,384,000 | 2,112 |
| CMOs issued by government agencies or sponsored agencies | $3,384,000 | 2,032 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $2,511,000 | 1,699 |
| Available-for-sale securities (fair market value) | $3,884,000 | 5,575 |
| Total debt securities | $6,395,000 | 5,663 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $10,917,000 | 5,279 |
| U.S. Government securities | $3,905,000 | 5,561 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $3,905,000 | 5,451 |
| Securities issued by states & political subdivisions | $6,512,000 | 3,450 |
| Other domestic debt securities | $500,000 | 2,097 |
| 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 | $500,000 | 1,683 |
| 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 | $1,538,000 | 5,119 |
| Mortgage-backed securities | $3,905,000 | 4,116 |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,905,000 | 2,040 |
| CMOs issued by government agencies or sponsored agencies | $3,905,000 | 1,959 |
| 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) | $6,512,000 | 1,321 |
| Available-for-sale securities (fair market value) | $4,405,000 | 5,582 |
| Total debt securities | $10,917,000 | 5,257 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $11,404,000 | 5,282 |
| U.S. Government securities | $4,392,000 | 5,527 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $4,392,000 | 5,429 |
| Securities issued by states & political subdivisions | $6,512,000 | 3,473 |
| Other domestic debt securities | $500,000 | 2,140 |
| 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 | $500,000 | 1,703 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,736,000 | 5,109 |
| Mortgage-backed securities | $4,392,000 | 4,053 |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $4,392,000 | 1,947 |
| CMOs issued by government agencies or sponsored agencies | $4,392,000 | 1,865 |
| 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) | $6,512,000 | 1,319 |
| Available-for-sale securities (fair market value) | $4,892,000 | 5,582 |
| Total debt securities | $11,404,000 | 5,256 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $12,036,000 | 5,245 |
| U.S. Government securities | $4,754,000 | 5,482 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,754,000 | 5,383 |
| Securities issued by states & political subdivisions | $6,782,000 | 3,425 |
| Other domestic debt securities | $500,000 | 2,197 |
| 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 | $500,000 | 1,741 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,867,000 | 5,100 |
| Mortgage-backed securities | $4,754,000 | 3,998 |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $4,754,000 | 1,894 |
| CMOs issued by government agencies or sponsored agencies | $4,754,000 | 1,813 |
| 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) | $6,782,000 | 1,280 |
| Available-for-sale securities (fair market value) | $5,254,000 | 5,583 |
| Total debt securities | $12,036,000 | 5,212 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $12,670,000 | 5,218 |
| U.S. Government securities | $5,388,000 | 5,409 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,388,000 | 5,311 |
| Securities issued by states & political subdivisions | $6,782,000 | 3,431 |
| Other domestic debt securities | $500,000 | 2,258 |
| 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 | $500,000 | 1,784 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,061,000 | 5,064 |
| Mortgage-backed securities | $5,388,000 | 3,917 |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | $0 | 5,508 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $5,388,000 | 1,830 |
| CMOs issued by government agencies or sponsored agencies | $5,388,000 | 1,751 |
| 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) | $6,782,000 | 1,247 |
| Available-for-sale securities (fair market value) | $5,888,000 | 5,568 |
| Total debt securities | $12,670,000 | 5,189 |
| 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 | $9,783,000 | 5,520 |
| U.S. Government securities | $6,501,000 | 5,222 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $6,501,000 | 5,113 |
| Securities issued by states & political subdivisions | $2,782,000 | 4,340 |
| Other domestic debt securities | $500,000 | 2,321 |
| 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 | $500,000 | 1,823 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,441,000 | 4,981 |
| Mortgage-backed securities | $6,501,000 | 3,728 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,501,000 | 1,730 |
| CMOs issued by government agencies or sponsored agencies | $6,501,000 | 1,636 |
| 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) | $2,782,000 | 1,574 |
| Available-for-sale securities (fair market value) | $7,001,000 | 5,466 |
| Total debt securities | $9,783,000 | 5,487 |
| 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 | $11,417,000 | 5,399 |
| U.S. Government securities | $7,959,000 | 5,030 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $7,959,000 | 4,922 |
| Securities issued by states & political subdivisions | $2,958,000 | 4,272 |
| Other domestic debt securities | $500,000 | 2,328 |
| 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 | $500,000 | 1,820 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,115,000 | 4,809 |
| Mortgage-backed securities | $7,959,000 | 3,568 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,959,000 | 1,625 |
| CMOs issued by government agencies or sponsored agencies | $7,959,000 | 1,532 |
| 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) | $2,958,000 | 1,525 |
| Available-for-sale securities (fair market value) | $8,459,000 | 5,344 |
| Total debt securities | $11,417,000 | 5,366 |
| 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 | $12,890,000 | 5,215 |
| U.S. Government securities | $9,172,000 | 4,822 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $9,172,000 | 4,723 |
| Securities issued by states & political subdivisions | $3,218,000 | 4,198 |
| Other domestic debt securities | $500,000 | 2,317 |
| 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 | $500,000 | 1,774 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,617,000 | 4,657 |
| Mortgage-backed securities | $9,172,000 | 3,404 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $9,172,000 | 1,569 |
| CMOs issued by government agencies or sponsored agencies | $9,172,000 | 1,470 |
| 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) | $3,218,000 | 1,496 |
| Available-for-sale securities (fair market value) | $9,672,000 | 5,199 |
| Total debt securities | $12,890,000 | 5,183 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $14,606,000 | 5,091 |
| U.S. Government securities | $10,748,000 | 4,683 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $10,748,000 | 4,580 |
| Securities issued by states & political subdivisions | $3,358,000 | 4,146 |
| Other domestic debt securities | $500,000 | 2,387 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $500,000 | 1,842 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,417,000 | 4,483 |
| Mortgage-backed securities | $10,748,000 | 3,354 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $10,748,000 | 1,526 |
| CMOs issued by government agencies or sponsored agencies | $10,748,000 | 1,423 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $3,358,000 | 1,498 |
| Available-for-sale securities (fair market value) | $11,248,000 | 5,095 |
| Total debt securities | $14,605,000 | 5,063 |
| 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 | $16,145,000 | 4,939 |
| U.S. Government securities | $12,287,000 | 4,538 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $12,287,000 | 4,445 |
| Securities issued by states & political subdivisions | $3,358,000 | 4,098 |
| Other domestic debt securities | $500,000 | 2,373 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $500,000 | 1,827 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,954,000 | 4,401 |
| Mortgage-backed securities | $12,287,000 | 3,220 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $12,287,000 | 1,447 |
| CMOs issued by government agencies or sponsored agencies | $12,287,000 | 1,338 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $3,358,000 | 1,493 |
| Available-for-sale securities (fair market value) | $12,787,000 | 4,953 |
| Total debt securities | $16,145,000 | 4,907 |
| 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 | $13,350,000 | 5,319 |
| U.S. Government securities | $9,166,000 | 5,129 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $9,166,000 | 5,026 |
| Securities issued by states & political subdivisions | $3,684,000 | 3,949 |
| Other domestic debt securities | $500,000 | 2,339 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $500,000 | 1,809 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,294,000 | 5,630 |
| Mortgage-backed securities | $9,166,000 | 3,618 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $9,166,000 | 1,672 |
| CMOs issued by government agencies or sponsored agencies | $9,166,000 | 1,573 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $3,684,000 | 1,471 |
| Available-for-sale securities (fair market value) | $9,666,000 | 5,395 |
| Total debt securities | $13,350,000 | 5,290 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $14,224,000 | 5,192 |
| U.S. Government securities | $9,790,000 | 4,975 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $9,790,000 | 4,878 |
| Securities issued by states & political subdivisions | $3,934,000 | 3,856 |
| Other domestic debt securities | $500,000 | 2,329 |
| 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 | $500,000 | 1,729 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,294,000 | 5,368 |
| Mortgage-backed securities | $9,790,000 | 3,458 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $9,790,000 | 1,607 |
| CMOs issued by government agencies or sponsored agencies | $9,790,000 | 1,455 |
| 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) | $3,934,000 | 1,481 |
| Available-for-sale securities (fair market value) | $10,290,000 | 5,290 |
| Total debt securities | $14,223,000 | 5,166 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $15,013,000 | 5,074 |
| U.S. Government securities | $10,389,000 | 4,833 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $10,389,000 | 4,737 |
| Securities issued by states & political subdivisions | $4,124,000 | 3,755 |
| Other domestic debt securities | $500,000 | 2,325 |
| 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 | $500,000 | 1,701 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,445,000 | 5,320 |
| Mortgage-backed securities | $10,389,000 | 3,304 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $10,389,000 | 1,553 |
| CMOs issued by government agencies or sponsored agencies | $10,389,000 | 1,388 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $4,124,000 | 1,473 |
| Available-for-sale securities (fair market value) | $10,889,000 | 5,180 |
| Total debt securities | $15,015,000 | 5,042 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $18,602,000 | 4,718 |
| U.S. Government securities | $13,957,000 | 4,419 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $13,957,000 | 4,305 |
| Securities issued by states & political subdivisions | $4,145,000 | 3,698 |
| Other domestic debt securities | $500,000 | 2,262 |
| 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 | $500,000 | 1,626 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,449,000 | 4,378 |
| Mortgage-backed securities | $10,953,000 | 3,193 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $10,953,000 | 1,487 |
| CMOs issued by government agencies or sponsored agencies | $10,953,000 | 1,312 |
| 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) | $4,145,000 | 1,496 |
| Available-for-sale securities (fair market value) | $14,457,000 | 4,764 |
| Total debt securities | $18,601,000 | 4,680 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $20,338,000 | 4,507 |
| U.S. Government securities | $15,048,000 | 4,233 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $15,048,000 | 4,102 |
| Securities issued by states & political subdivisions | $4,790,000 | 3,522 |
| Other domestic debt securities | $500,000 | 2,325 |
| 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 | $500,000 | 1,671 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,142,000 | 2,478 |
| Mortgage-backed securities | $997,000 | 5,178 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $997,000 | 3,013 |
| CMOs issued by government agencies or sponsored agencies | $997,000 | 2,758 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $4,790,000 | 1,447 |
| Available-for-sale securities (fair market value) | $15,548,000 | 4,646 |
| Total debt securities | $20,338,000 | 4,469 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $27,727,000 | 3,676 |
| U.S. Government securities | $22,166,000 | 3,253 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $22,166,000 | 3,154 |
| Securities issued by states & political subdivisions | $5,061,000 | 3,432 |
| Other domestic debt securities | $500,000 | 2,471 |
| 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 | $500,000 | 1,678 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,257,000 | 1,864 |
| Mortgage-backed securities | $0 | 6,134 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| 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) | $5,061,000 | 1,406 |
| Available-for-sale securities (fair market value) | $22,666,000 | 3,792 |
| Total debt securities | $27,727,000 | 3,649 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $34,233,000 | 3,198 |
| U.S. Government securities | $28,320,000 | 2,740 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $28,320,000 | 2,654 |
| Securities issued by states & political subdivisions | $5,413,000 | 3,260 |
| Other domestic debt securities | $500,000 | 2,559 |
| 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 | $500,000 | 1,705 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,642,000 | 1,576 |
| Mortgage-backed securities | $0 | 6,191 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $5,328,000 | 1,430 |
| Available-for-sale securities (fair market value) | $28,905,000 | 3,259 |
| Total debt securities | $34,233,000 | 3,167 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $39,889,000 | 2,849 |
| U.S. Government securities | $33,954,000 | 2,431 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $33,954,000 | 2,353 |
| Securities issued by states & political subdivisions | $5,435,000 | 3,165 |
| Other domestic debt securities | $500,000 | 2,559 |
| 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 | $500,000 | 1,665 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,278,000 | 1,390 |
| Mortgage-backed securities | $0 | 6,235 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| 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) | $5,349,000 | 1,467 |
| Available-for-sale securities (fair market value) | $34,540,000 | 2,865 |
| Total debt securities | $39,889,000 | 2,824 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $48,599,000 | 2,449 |
| U.S. Government securities | $40,132,000 | 2,153 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $40,132,000 | 2,078 |
| Securities issued by states & political subdivisions | $7,817,000 | 2,594 |
| Other domestic debt securities | $650,000 | 2,467 |
| 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 | $650,000 | 1,554 |
| 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 | $44,838,000 | 1,208 |
| Mortgage-backed securities | $0 | 6,328 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| 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) | $5,730,000 | 1,436 |
| Available-for-sale securities (fair market value) | $42,869,000 | 2,424 |
| Total debt securities | $48,599,000 | 2,426 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $49,408,000 | 2,391 |
| U.S. Government securities | $40,314,000 | 2,092 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $40,314,000 | 2,029 |
| Securities issued by states & political subdivisions | $8,600,000 | 2,463 |
| Other domestic debt securities | $494,000 | 2,702 |
| 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 | $494,000 | 1,759 |
| 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 | $45,533,000 | 1,187 |
| Mortgage-backed securities | $0 | 6,385 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| 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) | $6,001,000 | 1,420 |
| Available-for-sale securities (fair market value) | $43,407,000 | 2,388 |
| Total debt securities | $49,408,000 | 2,366 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $56,040,000 | 2,167 |
| U.S. Government securities | $36,645,000 | 2,272 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $36,645,000 | 2,210 |
| Securities issued by states & political subdivisions | $18,728,000 | 1,341 |
| Other domestic debt securities | $667,000 | 2,626 |
| 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 | $667,000 | 1,689 |
| 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 | $51,697,000 | 1,038 |
| Mortgage-backed securities | $4,362,000 | 4,403 |
| Certificates of participation in pools of residential mortgages | $4,362,000 | 3,796 |
| Issued or guaranteed by U.S. | $4,362,000 | 3,787 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $6,469,000 | 1,419 |
| Available-for-sale securities (fair market value) | $49,571,000 | 2,118 |
| Total debt securities | $56,040,000 | 2,139 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $56,610,000 | 2,111 |
| U.S. Government securities | $37,266,000 | 2,195 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $37,266,000 | 2,147 |
| Securities issued by states & political subdivisions | $18,664,000 | 1,286 |
| Other domestic debt securities | $680,000 | 2,659 |
| 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 | $680,000 | 1,721 |
| 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 | $50,050,000 | 1,068 |
| Mortgage-backed securities | $4,903,000 | 4,314 |
| Certificates of participation in pools of residential mortgages | $4,903,000 | 3,699 |
| Issued or guaranteed by U.S. | $4,903,000 | 3,688 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $6,571,000 | 1,422 |
| Available-for-sale securities (fair market value) | $50,039,000 | 2,048 |
| Total debt securities | $56,610,000 | 2,086 |
| 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 | $55,240,000 | 2,130 |
| U.S. Government securities | $33,924,000 | 2,377 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $33,924,000 | 2,330 |
| Securities issued by states & political subdivisions | $20,605,000 | 1,091 |
| Other domestic debt securities | $711,000 | 2,561 |
| 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 | $711,000 | 1,754 |
| 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 | $50,132,000 | 1,086 |
| Mortgage-backed securities | $10,418,000 | 3,361 |
| Certificates of participation in pools of residential mortgages | $10,418,000 | 2,715 |
| Issued or guaranteed by U.S. | $10,418,000 | 2,697 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,824,000 | 1,245 |
| Available-for-sale securities (fair market value) | $46,416,000 | 2,200 |
| Total debt securities | $55,240,000 | 2,108 |
| 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 | $56,543,000 | 2,082 |
| U.S. Government securities | $29,540,000 | 2,706 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $29,540,000 | 2,651 |
| Securities issued by states & political subdivisions | $26,292,000 | 815 |
| Other domestic debt securities | $711,000 | 2,512 |
| 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 | $711,000 | 1,729 |
| 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 | $46,926,000 | 1,154 |
| Mortgage-backed securities | $11,988,000 | 3,098 |
| Certificates of participation in pools of residential mortgages | $11,988,000 | 2,481 |
| Issued or guaranteed by U.S. | $11,988,000 | 2,466 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,174,000 | 1,210 |
| Available-for-sale securities (fair market value) | $47,369,000 | 2,138 |
| Total debt securities | $56,543,000 | 2,056 |
| 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 | $58,024,000 | 1,997 |
| U.S. Government securities | $29,725,000 | 2,614 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $29,725,000 | 2,558 |
| Securities issued by states & political subdivisions | $27,588,000 | 753 |
| Other domestic debt securities | $711,000 | 2,472 |
| 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 | $711,000 | 1,697 |
| 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 | $37,456,000 | 1,375 |
| Mortgage-backed securities | $12,691,000 | 2,911 |
| Certificates of participation in pools of residential mortgages | $12,691,000 | 2,314 |
| Issued or guaranteed by U.S. | $12,691,000 | 2,300 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,134,000 | 1,139 |
| Available-for-sale securities (fair market value) | $47,890,000 | 2,050 |
| Total debt securities | $58,025,000 | 1,974 |
| 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 | $60,797,000 | 1,948 |
| U.S. Government securities | $31,672,000 | 2,521 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $31,672,000 | 2,472 |
| Securities issued by states & political subdivisions | $28,414,000 | 739 |
| Other domestic debt securities | $711,000 | 2,472 |
| 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 | $711,000 | 1,750 |
| 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 | $22,987,000 | 2,021 |
| Mortgage-backed securities | $13,585,000 | 2,775 |
| Certificates of participation in pools of residential mortgages | $13,585,000 | 2,193 |
| Issued or guaranteed by U.S. | $13,585,000 | 2,183 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,509,000 | 1,102 |
| Available-for-sale securities (fair market value) | $50,288,000 | 2,032 |
| Total debt securities | $60,796,000 | 1,917 |
| 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 | $62,415,000 | 1,892 |
| U.S. Government securities | $32,114,000 | 2,476 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $32,114,000 | 2,425 |
| Securities issued by states & political subdivisions | $29,537,000 | 697 |
| Other domestic debt securities | $764,000 | 2,357 |
| 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 | $764,000 | 1,664 |
| 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 | $3,394,000 | 5,028 |
| Mortgage-backed securities | $14,759,000 | 2,621 |
| Certificates of participation in pools of residential mortgages | $14,759,000 | 2,024 |
| Issued or guaranteed by U.S. | $14,759,000 | 2,014 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,560,000 | 965 |
| Available-for-sale securities (fair market value) | $48,855,000 | 2,075 |
| Total debt securities | $62,415,000 | 1,851 |
| 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 | $53,524,000 | 2,166 |
| U.S. Government securities | $26,357,000 | 2,947 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $26,357,000 | 2,889 |
| Securities issued by states & political subdivisions | $26,403,000 | 774 |
| Other domestic debt securities | $764,000 | 2,190 |
| 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 | $764,000 | 1,546 |
| 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 | $2,531,000 | 5,430 |
| Mortgage-backed securities | $4,751,000 | 3,901 |
| Certificates of participation in pools of residential mortgages | $4,751,000 | 3,296 |
| Issued or guaranteed by U.S. | $4,751,000 | 3,281 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,912,000 | 992 |
| Available-for-sale securities (fair market value) | $39,612,000 | 2,451 |
| Total debt securities | $53,524,000 | 2,126 |
| 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 | $48,941,000 | 2,340 |
| U.S. Government securities | $27,746,000 | 2,876 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $27,746,000 | 2,814 |
| Securities issued by states & political subdivisions | $20,400,000 | 1,022 |
| Other domestic debt securities | $795,000 | 2,117 |
| 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 | $795,000 | 1,501 |
| 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 | $2,508,000 | 5,457 |
| Mortgage-backed securities | $3,857,000 | 4,022 |
| Certificates of participation in pools of residential mortgages | $3,857,000 | 3,411 |
| Issued or guaranteed by U.S. | $3,857,000 | 3,397 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,212,000 | 1,118 |
| Available-for-sale securities (fair market value) | $36,729,000 | 2,585 |
| Total debt securities | $48,941,000 | 2,296 |
| 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 | $61,702,000 | 1,870 |
| U.S. Government securities | $39,432,000 | 2,101 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $39,432,000 | 2,045 |
| Securities issued by states & political subdivisions | $21,462,000 | 947 |
| 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 | $808,000 | 1,072 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,463,000 | 4,743 |
| Mortgage-backed securities | $3,951,000 | 3,951 |
| Certificates of participation in pools of residential mortgages | $3,951,000 | 3,338 |
| Issued or guaranteed by U.S. | $3,951,000 | 3,325 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,677,000 | 1,105 |
| Available-for-sale securities (fair market value) | $49,025,000 | 2,011 |
| Total debt securities | $60,894,000 | 1,846 |
| 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 | $73,245,000 | 1,619 |
| U.S. Government securities | $48,890,000 | 1,752 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $48,890,000 | 1,705 |
| Securities issued by states & political subdivisions | $23,545,000 | 856 |
| 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 | $810,000 | 1,085 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,475,000 | 4,157 |
| Mortgage-backed securities | $4,226,000 | 3,848 |
| Certificates of participation in pools of residential mortgages | $4,226,000 | 3,234 |
| Issued or guaranteed by U.S. | $4,226,000 | 3,218 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,093,000 | 1,098 |
| Available-for-sale securities (fair market value) | $60,152,000 | 1,662 |
| Total debt securities | $72,436,000 | 1,594 |
| 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 | $86,523,000 | 1,406 |
| U.S. Government securities | $57,874,000 | 1,514 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $57,874,000 | 1,479 |
| Securities issued by states & political subdivisions | $26,835,000 | 728 |
| Other domestic debt securities | $1,001,000 | 1,913 |
| 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 | $1,001,000 | 1,367 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $813,000 | 1,132 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,984,000 | 4,273 |
| Mortgage-backed securities | $4,373,000 | 3,814 |
| Certificates of participation in pools of residential mortgages | $4,373,000 | 3,197 |
| Issued or guaranteed by U.S. | $4,373,000 | 3,183 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,443,000 | 1,104 |
| Available-for-sale securities (fair market value) | $73,080,000 | 1,418 |
| Total debt securities | $85,711,000 | 1,393 |
| 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 | $86,340,000 | 1,417 |
| U.S. Government securities | $57,788,000 | 1,548 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $57,788,000 | 1,512 |
| Securities issued by states & political subdivisions | $26,741,000 | 723 |
| Other domestic debt securities | $1,000,000 | 1,924 |
| 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 | $1,000,000 | 1,386 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $811,000 | 1,150 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,969,000 | 3,816 |
| Mortgage-backed securities | $2,524,000 | 4,469 |
| Certificates of participation in pools of residential mortgages | $2,524,000 | 3,906 |
| Issued or guaranteed by U.S. | $2,524,000 | 3,885 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,738,000 | 1,127 |
| Available-for-sale securities (fair market value) | $72,602,000 | 1,420 |
| Total debt securities | $85,529,000 | 1,394 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,480 |
| Fair value | $1,997,000 | 1,483 |
| 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 | $84,892,000 | 1,425 |
| U.S. Government securities | $57,640,000 | 1,560 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $57,640,000 | 1,517 |
| Securities issued by states & political subdivisions | $25,436,000 | 743 |
| Other domestic debt securities | $1,504,000 | 1,712 |
| 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 | $1,504,000 | 1,218 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $312,000 | 1,462 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,922,000 | 4,339 |
| Mortgage-backed securities | $142,000 | 6,178 |
| Certificates of participation in pools of residential mortgages | $142,000 | 5,834 |
| Issued or guaranteed by U.S. | $142,000 | 5,808 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,341,000 | 1,166 |
| Available-for-sale securities (fair market value) | $71,551,000 | 1,435 |
| Total debt securities | $84,580,000 | 1,398 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,533 |
| Fair value | $1,983,000 | 1,540 |
| 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 | $94,171,000 | 1,321 |
| U.S. Government securities | $63,702,000 | 1,441 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $63,702,000 | 1,396 |
| Securities issued by states & political subdivisions | $28,643,000 | 634 |
| Other domestic debt securities | $1,005,000 | 1,984 |
| 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 | $1,005,000 | 1,465 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $821,000 | 1,175 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,922,000 | 4,341 |
| Mortgage-backed securities | $145,000 | 6,221 |
| Certificates of participation in pools of residential mortgages | $145,000 | 5,859 |
| Issued or guaranteed by U.S. | $145,000 | 5,835 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,385,000 | 1,033 |
| Available-for-sale securities (fair market value) | $77,786,000 | 1,368 |
| Total debt securities | $93,349,000 | 1,298 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,636 |
| Fair value | $1,978,000 | 1,568 |
| 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 | $100,332,000 | 1,246 |
| U.S. Government securities | $65,726,000 | 1,382 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $65,726,000 | 1,335 |
| Securities issued by states & political subdivisions | $32,775,000 | 546 |
| Other domestic debt securities | $1,010,000 | 2,062 |
| 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 | $1,010,000 | 1,571 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $821,000 | 1,197 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,922,000 | 4,309 |
| Mortgage-backed securities | $152,000 | 6,285 |
| Certificates of participation in pools of residential mortgages | $152,000 | 5,909 |
| Issued or guaranteed by U.S. | $152,000 | 5,884 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,908,000 | 1,031 |
| Available-for-sale securities (fair market value) | $83,424,000 | 1,257 |
| Total debt securities | $99,510,000 | 1,228 |
| 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 | $110,670,000 | 1,122 |
| U.S. Government securities | $73,328,000 | 1,223 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $73,328,000 | 1,181 |
| Securities issued by states & political subdivisions | $35,500,000 | 500 |
| Other domestic debt securities | $1,018,000 | 2,080 |
| 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 | $1,018,000 | 1,614 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $824,000 | 1,217 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,961,000 | 4,304 |
| Mortgage-backed securities | $175,000 | 6,276 |
| Certificates of participation in pools of residential mortgages | $175,000 | 5,893 |
| Issued or guaranteed by U.S. | $175,000 | 5,873 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,033,000 | 1,036 |
| Available-for-sale securities (fair market value) | $93,637,000 | 1,114 |
| Total debt securities | $109,847,000 | 1,094 |
| 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 | $127,231,000 | 963 |
| U.S. Government securities | $86,060,000 | 1,054 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $86,060,000 | 1,017 |
| Securities issued by states & political subdivisions | $39,319,000 | 441 |
| Other domestic debt securities | $1,024,000 | 2,138 |
| 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 | $1,024,000 | 1,685 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $828,000 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,982,000 | 4,259 |
| Mortgage-backed securities | $185,000 | 6,310 |
| Certificates of participation in pools of residential mortgages | $185,000 | 5,931 |
| Issued or guaranteed by U.S. | $185,000 | 5,902 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,157,000 | 1,046 |
| Available-for-sale securities (fair market value) | $110,074,000 | 962 |
| Total debt securities | $126,404,000 | 949 |
| 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 | $122,616,000 | 1,024 |
| U.S. Government securities | $82,246,000 | 1,118 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $82,246,000 | 1,077 |
| Securities issued by states & political subdivisions | $37,513,000 | 459 |
| Other domestic debt securities | $2,032,000 | 1,712 |
| 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 | $2,032,000 | 1,326 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $825,000 | 1,269 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,963,000 | 3,798 |
| Mortgage-backed securities | $201,000 | 6,350 |
| Certificates of participation in pools of residential mortgages | $201,000 | 5,967 |
| Issued or guaranteed by U.S. | $201,000 | 5,943 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,682,000 | 1,175 |
| Available-for-sale securities (fair market value) | $107,934,000 | 1,002 |
| Total debt securities | $121,790,000 | 999 |
| 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 | $105,047,000 | 1,224 |
| U.S. Government securities | $59,159,000 | 1,567 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $59,159,000 | 1,505 |
| Securities issued by states & political subdivisions | $44,038,000 | 375 |
| Other domestic debt securities | $1,018,000 | 2,283 |
| 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 | $1,018,000 | 1,882 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $832,000 | 1,301 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,057,000 | 4,271 |
| Mortgage-backed securities | $216,000 | 6,368 |
| Certificates of participation in pools of residential mortgages | $216,000 | 5,973 |
| Issued or guaranteed by U.S. | $216,000 | 5,956 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,903,000 | 1,162 |
| Available-for-sale securities (fair market value) | $90,144,000 | 1,210 |
| Total debt securities | $104,214,000 | 1,201 |
| 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 | $111,538,000 | 1,147 |
| U.S. Government securities | $63,700,000 | 1,446 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $63,700,000 | 1,390 |
| Securities issued by states & political subdivisions | $45,974,000 | 358 |
| Other domestic debt securities | $1,030,000 | 2,296 |
| 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 | $1,030,000 | 1,925 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $834,000 | 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 | $6,108,000 | 4,233 |
| Mortgage-backed securities | $235,000 | 6,399 |
| Certificates of participation in pools of residential mortgages | $235,000 | 5,980 |
| Issued or guaranteed by U.S. | $235,000 | 5,966 |
| 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) | $12,457,000 | 1,314 |
| Available-for-sale securities (fair market value) | $99,081,000 | 1,087 |
| Total debt securities | $110,705,000 | 1,127 |
| 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 | $101,639,000 | 1,281 |
| U.S. Government securities | $51,100,000 | 1,809 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $51,100,000 | 1,748 |
| Securities issued by states & political subdivisions | $48,652,000 | 325 |
| Other domestic debt securities | $1,039,000 | 2,378 |
| 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 | $1,039,000 | 2,007 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $848,000 | 1,328 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,111,000 | 3,932 |
| Mortgage-backed securities | $243,000 | 6,456 |
| Certificates of participation in pools of residential mortgages | $243,000 | 6,042 |
| Issued or guaranteed by U.S. | $243,000 | 6,028 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,631,000 | 1,367 |
| Available-for-sale securities (fair market value) | $90,008,000 | 1,228 |
| Total debt securities | $100,789,000 | 1,263 |
| 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 | $118,697,000 | 1,116 |
| U.S. Government securities | $65,347,000 | 1,442 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $65,347,000 | 1,389 |
| Securities issued by states & political subdivisions | $48,869,000 | 327 |
| Other domestic debt securities | $3,615,000 | 1,507 |
| 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 | $3,615,000 | 1,171 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $866,000 | 1,393 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,277,000 | 3,606 |
| Mortgage-backed securities | $259,000 | 6,459 |
| Certificates of participation in pools of residential mortgages | $259,000 | 6,024 |
| Issued or guaranteed by U.S. | $259,000 | 6,004 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,839,000 | 1,261 |
| Available-for-sale securities (fair market value) | $105,858,000 | 1,060 |
| Total debt securities | $117,831,000 | 1,081 |
| 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 | $116,468,000 | 1,152 |
| U.S. Government securities | $64,714,000 | 1,514 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $64,714,000 | 1,456 |
| Securities issued by states & political subdivisions | $47,234,000 | 342 |
| Other domestic debt securities | $3,656,000 | 1,520 |
| 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 | $3,656,000 | 1,254 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $864,000 | 1,404 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,297,000 | 3,520 |
| Mortgage-backed securities | $281,000 | 6,467 |
| Certificates of participation in pools of residential mortgages | $281,000 | 6,047 |
| Issued or guaranteed by U.S. | $281,000 | 6,023 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,702,000 | 1,335 |
| Available-for-sale securities (fair market value) | $104,766,000 | 1,108 |
| Total debt securities | $115,603,000 | 1,124 |
| 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 | $120,440,000 | 1,108 |
| U.S. Government securities | $70,066,000 | 1,365 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $70,066,000 | 1,319 |
| Securities issued by states & political subdivisions | $46,329,000 | 350 |
| Other domestic debt securities | $3,179,000 | 1,723 |
| 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 | $3,179,000 | 1,448 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $866,000 | 1,450 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,085,000 | 5,766 |
| Mortgage-backed securities | $301,000 | 6,494 |
| Certificates of participation in pools of residential mortgages | $301,000 | 6,073 |
| Issued or guaranteed by U.S. | $301,000 | 6,046 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,496,000 | 1,344 |
| Available-for-sale securities (fair market value) | $108,944,000 | 1,039 |
| Total debt securities | $119,574,000 | 1,080 |
| 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 | $131,282,000 | 987 |
| U.S. Government securities | $79,611,000 | 1,174 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $79,611,000 | 1,134 |
| Securities issued by states & political subdivisions | $45,052,000 | 351 |
| Other domestic debt securities | $5,736,000 | 1,279 |
| 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 | $5,736,000 | 1,024 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $883,000 | 1,459 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,116,000 | 5,748 |
| Mortgage-backed securities | $354,000 | 6,475 |
| Certificates of participation in pools of residential mortgages | $354,000 | 6,027 |
| Issued or guaranteed by U.S. | $354,000 | 6,006 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,543,000 | 1,324 |
| Available-for-sale securities (fair market value) | $119,739,000 | 924 |
| Total debt securities | $130,399,000 | 961 |
| 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 | $129,636,000 | 1,007 |
| U.S. Government securities | $80,484,000 | 1,149 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $80,484,000 | 1,103 |
| Securities issued by states & political subdivisions | $42,571,000 | 354 |
| Other domestic debt securities | $6,281,000 | 1,226 |
| 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 | $6,281,000 | 988 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $300,000 | 1,809 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,127,000 | 5,235 |
| Mortgage-backed securities | $369,000 | 6,483 |
| Certificates of participation in pools of residential mortgages | $369,000 | 6,009 |
| Issued or guaranteed by U.S. | $369,000 | 5,990 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,075,000 | 1,246 |
| Available-for-sale securities (fair market value) | $116,561,000 | 941 |
| Total debt securities | $129,336,000 | 968 |
| 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 | $106,247,000 | 1,168 |
| U.S. Government securities | $61,296,000 | 1,446 |
| U.S. Treasury securities | $1,012,000 | 1,635 |
| U.S. Government agency obligations | $60,284,000 | 1,407 |
| Securities issued by states & political subdivisions | $38,714,000 | 379 |
| Other domestic debt securities | $6,237,000 | 1,237 |
| 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 | $6,237,000 | 997 |
| 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 | $3,153,000 | 5,234 |
| Mortgage-backed securities | $407,000 | 6,455 |
| Certificates of participation in pools of residential mortgages | $407,000 | 5,949 |
| Issued or guaranteed by U.S. | $407,000 | 5,929 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,053,000 | 1,403 |
| Available-for-sale securities (fair market value) | $95,194,000 | 1,096 |
| Total debt securities | $106,247,000 | 1,122 |
| 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 | $96,278,000 | 1,184 |
| U.S. Government securities | $48,475,000 | 1,664 |
| U.S. Treasury securities | $1,038,000 | 1,844 |
| U.S. Government agency obligations | $47,437,000 | 1,604 |
| Securities issued by states & political subdivisions | $29,977,000 | 486 |
| Other domestic debt securities | $17,826,000 | 649 |
| 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 | $17,826,000 | 464 |
| 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 | $3,177,000 | 5,238 |
| Mortgage-backed securities | $546,000 | 6,290 |
| Certificates of participation in pools of residential mortgages | $546,000 | 5,655 |
| Issued or guaranteed by U.S. | $546,000 | 5,634 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,741,000 | 1,484 |
| Available-for-sale securities (fair market value) | $85,537,000 | 1,110 |
| Total debt securities | $96,278,000 | 1,143 |
| 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 | $69,913,000 | 1,567 |
| U.S. Government securities | $34,246,000 | 2,349 |
| U.S. Treasury securities | $3,022,000 | 1,497 |
| U.S. Government agency obligations | $31,224,000 | 2,361 |
| Securities issued by states & political subdivisions | $20,399,000 | 759 |
| Other domestic debt securities | $14,231,000 | 661 |
| 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 | $14,231,000 | 528 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,037,000 | 2,459 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $681,000 | 5,876 |
| Certificates of participation in pools of residential mortgages | $681,000 | 5,172 |
| Issued or guaranteed by U.S. | $681,000 | 5,158 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,256,000 | 1,974 |
| Available-for-sale securities (fair market value) | $60,657,000 | 1,411 |
| Total debt securities | $68,876,000 | 1,509 |
| 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 | $74,252,000 | 1,545 |
| U.S. Government securities | $35,951,000 | 2,321 |
| U.S. Treasury securities | $5,037,000 | 1,526 |
| U.S. Government agency obligations | $30,914,000 | 2,388 |
| Securities issued by states & political subdivisions | $23,232,000 | 660 |
| Other domestic debt securities | $14,213,000 | 676 |
| 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 | $14,213,000 | 524 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $856,000 | 2,701 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,002,000 | 7,135 |
| Mortgage-backed securities | $796,000 | 6,068 |
| Certificates of participation in pools of residential mortgages | $796,000 | 5,291 |
| Issued or guaranteed by U.S. | $796,000 | 5,282 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| 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) | $12,019,000 | 1,892 |
| Available-for-sale securities (fair market value) | $62,233,000 | 1,394 |
| Total debt securities | $73,396,000 | 1,494 |
| 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 | $75,340,000 | 1,566 |
| U.S. Government securities | $39,745,000 | 2,193 |
| U.S. Treasury securities | $7,162,000 | 1,708 |
| U.S. Government agency obligations | $32,583,000 | 2,199 |
| Securities issued by states & political subdivisions | $22,789,000 | 685 |
| Other domestic debt securities | $12,038,000 | 679 |
| 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 | $12,038,000 | 514 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $768,000 | 2,784 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,050,000 | 6,085 |
| Mortgage-backed securities | $1,737,000 | 5,496 |
| Certificates of participation in pools of residential mortgages | $1,737,000 | 4,576 |
| Issued or guaranteed by U.S. | $1,737,000 | 4,556 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| 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) | $10,647,000 | 2,225 |
| Available-for-sale securities (fair market value) | $64,693,000 | 1,364 |
| Total debt securities | $74,572,000 | 1,523 |
| 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 | $58,272,000 | 1,985 |
| U.S. Government securities | $36,229,000 | 2,488 |
| U.S. Treasury securities | $13,115,000 | 1,408 |
| U.S. Government agency obligations | $23,114,000 | 2,867 |
| Securities issued by states & political subdivisions | $13,085,000 | 1,081 |
| Other domestic debt securities | $8,277,000 | 640 |
| 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 | $8,277,000 | 477 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $681,000 | 3,004 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,025,000 | 5,618 |
| Mortgage-backed securities | $3,278,000 | 4,622 |
| Certificates of participation in pools of residential mortgages | $3,278,000 | 3,612 |
| Issued or guaranteed by U.S. | $3,278,000 | 3,597 |
| 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) | $7,838,000 | 3,277 |
| Available-for-sale securities (fair market value) | $50,434,000 | 1,589 |
| Total debt securities | $57,591,000 | 1,941 |
| 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 | $57,700,000 | 2,107 |
| U.S. Government securities | $38,446,000 | 2,520 |
| U.S. Treasury securities | $14,623,000 | 1,584 |
| U.S. Government agency obligations | $23,823,000 | 2,912 |
| Securities issued by states & political subdivisions | $12,702,000 | 1,108 |
| Other domestic debt securities | $5,874,000 | 808 |
| 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 | $5,874,000 | 560 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $678,000 | 2,965 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,023,000 | 5,836 |
| Mortgage-backed securities | $4,563,000 | 4,434 |
| Certificates of participation in pools of residential mortgages | $4,563,000 | 3,365 |
| Issued or guaranteed by U.S. | $4,563,000 | 3,344 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| 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) | $7,145,000 | 3,921 |
| Available-for-sale securities (fair market value) | $50,555,000 | 1,627 |
| Total debt securities | $57,022,000 | 2,057 |
| 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 | $54,811,000 | 2,293 |
| U.S. Government securities | $35,130,000 | 2,865 |
| U.S. Treasury securities | $13,127,000 | 2,100 |
| U.S. Government agency obligations | $22,003,000 | 3,053 |
| Securities issued by states & political subdivisions | $12,510,000 | 1,128 |
| Other domestic debt securities | $6,493,000 | 911 |
| 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 | $6,493,000 | 664 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $678,000 | 2,759 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,534,000 | 6,343 |
| Mortgage-backed securities | $3,911,000 | 4,999 |
| Certificates of participation in pools of residential mortgages | $3,421,000 | 3,948 |
| Issued or guaranteed by U.S. | $3,421,000 | 3,919 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $490,000 | 4,959 |
| CMOs issued by government agencies or sponsored agencies | $490,000 | 4,767 |
| 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) | $12,872,000 | 2,836 |
| Available-for-sale securities (fair market value) | $41,939,000 | 2,016 |
| Total debt securities | $54,133,000 | 2,248 |
| Structured notes | ||
| Amortized cost | $501,000 | 3,394 |
| Fair value | $503,000 | 3,407 |
| 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 | $57,325,000 | 2,293 |
| U.S. Government securities | $25,054,000 | 4,085 |
| U.S. Treasury securities | $11,321,000 | 3,042 |
| U.S. Government agency obligations | $13,733,000 | 4,278 |
| Securities issued by states & political subdivisions | $10,783,000 | 1,370 |
| Other domestic debt securities | $20,810,000 | 451 |
| Privately issued residential mortgage-backed securities | $248,000 | 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 | $20,562,000 | 300 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $678,000 | 2,584 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $993,000 | 8,496 |
| Mortgage-backed securities | $1,234,000 | 7,456 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,234,000 | 4,274 |
| CMOs issued by government agencies or sponsored agencies | $986,000 | 4,350 |
| Privately issued | $248,000 | 1,423 |
| 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) | $22,190,000 | 3,187 |
| Available-for-sale securities (fair market value) | $35,135,000 | 1,630 |
| Total debt securities | $56,647,000 | 2,268 |
| 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 | $48,049,000 | 2,907 |
| U.S. Government securities | $20,767,000 | 4,965 |
| U.S. Treasury securities | $8,174,000 | 4,083 |
| U.S. Government agency obligations | $12,593,000 | 4,730 |
| Securities issued by states & political subdivisions | $5,463,000 | 2,788 |
| Other domestic debt securities | $21,042,000 | 526 |
| Privately issued residential mortgage-backed securities | $1,332,000 | 1,048 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,710,000 | 367 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $777,000 | 2,430 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,044,000 | 8,447 |
| Mortgage-backed securities | $2,239,000 | 7,049 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,239,000 | 3,868 |
| CMOs issued by government agencies or sponsored agencies | $907,000 | 4,917 |
| Privately issued | $1,332,000 | 782 |
| 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 | $47,272,000 | 2,860 |
| 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 | $51,580,000 | 2,644 |
| U.S. Government securities | $19,680,000 | 5,118 |
| U.S. Treasury securities | $5,737,000 | 5,325 |
| U.S. Government agency obligations | $13,943,000 | 4,346 |
| Securities issued by states & political subdivisions | $8,109,000 | 1,692 |
| Other domestic debt securities | $23,535,000 | 561 |
| Privately issued residential mortgage-backed securities | $2,519,000 | 1,040 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,016,000 | 404 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $256,000 | 3,559 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,034,000 | 8,576 |
| Mortgage-backed securities | $4,049,000 | 6,007 |
| Certificates of participation in pools of residential mortgages | $1,530,000 | 6,729 |
| Issued or guaranteed by U.S. | $1,530,000 | 6,666 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,519,000 | 3,728 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $2,519,000 | 777 |
| 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 | $51,324,000 | 2,594 |
| 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 |