Home > Pan American Bank & Trust > Securities
Pan American Bank & Trust, Securities
| 2023-12-31 | Rank | |
| Total securities | $43,569,000 | 2,775 |
| U.S. Government securities | $12,008,000 | 3,445 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $12,008,000 | 3,095 |
| Securities issued by states & political subdivisions | $17,393,000 | 1,935 |
| Other domestic debt securities | $14,168,000 | 851 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,968,000 | 247 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $5,200,000 | 950 |
| 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 | $11,258,000 | 2,845 |
| Mortgage-backed securities | $11,420,000 | 2,483 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,421,000 | 2,513 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,022,000 | 1,425 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $977,000 | 1,099 |
| Held to maturity securities (book value) | $5,261,000 | 1,168 |
| Available-for-sale securities (fair market value) | $38,308,000 | 2,693 |
| Total debt securities | $43,569,000 | 2,755 |
| 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 | $42,595,000 | 2,784 |
| U.S. Government securities | $12,212,000 | 3,466 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $12,212,000 | 3,063 |
| Securities issued by states & political subdivisions | $17,297,000 | 1,919 |
| Other domestic debt securities | $13,086,000 | 879 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,880,000 | 268 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $5,206,000 | 939 |
| 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 | $11,270,000 | 2,803 |
| Mortgage-backed securities | $11,568,000 | 2,438 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,414,000 | 2,509 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,212,000 | 1,379 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $942,000 | 1,106 |
| Held to maturity securities (book value) | $5,276,000 | 1,184 |
| Available-for-sale securities (fair market value) | $37,319,000 | 2,714 |
| Total debt securities | $42,594,000 | 2,765 |
| 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 | $44,512,000 | 2,784 |
| U.S. Government securities | $12,616,000 | 3,478 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $12,616,000 | 3,079 |
| Securities issued by states & political subdivisions | $18,592,000 | 1,906 |
| Other domestic debt securities | $13,304,000 | 880 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,103,000 | 266 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $5,201,000 | 944 |
| 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 | $11,642,000 | 2,777 |
| Mortgage-backed securities | $11,879,000 | 2,466 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,459,000 | 2,546 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,447,000 | 1,373 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $973,000 | 1,097 |
| Held to maturity securities (book value) | $5,277,000 | 1,198 |
| Available-for-sale securities (fair market value) | $39,235,000 | 2,711 |
| Total debt securities | $44,512,000 | 2,768 |
| 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 | $45,362,000 | 2,847 |
| U.S. Government securities | $13,176,000 | 3,509 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $13,176,000 | 3,058 |
| Securities issued by states & political subdivisions | $18,577,000 | 1,966 |
| Other domestic debt securities | $13,609,000 | 917 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,388,000 | 268 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $5,221,000 | 981 |
| 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 | $221,000 | 3,925 |
| Mortgage-backed securities | $12,345,000 | 2,495 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,646,000 | 2,567 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,721,000 | 1,380 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $978,000 | 1,112 |
| Held to maturity securities (book value) | $5,277,000 | 1,237 |
| Available-for-sale securities (fair market value) | $40,085,000 | 2,760 |
| Total debt securities | $45,357,000 | 2,827 |
| 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 | $45,633,000 | 2,869 |
| U.S. Government securities | $12,419,000 | 3,601 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $12,419,000 | 3,119 |
| Securities issued by states & political subdivisions | $18,062,000 | 2,038 |
| Other domestic debt securities | $15,152,000 | 877 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,963,000 | 255 |
| Structured financial products - Total | $968,000 | 569 |
| Other domestic debt securities - All other | $5,221,000 | 992 |
| 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 | $257,000 | 3,873 |
| Mortgage-backed securities | $11,474,000 | 2,576 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,616,000 | 2,592 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,858,000 | 1,384 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $5,278,000 | 1,258 |
| Available-for-sale securities (fair market value) | $40,355,000 | 2,776 |
| Total debt securities | $45,633,000 | 2,851 |
| 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 | $47,863,000 | 2,825 |
| U.S. Government securities | $13,444,000 | 3,539 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $13,444,000 | 3,052 |
| Securities issued by states & political subdivisions | $17,431,000 | 2,070 |
| Other domestic debt securities | $16,988,000 | 789 |
| Privately issued residential mortgage-backed securities | $424,000 | 569 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,333,000 | 229 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $5,231,000 | 992 |
| 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 | $296,000 | 3,888 |
| Mortgage-backed securities | $12,834,000 | 2,495 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,295,000 | 2,643 |
| Privately issued | $424,000 | 184 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,160,000 | 1,369 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $955,000 | 1,144 |
| Held to maturity securities (book value) | $5,279,000 | 1,232 |
| Available-for-sale securities (fair market value) | $42,584,000 | 2,722 |
| Total debt securities | $47,863,000 | 2,805 |
| 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 | $51,207,000 | 2,757 |
| U.S. Government securities | $14,684,000 | 3,488 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $14,684,000 | 3,009 |
| Securities issued by states & political subdivisions | $18,603,000 | 2,048 |
| Other domestic debt securities | $17,920,000 | 721 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,676,000 | 223 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $5,244,000 | 996 |
| 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 | $329,000 | 3,912 |
| Mortgage-backed securities | $13,561,000 | 2,508 |
| Certificates of participation in pools of residential mortgages | $5,964,000 | 2,691 |
| Issued or guaranteed by U.S. | $5,964,000 | 2,612 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $6,591,000 | 1,432 |
| CMOs issued by government agencies or sponsored agencies | $6,591,000 | 1,366 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,006,000 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $1,006,000 | 1,201 |
| Held to maturity securities (book value) | $5,279,000 | 1,152 |
| Available-for-sale securities (fair market value) | $45,928,000 | 2,701 |
| Total debt securities | $51,207,000 | 2,743 |
| 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 | $53,732,000 | 2,668 |
| U.S. Government securities | $15,527,000 | 3,350 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $15,527,000 | 2,952 |
| Securities issued by states & political subdivisions | $19,643,000 | 2,013 |
| Other domestic debt securities | $18,562,000 | 698 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,311,000 | 221 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $5,251,000 | 983 |
| 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 | $362,000 | 3,925 |
| Mortgage-backed securities | $14,310,000 | 2,488 |
| Certificates of participation in pools of residential mortgages | $6,211,000 | 2,665 |
| Issued or guaranteed by U.S. | $6,211,000 | 2,590 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $7,048,000 | 1,405 |
| CMOs issued by government agencies or sponsored agencies | $7,048,000 | 1,340 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $1,051,000 | 1,671 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $1,051,000 | 1,176 |
| Held to maturity securities (book value) | $4,750,000 | 1,095 |
| Available-for-sale securities (fair market value) | $48,982,000 | 2,601 |
| Total debt securities | $53,731,000 | 2,652 |
| 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 | $50,826,000 | 2,664 |
| U.S. Government securities | $15,935,000 | 3,194 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $15,935,000 | 2,903 |
| Securities issued by states & political subdivisions | $15,719,000 | 2,293 |
| Other domestic debt securities | $19,172,000 | 670 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,912,000 | 218 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $5,260,000 | 940 |
| 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 | $388,000 | 3,952 |
| Mortgage-backed securities | $14,500,000 | 2,481 |
| Certificates of participation in pools of residential mortgages | $5,712,000 | 2,713 |
| Issued or guaranteed by U.S. | $5,712,000 | 2,633 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $7,561,000 | 1,355 |
| CMOs issued by government agencies or sponsored agencies | $7,561,000 | 1,299 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $1,227,000 | 1,614 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $1,227,000 | 1,130 |
| Held to maturity securities (book value) | $4,750,000 | 985 |
| Available-for-sale securities (fair market value) | $46,076,000 | 2,631 |
| Total debt securities | $50,825,000 | 2,641 |
| 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 | $40,707,000 | 2,899 |
| U.S. Government securities | $11,498,000 | 3,435 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $11,498,000 | 3,187 |
| Securities issued by states & political subdivisions | $9,633,000 | 2,724 |
| Other domestic debt securities | $19,576,000 | 626 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,313,000 | 216 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $5,263,000 | 885 |
| 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 | $413,000 | 3,971 |
| Mortgage-backed securities | $9,900,000 | 2,792 |
| Certificates of participation in pools of residential mortgages | $721,000 | 3,614 |
| Issued or guaranteed by U.S. | $721,000 | 3,525 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $8,093,000 | 1,303 |
| CMOs issued by government agencies or sponsored agencies | $8,093,000 | 1,259 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $1,086,000 | 1,668 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $1,086,000 | 1,161 |
| Held to maturity securities (book value) | $4,750,000 | 959 |
| Available-for-sale securities (fair market value) | $35,957,000 | 2,880 |
| Total debt securities | $40,707,000 | 2,878 |
| 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 | $44,367,000 | 2,730 |
| U.S. Government securities | $13,696,000 | 3,233 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $13,696,000 | 3,010 |
| Securities issued by states & political subdivisions | $9,696,000 | 2,695 |
| Other domestic debt securities | $20,975,000 | 577 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,710,000 | 206 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $5,265,000 | 842 |
| 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 | $440,000 | 4,001 |
| Mortgage-backed securities | $11,944,000 | 2,627 |
| Certificates of participation in pools of residential mortgages | $792,000 | 3,606 |
| Issued or guaranteed by U.S. | $792,000 | 3,513 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $8,685,000 | 1,206 |
| CMOs issued by government agencies or sponsored agencies | $8,685,000 | 1,172 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $2,467,000 | 1,410 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $2,467,000 | 955 |
| Held to maturity securities (book value) | $4,750,000 | 930 |
| Available-for-sale securities (fair market value) | $39,617,000 | 2,703 |
| Total debt securities | $44,366,000 | 2,713 |
| 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 | $45,283,000 | 2,591 |
| U.S. Government securities | $14,607,000 | 3,028 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $14,607,000 | 2,851 |
| Securities issued by states & political subdivisions | $9,228,000 | 2,715 |
| Other domestic debt securities | $21,448,000 | 560 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,191,000 | 204 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $5,257,000 | 770 |
| 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 | $474,000 | 4,013 |
| Mortgage-backed securities | $12,747,000 | 2,513 |
| Certificates of participation in pools of residential mortgages | $891,000 | 3,580 |
| Issued or guaranteed by U.S. | $891,000 | 3,488 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $9,161,000 | 1,141 |
| CMOs issued by government agencies or sponsored agencies | $9,161,000 | 1,105 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $2,695,000 | 1,356 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $2,695,000 | 901 |
| Held to maturity securities (book value) | $4,750,000 | 905 |
| Available-for-sale securities (fair market value) | $40,533,000 | 2,571 |
| Total debt securities | $45,284,000 | 2,573 |
| 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 | $46,246,000 | 2,440 |
| U.S. Government securities | $15,239,000 | 2,840 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $15,239,000 | 2,706 |
| Securities issued by states & political subdivisions | $9,603,000 | 2,659 |
| Other domestic debt securities | $21,404,000 | 526 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,429,000 | 189 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $4,975,000 | 763 |
| 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 | $496,000 | 4,034 |
| Mortgage-backed securities | $13,268,000 | 2,403 |
| Certificates of participation in pools of residential mortgages | $940,000 | 3,543 |
| Issued or guaranteed by U.S. | $940,000 | 3,456 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $9,514,000 | 1,149 |
| CMOs issued by government agencies or sponsored agencies | $9,514,000 | 1,109 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $2,814,000 | 1,291 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $2,814,000 | 866 |
| Held to maturity securities (book value) | $4,500,000 | 900 |
| Available-for-sale securities (fair market value) | $41,746,000 | 2,417 |
| Total debt securities | $46,246,000 | 2,414 |
| 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 | $44,926,000 | 2,381 |
| U.S. Government securities | $16,014,000 | 2,736 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $16,014,000 | 2,601 |
| Securities issued by states & political subdivisions | $8,104,000 | 2,687 |
| Other domestic debt securities | $20,808,000 | 509 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,590,000 | 179 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $4,218,000 | 768 |
| 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 | $327,000 | 4,099 |
| Mortgage-backed securities | $13,868,000 | 2,342 |
| Certificates of participation in pools of residential mortgages | $1,013,000 | 3,519 |
| Issued or guaranteed by U.S. | $1,013,000 | 3,430 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $9,995,000 | 1,118 |
| CMOs issued by government agencies or sponsored agencies | $9,995,000 | 1,083 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $2,860,000 | 1,256 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $2,860,000 | 832 |
| Held to maturity securities (book value) | $3,750,000 | 951 |
| Available-for-sale securities (fair market value) | $41,176,000 | 2,342 |
| Total debt securities | $44,926,000 | 2,357 |
| 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 | $42,128,000 | 2,422 |
| U.S. Government securities | $16,537,000 | 2,705 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $16,537,000 | 2,577 |
| Securities issued by states & political subdivisions | $8,616,000 | 2,564 |
| Other domestic debt securities | $16,975,000 | 540 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,509,000 | 159 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $466,000 | 1,467 |
| 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 | $351,000 | 4,138 |
| Mortgage-backed securities | $14,292,000 | 2,320 |
| Certificates of participation in pools of residential mortgages | $1,061,000 | 3,506 |
| Issued or guaranteed by U.S. | $1,061,000 | 3,411 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $10,351,000 | 1,125 |
| CMOs issued by government agencies or sponsored agencies | $10,351,000 | 1,088 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $2,880,000 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $2,880,000 | 806 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $42,128,000 | 2,252 |
| Total debt securities | $42,128,000 | 2,399 |
| 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 | $39,732,000 | 2,435 |
| U.S. Government securities | $16,976,000 | 2,697 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $16,976,000 | 2,559 |
| Securities issued by states & political subdivisions | $7,073,000 | 2,665 |
| Other domestic debt securities | $15,683,000 | 542 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,248,000 | 159 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $435,000 | 1,379 |
| 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 | $366,000 | 4,171 |
| Mortgage-backed securities | $14,572,000 | 2,301 |
| Certificates of participation in pools of residential mortgages | $1,162,000 | 3,478 |
| Issued or guaranteed by U.S. | $1,162,000 | 3,377 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $10,454,000 | 1,141 |
| CMOs issued by government agencies or sponsored agencies | $10,454,000 | 1,105 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $2,956,000 | 1,201 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $2,956,000 | 767 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $39,732,000 | 2,264 |
| Total debt securities | $39,731,000 | 2,416 |
| 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 | $49,686,000 | 2,110 |
| U.S. Government securities | $23,887,000 | 2,349 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $23,887,000 | 2,215 |
| Securities issued by states & political subdivisions | $8,717,000 | 2,449 |
| Other domestic debt securities | $17,082,000 | 488 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $16,582,000 | 141 |
| 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 | $384,000 | 4,229 |
| Mortgage-backed securities | $21,347,000 | 1,898 |
| Certificates of participation in pools of residential mortgages | $1,245,000 | 3,448 |
| Issued or guaranteed by U.S. | $1,245,000 | 3,353 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $15,770,000 | 911 |
| CMOs issued by government agencies or sponsored agencies | $15,770,000 | 882 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $4,332,000 | 1,031 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $4,332,000 | 649 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $49,686,000 | 1,960 |
| Total debt securities | $49,686,000 | 2,092 |
| 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 | $59,203,000 | 1,855 |
| U.S. Government securities | $26,269,000 | 2,243 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $26,269,000 | 2,122 |
| Securities issued by states & political subdivisions | $16,794,000 | 1,733 |
| Other domestic debt securities | $16,140,000 | 489 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $16,140,000 | 147 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $405,000 | 4,286 |
| Mortgage-backed securities | $23,521,000 | 1,758 |
| Certificates of participation in pools of residential mortgages | $1,289,000 | 3,443 |
| Issued or guaranteed by U.S. | $1,289,000 | 3,351 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $17,658,000 | 863 |
| CMOs issued by government agencies or sponsored agencies | $17,658,000 | 834 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $4,574,000 | 1,003 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $4,574,000 | 612 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $59,203,000 | 1,719 |
| Total debt securities | $59,204,000 | 1,839 |
| 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 | $50,827,000 | 2,099 |
| U.S. Government securities | $23,276,000 | 2,437 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $23,276,000 | 2,310 |
| Securities issued by states & political subdivisions | $17,053,000 | 1,755 |
| Other domestic debt securities | $10,498,000 | 606 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $10,498,000 | 159 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $426,000 | 4,327 |
| Mortgage-backed securities | $21,612,000 | 1,817 |
| Certificates of participation in pools of residential mortgages | $1,304,000 | 3,446 |
| Issued or guaranteed by U.S. | $1,304,000 | 3,366 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $13,616,000 | 983 |
| CMOs issued by government agencies or sponsored agencies | $13,616,000 | 946 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $6,692,000 | 834 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $6,692,000 | 506 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $50,827,000 | 1,942 |
| Total debt securities | $50,827,000 | 2,084 |
| 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 | $52,899,000 | 2,063 |
| U.S. Government securities | $19,053,000 | 2,745 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $19,053,000 | 2,591 |
| Securities issued by states & political subdivisions | $26,058,000 | 1,301 |
| Other domestic debt securities | $7,788,000 | 709 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $7,788,000 | 170 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $443,000 | 4,378 |
| Mortgage-backed securities | $17,201,000 | 2,072 |
| Certificates of participation in pools of residential mortgages | $6,000 | 4,179 |
| Issued or guaranteed by U.S. | $6,000 | 4,112 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $11,654,000 | 1,079 |
| CMOs issued by government agencies or sponsored agencies | $11,654,000 | 1,040 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $5,541,000 | 843 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $5,541,000 | 493 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $52,899,000 | 1,906 |
| Total debt securities | $52,902,000 | 2,048 |
| 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 | $52,197,000 | 2,109 |
| U.S. Government securities | $16,106,000 | 2,976 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $16,106,000 | 2,810 |
| Securities issued by states & political subdivisions | $33,161,000 | 1,061 |
| Other domestic debt securities | $2,930,000 | 1,098 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $2,930,000 | 241 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $460,000 | 4,417 |
| Mortgage-backed securities | $14,124,000 | 2,271 |
| Certificates of participation in pools of residential mortgages | $6,000 | 4,218 |
| Issued or guaranteed by U.S. | $6,000 | 4,165 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $8,635,000 | 1,252 |
| CMOs issued by government agencies or sponsored agencies | $8,635,000 | 1,212 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $5,483,000 | 831 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $5,483,000 | 489 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $52,197,000 | 1,946 |
| Total debt securities | $52,197,000 | 2,095 |
| 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 | $51,876,000 | 2,137 |
| U.S. Government securities | $16,331,000 | 2,980 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $16,331,000 | 2,825 |
| Securities issued by states & political subdivisions | $32,579,000 | 1,083 |
| Other domestic debt securities | $2,966,000 | 1,054 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $2,966,000 | 240 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $363,000 | 4,508 |
| Mortgage-backed securities | $14,164,000 | 2,299 |
| Certificates of participation in pools of residential mortgages | $6,000 | 4,282 |
| Issued or guaranteed by U.S. | $6,000 | 4,260 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $8,699,000 | 1,232 |
| CMOs issued by government agencies or sponsored agencies | $8,699,000 | 1,191 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $5,459,000 | 823 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $5,459,000 | 485 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $51,876,000 | 1,969 |
| Total debt securities | $51,876,000 | 2,121 |
| 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 | $55,853,000 | 2,061 |
| U.S. Government securities | $17,899,000 | 2,867 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $17,899,000 | 2,728 |
| Securities issued by states & political subdivisions | $34,989,000 | 1,057 |
| Other domestic debt securities | $2,965,000 | 1,187 |
| Privately issued residential mortgage-backed securities | $6,000 | 878 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $2,959,000 | 234 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $386,000 | 4,551 |
| Mortgage-backed securities | $15,515,000 | 2,230 |
| Certificates of participation in pools of residential mortgages | $6,000 | 4,334 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $6,000 | 430 |
| Collaterized mortgage obligations | $10,019,000 | 1,157 |
| CMOs issued by government agencies or sponsored agencies | $10,019,000 | 1,115 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $5,490,000 | 813 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $5,490,000 | 473 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $55,853,000 | 1,891 |
| Total debt securities | $55,853,000 | 2,044 |
| 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 | $56,315,000 | 2,076 |
| U.S. Government securities | $18,493,000 | 2,893 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $18,493,000 | 2,762 |
| Securities issued by states & political subdivisions | $34,863,000 | 1,074 |
| Other domestic debt securities | $2,959,000 | 1,046 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $2,959,000 | 212 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $403,000 | 4,608 |
| Mortgage-backed securities | $15,797,000 | 2,200 |
| Certificates of participation in pools of residential mortgages | $6,000 | 4,381 |
| Issued or guaranteed by U.S. | $6,000 | 4,373 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $10,272,000 | 1,117 |
| CMOs issued by government agencies or sponsored agencies | $10,272,000 | 1,074 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $5,519,000 | 704 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $5,519,000 | 457 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $56,315,000 | 1,904 |
| Total debt securities | $56,315,000 | 2,059 |
| 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 | $43,876,000 | 2,506 |
| U.S. Government securities | $15,797,000 | 3,146 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $15,797,000 | 2,997 |
| Securities issued by states & political subdivisions | $27,829,000 | 1,382 |
| Other domestic debt securities | $250,000 | 1,852 |
| 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 | $250,000 | 1,519 |
| 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 | $428,000 | 4,684 |
| Mortgage-backed securities | $12,863,000 | 2,443 |
| Certificates of participation in pools of residential mortgages | $7,000 | 4,427 |
| Issued or guaranteed by U.S. | $7,000 | 4,421 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $7,226,000 | 1,321 |
| CMOs issued by government agencies or sponsored agencies | $7,226,000 | 1,276 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $5,630,000 | 687 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $5,630,000 | 432 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $43,876,000 | 2,307 |
| Total debt securities | $43,876,000 | 2,490 |
| 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 | $41,001,000 | 2,644 |
| U.S. Government securities | $16,351,000 | 3,124 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $16,351,000 | 2,998 |
| Securities issued by states & political subdivisions | $24,400,000 | 1,582 |
| Other domestic debt securities | $250,000 | 1,879 |
| 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 | $250,000 | 1,555 |
| 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 | $455,000 | 4,727 |
| Mortgage-backed securities | $13,208,000 | 2,451 |
| Certificates of participation in pools of residential mortgages | $7,000 | 4,491 |
| Issued or guaranteed by U.S. | $7,000 | 4,486 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $7,499,000 | 1,300 |
| CMOs issued by government agencies or sponsored agencies | $7,499,000 | 1,254 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $5,702,000 | 673 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $5,702,000 | 417 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $41,001,000 | 2,432 |
| Total debt securities | $41,001,000 | 2,628 |
| 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 | $32,422,000 | 3,089 |
| U.S. Government securities | $11,958,000 | 3,580 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $11,958,000 | 3,455 |
| Securities issued by states & political subdivisions | $20,214,000 | 1,848 |
| Other domestic debt securities | $250,000 | 1,914 |
| 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 | $250,000 | 1,584 |
| 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 | $485,000 | 4,761 |
| Mortgage-backed securities | $8,634,000 | 2,882 |
| Certificates of participation in pools of residential mortgages | $7,000 | 4,526 |
| Issued or guaranteed by U.S. | $7,000 | 4,520 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $789,000 | 2,532 |
| CMOs issued by government agencies or sponsored agencies | $789,000 | 2,469 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $7,838,000 | 574 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $7,838,000 | 359 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $32,422,000 | 2,841 |
| Total debt securities | $32,422,000 | 3,065 |
| 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 | $31,942,000 | 3,120 |
| U.S. Government securities | $13,780,000 | 3,433 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $13,780,000 | 3,308 |
| Securities issued by states & political subdivisions | $17,911,000 | 2,012 |
| Other domestic debt securities | $251,000 | 1,977 |
| 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 | $251,000 | 1,622 |
| 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 | $508,000 | 4,794 |
| Mortgage-backed securities | $9,321,000 | 2,856 |
| Certificates of participation in pools of residential mortgages | $7,000 | 4,590 |
| Issued or guaranteed by U.S. | $7,000 | 4,585 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $855,000 | 2,544 |
| CMOs issued by government agencies or sponsored agencies | $855,000 | 2,479 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $8,459,000 | 542 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $8,459,000 | 328 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $31,942,000 | 2,873 |
| Total debt securities | $31,942,000 | 3,100 |
| 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 | $31,924,000 | 3,111 |
| U.S. Government securities | $13,956,000 | 3,400 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $13,956,000 | 3,273 |
| Securities issued by states & political subdivisions | $17,718,000 | 2,039 |
| Other domestic debt securities | $250,000 | 1,994 |
| 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 | $250,000 | 1,631 |
| 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 | $524,000 | 4,833 |
| Mortgage-backed securities | $9,356,000 | 2,845 |
| Certificates of participation in pools of residential mortgages | $7,000 | 4,632 |
| Issued or guaranteed by U.S. | $7,000 | 4,626 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $928,000 | 2,527 |
| CMOs issued by government agencies or sponsored agencies | $928,000 | 2,454 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $8,421,000 | 521 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $8,421,000 | 320 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $31,924,000 | 2,860 |
| Total debt securities | $31,924,000 | 3,092 |
| 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 | $38,978,000 | 2,776 |
| U.S. Government securities | $19,279,000 | 2,947 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $19,279,000 | 2,838 |
| Securities issued by states & political subdivisions | $19,448,000 | 1,916 |
| Other domestic debt securities | $251,000 | 2,003 |
| 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 | $251,000 | 1,642 |
| 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 | $1,699,000 | 4,539 |
| Mortgage-backed securities | $13,144,000 | 2,501 |
| Certificates of participation in pools of residential mortgages | $7,000 | 4,674 |
| Issued or guaranteed by U.S. | $7,000 | 4,670 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,084,000 | 2,470 |
| CMOs issued by government agencies or sponsored agencies | $1,084,000 | 2,403 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $12,053,000 | 411 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $12,053,000 | 255 |
| Held to maturity securities (book value) | $362,000 | 1,965 |
| Available-for-sale securities (fair market value) | $38,616,000 | 2,556 |
| Total debt securities | $38,978,000 | 2,760 |
| 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 | $41,528,000 | 2,721 |
| U.S. Government securities | $19,721,000 | 2,980 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $19,721,000 | 2,865 |
| Securities issued by states & political subdivisions | $21,556,000 | 1,783 |
| Other domestic debt securities | $251,000 | 2,034 |
| 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 | $251,000 | 1,650 |
| 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 | $2,027,000 | 4,538 |
| Mortgage-backed securities | $13,343,000 | 2,514 |
| Certificates of participation in pools of residential mortgages | $7,000 | 4,742 |
| Issued or guaranteed by U.S. | $7,000 | 4,736 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,241,000 | 2,445 |
| CMOs issued by government agencies or sponsored agencies | $1,241,000 | 2,372 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $12,095,000 | 382 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $12,095,000 | 241 |
| Held to maturity securities (book value) | $364,000 | 2,006 |
| Available-for-sale securities (fair market value) | $41,164,000 | 2,494 |
| Total debt securities | $41,528,000 | 2,699 |
| 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 | $41,050,000 | 2,772 |
| U.S. Government securities | $18,765,000 | 3,132 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $18,765,000 | 3,024 |
| Securities issued by states & political subdivisions | $20,963,000 | 1,795 |
| Other domestic debt securities | $1,322,000 | 1,500 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $1,072,000 | 114 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $250,000 | 1,669 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,993,000 | 4,600 |
| Mortgage-backed securities | $13,330,000 | 2,524 |
| Certificates of participation in pools of residential mortgages | $7,000 | 4,779 |
| Issued or guaranteed by U.S. | $7,000 | 4,775 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,384,000 | 2,412 |
| CMOs issued by government agencies or sponsored agencies | $1,384,000 | 2,342 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $11,939,000 | 378 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $11,939,000 | 234 |
| Held to maturity securities (book value) | $366,000 | 2,044 |
| Available-for-sale securities (fair market value) | $40,684,000 | 2,544 |
| Total debt securities | $41,050,000 | 2,753 |
| 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 | $49,676,000 | 2,475 |
| U.S. Government securities | $25,840,000 | 2,669 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $25,840,000 | 2,573 |
| Securities issued by states & political subdivisions | $21,360,000 | 1,786 |
| Other domestic debt securities | $2,476,000 | 1,191 |
| 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 | $2,476,000 | 930 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,511,000 | 4,236 |
| Mortgage-backed securities | $11,148,000 | 2,733 |
| Certificates of participation in pools of residential mortgages | $7,000 | 4,819 |
| Issued or guaranteed by U.S. | $7,000 | 4,813 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,517,000 | 2,399 |
| CMOs issued by government agencies or sponsored agencies | $1,517,000 | 2,329 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $9,624,000 | 403 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $9,624,000 | 240 |
| Held to maturity securities (book value) | $368,000 | 2,085 |
| Available-for-sale securities (fair market value) | $49,308,000 | 2,264 |
| Total debt securities | $49,676,000 | 2,455 |
| 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 | $54,508,000 | 2,340 |
| U.S. Government securities | $29,962,000 | 2,487 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $29,962,000 | 2,399 |
| Securities issued by states & political subdivisions | $22,050,000 | 1,743 |
| Other domestic debt securities | $2,496,000 | 1,200 |
| 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 | $2,496,000 | 935 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,567,000 | 4,288 |
| Mortgage-backed securities | $11,509,000 | 2,737 |
| Certificates of participation in pools of residential mortgages | $7,000 | 4,881 |
| Issued or guaranteed by U.S. | $7,000 | 4,874 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,708,000 | 2,351 |
| CMOs issued by government agencies or sponsored agencies | $1,708,000 | 2,279 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $9,794,000 | 377 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $9,794,000 | 221 |
| Held to maturity securities (book value) | $807,000 | 1,943 |
| Available-for-sale securities (fair market value) | $53,701,000 | 2,150 |
| Total debt securities | $54,508,000 | 2,313 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,328 |
| Fair value | $751,000 | 1,331 |
| 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 | $54,120,000 | 2,393 |
| U.S. Government securities | $28,004,000 | 2,664 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $28,004,000 | 2,577 |
| Securities issued by states & political subdivisions | $23,643,000 | 1,613 |
| Other domestic debt securities | $2,473,000 | 1,208 |
| 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 | $2,473,000 | 949 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,137,000 | 4,443 |
| Mortgage-backed securities | $11,580,000 | 2,792 |
| Certificates of participation in pools of residential mortgages | $7,000 | 4,957 |
| Issued or guaranteed by U.S. | $7,000 | 4,952 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,929,000 | 2,342 |
| CMOs issued by government agencies or sponsored agencies | $1,929,000 | 2,265 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $9,644,000 | 355 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $9,644,000 | 214 |
| Held to maturity securities (book value) | $811,000 | 1,971 |
| Available-for-sale securities (fair market value) | $53,309,000 | 2,203 |
| Total debt securities | $54,120,000 | 2,366 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,478 |
| Fair value | $754,000 | 1,476 |
| 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 | $60,702,000 | 2,220 |
| U.S. Government securities | $21,840,000 | 3,137 |
| U.S. Treasury securities | $5,208,000 | 522 |
| U.S. Government agency obligations | $16,632,000 | 3,484 |
| Securities issued by states & political subdivisions | $26,521,000 | 1,428 |
| Other domestic debt securities | $12,341,000 | 529 |
| Privately issued residential mortgage-backed securities | $9,817,000 | 136 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $2,524,000 | 932 |
| 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 | $14,208,000 | 2,702 |
| Mortgage-backed securities | $11,905,000 | 2,807 |
| Certificates of participation in pools of residential mortgages | $7,000 | 5,016 |
| Issued or guaranteed by U.S. | $7,000 | 5,007 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $11,898,000 | 1,169 |
| CMOs issued by government agencies or sponsored agencies | $2,081,000 | 2,248 |
| Privately issued | $9,817,000 | 129 |
| 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) | $816,000 | 1,978 |
| Available-for-sale securities (fair market value) | $59,886,000 | 2,028 |
| Total debt securities | $60,702,000 | 2,195 |
| 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 | $67,217,000 | 2,091 |
| U.S. Government securities | $40,595,000 | 2,163 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $40,595,000 | 2,072 |
| Securities issued by states & political subdivisions | $24,125,000 | 1,569 |
| Other domestic debt securities | $2,497,000 | 1,227 |
| 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 | $2,497,000 | 948 |
| 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 | $13,959,000 | 2,755 |
| Mortgage-backed securities | $12,677,000 | 2,773 |
| Certificates of participation in pools of residential mortgages | $813,000 | 4,498 |
| Issued or guaranteed by U.S. | $813,000 | 4,491 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,175,000 | 2,345 |
| CMOs issued by government agencies or sponsored agencies | $2,175,000 | 2,268 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $9,689,000 | 342 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $9,689,000 | 195 |
| Held to maturity securities (book value) | $820,000 | 1,994 |
| Available-for-sale securities (fair market value) | $66,397,000 | 1,897 |
| Total debt securities | $67,217,000 | 2,063 |
| Structured notes | ||
| Amortized cost | $1,680,000 | 1,230 |
| Fair value | $1,640,000 | 1,232 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $50,464,000 | 2,627 |
| U.S. Government securities | $34,121,000 | 2,485 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $34,121,000 | 2,407 |
| Securities issued by states & political subdivisions | $13,868,000 | 2,400 |
| Other domestic debt securities | $2,475,000 | 1,278 |
| 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 | $2,475,000 | 979 |
| 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 | $14,715,000 | 2,688 |
| Mortgage-backed securities | $10,612,000 | 3,051 |
| Certificates of participation in pools of residential mortgages | $1,747,000 | 4,242 |
| Issued or guaranteed by U.S. | $1,747,000 | 4,238 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $8,865,000 | 1,432 |
| CMOs issued by government agencies or sponsored agencies | $8,865,000 | 1,355 |
| 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) | $889,000 | 1,999 |
| Available-for-sale securities (fair market value) | $49,575,000 | 2,414 |
| Total debt securities | $50,464,000 | 2,598 |
| Structured notes | ||
| Amortized cost | $2,930,000 | 1,011 |
| Fair value | $2,853,000 | 1,010 |
| 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 | $38,877,000 | 3,183 |
| U.S. Government securities | $22,673,000 | 3,262 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $22,673,000 | 3,163 |
| Securities issued by states & political subdivisions | $13,694,000 | 2,426 |
| Other domestic debt securities | $2,510,000 | 1,294 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $2,510,000 | 993 |
| 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 | $13,803,000 | 2,784 |
| Mortgage-backed securities | $2,422,000 | 4,461 |
| Certificates of participation in pools of residential mortgages | $1,835,000 | 4,263 |
| Issued or guaranteed by U.S. | $1,835,000 | 4,260 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $587,000 | 3,076 |
| CMOs issued by government agencies or sponsored agencies | $587,000 | 2,973 |
| 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) | $20,726,000 | 772 |
| Available-for-sale securities (fair market value) | $18,151,000 | 4,196 |
| Total debt securities | $38,877,000 | 3,154 |
| Structured notes | ||
| Amortized cost | $3,930,000 | 883 |
| Fair value | $3,801,000 | 888 |
| 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 | $40,326,000 | 3,111 |
| U.S. Government securities | $23,024,000 | 3,241 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $23,024,000 | 3,156 |
| Securities issued by states & political subdivisions | $14,800,000 | 2,327 |
| Other domestic debt securities | $2,502,000 | 1,329 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $2,502,000 | 1,018 |
| 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 | $14,087,000 | 2,773 |
| Mortgage-backed securities | $2,546,000 | 4,454 |
| Certificates of participation in pools of residential mortgages | $1,925,000 | 4,266 |
| Issued or guaranteed by U.S. | $1,925,000 | 4,262 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $621,000 | 3,080 |
| CMOs issued by government agencies or sponsored agencies | $621,000 | 2,979 |
| 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) | $20,830,000 | 758 |
| Available-for-sale securities (fair market value) | $19,496,000 | 4,131 |
| Total debt securities | $40,326,000 | 3,080 |
| Structured notes | ||
| Amortized cost | $4,430,000 | 818 |
| Fair value | $4,196,000 | 822 |
| 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 | $40,880,000 | 3,076 |
| U.S. Government securities | $23,761,000 | 3,150 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $23,761,000 | 3,080 |
| Securities issued by states & political subdivisions | $15,133,000 | 2,286 |
| Other domestic debt securities | $1,986,000 | 1,521 |
| 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 | $1,986,000 | 1,178 |
| 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 | $14,304,000 | 2,763 |
| Mortgage-backed securities | $2,650,000 | 4,460 |
| Certificates of participation in pools of residential mortgages | $1,995,000 | 4,270 |
| Issued or guaranteed by U.S. | $1,995,000 | 4,265 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $655,000 | 3,057 |
| CMOs issued by government agencies or sponsored agencies | $655,000 | 2,948 |
| 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) | $21,882,000 | 729 |
| Available-for-sale securities (fair market value) | $18,998,000 | 4,177 |
| Total debt securities | $40,880,000 | 3,045 |
| Structured notes | ||
| Amortized cost | $4,430,000 | 806 |
| Fair value | $4,056,000 | 814 |
| 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 | $40,250,000 | 3,131 |
| U.S. Government securities | $23,043,000 | 3,246 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $23,043,000 | 3,162 |
| Securities issued by states & political subdivisions | $15,215,000 | 2,272 |
| Other domestic debt securities | $1,992,000 | 1,567 |
| 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 | $1,992,000 | 1,214 |
| 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 | $14,451,000 | 2,708 |
| Mortgage-backed securities | $1,732,000 | 4,737 |
| Certificates of participation in pools of residential mortgages | $1,044,000 | 4,625 |
| Issued or guaranteed by U.S. | $1,044,000 | 4,621 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $688,000 | 3,075 |
| CMOs issued by government agencies or sponsored agencies | $688,000 | 2,956 |
| 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) | $20,967,000 | 726 |
| Available-for-sale securities (fair market value) | $19,283,000 | 4,189 |
| Total debt securities | $40,250,000 | 3,096 |
| Structured notes | ||
| Amortized cost | $4,430,000 | 797 |
| Fair value | $4,144,000 | 799 |
| 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 | $37,854,000 | 3,240 |
| U.S. Government securities | $21,516,000 | 3,372 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $21,516,000 | 3,281 |
| Securities issued by states & political subdivisions | $14,318,000 | 2,346 |
| Other domestic debt securities | $2,020,000 | 1,579 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,020,000 | 1,212 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,688,000 | 2,663 |
| Mortgage-backed securities | $777,000 | 5,048 |
| Certificates of participation in pools of residential mortgages | $25,000 | 5,322 |
| Issued or guaranteed by U.S. | $25,000 | 5,314 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $752,000 | 3,070 |
| CMOs issued by government agencies or sponsored agencies | $752,000 | 2,946 |
| 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) | $19,078,000 | 723 |
| Available-for-sale securities (fair market value) | $18,776,000 | 4,237 |
| Total debt securities | $37,854,000 | 3,209 |
| Structured notes | ||
| Amortized cost | $4,430,000 | 788 |
| Fair value | $4,225,000 | 791 |
| 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 | $36,279,000 | 3,352 |
| U.S. Government securities | $21,306,000 | 3,421 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $21,306,000 | 3,335 |
| Securities issued by states & political subdivisions | $14,223,000 | 2,338 |
| Other domestic debt securities | $750,000 | 2,149 |
| 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 | $750,000 | 1,664 |
| 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 | $15,301,000 | 2,625 |
| Mortgage-backed securities | $852,000 | 5,076 |
| Certificates of participation in pools of residential mortgages | $26,000 | 5,371 |
| Issued or guaranteed by U.S. | $26,000 | 5,365 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $826,000 | 3,082 |
| CMOs issued by government agencies or sponsored agencies | $826,000 | 2,949 |
| 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) | $17,337,000 | 721 |
| Available-for-sale securities (fair market value) | $18,942,000 | 4,258 |
| Total debt securities | $36,279,000 | 3,316 |
| Structured notes | ||
| Amortized cost | $3,430,000 | 911 |
| Fair value | $3,402,000 | 913 |
| 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 | $35,803,000 | 3,318 |
| U.S. Government securities | $21,486,000 | 3,353 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $21,486,000 | 3,276 |
| Securities issued by states & political subdivisions | $14,317,000 | 2,290 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,137,000 | 3,124 |
| Mortgage-backed securities | $935,000 | 5,086 |
| Certificates of participation in pools of residential mortgages | $26,000 | 5,402 |
| Issued or guaranteed by U.S. | $26,000 | 5,397 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $909,000 | 3,083 |
| CMOs issued by government agencies or sponsored agencies | $909,000 | 2,948 |
| 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) | $16,219,000 | 755 |
| Available-for-sale securities (fair market value) | $19,584,000 | 4,164 |
| Total debt securities | $35,803,000 | 3,282 |
| Structured notes | ||
| Amortized cost | $4,430,000 | 812 |
| Fair value | $4,431,000 | 810 |
| 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 | $39,500,000 | 3,158 |
| U.S. Government securities | $26,181,000 | 3,038 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $26,181,000 | 2,981 |
| Securities issued by states & political subdivisions | $13,319,000 | 2,372 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,494,000 | 2,262 |
| Mortgage-backed securities | $1,036,000 | 5,149 |
| Certificates of participation in pools of residential mortgages | $26,000 | 5,503 |
| Issued or guaranteed by U.S. | $26,000 | 5,494 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,010,000 | 3,108 |
| CMOs issued by government agencies or sponsored agencies | $1,010,000 | 2,962 |
| 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) | $29,248,000 | 518 |
| Available-for-sale securities (fair market value) | $10,252,000 | 5,218 |
| Total debt securities | $39,500,000 | 3,129 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 900 |
| Fair value | $4,005,000 | 928 |
| 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 | $42,360,000 | 3,025 |
| U.S. Government securities | $31,149,000 | 2,766 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $31,149,000 | 2,706 |
| Securities issued by states & political subdivisions | $11,211,000 | 2,580 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,650,000 | 1,855 |
| Mortgage-backed securities | $1,166,000 | 5,142 |
| Certificates of participation in pools of residential mortgages | $26,000 | 5,551 |
| Issued or guaranteed by U.S. | $26,000 | 5,542 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,140,000 | 3,067 |
| CMOs issued by government agencies or sponsored agencies | $1,140,000 | 2,924 |
| 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) | $34,115,000 | 461 |
| Available-for-sale securities (fair market value) | $8,245,000 | 5,522 |
| Total debt securities | $42,360,000 | 2,999 |
| Structured notes | ||
| Amortized cost | $9,000,000 | 534 |
| Fair value | $8,999,000 | 553 |
| 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 | $47,957,000 | 2,755 |
| U.S. Government securities | $38,063,000 | 2,421 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $38,063,000 | 2,365 |
| Securities issued by states & political subdivisions | $9,894,000 | 2,692 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,083,000 | 1,621 |
| Mortgage-backed securities | $1,244,000 | 5,144 |
| Certificates of participation in pools of residential mortgages | $27,000 | 5,580 |
| Issued or guaranteed by U.S. | $27,000 | 5,572 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,217,000 | 3,065 |
| CMOs issued by government agencies or sponsored agencies | $1,217,000 | 2,914 |
| 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) | $42,970,000 | 391 |
| Available-for-sale securities (fair market value) | $4,987,000 | 5,972 |
| Total debt securities | $47,957,000 | 2,733 |
| 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 | $47,910,000 | 2,684 |
| U.S. Government securities | $40,014,000 | 2,224 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $40,014,000 | 2,172 |
| Securities issued by states & political subdivisions | $7,896,000 | 2,966 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,000,000 | 1,739 |
| Mortgage-backed securities | $1,346,000 | 5,091 |
| Certificates of participation in pools of residential mortgages | $27,000 | 5,576 |
| Issued or guaranteed by U.S. | $27,000 | 5,564 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,319,000 | 3,001 |
| CMOs issued by government agencies or sponsored agencies | $1,319,000 | 2,767 |
| 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) | $43,826,000 | 391 |
| Available-for-sale securities (fair market value) | $4,084,000 | 6,080 |
| Total debt securities | $47,910,000 | 2,655 |
| 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 | $36,859,000 | 3,173 |
| U.S. Government securities | $32,762,000 | 2,559 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $32,762,000 | 2,499 |
| Securities issued by states & political subdivisions | $4,097,000 | 3,761 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,098,000 | 1,663 |
| Mortgage-backed securities | $987,000 | 5,214 |
| Certificates of participation in pools of residential mortgages | $27,000 | 5,596 |
| Issued or guaranteed by U.S. | $27,000 | 5,584 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $960,000 | 3,146 |
| CMOs issued by government agencies or sponsored agencies | $960,000 | 2,901 |
| 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) | $31,658,000 | 486 |
| Available-for-sale securities (fair market value) | $5,201,000 | 5,967 |
| Total debt securities | $36,859,000 | 3,150 |
| 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 | $53,560,000 | 2,408 |
| U.S. Government securities | $50,965,000 | 1,825 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $50,965,000 | 1,778 |
| Securities issued by states & political subdivisions | $2,595,000 | 4,208 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,000,000 | 1,790 |
| Mortgage-backed securities | $1,037,000 | 5,190 |
| Certificates of participation in pools of residential mortgages | $27,000 | 5,615 |
| Issued or guaranteed by U.S. | $27,000 | 5,609 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,010,000 | 3,070 |
| CMOs issued by government agencies or sponsored agencies | $1,010,000 | 2,820 |
| 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) | $44,436,000 | 362 |
| Available-for-sale securities (fair market value) | $9,124,000 | 5,500 |
| Total debt securities | $53,560,000 | 2,384 |
| 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 | $64,068,000 | 2,068 |
| U.S. Government securities | $62,820,000 | 1,556 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $62,820,000 | 1,498 |
| Securities issued by states & political subdivisions | $1,248,000 | 4,765 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,500,000 | 1,818 |
| Mortgage-backed securities | $84,000 | 5,769 |
| Certificates of participation in pools of residential mortgages | $28,000 | 5,623 |
| Issued or guaranteed by U.S. | $28,000 | 5,613 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $56,000 | 3,675 |
| CMOs issued by government agencies or sponsored agencies | $56,000 | 3,384 |
| 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) | $45,765,000 | 362 |
| Available-for-sale securities (fair market value) | $18,303,000 | 4,344 |
| Total debt securities | $64,068,000 | 2,046 |
| 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 | $62,187,000 | 2,024 |
| U.S. Government securities | $60,939,000 | 1,498 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $60,939,000 | 1,438 |
| Securities issued by states & political subdivisions | $1,248,000 | 4,776 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,499,000 | 1,799 |
| Mortgage-backed securities | $98,000 | 5,776 |
| Certificates of participation in pools of residential mortgages | $28,000 | 5,615 |
| Issued or guaranteed by U.S. | $28,000 | 5,605 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $70,000 | 3,654 |
| CMOs issued by government agencies or sponsored agencies | $70,000 | 3,341 |
| 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) | $45,771,000 | 344 |
| Available-for-sale securities (fair market value) | $16,416,000 | 4,437 |
| Total debt securities | $62,187,000 | 2,005 |
| 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 | $57,209,000 | 2,128 |
| U.S. Government securities | $57,209,000 | 1,552 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $57,209,000 | 1,486 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,500,000 | 1,803 |
| Mortgage-backed securities | $113,000 | 5,812 |
| Certificates of participation in pools of residential mortgages | $28,000 | 5,661 |
| Issued or guaranteed by U.S. | $28,000 | 5,648 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $85,000 | 3,633 |
| CMOs issued by government agencies or sponsored agencies | $85,000 | 3,313 |
| 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) | $33,161,000 | 469 |
| Available-for-sale securities (fair market value) | $24,048,000 | 3,635 |
| Total debt securities | $57,209,000 | 2,102 |
| 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 | $79,677,000 | 1,613 |
| U.S. Government securities | $79,227,000 | 1,186 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $79,227,000 | 1,140 |
| Securities issued by states & political subdivisions | $450,000 | 5,284 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,000,000 | 1,791 |
| Mortgage-backed securities | $129,000 | 5,828 |
| Certificates of participation in pools of residential mortgages | $28,000 | 5,707 |
| Issued or guaranteed by U.S. | $28,000 | 5,696 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $101,000 | 3,537 |
| CMOs issued by government agencies or sponsored agencies | $101,000 | 3,219 |
| 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) | $27,129,000 | 566 |
| Available-for-sale securities (fair market value) | $52,548,000 | 2,040 |
| Total debt securities | $79,677,000 | 1,600 |
| 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 | $53,553,000 | 2,262 |
| U.S. Government securities | $53,553,000 | 1,665 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $53,553,000 | 1,615 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,001,000 | 2,566 |
| Mortgage-backed securities | $146,000 | 5,903 |
| Certificates of participation in pools of residential mortgages | $28,000 | 5,815 |
| Issued or guaranteed by U.S. | $28,000 | 5,805 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $118,000 | 3,517 |
| CMOs issued by government agencies or sponsored agencies | $118,000 | 3,181 |
| 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) | $18,645,000 | 745 |
| Available-for-sale securities (fair market value) | $34,908,000 | 2,852 |
| Total debt securities | $53,553,000 | 2,235 |
| 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 | $42,765,000 | 2,716 |
| U.S. Government securities | $42,765,000 | 1,994 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $42,765,000 | 1,927 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,999,000 | 2,386 |
| Mortgage-backed securities | $165,000 | 5,938 |
| Certificates of participation in pools of residential mortgages | $29,000 | 5,873 |
| Issued or guaranteed by U.S. | $29,000 | 5,859 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $136,000 | 3,503 |
| CMOs issued by government agencies or sponsored agencies | $136,000 | 3,157 |
| 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) | $20,659,000 | 710 |
| Available-for-sale securities (fair market value) | $22,106,000 | 3,793 |
| Total debt securities | $42,765,000 | 2,695 |
| 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 | $41,915,000 | 2,755 |
| U.S. Government securities | $30,059,000 | 2,680 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $30,059,000 | 2,612 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $11,856,000 | 803 |
| Privately issued residential mortgage-backed securities | $11,856,000 | 466 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,439,000 | 2,268 |
| Mortgage-backed securities | $12,041,000 | 3,060 |
| Certificates of participation in pools of residential mortgages | $30,000 | 5,957 |
| Issued or guaranteed by U.S. | $30,000 | 5,937 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $12,011,000 | 1,242 |
| CMOs issued by government agencies or sponsored agencies | $155,000 | 3,139 |
| Privately issued | $11,856,000 | 446 |
| 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) | $11,856,000 | 1,024 |
| Available-for-sale securities (fair market value) | $30,059,000 | 3,143 |
| Total debt securities | $41,915,000 | 2,729 |
| 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 | $39,422,000 | 2,819 |
| U.S. Government securities | $27,651,000 | 2,793 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $27,651,000 | 2,725 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $11,771,000 | 822 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $11,771,000 | 73 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,651,000 | 2,362 |
| Mortgage-backed securities | $11,976,000 | 3,099 |
| Certificates of participation in pools of residential mortgages | $30,000 | 6,014 |
| Issued or guaranteed by U.S. | $30,000 | 5,991 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $175,000 | 3,480 |
| CMOs issued by government agencies or sponsored agencies | $175,000 | 3,114 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $11,771,000 | 73 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $11,771,000 | 52 |
| Held to maturity securities (book value) | $11,771,000 | 1,051 |
| Available-for-sale securities (fair market value) | $27,651,000 | 3,266 |
| Total debt securities | $39,422,000 | 2,793 |
| 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 | $29,589,000 | 3,510 |
| U.S. Government securities | $17,250,000 | 3,862 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $17,250,000 | 3,788 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $12,339,000 | 762 |
| Privately issued residential mortgage-backed securities | $12,339,000 | 478 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,016,000 | 2,723 |
| Mortgage-backed securities | $12,598,000 | 3,079 |
| Certificates of participation in pools of residential mortgages | $29,000 | 6,080 |
| Issued or guaranteed by U.S. | $29,000 | 6,063 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $12,569,000 | 1,204 |
| CMOs issued by government agencies or sponsored agencies | $230,000 | 3,074 |
| Privately issued | $12,339,000 | 456 |
| 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) | $10,592,000 | 1,113 |
| Available-for-sale securities (fair market value) | $18,997,000 | 4,097 |
| Total debt securities | $29,589,000 | 3,484 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $22,974,000 | 4,090 |
| U.S. Government securities | $12,378,000 | 4,695 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $12,378,000 | 4,610 |
| Securities issued by states & political subdivisions | $61,000 | 5,797 |
| Other domestic debt securities | $10,535,000 | 802 |
| Privately issued residential mortgage-backed securities | $10,535,000 | 492 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $12,870,000 | 2,994 |
| Certificates of participation in pools of residential mortgages | $29,000 | 6,116 |
| Issued or guaranteed by U.S. | $29,000 | 6,095 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $12,841,000 | 1,145 |
| CMOs issued by government agencies or sponsored agencies | $2,306,000 | 2,018 |
| Privately issued | $10,535,000 | 467 |
| 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) | $10,535,000 | 1,127 |
| Available-for-sale securities (fair market value) | $12,439,000 | 5,000 |
| Total debt securities | $22,974,000 | 4,053 |
| 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 | $19,425,000 | 4,465 |
| U.S. Government securities | $9,205,000 | 5,267 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $9,205,000 | 5,184 |
| Securities issued by states & political subdivisions | $61,000 | 5,819 |
| Other domestic debt securities | $10,159,000 | 819 |
| Privately issued residential mortgage-backed securities | $10,159,000 | 501 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $12,045,000 | 2,982 |
| Certificates of participation in pools of residential mortgages | $29,000 | 6,132 |
| Issued or guaranteed by U.S. | $29,000 | 6,111 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $12,016,000 | 1,144 |
| CMOs issued by government agencies or sponsored agencies | $1,857,000 | 2,078 |
| Privately issued | $10,159,000 | 478 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $19,425,000 | 3,984 |
| Total debt securities | $19,425,000 | 4,431 |
| 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 | $15,844,000 | 5,009 |
| U.S. Government securities | $8,877,000 | 5,366 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,877,000 | 5,289 |
| Securities issued by states & political subdivisions | $61,000 | 5,874 |
| Other domestic debt securities | $6,906,000 | 1,059 |
| Privately issued residential mortgage-backed securities | $6,906,000 | 597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $8,872,000 | 3,425 |
| Certificates of participation in pools of residential mortgages | $30,000 | 6,156 |
| Issued or guaranteed by U.S. | $30,000 | 6,130 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $8,842,000 | 1,332 |
| CMOs issued by government agencies or sponsored agencies | $1,936,000 | 2,058 |
| Privately issued | $6,906,000 | 567 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $15,844,000 | 4,512 |
| Total debt securities | $15,844,000 | 4,952 |
| 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 | $4,487,000 | 7,130 |
| U.S. Government securities | $4,425,000 | 6,644 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $4,425,000 | 6,543 |
| Securities issued by states & political subdivisions | $62,000 | 5,883 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $2,407,000 | 4,933 |
| Certificates of participation in pools of residential mortgages | $131,000 | 5,895 |
| Issued or guaranteed by U.S. | $131,000 | 5,865 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,276,000 | 2,252 |
| CMOs issued by government agencies or sponsored agencies | $2,276,000 | 1,937 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $4,487,000 | 6,538 |
| Total debt securities | $4,487,000 | 7,074 |
| 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 | $4,149,000 | 7,292 |
| U.S. Government securities | $3,776,000 | 6,979 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $3,776,000 | 6,866 |
| Securities issued by states & political subdivisions | $373,000 | 5,464 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $2,776,000 | 4,566 |
| Certificates of participation in pools of residential mortgages | $150,000 | 5,771 |
| Issued or guaranteed by U.S. | $150,000 | 5,750 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,626,000 | 2,050 |
| CMOs issued by government agencies or sponsored agencies | $2,626,000 | 1,749 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $4,149,000 | 6,646 |
| Total debt securities | $4,149,000 | 7,237 |
| 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 | $5,629,000 | 7,008 |
| U.S. Government securities | $5,259,000 | 6,619 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $5,259,000 | 6,503 |
| Securities issued by states & political subdivisions | $370,000 | 5,502 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $2,916,000 | 4,394 |
| Certificates of participation in pools of residential mortgages | $162,000 | 5,697 |
| Issued or guaranteed by U.S. | $162,000 | 5,676 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,754,000 | 1,960 |
| CMOs issued by government agencies or sponsored agencies | $2,754,000 | 1,672 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $5,629,000 | 6,370 |
| Total debt securities | $5,635,000 | 6,957 |
| 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 | $6,243,000 | 6,911 |
| U.S. Government securities | $5,877,000 | 6,457 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,877,000 | 6,337 |
| Securities issued by states & political subdivisions | $366,000 | 5,536 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $3,007,000 | 4,314 |
| Certificates of participation in pools of residential mortgages | $175,000 | 5,692 |
| Issued or guaranteed by U.S. | $175,000 | 5,673 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,832,000 | 1,912 |
| CMOs issued by government agencies or sponsored agencies | $2,832,000 | 1,637 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $6,243,000 | 6,252 |
| Total debt securities | $6,243,000 | 6,864 |
| 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 | $5,938,000 | 7,018 |
| U.S. Government securities | $5,567,000 | 6,602 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $5,567,000 | 6,470 |
| Securities issued by states & political subdivisions | $371,000 | 5,571 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $2,230,000 | 4,600 |
| Certificates of participation in pools of residential mortgages | $222,000 | 5,639 |
| Issued or guaranteed by U.S. | $222,000 | 5,615 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,008,000 | 2,112 |
| CMOs issued by government agencies or sponsored agencies | $2,008,000 | 1,844 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $5,938,000 | 6,346 |
| Total debt securities | $5,938,000 | 6,974 |
| 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 | $5,810,000 | 7,076 |
| U.S. Government securities | $5,438,000 | 6,681 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,438,000 | 6,551 |
| Securities issued by states & political subdivisions | $372,000 | 5,612 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $1,863,000 | 4,783 |
| Certificates of participation in pools of residential mortgages | $243,000 | 5,609 |
| Issued or guaranteed by U.S. | $243,000 | 5,584 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,620,000 | 2,230 |
| CMOs issued by government agencies or sponsored agencies | $1,620,000 | 1,959 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $5,810,000 | 6,386 |
| Total debt securities | $5,810,000 | 7,027 |
| 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 | $5,968,000 | 7,114 |
| U.S. Government securities | $5,594,000 | 6,686 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $5,594,000 | 6,549 |
| Securities issued by states & political subdivisions | $374,000 | 5,668 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $2,024,000 | 4,700 |
| Certificates of participation in pools of residential mortgages | $300,000 | 5,536 |
| Issued or guaranteed by U.S. | $300,000 | 5,509 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,724,000 | 2,176 |
| CMOs issued by government agencies or sponsored agencies | $1,724,000 | 1,902 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $5,968,000 | 6,387 |
| Total debt securities | $5,968,000 | 7,058 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $6,540,000 | 7,015 |
| U.S. Government securities | $6,173,000 | 6,525 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $6,173,000 | 6,394 |
| Securities issued by states & political subdivisions | $367,000 | 5,698 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $2,140,000 | 4,643 |
| Certificates of participation in pools of residential mortgages | $354,000 | 5,488 |
| Issued or guaranteed by U.S. | $354,000 | 5,463 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,786,000 | 2,139 |
| CMOs issued by government agencies or sponsored agencies | $1,786,000 | 1,872 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $6,540,000 | 6,268 |
| Total debt securities | $6,540,000 | 6,961 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $6,674,000 | 7,034 |
| U.S. Government securities | $6,301,000 | 6,551 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $6,301,000 | 6,410 |
| Securities issued by states & political subdivisions | $373,000 | 5,728 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $2,254,000 | 4,615 |
| Certificates of participation in pools of residential mortgages | $371,000 | 5,494 |
| Issued or guaranteed by U.S. | $371,000 | 5,471 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,883,000 | 2,112 |
| CMOs issued by government agencies or sponsored agencies | $1,883,000 | 1,855 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $6,674,000 | 6,292 |
| Total debt securities | $6,673,000 | 6,976 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $4,805,000 | 7,505 |
| U.S. Government securities | $4,805,000 | 7,018 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $4,805,000 | 6,866 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $2,342,000 | 4,613 |
| Certificates of participation in pools of residential mortgages | $384,000 | 5,519 |
| Issued or guaranteed by U.S. | $384,000 | 5,494 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,958,000 | 2,083 |
| CMOs issued by government agencies or sponsored agencies | $1,958,000 | 1,839 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $4,805,000 | 6,746 |
| Total debt securities | $4,806,000 | 7,449 |
| 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 | $2,866,000 | 8,019 |
| U.S. Government securities | $2,377,000 | 7,807 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $2,377,000 | 7,678 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $489,000 | 2,650 |
| Privately issued residential mortgage-backed securities | $489,000 | 921 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $891,000 | 5,545 |
| Certificates of participation in pools of residential mortgages | $402,000 | 5,538 |
| Issued or guaranteed by U.S. | $402,000 | 5,518 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $489,000 | 2,883 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $489,000 | 856 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $2,866,000 | 7,232 |
| Total debt securities | $2,866,000 | 7,964 |
| 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 | $1,945,000 | 8,269 |
| U.S. Government securities | $1,945,000 | 8,004 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $1,945,000 | 7,870 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $461,000 | 5,963 |
| Certificates of participation in pools of residential mortgages | $461,000 | 5,528 |
| Issued or guaranteed by U.S. | $461,000 | 5,501 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $1,945,000 | 7,494 |
| Total debt securities | $1,945,000 | 8,220 |
| 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 | $2,089,000 | 8,286 |
| U.S. Government securities | $2,089,000 | 7,993 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,089,000 | 7,844 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 6,986 |
| Mortgage-backed securities | $613,000 | 5,873 |
| Certificates of participation in pools of residential mortgages | $613,000 | 5,417 |
| Issued or guaranteed by U.S. | $613,000 | 5,399 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $2,089,000 | 7,505 |
| Total debt securities | $2,087,000 | 8,235 |
| 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 | $1,620,000 | 8,438 |
| U.S. Government securities | $1,620,000 | 8,172 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,620,000 | 8,036 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,818 |
| Mortgage-backed securities | $639,000 | 5,893 |
| Certificates of participation in pools of residential mortgages | $639,000 | 5,431 |
| Issued or guaranteed by U.S. | $639,000 | 5,413 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $1,620,000 | 7,657 |
| Total debt securities | $1,620,000 | 8,386 |
| 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 | $1,691,000 | 8,464 |
| U.S. Government securities | $1,691,000 | 8,208 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $1,691,000 | 8,071 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,866 |
| Mortgage-backed securities | $705,000 | 5,874 |
| Certificates of participation in pools of residential mortgages | $705,000 | 5,397 |
| Issued or guaranteed by U.S. | $705,000 | 5,383 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $1,691,000 | 7,684 |
| Total debt securities | $1,691,000 | 8,417 |
| 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 | $1,754,000 | 8,531 |
| U.S. Government securities | $1,754,000 | 8,260 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $1,754,000 | 8,115 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 6,882 |
| Mortgage-backed securities | $782,000 | 5,893 |
| Certificates of participation in pools of residential mortgages | $782,000 | 5,401 |
| Issued or guaranteed by U.S. | $782,000 | 5,385 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $1,754,000 | 7,745 |
| Total debt securities | $1,754,000 | 8,482 |
| 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 | $1,851,000 | 8,511 |
| U.S. Government securities | $1,851,000 | 8,190 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,851,000 | 8,046 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $499,000 | 6,926 |
| Mortgage-backed securities | $857,000 | 5,893 |
| Certificates of participation in pools of residential mortgages | $857,000 | 5,382 |
| Issued or guaranteed by U.S. | $857,000 | 5,364 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $1,851,000 | 7,714 |
| Total debt securities | $1,851,000 | 8,447 |
| 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 | $2,389,000 | 8,447 |
| U.S. Government securities | $2,389,000 | 8,100 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $2,389,000 | 7,926 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $905,000 | 5,858 |
| Certificates of participation in pools of residential mortgages | $905,000 | 5,359 |
| Issued or guaranteed by U.S. | $905,000 | 5,337 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $2,389,000 | 7,622 |
| Total debt securities | $2,389,000 | 8,376 |
| 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 | $2,411,000 | 8,454 |
| U.S. Government securities | $2,411,000 | 8,057 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $2,411,000 | 7,891 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $928,000 | 5,871 |
| Certificates of participation in pools of residential mortgages | $928,000 | 5,363 |
| Issued or guaranteed by U.S. | $928,000 | 5,338 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $2,411,000 | 7,623 |
| Total debt securities | $2,411,000 | 8,377 |
| 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 | $2,051,000 | 8,564 |
| U.S. Government securities | $2,051,000 | 8,187 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $2,051,000 | 8,010 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $1,045,000 | 5,896 |
| Certificates of participation in pools of residential mortgages | $1,045,000 | 5,311 |
| Issued or guaranteed by U.S. | $1,045,000 | 5,289 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $2,051,000 | 7,744 |
| Total debt securities | $2,050,000 | 8,487 |
| 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 | $1,254,000 | 8,797 |
| U.S. Government securities | $1,254,000 | 8,536 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $1,254,000 | 8,377 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $1,254,000 | 7,994 |
| Total debt securities | $1,254,000 | 8,721 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $1,292,000 | 8,840 |
| U.S. Government securities | $1,292,000 | 8,586 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,292,000 | 8,427 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $1,292,000 | 8,013 |
| Total debt securities | $1,292,000 | 8,765 |
| 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 | $2,003,000 | 8,857 |
| U.S. Government securities | $2,003,000 | 8,482 |
| U.S. Treasury securities | $1,508,000 | 1,640 |
| U.S. Government agency obligations | $495,000 | 8,942 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $2,003,000 | 7,929 |
| Total debt securities | $2,003,000 | 8,775 |
| 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 | $1,512,000 | 9,403 |
| U.S. Government securities | $1,512,000 | 9,154 |
| U.S. Treasury securities | $1,512,000 | 2,222 |
| U.S. Government agency obligations | $0 | 9,486 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,100,000 | 6,947 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $1,512,000 | 8,329 |
| Total debt securities | $1,512,000 | 9,300 |
| 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 | $442,000 | 9,990 |
| U.S. Government securities | $442,000 | 9,842 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $442,000 | 9,588 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| 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 | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $442,000 | 9,044 |
| Total debt securities | $442,000 | 9,906 |
| 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 | $3,989,000 | 9,132 |
| U.S. Government securities | $3,745,000 | 8,641 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $3,745,000 | 7,827 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $244,000 | 3,135 |
| 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 | $244,000 | 2,622 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $2,814,000 | 4,849 |
| Certificates of participation in pools of residential mortgages | $2,228,000 | 4,220 |
| Issued or guaranteed by U.S. | $2,228,000 | 4,201 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $586,000 | 3,668 |
| CMOs issued by government agencies or sponsored agencies | $586,000 | 3,515 |
| 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) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $3,989,000 | 7,732 |
| Total debt securities | $3,989,000 | 9,015 |
| 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 | $0 | 10,855 |
| U.S. Government securities | $0 | 10,686 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $0 | 10,319 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $0 | 10,722 |
| 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 | $0 | 11,393 |
| U.S. Government securities | $0 | 11,246 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $0 | 10,810 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| 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 | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| 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) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $0 | 11,277 |
| 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 | $0 | 11,914 |
| U.S. Government securities | $0 | 11,764 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| 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) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $0 | 11,792 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |