Home > Citizens Bank & Trust > Securities
Citizens Bank & Trust, Securities
| 2023-12-31 | Rank | |
| Total securities | $355,572,000 | 588 |
| U.S. Government securities | $323,971,000 | 434 |
| U.S. Treasury securities | $24,946,000 | 791 |
| U.S. Government agency obligations | $299,025,000 | 420 |
| Securities issued by states & political subdivisions | $29,717,000 | 1,373 |
| Other domestic debt securities | $1,884,000 | 1,796 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $1,884,000 | 1,372 |
| 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 | $345,653,000 | 324 |
| Mortgage-backed securities | $293,607,000 | 349 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $262,560,000 | 240 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $24,525,000 | 262 |
| Other commercial mortgage-backed securities | $6,522,000 | 638 |
| Held to maturity securities (book value) | $38,086,000 | 618 |
| Available-for-sale securities (fair market value) | $317,486,000 | 538 |
| Total debt securities | $355,573,000 | 577 |
| 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 | $350,423,000 | 597 |
| U.S. Government securities | $319,172,000 | 449 |
| U.S. Treasury securities | $24,322,000 | 837 |
| U.S. Government agency obligations | $294,850,000 | 428 |
| Securities issued by states & political subdivisions | $29,433,000 | 1,357 |
| Other domestic debt securities | $1,818,000 | 1,801 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $1,818,000 | 1,380 |
| 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 | $324,391,000 | 329 |
| Mortgage-backed securities | $289,615,000 | 347 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $259,860,000 | 241 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $23,506,000 | 265 |
| Other commercial mortgage-backed securities | $6,249,000 | 628 |
| Held to maturity securities (book value) | $38,534,000 | 633 |
| Available-for-sale securities (fair market value) | $311,889,000 | 550 |
| Total debt securities | $350,423,000 | 587 |
| 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 | $369,076,000 | 580 |
| U.S. Government securities | $337,059,000 | 429 |
| U.S. Treasury securities | $24,623,000 | 833 |
| U.S. Government agency obligations | $312,436,000 | 409 |
| Securities issued by states & political subdivisions | $30,225,000 | 1,388 |
| Other domestic debt securities | $1,792,000 | 1,810 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $1,792,000 | 1,393 |
| 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 | $345,110,000 | 315 |
| Mortgage-backed securities | $306,935,000 | 335 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $276,089,000 | 234 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $24,413,000 | 261 |
| Other commercial mortgage-backed securities | $6,433,000 | 624 |
| Held to maturity securities (book value) | $39,246,000 | 628 |
| Available-for-sale securities (fair market value) | $329,830,000 | 536 |
| Total debt securities | $369,076,000 | 569 |
| 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 | $379,818,000 | 590 |
| U.S. Government securities | $347,392,000 | 445 |
| U.S. Treasury securities | $24,896,000 | 876 |
| U.S. Government agency obligations | $322,496,000 | 392 |
| Securities issued by states & political subdivisions | $30,470,000 | 1,424 |
| Other domestic debt securities | $1,956,000 | 1,810 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $1,956,000 | 1,395 |
| 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 | $223,535,000 | 435 |
| Mortgage-backed securities | $316,812,000 | 351 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $285,291,000 | 241 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $25,021,000 | 275 |
| Other commercial mortgage-backed securities | $6,500,000 | 636 |
| Held to maturity securities (book value) | $39,801,000 | 647 |
| Available-for-sale securities (fair market value) | $340,017,000 | 552 |
| Total debt securities | $379,819,000 | 580 |
| 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 | $387,658,000 | 591 |
| U.S. Government securities | $355,336,000 | 439 |
| U.S. Treasury securities | $24,655,000 | 929 |
| U.S. Government agency obligations | $330,681,000 | 377 |
| Securities issued by states & political subdivisions | $30,302,000 | 1,474 |
| Other domestic debt securities | $2,020,000 | 1,821 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $2,020,000 | 1,389 |
| 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 | $227,187,000 | 383 |
| Mortgage-backed securities | $324,673,000 | 343 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $293,319,000 | 243 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $24,921,000 | 269 |
| Other commercial mortgage-backed securities | $6,433,000 | 642 |
| Held to maturity securities (book value) | $40,350,000 | 646 |
| Available-for-sale securities (fair market value) | $347,308,000 | 540 |
| Total debt securities | $387,658,000 | 579 |
| 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 | $391,041,000 | 585 |
| U.S. Government securities | $352,901,000 | 436 |
| U.S. Treasury securities | $24,542,000 | 952 |
| U.S. Government agency obligations | $328,359,000 | 382 |
| Securities issued by states & political subdivisions | $36,107,000 | 1,285 |
| Other domestic debt securities | $2,033,000 | 1,791 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $2,033,000 | 1,392 |
| 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 | $225,934,000 | 372 |
| Mortgage-backed securities | $322,348,000 | 357 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $290,758,000 | 245 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $25,124,000 | 267 |
| Other commercial mortgage-backed securities | $6,466,000 | 675 |
| Held to maturity securities (book value) | $40,900,000 | 630 |
| Available-for-sale securities (fair market value) | $350,141,000 | 541 |
| Total debt securities | $391,042,000 | 575 |
| 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 | $406,912,000 | 589 |
| U.S. Government securities | $368,120,000 | 435 |
| U.S. Treasury securities | $24,863,000 | 927 |
| U.S. Government agency obligations | $343,257,000 | 386 |
| Securities issued by states & political subdivisions | $36,734,000 | 1,319 |
| Other domestic debt securities | $2,058,000 | 1,683 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $2,058,000 | 1,384 |
| 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 | $238,492,000 | 343 |
| Mortgage-backed securities | $336,205,000 | 355 |
| Certificates of participation in pools of residential mortgages | $303,733,000 | 248 |
| Issued or guaranteed by U.S. | $303,733,000 | 247 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $32,472,000 | 459 |
| Commercial mortgage pass-through securities | $25,876,000 | 264 |
| Other commercial mortgage-backed securities | $6,596,000 | 725 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $406,912,000 | 497 |
| Total debt securities | $406,912,000 | 578 |
| 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 | $444,914,000 | 533 |
| U.S. Government securities | $404,151,000 | 395 |
| U.S. Treasury securities | $26,013,000 | 805 |
| U.S. Government agency obligations | $378,138,000 | 355 |
| Securities issued by states & political subdivisions | $38,513,000 | 1,301 |
| Other domestic debt securities | $2,250,000 | 1,639 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $2,250,000 | 1,335 |
| 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 | $249,443,000 | 326 |
| Mortgage-backed securities | $370,799,000 | 333 |
| Certificates of participation in pools of residential mortgages | $335,669,000 | 241 |
| Issued or guaranteed by U.S. | $335,669,000 | 241 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $35,130,000 | 437 |
| Commercial mortgage pass-through securities | $27,987,000 | 254 |
| Other commercial mortgage-backed securities | $7,143,000 | 698 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $444,914,000 | 458 |
| Total debt securities | $444,914,000 | 523 |
| 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 | $443,650,000 | 509 |
| U.S. Government securities | $398,883,000 | 387 |
| U.S. Treasury securities | $24,417,000 | 607 |
| U.S. Government agency obligations | $374,466,000 | 374 |
| Securities issued by states & political subdivisions | $42,457,000 | 1,258 |
| Other domestic debt securities | $2,310,000 | 1,585 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $2,310,000 | 1,264 |
| 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 | $177,757,000 | 432 |
| Mortgage-backed securities | $368,135,000 | 341 |
| Certificates of participation in pools of residential mortgages | $330,721,000 | 245 |
| Issued or guaranteed by U.S. | $330,721,000 | 245 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $37,414,000 | 422 |
| Commercial mortgage pass-through securities | $29,577,000 | 248 |
| Other commercial mortgage-backed securities | $7,837,000 | 661 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $443,650,000 | 448 |
| Total debt securities | $443,649,000 | 497 |
| 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 | $397,241,000 | 524 |
| U.S. Government securities | $352,846,000 | 405 |
| U.S. Treasury securities | $18,649,000 | 599 |
| U.S. Government agency obligations | $334,197,000 | 393 |
| Securities issued by states & political subdivisions | $42,095,000 | 1,221 |
| Other domestic debt securities | $2,300,000 | 1,512 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $2,300,000 | 1,194 |
| 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 | $142,499,000 | 493 |
| Mortgage-backed securities | $327,773,000 | 362 |
| Certificates of participation in pools of residential mortgages | $295,659,000 | 257 |
| Issued or guaranteed by U.S. | $295,659,000 | 257 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $32,114,000 | 448 |
| Commercial mortgage pass-through securities | $24,133,000 | 274 |
| Other commercial mortgage-backed securities | $7,981,000 | 651 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $397,241,000 | 475 |
| Total debt securities | $397,241,000 | 519 |
| 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 | $289,279,000 | 684 |
| U.S. Government securities | $251,074,000 | 503 |
| U.S. Treasury securities | $8,561,000 | 842 |
| U.S. Government agency obligations | $242,513,000 | 476 |
| Securities issued by states & political subdivisions | $37,905,000 | 1,294 |
| Other domestic debt securities | $300,000 | 2,064 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $300,000 | 1,688 |
| 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 | $149,726,000 | 474 |
| Mortgage-backed securities | $237,516,000 | 422 |
| Certificates of participation in pools of residential mortgages | $220,922,000 | 290 |
| Issued or guaranteed by U.S. | $220,922,000 | 289 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $16,594,000 | 662 |
| Commercial mortgage pass-through securities | $8,634,000 | 528 |
| Other commercial mortgage-backed securities | $7,960,000 | 633 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $289,279,000 | 623 |
| Total debt securities | $289,280,000 | 673 |
| 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 | $188,604,000 | 914 |
| U.S. Government securities | $151,182,000 | 701 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $151,182,000 | 649 |
| Securities issued by states & political subdivisions | $37,122,000 | 1,260 |
| Other domestic debt securities | $300,000 | 2,044 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $300,000 | 1,641 |
| 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 | $124,680,000 | 516 |
| Mortgage-backed securities | $146,297,000 | 569 |
| Certificates of participation in pools of residential mortgages | $138,418,000 | 380 |
| Issued or guaranteed by U.S. | $138,418,000 | 374 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $7,879,000 | 916 |
| Commercial mortgage pass-through securities | $5,906,000 | 629 |
| Other commercial mortgage-backed securities | $1,973,000 | 978 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $188,604,000 | 830 |
| Total debt securities | $188,603,000 | 902 |
| 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 | $149,997,000 | 1,035 |
| U.S. Government securities | $113,880,000 | 796 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $113,880,000 | 758 |
| Securities issued by states & political subdivisions | $35,817,000 | 1,253 |
| Other domestic debt securities | $300,000 | 1,975 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $300,000 | 1,569 |
| 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 | $100,471,000 | 592 |
| Mortgage-backed securities | $108,168,000 | 667 |
| Certificates of participation in pools of residential mortgages | $108,168,000 | 420 |
| Issued or guaranteed by U.S. | $108,168,000 | 416 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $149,997,000 | 943 |
| Total debt securities | $149,998,000 | 1,019 |
| 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 | $149,573,000 | 981 |
| U.S. Government securities | $114,398,000 | 756 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $114,398,000 | 711 |
| Securities issued by states & political subdivisions | $34,875,000 | 1,167 |
| Other domestic debt securities | $300,000 | 1,952 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $300,000 | 1,547 |
| 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 | $111,011,000 | 535 |
| Mortgage-backed securities | $108,731,000 | 636 |
| Certificates of participation in pools of residential mortgages | $108,731,000 | 410 |
| Issued or guaranteed by U.S. | $108,731,000 | 401 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $149,573,000 | 890 |
| Total debt securities | $149,574,000 | 969 |
| 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 | $141,668,000 | 988 |
| U.S. Government securities | $107,889,000 | 776 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $107,889,000 | 733 |
| Securities issued by states & political subdivisions | $33,479,000 | 1,138 |
| Other domestic debt securities | $300,000 | 1,894 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $300,000 | 1,504 |
| 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 | $103,928,000 | 583 |
| Mortgage-backed securities | $101,971,000 | 652 |
| Certificates of participation in pools of residential mortgages | $101,971,000 | 416 |
| Issued or guaranteed by U.S. | $101,971,000 | 409 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $141,668,000 | 898 |
| Total debt securities | $141,668,000 | 980 |
| 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 | $131,625,000 | 1,028 |
| U.S. Government securities | $98,310,000 | 846 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $98,310,000 | 798 |
| Securities issued by states & political subdivisions | $33,015,000 | 1,051 |
| Other domestic debt securities | $300,000 | 1,825 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $300,000 | 1,414 |
| 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 | $87,023,000 | 645 |
| Mortgage-backed securities | $92,419,000 | 734 |
| Certificates of participation in pools of residential mortgages | $92,419,000 | 463 |
| Issued or guaranteed by U.S. | $92,419,000 | 448 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $131,625,000 | 924 |
| Total debt securities | $131,624,000 | 1,014 |
| 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 | $136,855,000 | 968 |
| U.S. Government securities | $102,528,000 | 830 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $102,528,000 | 785 |
| Securities issued by states & political subdivisions | $34,027,000 | 984 |
| Other domestic debt securities | $300,000 | 1,792 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $300,000 | 1,386 |
| 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 | $69,553,000 | 735 |
| Mortgage-backed securities | $95,507,000 | 693 |
| Certificates of participation in pools of residential mortgages | $95,052,000 | 432 |
| Issued or guaranteed by U.S. | $95,052,000 | 422 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $455,000 | 2,599 |
| CMOs issued by government agencies or sponsored agencies | $455,000 | 2,555 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $136,855,000 | 873 |
| Total debt securities | $136,856,000 | 952 |
| 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 | $130,794,000 | 1,005 |
| U.S. Government securities | $96,034,000 | 879 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $96,034,000 | 831 |
| Securities issued by states & political subdivisions | $34,460,000 | 946 |
| Other domestic debt securities | $300,000 | 1,829 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $300,000 | 1,384 |
| 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 | $67,392,000 | 757 |
| Mortgage-backed securities | $88,969,000 | 701 |
| Certificates of participation in pools of residential mortgages | $88,486,000 | 441 |
| Issued or guaranteed by U.S. | $88,486,000 | 428 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $483,000 | 2,597 |
| CMOs issued by government agencies or sponsored agencies | $483,000 | 2,551 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $130,794,000 | 899 |
| Total debt securities | $130,793,000 | 993 |
| 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 | $130,831,000 | 1,011 |
| U.S. Government securities | $95,462,000 | 895 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $95,462,000 | 848 |
| Securities issued by states & political subdivisions | $35,069,000 | 947 |
| Other domestic debt securities | $300,000 | 1,823 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $300,000 | 1,416 |
| 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 | $68,220,000 | 765 |
| Mortgage-backed securities | $87,776,000 | 713 |
| Certificates of participation in pools of residential mortgages | $87,271,000 | 442 |
| Issued or guaranteed by U.S. | $87,271,000 | 439 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $505,000 | 2,579 |
| CMOs issued by government agencies or sponsored agencies | $505,000 | 2,531 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $130,831,000 | 902 |
| Total debt securities | $130,831,000 | 999 |
| 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 | $130,837,000 | 1,027 |
| U.S. Government securities | $96,700,000 | 890 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $96,700,000 | 833 |
| Securities issued by states & political subdivisions | $32,773,000 | 1,040 |
| Other domestic debt securities | $1,364,000 | 1,420 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $1,064,000 | 106 |
| Other domestic debt securities - All other | $300,000 | 1,420 |
| 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 | $53,480,000 | 947 |
| Mortgage-backed securities | $89,228,000 | 694 |
| Certificates of participation in pools of residential mortgages | $88,703,000 | 448 |
| Issued or guaranteed by U.S. | $88,703,000 | 446 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $525,000 | 2,590 |
| CMOs issued by government agencies or sponsored agencies | $525,000 | 2,543 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $130,837,000 | 913 |
| Total debt securities | $130,836,000 | 1,011 |
| Structured notes | ||
| Amortized cost | $1,333,000 | 530 |
| Fair value | $1,064,000 | 552 |
| 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 | $134,072,000 | 994 |
| U.S. Government securities | $100,256,000 | 867 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $100,256,000 | 813 |
| Securities issued by states & political subdivisions | $32,449,000 | 1,087 |
| Other domestic debt securities | $1,367,000 | 1,404 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $1,067,000 | 102 |
| Other domestic debt securities - All other | $300,000 | 1,423 |
| 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 | $70,807,000 | 748 |
| Mortgage-backed securities | $91,494,000 | 675 |
| Certificates of participation in pools of residential mortgages | $90,956,000 | 441 |
| Issued or guaranteed by U.S. | $90,956,000 | 438 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $538,000 | 2,593 |
| CMOs issued by government agencies or sponsored agencies | $538,000 | 2,545 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $134,072,000 | 879 |
| Total debt securities | $134,072,000 | 979 |
| Structured notes | ||
| Amortized cost | $1,333,000 | 540 |
| Fair value | $1,067,000 | 561 |
| 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 | $130,599,000 | 1,018 |
| U.S. Government securities | $97,222,000 | 881 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $97,222,000 | 834 |
| Securities issued by states & political subdivisions | $31,990,000 | 1,103 |
| Other domestic debt securities | $1,387,000 | 1,366 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $1,087,000 | 116 |
| Other domestic debt securities - All other | $300,000 | 1,428 |
| 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 | $81,983,000 | 662 |
| Mortgage-backed securities | $88,602,000 | 691 |
| Certificates of participation in pools of residential mortgages | $88,048,000 | 453 |
| Issued or guaranteed by U.S. | $88,048,000 | 451 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $554,000 | 2,587 |
| CMOs issued by government agencies or sponsored agencies | $554,000 | 2,537 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $130,599,000 | 903 |
| Total debt securities | $130,600,000 | 1,004 |
| Structured notes | ||
| Amortized cost | $1,333,000 | 528 |
| Fair value | $1,087,000 | 544 |
| 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 | $111,537,000 | 1,197 |
| U.S. Government securities | $77,788,000 | 1,066 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $77,788,000 | 1,009 |
| Securities issued by states & political subdivisions | $32,356,000 | 1,131 |
| Other domestic debt securities | $1,393,000 | 1,520 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $1,093,000 | 123 |
| Other domestic debt securities - All other | $300,000 | 1,431 |
| 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 | $77,921,000 | 701 |
| Mortgage-backed securities | $74,065,000 | 801 |
| Certificates of participation in pools of residential mortgages | $73,478,000 | 524 |
| Issued or guaranteed by U.S. | $73,478,000 | 516 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $587,000 | 2,604 |
| CMOs issued by government agencies or sponsored agencies | $587,000 | 2,548 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $111,537,000 | 1,072 |
| Total debt securities | $111,538,000 | 1,180 |
| Structured notes | ||
| Amortized cost | $1,333,000 | 536 |
| Fair value | $1,093,000 | 553 |
| 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 | $85,704,000 | 1,498 |
| U.S. Government securities | $51,119,000 | 1,507 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $51,119,000 | 1,439 |
| Securities issued by states & political subdivisions | $32,693,000 | 1,143 |
| Other domestic debt securities | $1,892,000 | 1,245 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $1,092,000 | 132 |
| Other domestic debt securities - All other | $800,000 | 1,263 |
| 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 | $54,579,000 | 974 |
| Mortgage-backed securities | $46,851,000 | 1,123 |
| Certificates of participation in pools of residential mortgages | $46,228,000 | 767 |
| Issued or guaranteed by U.S. | $46,228,000 | 767 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $623,000 | 2,583 |
| CMOs issued by government agencies or sponsored agencies | $623,000 | 2,526 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $85,704,000 | 1,359 |
| Total debt securities | $85,705,000 | 1,476 |
| Structured notes | ||
| Amortized cost | $1,333,000 | 522 |
| Fair value | $1,092,000 | 540 |
| 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 | $89,727,000 | 1,469 |
| U.S. Government securities | $54,121,000 | 1,438 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $54,121,000 | 1,380 |
| Securities issued by states & political subdivisions | $33,755,000 | 1,148 |
| Other domestic debt securities | $1,851,000 | 1,252 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $1,051,000 | 143 |
| Other domestic debt securities - All other | $800,000 | 1,296 |
| 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 | $51,691,000 | 1,031 |
| Mortgage-backed securities | $49,742,000 | 1,085 |
| Certificates of participation in pools of residential mortgages | $49,081,000 | 745 |
| Issued or guaranteed by U.S. | $49,081,000 | 745 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $661,000 | 2,561 |
| CMOs issued by government agencies or sponsored agencies | $661,000 | 2,500 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $89,727,000 | 1,332 |
| Total debt securities | $89,727,000 | 1,446 |
| Structured notes | ||
| Amortized cost | $1,333,000 | 524 |
| Fair value | $1,051,000 | 545 |
| 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 | $93,033,000 | 1,433 |
| U.S. Government securities | $57,019,000 | 1,400 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $57,019,000 | 1,342 |
| Securities issued by states & political subdivisions | $34,238,000 | 1,145 |
| Other domestic debt securities | $1,776,000 | 1,295 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $976,000 | 157 |
| Other domestic debt securities - All other | $800,000 | 1,321 |
| 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 | $58,749,000 | 940 |
| Mortgage-backed securities | $52,621,000 | 1,055 |
| Certificates of participation in pools of residential mortgages | $51,921,000 | 726 |
| Issued or guaranteed by U.S. | $51,921,000 | 726 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $700,000 | 2,548 |
| CMOs issued by government agencies or sponsored agencies | $700,000 | 2,491 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $93,033,000 | 1,290 |
| Total debt securities | $93,034,000 | 1,415 |
| Structured notes | ||
| Amortized cost | $1,333,000 | 553 |
| Fair value | $976,000 | 672 |
| 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 | $98,796,000 | 1,384 |
| U.S. Government securities | $60,607,000 | 1,364 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $60,607,000 | 1,306 |
| Securities issued by states & political subdivisions | $36,413,000 | 1,104 |
| Other domestic debt securities | $1,776,000 | 1,319 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $976,000 | 158 |
| Other domestic debt securities - All other | $800,000 | 1,350 |
| 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 | $63,993,000 | 892 |
| Mortgage-backed securities | $55,122,000 | 1,042 |
| Certificates of participation in pools of residential mortgages | $54,384,000 | 718 |
| Issued or guaranteed by U.S. | $54,384,000 | 718 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $738,000 | 2,557 |
| CMOs issued by government agencies or sponsored agencies | $738,000 | 2,494 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $98,796,000 | 1,235 |
| Total debt securities | $98,796,000 | 1,363 |
| Structured notes | ||
| Amortized cost | $999,000 | 718 |
| Fair value | $999,000 | 641 |
| 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 | $99,593,000 | 1,393 |
| U.S. Government securities | $60,742,000 | 1,381 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $60,742,000 | 1,313 |
| Securities issued by states & political subdivisions | $37,075,000 | 1,091 |
| Other domestic debt securities | $1,776,000 | 1,333 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $976,000 | 154 |
| Other domestic debt securities - All other | $800,000 | 1,373 |
| 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 | $78,430,000 | 760 |
| Mortgage-backed securities | $55,303,000 | 1,056 |
| Certificates of participation in pools of residential mortgages | $54,543,000 | 729 |
| Issued or guaranteed by U.S. | $54,543,000 | 729 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $760,000 | 2,591 |
| CMOs issued by government agencies or sponsored agencies | $760,000 | 2,526 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $99,593,000 | 1,241 |
| Total debt securities | $99,594,000 | 1,377 |
| Structured notes | ||
| Amortized cost | $998,000 | 753 |
| Fair value | $990,000 | 705 |
| 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 | $94,973,000 | 1,448 |
| U.S. Government securities | $58,065,000 | 1,414 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $58,065,000 | 1,351 |
| Securities issued by states & political subdivisions | $35,160,000 | 1,147 |
| Other domestic debt securities | $1,748,000 | 1,343 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $948,000 | 161 |
| Other domestic debt securities - All other | $800,000 | 1,377 |
| 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 | $61,848,000 | 905 |
| Mortgage-backed securities | $54,606,000 | 1,056 |
| Certificates of participation in pools of residential mortgages | $53,815,000 | 742 |
| Issued or guaranteed by U.S. | $53,815,000 | 742 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $791,000 | 2,586 |
| CMOs issued by government agencies or sponsored agencies | $791,000 | 2,511 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $94,973,000 | 1,284 |
| Total debt securities | $94,974,000 | 1,430 |
| Structured notes | ||
| Amortized cost | $998,000 | 743 |
| Fair value | $993,000 | 676 |
| 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 | $86,939,000 | 1,554 |
| U.S. Government securities | $47,767,000 | 1,635 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $47,767,000 | 1,564 |
| Securities issued by states & political subdivisions | $37,396,000 | 1,082 |
| Other domestic debt securities | $1,776,000 | 1,342 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $976,000 | 159 |
| Other domestic debt securities - All other | $800,000 | 1,379 |
| 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 | $61,399,000 | 924 |
| Mortgage-backed securities | $44,260,000 | 1,220 |
| Certificates of participation in pools of residential mortgages | $43,413,000 | 869 |
| Issued or guaranteed by U.S. | $43,413,000 | 869 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $847,000 | 2,584 |
| CMOs issued by government agencies or sponsored agencies | $847,000 | 2,515 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $86,939,000 | 1,398 |
| Total debt securities | $86,939,000 | 1,530 |
| Structured notes | ||
| Amortized cost | $997,000 | 742 |
| Fair value | $1,000,000 | 653 |
| 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 | $89,412,000 | 1,527 |
| U.S. Government securities | $48,455,000 | 1,671 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $48,455,000 | 1,589 |
| Securities issued by states & political subdivisions | $39,043,000 | 1,040 |
| Other domestic debt securities | $1,914,000 | 1,340 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $1,114,000 | 155 |
| Other domestic debt securities - All other | $800,000 | 1,385 |
| 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 | $45,779,000 | 1,188 |
| Mortgage-backed securities | $44,925,000 | 1,213 |
| Certificates of participation in pools of residential mortgages | $44,043,000 | 876 |
| Issued or guaranteed by U.S. | $44,043,000 | 873 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $882,000 | 2,591 |
| CMOs issued by government agencies or sponsored agencies | $882,000 | 2,514 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $89,412,000 | 1,364 |
| Total debt securities | $89,411,000 | 1,505 |
| Structured notes | ||
| Amortized cost | $996,000 | 861 |
| Fair value | $1,000,000 | 780 |
| 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 | $95,380,000 | 1,459 |
| U.S. Government securities | $55,768,000 | 1,525 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $55,768,000 | 1,456 |
| Securities issued by states & political subdivisions | $37,680,000 | 1,058 |
| Other domestic debt securities | $1,932,000 | 1,336 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $1,132,000 | 154 |
| Other domestic debt securities - All other | $800,000 | 1,396 |
| 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 | $55,761,000 | 1,041 |
| Mortgage-backed securities | $52,255,000 | 1,108 |
| Certificates of participation in pools of residential mortgages | $50,323,000 | 797 |
| Issued or guaranteed by U.S. | $50,323,000 | 796 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,932,000 | 2,238 |
| CMOs issued by government agencies or sponsored agencies | $1,932,000 | 2,175 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $95,380,000 | 1,297 |
| Total debt securities | $95,378,000 | 1,439 |
| Structured notes | ||
| Amortized cost | $996,000 | 1,008 |
| Fair value | $998,000 | 966 |
| 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 | $91,686,000 | 1,523 |
| U.S. Government securities | $51,634,000 | 1,648 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $51,634,000 | 1,566 |
| Securities issued by states & political subdivisions | $38,057,000 | 1,051 |
| Other domestic debt securities | $1,995,000 | 1,286 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $1,195,000 | 148 |
| Other domestic debt securities - All other | $800,000 | 1,395 |
| 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 | $57,468,000 | 1,020 |
| Mortgage-backed securities | $48,633,000 | 1,169 |
| Certificates of participation in pools of residential mortgages | $46,476,000 | 847 |
| Issued or guaranteed by U.S. | $46,476,000 | 846 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,157,000 | 2,189 |
| CMOs issued by government agencies or sponsored agencies | $2,157,000 | 2,127 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $91,686,000 | 1,352 |
| Total debt securities | $91,684,000 | 1,505 |
| Structured notes | ||
| Amortized cost | $995,000 | 1,119 |
| Fair value | $992,000 | 1,078 |
| 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 | $76,612,000 | 1,778 |
| U.S. Government securities | $37,622,000 | 2,131 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $37,622,000 | 2,049 |
| Securities issued by states & political subdivisions | $36,998,000 | 1,072 |
| Other domestic debt securities | $1,992,000 | 1,313 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $1,192,000 | 148 |
| Other domestic debt securities - All other | $800,000 | 1,385 |
| 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 | $28,074,000 | 1,740 |
| Mortgage-backed securities | $35,600,000 | 1,448 |
| Certificates of participation in pools of residential mortgages | $33,290,000 | 1,074 |
| Issued or guaranteed by U.S. | $33,290,000 | 1,073 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,310,000 | 2,163 |
| CMOs issued by government agencies or sponsored agencies | $2,310,000 | 2,099 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $76,612,000 | 1,603 |
| Total debt securities | $76,613,000 | 1,754 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $82,198,000 | 1,711 |
| U.S. Government securities | $43,717,000 | 1,964 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $43,717,000 | 1,882 |
| Securities issued by states & political subdivisions | $36,469,000 | 1,068 |
| Other domestic debt securities | $2,012,000 | 1,304 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $1,212,000 | 151 |
| Other domestic debt securities - All other | $800,000 | 1,399 |
| 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 | $34,768,000 | 1,485 |
| Mortgage-backed securities | $40,681,000 | 1,368 |
| Certificates of participation in pools of residential mortgages | $38,241,000 | 1,010 |
| Issued or guaranteed by U.S. | $38,241,000 | 1,009 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,440,000 | 2,187 |
| CMOs issued by government agencies or sponsored agencies | $2,440,000 | 2,119 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $82,198,000 | 1,530 |
| Total debt securities | $82,199,000 | 1,691 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $85,439,000 | 1,662 |
| U.S. Government securities | $46,279,000 | 1,929 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $46,279,000 | 1,850 |
| Securities issued by states & political subdivisions | $37,147,000 | 1,038 |
| Other domestic debt securities | $2,013,000 | 1,335 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $1,513,000 | 129 |
| Other domestic debt securities - All other | $500,000 | 1,570 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,150,000 | 1,458 |
| Mortgage-backed securities | $43,242,000 | 1,332 |
| Certificates of participation in pools of residential mortgages | $40,704,000 | 975 |
| Issued or guaranteed by U.S. | $40,704,000 | 975 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,538,000 | 2,195 |
| CMOs issued by government agencies or sponsored agencies | $2,538,000 | 2,119 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $85,439,000 | 1,488 |
| Total debt securities | $85,438,000 | 1,640 |
| 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 | $86,627,000 | 1,658 |
| U.S. Government securities | $48,138,000 | 1,877 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $48,138,000 | 1,808 |
| Securities issued by states & political subdivisions | $36,493,000 | 1,048 |
| Other domestic debt securities | $1,996,000 | 1,363 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $1,496,000 | 136 |
| Other domestic debt securities - All other | $500,000 | 1,590 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,172,000 | 1,444 |
| Mortgage-backed securities | $45,125,000 | 1,320 |
| Certificates of participation in pools of residential mortgages | $42,522,000 | 960 |
| Issued or guaranteed by U.S. | $42,522,000 | 957 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,603,000 | 2,232 |
| CMOs issued by government agencies or sponsored agencies | $2,603,000 | 2,158 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $86,627,000 | 1,470 |
| Total debt securities | $86,628,000 | 1,640 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $81,266,000 | 1,779 |
| U.S. Government securities | $48,977,000 | 1,895 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $48,977,000 | 1,823 |
| Securities issued by states & political subdivisions | $30,292,000 | 1,279 |
| Other domestic debt securities | $1,997,000 | 1,409 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $1,497,000 | 138 |
| Other domestic debt securities - All other | $500,000 | 1,638 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,430,000 | 1,364 |
| Mortgage-backed securities | $46,984,000 | 1,301 |
| Certificates of participation in pools of residential mortgages | $40,846,000 | 1,003 |
| Issued or guaranteed by U.S. | $40,846,000 | 1,002 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $6,138,000 | 1,678 |
| CMOs issued by government agencies or sponsored agencies | $6,138,000 | 1,604 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $81,266,000 | 1,592 |
| Total debt securities | $81,266,000 | 1,756 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $71,598,000 | 2,011 |
| U.S. Government securities | $43,801,000 | 2,100 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $43,801,000 | 2,022 |
| Securities issued by states & political subdivisions | $25,815,000 | 1,491 |
| Other domestic debt securities | $1,982,000 | 1,459 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $1,482,000 | 140 |
| Other domestic debt securities - All other | $500,000 | 1,683 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,528,000 | 1,273 |
| Mortgage-backed securities | $43,801,000 | 1,407 |
| Certificates of participation in pools of residential mortgages | $37,989,000 | 1,092 |
| Issued or guaranteed by U.S. | $37,989,000 | 1,092 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,812,000 | 1,733 |
| CMOs issued by government agencies or sponsored agencies | $5,812,000 | 1,657 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $71,598,000 | 1,810 |
| Total debt securities | $71,596,000 | 1,990 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $60,414,000 | 2,331 |
| U.S. Government securities | $31,484,000 | 2,679 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $31,484,000 | 2,602 |
| Securities issued by states & political subdivisions | $26,954,000 | 1,418 |
| Other domestic debt securities | $1,976,000 | 1,495 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $1,476,000 | 140 |
| Other domestic debt securities - All other | $500,000 | 1,703 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,881,000 | 1,178 |
| Mortgage-backed securities | $31,484,000 | 1,803 |
| Certificates of participation in pools of residential mortgages | $28,385,000 | 1,369 |
| Issued or guaranteed by U.S. | $28,385,000 | 1,368 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $3,099,000 | 2,177 |
| CMOs issued by government agencies or sponsored agencies | $3,099,000 | 2,110 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $60,414,000 | 2,108 |
| Total debt securities | $60,413,000 | 2,311 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $61,761,000 | 2,268 |
| U.S. Government securities | $33,046,000 | 2,591 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $33,046,000 | 2,521 |
| Securities issued by states & political subdivisions | $26,800,000 | 1,429 |
| Other domestic debt securities | $1,915,000 | 1,552 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $1,415,000 | 158 |
| Other domestic debt securities - All other | $500,000 | 1,741 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,513,000 | 1,366 |
| Mortgage-backed securities | $33,046,000 | 1,733 |
| Certificates of participation in pools of residential mortgages | $29,701,000 | 1,327 |
| Issued or guaranteed by U.S. | $29,701,000 | 1,326 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $3,345,000 | 2,124 |
| CMOs issued by government agencies or sponsored agencies | $3,345,000 | 2,047 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $61,761,000 | 2,049 |
| Total debt securities | $61,763,000 | 2,248 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $64,624,000 | 2,196 |
| U.S. Government securities | $34,979,000 | 2,491 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $34,979,000 | 2,422 |
| Securities issued by states & political subdivisions | $27,725,000 | 1,381 |
| Other domestic debt securities | $1,920,000 | 1,597 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $1,420,000 | 169 |
| Other domestic debt securities - All other | $500,000 | 1,784 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,981,000 | 1,333 |
| Mortgage-backed securities | $34,979,000 | 1,664 |
| Certificates of participation in pools of residential mortgages | $31,385,000 | 1,268 |
| Issued or guaranteed by U.S. | $31,385,000 | 1,265 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $3,594,000 | 2,111 |
| CMOs issued by government agencies or sponsored agencies | $3,594,000 | 2,031 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $64,624,000 | 1,980 |
| Total debt securities | $64,624,000 | 2,174 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $61,955,000 | 2,266 |
| U.S. Government securities | $33,607,000 | 2,554 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $33,607,000 | 2,482 |
| Securities issued by states & political subdivisions | $25,575,000 | 1,465 |
| Other domestic debt securities | $2,773,000 | 1,376 |
| 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 | $1,373,000 | 163 |
| Other domestic debt securities - All other | $1,400,000 | 1,389 |
| 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 | $42,422,000 | 1,295 |
| Mortgage-backed securities | $33,607,000 | 1,725 |
| Certificates of participation in pools of residential mortgages | $29,697,000 | 1,322 |
| Issued or guaranteed by U.S. | $29,697,000 | 1,322 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,910,000 | 2,096 |
| CMOs issued by government agencies or sponsored agencies | $3,910,000 | 2,005 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $61,955,000 | 2,066 |
| Total debt securities | $61,954,000 | 2,243 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $60,553,000 | 2,328 |
| U.S. Government securities | $36,899,000 | 2,426 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $36,899,000 | 2,362 |
| Securities issued by states & political subdivisions | $20,903,000 | 1,744 |
| Other domestic debt securities | $2,751,000 | 1,388 |
| 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 | $1,351,000 | 159 |
| Other domestic debt securities - All other | $1,400,000 | 1,375 |
| 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 | $31,932,000 | 1,611 |
| Mortgage-backed securities | $36,899,000 | 1,641 |
| Certificates of participation in pools of residential mortgages | $32,413,000 | 1,253 |
| Issued or guaranteed by U.S. | $32,413,000 | 1,251 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,486,000 | 2,056 |
| CMOs issued by government agencies or sponsored agencies | $4,486,000 | 1,972 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $60,553,000 | 2,143 |
| Total debt securities | $60,553,000 | 2,298 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $63,898,000 | 2,183 |
| U.S. Government securities | $40,354,000 | 2,205 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $40,354,000 | 2,148 |
| Securities issued by states & political subdivisions | $20,804,000 | 1,738 |
| Other domestic debt securities | $2,740,000 | 1,368 |
| 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 | $1,340,000 | 157 |
| Other domestic debt securities - All other | $1,400,000 | 1,337 |
| 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 | $42,716,000 | 1,285 |
| Mortgage-backed securities | $40,354,000 | 1,527 |
| Certificates of participation in pools of residential mortgages | $35,371,000 | 1,150 |
| Issued or guaranteed by U.S. | $35,371,000 | 1,148 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $4,983,000 | 2,044 |
| CMOs issued by government agencies or sponsored agencies | $4,983,000 | 1,957 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $63,898,000 | 2,001 |
| Total debt securities | $63,897,000 | 2,161 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $69,644,000 | 2,055 |
| U.S. Government securities | $44,024,000 | 2,115 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $44,024,000 | 2,066 |
| Securities issued by states & political subdivisions | $22,847,000 | 1,553 |
| Other domestic debt securities | $2,773,000 | 1,407 |
| 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 | $1,373,000 | 157 |
| Other domestic debt securities - All other | $1,400,000 | 1,383 |
| 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 | $30,286,000 | 1,653 |
| Mortgage-backed securities | $44,024,000 | 1,502 |
| Certificates of participation in pools of residential mortgages | $38,581,000 | 1,133 |
| Issued or guaranteed by U.S. | $38,581,000 | 1,133 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $5,443,000 | 2,047 |
| CMOs issued by government agencies or sponsored agencies | $5,443,000 | 1,957 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $69,644,000 | 1,863 |
| Total debt securities | $69,643,000 | 2,029 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $64,407,000 | 2,181 |
| U.S. Government securities | $38,775,000 | 2,369 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $38,775,000 | 2,319 |
| Securities issued by states & political subdivisions | $22,967,000 | 1,499 |
| Other domestic debt securities | $2,665,000 | 1,443 |
| 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 | $1,265,000 | 161 |
| Other domestic debt securities - All other | $1,400,000 | 1,392 |
| 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 | $31,774,000 | 1,625 |
| Mortgage-backed securities | $38,775,000 | 1,681 |
| Certificates of participation in pools of residential mortgages | $32,979,000 | 1,313 |
| Issued or guaranteed by U.S. | $32,979,000 | 1,312 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,796,000 | 2,007 |
| CMOs issued by government agencies or sponsored agencies | $5,796,000 | 1,905 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $64,407,000 | 1,992 |
| Total debt securities | $64,406,000 | 2,158 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $67,296,000 | 2,095 |
| U.S. Government securities | $41,695,000 | 2,252 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $41,695,000 | 2,200 |
| Securities issued by states & political subdivisions | $22,986,000 | 1,445 |
| Other domestic debt securities | $2,615,000 | 1,425 |
| 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 | $1,215,000 | 161 |
| Other domestic debt securities - All other | $1,400,000 | 1,376 |
| 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 | $32,821,000 | 1,578 |
| Mortgage-backed securities | $41,695,000 | 1,595 |
| Certificates of participation in pools of residential mortgages | $35,552,000 | 1,216 |
| Issued or guaranteed by U.S. | $35,552,000 | 1,215 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,143,000 | 1,987 |
| CMOs issued by government agencies or sponsored agencies | $6,143,000 | 1,884 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $67,296,000 | 1,914 |
| Total debt securities | $67,295,000 | 2,079 |
| 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 | $60,579,000 | 2,246 |
| U.S. Government securities | $34,903,000 | 2,488 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $34,903,000 | 2,430 |
| Securities issued by states & political subdivisions | $23,093,000 | 1,395 |
| Other domestic debt securities | $2,583,000 | 1,416 |
| 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 | $1,183,000 | 150 |
| Other domestic debt securities - All other | $1,400,000 | 1,279 |
| 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 | $34,022,000 | 1,448 |
| Mortgage-backed securities | $34,903,000 | 1,731 |
| Certificates of participation in pools of residential mortgages | $28,476,000 | 1,388 |
| Issued or guaranteed by U.S. | $28,476,000 | 1,385 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $6,427,000 | 1,923 |
| CMOs issued by government agencies or sponsored agencies | $6,427,000 | 1,751 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $60,579,000 | 2,031 |
| Total debt securities | $60,578,000 | 2,226 |
| 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 | $64,288,000 | 2,065 |
| U.S. Government securities | $38,613,000 | 2,234 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $38,613,000 | 2,173 |
| Securities issued by states & political subdivisions | $23,052,000 | 1,346 |
| Other domestic debt securities | $2,623,000 | 1,428 |
| 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 | $1,223,000 | 153 |
| Other domestic debt securities - All other | $1,400,000 | 1,267 |
| 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 | $35,422,000 | 1,381 |
| Mortgage-backed securities | $38,613,000 | 1,546 |
| Certificates of participation in pools of residential mortgages | $31,905,000 | 1,221 |
| Issued or guaranteed by U.S. | $31,905,000 | 1,217 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $6,708,000 | 1,876 |
| CMOs issued by government agencies or sponsored agencies | $6,708,000 | 1,704 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $64,288,000 | 1,871 |
| Total debt securities | $64,286,000 | 2,047 |
| 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 | $66,253,000 | 2,004 |
| U.S. Government securities | $40,514,000 | 2,205 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $40,514,000 | 2,139 |
| Securities issued by states & political subdivisions | $22,874,000 | 1,307 |
| Other domestic debt securities | $2,865,000 | 1,319 |
| 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 | $1,465,000 | 151 |
| Other domestic debt securities - All other | $1,400,000 | 1,181 |
| 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 | $33,293,000 | 1,479 |
| Mortgage-backed securities | $40,514,000 | 1,458 |
| Certificates of participation in pools of residential mortgages | $33,579,000 | 1,122 |
| Issued or guaranteed by U.S. | $33,579,000 | 1,117 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $6,935,000 | 1,838 |
| CMOs issued by government agencies or sponsored agencies | $6,935,000 | 1,661 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $66,253,000 | 1,815 |
| Total debt securities | $66,253,000 | 1,984 |
| 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 | $56,892,000 | 2,272 |
| U.S. Government securities | $32,201,000 | 2,638 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $32,201,000 | 2,559 |
| Securities issued by states & political subdivisions | $22,238,000 | 1,313 |
| Other domestic debt securities | $2,453,000 | 1,445 |
| 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 | $1,053,000 | 165 |
| Other domestic debt securities - All other | $1,400,000 | 1,212 |
| 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 | $27,701,000 | 1,708 |
| Mortgage-backed securities | $29,689,000 | 1,797 |
| Certificates of participation in pools of residential mortgages | $23,443,000 | 1,453 |
| Issued or guaranteed by U.S. | $23,443,000 | 1,448 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $6,246,000 | 1,844 |
| CMOs issued by government agencies or sponsored agencies | $6,246,000 | 1,659 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $56,892,000 | 2,054 |
| Total debt securities | $56,892,000 | 2,247 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,826 |
| Fair value | $2,512,000 | 1,823 |
| 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 | $57,980,000 | 2,149 |
| U.S. Government securities | $33,936,000 | 2,411 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $33,936,000 | 2,329 |
| Securities issued by states & political subdivisions | $21,433,000 | 1,343 |
| Other domestic debt securities | $2,611,000 | 1,503 |
| 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 | $1,211,000 | 157 |
| Other domestic debt securities - All other | $1,400,000 | 1,217 |
| 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 | $27,487,000 | 1,701 |
| Mortgage-backed securities | $31,439,000 | 1,672 |
| Certificates of participation in pools of residential mortgages | $24,941,000 | 1,341 |
| Issued or guaranteed by U.S. | $24,941,000 | 1,334 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,498,000 | 1,800 |
| CMOs issued by government agencies or sponsored agencies | $6,498,000 | 1,606 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $57,980,000 | 1,943 |
| Total debt securities | $57,979,000 | 2,122 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,681 |
| Fair value | $2,497,000 | 1,701 |
| 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 | $42,407,000 | 2,735 |
| U.S. Government securities | $18,435,000 | 3,616 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $18,435,000 | 3,514 |
| Securities issued by states & political subdivisions | $21,404,000 | 1,291 |
| Other domestic debt securities | $2,568,000 | 1,559 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $1,168,000 | 175 |
| Other domestic debt securities - All other | $1,400,000 | 1,213 |
| 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 | $24,614,000 | 1,861 |
| Mortgage-backed securities | $8,848,000 | 3,317 |
| Certificates of participation in pools of residential mortgages | $8,848,000 | 2,591 |
| Issued or guaranteed by U.S. | $8,848,000 | 2,584 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $42,407,000 | 2,456 |
| Total debt securities | $42,406,000 | 2,705 |
| Structured notes | ||
| Amortized cost | $7,495,000 | 818 |
| Fair value | $7,551,000 | 811 |
| 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 | $47,486,000 | 2,480 |
| U.S. Government securities | $24,155,000 | 3,087 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $24,155,000 | 3,001 |
| Securities issued by states & political subdivisions | $20,735,000 | 1,248 |
| Other domestic debt securities | $2,596,000 | 1,553 |
| 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 | $1,196,000 | 178 |
| Other domestic debt securities - All other | $1,400,000 | 1,173 |
| 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 | $25,981,000 | 1,792 |
| Mortgage-backed securities | $9,550,000 | 3,216 |
| Certificates of participation in pools of residential mortgages | $9,550,000 | 2,502 |
| Issued or guaranteed by U.S. | $9,550,000 | 2,496 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $47,486,000 | 2,216 |
| Total debt securities | $47,486,000 | 2,453 |
| Structured notes | ||
| Amortized cost | $11,394,000 | 586 |
| Fair value | $11,434,000 | 589 |
| 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 | $46,958,000 | 2,523 |
| U.S. Government securities | $23,408,000 | 3,214 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $23,408,000 | 3,133 |
| Securities issued by states & political subdivisions | $20,745,000 | 1,217 |
| Other domestic debt securities | $2,805,000 | 1,552 |
| 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 | $1,405,000 | 176 |
| Other domestic debt securities - All other | $1,400,000 | 1,190 |
| 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 | $31,186,000 | 1,616 |
| Mortgage-backed securities | $10,850,000 | 3,097 |
| Certificates of participation in pools of residential mortgages | $10,850,000 | 2,407 |
| Issued or guaranteed by U.S. | $10,850,000 | 2,403 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $46,958,000 | 2,247 |
| Total debt securities | $46,950,000 | 2,497 |
| Structured notes | ||
| Amortized cost | $9,400,000 | 583 |
| Fair value | $9,392,000 | 584 |
| Trading account assets | $319,000 | 192 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $42,547,000 | 2,726 |
| U.S. Government securities | $19,240,000 | 3,610 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $19,240,000 | 3,533 |
| Securities issued by states & political subdivisions | $20,656,000 | 1,213 |
| Other domestic debt securities | $2,651,000 | 1,622 |
| 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 | $1,251,000 | 196 |
| Other domestic debt securities - All other | $1,400,000 | 1,214 |
| 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 | $31,168,000 | 1,609 |
| Mortgage-backed securities | $6,320,000 | 3,876 |
| Certificates of participation in pools of residential mortgages | $6,320,000 | 3,223 |
| Issued or guaranteed by U.S. | $6,320,000 | 3,216 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $42,547,000 | 2,433 |
| Total debt securities | $42,546,000 | 2,706 |
| Structured notes | ||
| Amortized cost | $9,900,000 | 437 |
| Fair value | $9,773,000 | 436 |
| Trading account assets | $284,000 | 196 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $36,821,000 | 3,039 |
| U.S. Government securities | $11,301,000 | 4,746 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $11,301,000 | 4,656 |
| Securities issued by states & political subdivisions | $22,060,000 | 1,126 |
| Other domestic debt securities | $3,460,000 | 1,531 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $2,060,000 | 173 |
| Other domestic debt securities - All other | $1,400,000 | 1,311 |
| 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 | $31,457,000 | 1,594 |
| Mortgage-backed securities | $2,256,000 | 4,997 |
| Certificates of participation in pools of residential mortgages | $2,256,000 | 4,498 |
| Issued or guaranteed by U.S. | $2,256,000 | 4,491 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $36,821,000 | 2,713 |
| Total debt securities | $36,820,000 | 3,012 |
| Structured notes | ||
| Amortized cost | $6,400,000 | 436 |
| Fair value | $6,365,000 | 436 |
| Trading account assets | $257,000 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $36,291,000 | 3,010 |
| U.S. Government securities | $13,525,000 | 4,371 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $13,525,000 | 4,271 |
| Securities issued by states & political subdivisions | $20,072,000 | 1,200 |
| Other domestic debt securities | $2,694,000 | 1,733 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $1,400,000 | 217 |
| Other domestic debt securities - All other | $1,294,000 | 1,378 |
| 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 | $25,938,000 | 1,868 |
| Mortgage-backed securities | $2,558,000 | 4,938 |
| Certificates of participation in pools of residential mortgages | $2,558,000 | 4,448 |
| Issued or guaranteed by U.S. | $2,558,000 | 4,435 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $36,291,000 | 2,690 |
| Total debt securities | $36,291,000 | 2,978 |
| Structured notes | ||
| Amortized cost | $1,400,000 | 999 |
| Fair value | $1,309,000 | 1,014 |
| Trading account assets | $179,000 | 218 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $37,111,000 | 2,973 |
| U.S. Government securities | $17,031,000 | 3,888 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $17,031,000 | 3,814 |
| Securities issued by states & political subdivisions | $16,625,000 | 1,390 |
| Other domestic debt securities | $3,455,000 | 1,487 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,455,000 | 842 |
| 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 | $25,734,000 | 1,897 |
| Mortgage-backed securities | $9,434,000 | 3,507 |
| Certificates of participation in pools of residential mortgages | $9,434,000 | 2,859 |
| Issued or guaranteed by U.S. | $9,434,000 | 2,843 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $37,111,000 | 2,653 |
| Total debt securities | $37,111,000 | 2,937 |
| Structured notes | ||
| Amortized cost | $900,000 | 1,078 |
| Fair value | $817,000 | 1,104 |
| Trading account assets | $152,000 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $33,588,000 | 3,192 |
| U.S. Government securities | $13,936,000 | 4,407 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $13,936,000 | 4,324 |
| Securities issued by states & political subdivisions | $15,910,000 | 1,427 |
| Other domestic debt securities | $3,742,000 | 1,393 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,742,000 | 780 |
| 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 | $17,700,000 | 2,501 |
| Mortgage-backed securities | $6,274,000 | 4,015 |
| Certificates of participation in pools of residential mortgages | $6,274,000 | 3,422 |
| Issued or guaranteed by U.S. | $6,274,000 | 3,410 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $33,588,000 | 2,837 |
| Total debt securities | $33,588,000 | 3,148 |
| Structured notes | ||
| Amortized cost | $900,000 | 1,142 |
| Fair value | $884,000 | 1,142 |
| Trading account assets | $165,000 | 218 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $37,773,000 | 2,868 |
| U.S. Government securities | $16,259,000 | 4,012 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $16,259,000 | 3,936 |
| Securities issued by states & political subdivisions | $17,709,000 | 1,243 |
| Other domestic debt securities | $3,805,000 | 1,371 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,805,000 | 755 |
| 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 | $22,129,000 | 2,104 |
| Mortgage-backed securities | $6,144,000 | 3,946 |
| Certificates of participation in pools of residential mortgages | $6,144,000 | 3,349 |
| Issued or guaranteed by U.S. | $6,144,000 | 3,337 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $37,773,000 | 2,536 |
| Total debt securities | $37,772,000 | 2,827 |
| Structured notes | ||
| Amortized cost | $900,000 | 1,108 |
| Fair value | $884,000 | 1,109 |
| Trading account assets | $139,000 | 228 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $37,873,000 | 2,901 |
| U.S. Government securities | $16,166,000 | 4,053 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $16,166,000 | 3,984 |
| Securities issued by states & political subdivisions | $17,755,000 | 1,260 |
| Other domestic debt securities | $3,952,000 | 1,390 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,952,000 | 813 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,550,000 | 2,054 |
| Mortgage-backed securities | $6,133,000 | 3,920 |
| Certificates of participation in pools of residential mortgages | $6,133,000 | 3,325 |
| Issued or guaranteed by U.S. | $6,133,000 | 3,308 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $37,873,000 | 2,575 |
| Total debt securities | $37,874,000 | 2,867 |
| Structured notes | ||
| Amortized cost | $900,000 | 1,166 |
| Fair value | $908,000 | 1,157 |
| Trading account assets | $121,000 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $40,475,000 | 2,732 |
| U.S. Government securities | $18,871,000 | 3,663 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $18,871,000 | 3,597 |
| Securities issued by states & political subdivisions | $17,945,000 | 1,253 |
| Other domestic debt securities | $3,659,000 | 1,382 |
| 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 | $3,659,000 | 840 |
| 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 | $27,148,000 | 1,761 |
| Mortgage-backed securities | $6,613,000 | 3,736 |
| Certificates of participation in pools of residential mortgages | $6,613,000 | 3,126 |
| Issued or guaranteed by U.S. | $6,613,000 | 3,113 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $40,475,000 | 2,429 |
| Total debt securities | $40,481,000 | 2,696 |
| Structured notes | ||
| Amortized cost | $900,000 | 1,269 |
| Fair value | $909,000 | 1,265 |
| Trading account assets | $94,000 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $46,466,000 | 2,447 |
| U.S. Government securities | $24,606,000 | 3,094 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $24,606,000 | 3,028 |
| Securities issued by states & political subdivisions | $18,194,000 | 1,206 |
| Other domestic debt securities | $3,666,000 | 1,295 |
| 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 | $3,666,000 | 801 |
| 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 | $27,336,000 | 1,735 |
| Mortgage-backed securities | $6,711,000 | 3,443 |
| Certificates of participation in pools of residential mortgages | $6,711,000 | 2,828 |
| Issued or guaranteed by U.S. | $6,711,000 | 2,814 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $46,466,000 | 2,140 |
| Total debt securities | $46,468,000 | 2,403 |
| Structured notes | ||
| Amortized cost | $900,000 | 1,730 |
| Fair value | $910,000 | 1,726 |
| Trading account assets | $71,000 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $54,089,000 | 2,134 |
| U.S. Government securities | $34,380,000 | 2,382 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $34,380,000 | 2,331 |
| Securities issued by states & political subdivisions | $17,801,000 | 1,202 |
| Other domestic debt securities | $1,908,000 | 1,626 |
| 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 | $1,908,000 | 1,090 |
| 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 | $27,173,000 | 1,715 |
| Mortgage-backed securities | $6,881,000 | 3,260 |
| Certificates of participation in pools of residential mortgages | $6,881,000 | 2,636 |
| Issued or guaranteed by U.S. | $6,881,000 | 2,624 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $54,089,000 | 1,850 |
| Total debt securities | $54,088,000 | 2,090 |
| Structured notes | ||
| Amortized cost | $1,650,000 | 1,401 |
| Fair value | $1,651,000 | 1,398 |
| 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 | $39,500,000 | 2,801 |
| U.S. Government securities | $22,271,000 | 3,376 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $22,271,000 | 3,290 |
| Securities issued by states & political subdivisions | $15,312,000 | 1,372 |
| Other domestic debt securities | $1,917,000 | 1,553 |
| 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 | $1,917,000 | 1,048 |
| 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 | $18,545,000 | 2,308 |
| Mortgage-backed securities | $7,033,000 | 3,169 |
| Certificates of participation in pools of residential mortgages | $7,033,000 | 2,537 |
| Issued or guaranteed by U.S. | $7,033,000 | 2,525 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $39,500,000 | 2,447 |
| Total debt securities | $39,499,000 | 2,751 |
| Structured notes | ||
| Amortized cost | $1,650,000 | 1,480 |
| Fair value | $1,647,000 | 1,477 |
| 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 | $23,187,000 | 4,080 |
| U.S. Government securities | $14,239,000 | 4,561 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $14,239,000 | 4,443 |
| Securities issued by states & political subdivisions | $7,037,000 | 2,575 |
| Other domestic debt securities | $1,911,000 | 1,562 |
| 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 | $1,911,000 | 1,070 |
| 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 | $18,466,000 | 2,320 |
| Mortgage-backed securities | $6,956,000 | 3,179 |
| Certificates of participation in pools of residential mortgages | $6,956,000 | 2,556 |
| Issued or guaranteed by U.S. | $6,956,000 | 2,546 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $23,187,000 | 3,583 |
| Total debt securities | $23,187,000 | 4,031 |
| Structured notes | ||
| Amortized cost | $1,650,000 | 1,555 |
| Fair value | $1,646,000 | 1,554 |
| 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 | $19,903,000 | 4,565 |
| U.S. Government securities | $14,462,000 | 4,573 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $14,462,000 | 4,451 |
| Securities issued by states & political subdivisions | $3,548,000 | 3,591 |
| Other domestic debt securities | $1,893,000 | 1,565 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,893,000 | 1,089 |
| 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 | $10,971,000 | 3,255 |
| Mortgage-backed securities | $7,188,000 | 3,113 |
| Certificates of participation in pools of residential mortgages | $7,188,000 | 2,513 |
| Issued or guaranteed by U.S. | $7,188,000 | 2,499 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $19,903,000 | 4,005 |
| Total debt securities | $19,902,000 | 4,513 |
| Structured notes | ||
| Amortized cost | $1,650,000 | 1,655 |
| Fair value | $1,633,000 | 1,656 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $21,020,000 | 4,444 |
| U.S. Government securities | $17,965,000 | 4,049 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $17,965,000 | 3,938 |
| Securities issued by states & political subdivisions | $1,167,000 | 4,870 |
| Other domestic debt securities | $1,888,000 | 1,575 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,888,000 | 1,100 |
| 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 | $12,528,000 | 3,014 |
| Mortgage-backed securities | $9,554,000 | 2,697 |
| Certificates of participation in pools of residential mortgages | $9,554,000 | 2,154 |
| Issued or guaranteed by U.S. | $9,554,000 | 2,139 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $21,020,000 | 3,883 |
| Total debt securities | $21,019,000 | 4,392 |
| Structured notes | ||
| Amortized cost | $1,400,000 | 1,905 |
| Fair value | $1,362,000 | 1,915 |
| 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 | $17,895,000 | 4,864 |
| U.S. Government securities | $16,000,000 | 4,353 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $16,000,000 | 4,225 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $1,895,000 | 1,586 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,895,000 | 1,113 |
| 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 | $12,833,000 | 2,957 |
| Mortgage-backed securities | $9,951,000 | 2,635 |
| Certificates of participation in pools of residential mortgages | $9,951,000 | 2,115 |
| Issued or guaranteed by U.S. | $9,951,000 | 2,101 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $17,895,000 | 4,238 |
| Total debt securities | $17,894,000 | 4,815 |
| Structured notes | ||
| Amortized cost | $1,400,000 | 1,962 |
| Fair value | $1,361,000 | 1,966 |
| 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 | $14,566,000 | 5,438 |
| U.S. Government securities | $12,667,000 | 5,008 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $12,667,000 | 4,868 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $1,899,000 | 1,636 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,899,000 | 1,176 |
| 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 | $10,734,000 | 3,284 |
| Mortgage-backed securities | $9,536,000 | 2,732 |
| Certificates of participation in pools of residential mortgages | $9,536,000 | 2,215 |
| Issued or guaranteed by U.S. | $9,536,000 | 2,204 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $14,566,000 | 4,788 |
| Total debt securities | $14,564,000 | 5,390 |
| Structured notes | ||
| Amortized cost | $1,400,000 | 1,957 |
| Fair value | $1,365,000 | 1,963 |
| 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 | $15,097,000 | 5,355 |
| U.S. Government securities | $13,190,000 | 4,902 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $13,190,000 | 4,752 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $1,907,000 | 1,678 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,907,000 | 1,239 |
| 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 | $9,485,000 | 3,476 |
| Mortgage-backed securities | $10,043,000 | 2,684 |
| Certificates of participation in pools of residential mortgages | $10,043,000 | 2,155 |
| Issued or guaranteed by U.S. | $10,043,000 | 2,143 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $15,097,000 | 4,677 |
| Total debt securities | $15,097,000 | 5,303 |
| Structured notes | ||
| Amortized cost | $1,400,000 | 1,945 |
| Fair value | $1,383,000 | 1,947 |
| 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 | $15,933,000 | 5,224 |
| U.S. Government securities | $14,025,000 | 4,686 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $14,025,000 | 4,551 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $1,908,000 | 1,703 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,908,000 | 1,278 |
| 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 | $12,512,000 | 2,942 |
| Mortgage-backed securities | $10,837,000 | 2,613 |
| Certificates of participation in pools of residential mortgages | $10,837,000 | 2,094 |
| Issued or guaranteed by U.S. | $10,837,000 | 2,083 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $15,933,000 | 4,553 |
| Total debt securities | $15,933,000 | 5,172 |
| Structured notes | ||
| Amortized cost | $1,400,000 | 1,902 |
| Fair value | $1,388,000 | 1,904 |
| 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 | $17,336,000 | 5,049 |
| U.S. Government securities | $15,436,000 | 4,479 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $15,436,000 | 4,353 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $1,900,000 | 1,731 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,900,000 | 1,324 |
| 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 | $13,647,000 | 2,781 |
| Mortgage-backed securities | $11,743,000 | 2,580 |
| Certificates of participation in pools of residential mortgages | $11,743,000 | 2,060 |
| Issued or guaranteed by U.S. | $11,743,000 | 2,048 |
| 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) | $17,336,000 | 4,404 |
| Total debt securities | $17,327,000 | 5,000 |
| Structured notes | ||
| Amortized cost | $1,400,000 | 1,893 |
| Fair value | $1,378,000 | 1,901 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $21,447,000 | 4,520 |
| U.S. Government securities | $19,549,000 | 3,936 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $19,549,000 | 3,801 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $1,898,000 | 1,792 |
| 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 | $1,898,000 | 1,402 |
| 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 | $11,259,000 | 3,142 |
| Mortgage-backed securities | $15,214,000 | 2,281 |
| Certificates of participation in pools of residential mortgages | $15,214,000 | 1,792 |
| Issued or guaranteed by U.S. | $15,214,000 | 1,779 |
| 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) | $21,447,000 | 3,923 |
| Total debt securities | $21,447,000 | 4,460 |
| Structured notes | ||
| Amortized cost | $2,064,000 | 1,478 |
| Fair value | $2,036,000 | 1,478 |
| 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 | $20,257,000 | 4,693 |
| U.S. Government securities | $18,352,000 | 4,096 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $18,352,000 | 3,963 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $1,905,000 | 1,851 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,905,000 | 1,475 |
| 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 | $9,669,000 | 3,423 |
| Mortgage-backed securities | $15,380,000 | 2,299 |
| Certificates of participation in pools of residential mortgages | $15,380,000 | 1,793 |
| Issued or guaranteed by U.S. | $15,380,000 | 1,785 |
| 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) | $20,257,000 | 4,070 |
| Total debt securities | $20,257,000 | 4,627 |
| Structured notes | ||
| Amortized cost | $1,400,000 | 1,832 |
| Fair value | $1,389,000 | 1,839 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $21,007,000 | 4,588 |
| U.S. Government securities | $19,101,000 | 3,944 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $19,101,000 | 3,806 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $1,906,000 | 1,852 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,906,000 | 1,516 |
| 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 | $10,239,000 | 3,255 |
| Mortgage-backed securities | $15,076,000 | 2,342 |
| Certificates of participation in pools of residential mortgages | $15,076,000 | 1,841 |
| Issued or guaranteed by U.S. | $15,076,000 | 1,832 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $21,007,000 | 3,972 |
| Total debt securities | $21,006,000 | 4,528 |
| Structured notes | ||
| Amortized cost | $1,900,000 | 1,621 |
| Fair value | $1,887,000 | 1,623 |
| 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 | $21,110,000 | 4,640 |
| U.S. Government securities | $19,204,000 | 4,009 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $19,204,000 | 3,856 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $1,906,000 | 1,931 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,906,000 | 1,593 |
| 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 | $10,330,000 | 3,216 |
| Mortgage-backed securities | $14,846,000 | 2,385 |
| Certificates of participation in pools of residential mortgages | $14,846,000 | 1,859 |
| Issued or guaranteed by U.S. | $14,846,000 | 1,850 |
| 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) | $21,110,000 | 4,035 |
| Total debt securities | $21,110,000 | 4,577 |
| Structured notes | ||
| Amortized cost | $1,900,000 | 1,601 |
| Fair value | $1,854,000 | 1,601 |
| 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 | $20,151,000 | 4,760 |
| U.S. Government securities | $18,738,000 | 4,019 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $18,738,000 | 3,872 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $1,413,000 | 2,258 |
| 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 | $1,413,000 | 1,894 |
| 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 | $9,705,000 | 3,317 |
| Mortgage-backed securities | $14,220,000 | 2,506 |
| Certificates of participation in pools of residential mortgages | $14,220,000 | 1,956 |
| Issued or guaranteed by U.S. | $14,220,000 | 1,948 |
| 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) | $20,151,000 | 4,149 |
| Total debt securities | $20,151,000 | 4,681 |
| Structured notes | ||
| Amortized cost | $1,900,000 | 1,422 |
| Fair value | $1,903,000 | 1,429 |
| 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 | $19,876,000 | 4,832 |
| U.S. Government securities | $18,476,000 | 4,131 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $18,476,000 | 3,990 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $1,400,000 | 2,303 |
| 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 | $1,400,000 | 2,009 |
| 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 | $4,346,000 | 4,729 |
| Mortgage-backed securities | $14,516,000 | 2,454 |
| Certificates of participation in pools of residential mortgages | $14,516,000 | 1,938 |
| Issued or guaranteed by U.S. | $14,516,000 | 1,924 |
| 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) | $19,876,000 | 4,217 |
| Total debt securities | $19,881,000 | 4,755 |
| Structured notes | ||
| Amortized cost | $1,400,000 | 1,483 |
| Fair value | $1,380,000 | 1,492 |
| 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 | $12,679,000 | 5,978 |
| U.S. Government securities | $11,779,000 | 5,209 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $11,779,000 | 5,055 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $900,000 | 2,798 |
| 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 | $900,000 | 2,495 |
| 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 | $1,572,000 | 6,111 |
| Mortgage-backed securities | $8,833,000 | 3,186 |
| Certificates of participation in pools of residential mortgages | $8,833,000 | 2,573 |
| Issued or guaranteed by U.S. | $8,833,000 | 2,564 |
| 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) | $12,679,000 | 5,256 |
| Total debt securities | $12,679,000 | 5,889 |
| Structured notes | ||
| Amortized cost | $1,400,000 | 1,277 |
| Fair value | $1,377,000 | 1,282 |
| 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 | $10,598,000 | 6,337 |
| U.S. Government securities | $10,598,000 | 5,413 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $10,598,000 | 5,253 |
| 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 | $501,000 | 6,946 |
| Mortgage-backed securities | $6,564,000 | 3,728 |
| Certificates of participation in pools of residential mortgages | $6,564,000 | 3,027 |
| Issued or guaranteed by U.S. | $6,564,000 | 3,016 |
| 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) | $10,598,000 | 5,603 |
| Total debt securities | $10,598,000 | 6,244 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,576 |
| Fair value | $500,000 | 1,725 |
| 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 | $3,054,000 | 8,356 |
| U.S. Government securities | $3,054,000 | 7,863 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $3,054,000 | 7,675 |
| 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 | $1,554,000 | 5,574 |
| Certificates of participation in pools of residential mortgages | $1,554,000 | 4,936 |
| Issued or guaranteed by U.S. | $1,554,000 | 4,921 |
| 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) | $3,054,000 | 7,486 |
| Total debt securities | $3,054,000 | 8,273 |
| 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 |