Home > First Central Savings Bank > Securities
First Central Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $44,057,000 | 2,760 |
| U.S. Government securities | $11,394,000 | 3,496 |
| U.S. Treasury securities | $4,959,000 | 1,830 |
| U.S. Government agency obligations | $6,435,000 | 3,540 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $32,663,000 | 544 |
| Privately issued residential mortgage-backed securities | $27,014,000 | 155 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $5,649,000 | 913 |
| 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 | $28,416,000 | 2,010 |
| Mortgage-backed securities | $28,473,000 | 1,741 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $888,000 | 3,251 |
| Privately issued | $27,014,000 | 26 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $548,000 | 2,317 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $23,000 | 1,561 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $1,000,000 | 1,512 |
| Available-for-sale securities (fair market value) | $43,057,000 | 2,561 |
| Total debt securities | $44,057,000 | 2,741 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 539 |
| Fair value | $1,924,000 | 552 |
| 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 | $43,985,000 | 2,745 |
| U.S. Government securities | $11,355,000 | 3,507 |
| U.S. Treasury securities | $4,920,000 | 1,876 |
| U.S. Government agency obligations | $6,435,000 | 3,542 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $32,630,000 | 526 |
| Privately issued residential mortgage-backed securities | $25,997,000 | 156 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $6,633,000 | 828 |
| 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 | $25,082,000 | 2,085 |
| Mortgage-backed securities | $27,486,000 | 1,740 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $907,000 | 3,259 |
| Privately issued | $25,997,000 | 25 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $560,000 | 2,295 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $22,000 | 1,544 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $2,008,000 | 1,417 |
| Available-for-sale securities (fair market value) | $41,977,000 | 2,559 |
| Total debt securities | $43,986,000 | 2,729 |
| Structured notes | ||
| Amortized cost | $3,008,000 | 456 |
| Fair value | $2,914,000 | 449 |
| 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 | $45,651,000 | 2,761 |
| U.S. Government securities | $11,405,000 | 3,552 |
| U.S. Treasury securities | $4,884,000 | 1,922 |
| U.S. Government agency obligations | $6,521,000 | 3,576 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $34,246,000 | 506 |
| Privately issued residential mortgage-backed securities | $27,545,000 | 153 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $6,701,000 | 840 |
| 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 | $1,619,000 | 3,681 |
| Mortgage-backed securities | $29,138,000 | 1,729 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $960,000 | 3,262 |
| Privately issued | $27,545,000 | 27 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $595,000 | 2,289 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $38,000 | 1,532 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $2,008,000 | 1,432 |
| Available-for-sale securities (fair market value) | $43,643,000 | 2,579 |
| Total debt securities | $45,650,000 | 2,746 |
| Structured notes | ||
| Amortized cost | $3,008,000 | 493 |
| Fair value | $2,915,000 | 489 |
| 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 | $46,914,000 | 2,808 |
| U.S. Government securities | $11,535,000 | 3,618 |
| U.S. Treasury securities | $4,896,000 | 1,992 |
| U.S. Government agency obligations | $6,639,000 | 3,567 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $35,379,000 | 524 |
| Privately issued residential mortgage-backed securities | $28,703,000 | 163 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $6,676,000 | 876 |
| 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 | $1,723,000 | 3,657 |
| Mortgage-backed securities | $30,400,000 | 1,747 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,024,000 | 3,291 |
| Privately issued | $28,703,000 | 35 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $634,000 | 2,311 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $39,000 | 1,553 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $2,008,000 | 1,468 |
| Available-for-sale securities (fair market value) | $44,906,000 | 2,621 |
| Total debt securities | $46,913,000 | 2,788 |
| Structured notes | ||
| Amortized cost | $3,008,000 | 520 |
| Fair value | $2,913,000 | 519 |
| 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 | $47,328,000 | 2,825 |
| U.S. Government securities | $11,566,000 | 3,636 |
| U.S. Treasury securities | $4,855,000 | 2,039 |
| U.S. Government agency obligations | $6,711,000 | 3,576 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $35,762,000 | 537 |
| Privately issued residential mortgage-backed securities | $29,058,000 | 160 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $6,704,000 | 882 |
| 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 | $1,823,000 | 3,596 |
| Mortgage-backed securities | $30,851,000 | 1,746 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,032,000 | 3,316 |
| Privately issued | $29,058,000 | 35 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $656,000 | 2,326 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $105,000 | 1,530 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $2,008,000 | 1,477 |
| Available-for-sale securities (fair market value) | $45,320,000 | 2,639 |
| Total debt securities | $47,327,000 | 2,807 |
| Structured notes | ||
| Amortized cost | $3,008,000 | 540 |
| Fair value | $2,912,000 | 533 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $47,138,000 | 2,839 |
| U.S. Government securities | $11,608,000 | 3,652 |
| U.S. Treasury securities | $4,848,000 | 2,080 |
| U.S. Government agency obligations | $6,760,000 | 3,590 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $35,530,000 | 511 |
| Privately issued residential mortgage-backed securities | $28,774,000 | 150 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $6,756,000 | 875 |
| 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 | $1,823,000 | 3,589 |
| Mortgage-backed securities | $30,611,000 | 1,773 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,059,000 | 3,327 |
| Privately issued | $28,774,000 | 25 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $674,000 | 2,344 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $104,000 | 1,548 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $2,008,000 | 1,461 |
| Available-for-sale securities (fair market value) | $45,130,000 | 2,654 |
| Total debt securities | $47,139,000 | 2,818 |
| Structured notes | ||
| Amortized cost | $3,008,000 | 535 |
| Fair value | $2,926,000 | 528 |
| 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 | $48,757,000 | 2,834 |
| U.S. Government securities | $11,939,000 | 3,646 |
| U.S. Treasury securities | $4,934,000 | 2,039 |
| U.S. Government agency obligations | $7,005,000 | 3,595 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $36,818,000 | 470 |
| Privately issued residential mortgage-backed securities | $31,062,000 | 143 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $5,756,000 | 961 |
| 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 | $1,968,000 | 3,578 |
| Mortgage-backed securities | $33,052,000 | 1,765 |
| Certificates of participation in pools of residential mortgages | $32,220,000 | 1,277 |
| Issued or guaranteed by U.S. | $1,158,000 | 3,335 |
| Privately issued | $31,062,000 | 28 |
| Collaterized mortgage obligations | $726,000 | 2,415 |
| CMOs issued by government agencies or sponsored agencies | $726,000 | 2,342 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $106,000 | 2,017 |
| Commercial mortgage pass-through securities | $106,000 | 1,536 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $1,000,000 | 1,524 |
| Available-for-sale securities (fair market value) | $47,757,000 | 2,644 |
| Total debt securities | $48,756,000 | 2,819 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 622 |
| Fair value | $1,923,000 | 640 |
| 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 | $47,264,000 | 2,841 |
| U.S. Government securities | $7,240,000 | 3,912 |
| U.S. Treasury securities | $4,994,000 | 1,805 |
| U.S. Government agency obligations | $2,246,000 | 4,054 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $40,024,000 | 441 |
| Privately issued residential mortgage-backed securities | $34,124,000 | 126 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $5,900,000 | 926 |
| 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 | $2,257,000 | 3,535 |
| Mortgage-backed securities | $36,370,000 | 1,697 |
| Certificates of participation in pools of residential mortgages | $35,418,000 | 1,227 |
| Issued or guaranteed by U.S. | $1,294,000 | 3,322 |
| Privately issued | $34,124,000 | 24 |
| Collaterized mortgage obligations | $844,000 | 2,376 |
| CMOs issued by government agencies or sponsored agencies | $844,000 | 2,304 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $108,000 | 1,992 |
| Commercial mortgage pass-through securities | $108,000 | 1,509 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $1,000,000 | 1,431 |
| Available-for-sale securities (fair market value) | $46,264,000 | 2,674 |
| Total debt securities | $47,263,000 | 2,823 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 740 |
| Fair value | $971,000 | 764 |
| 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 | $46,921,000 | 2,769 |
| U.S. Government securities | $2,552,000 | 4,236 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $2,552,000 | 4,019 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $44,369,000 | 407 |
| Privately issued residential mortgage-backed securities | $38,433,000 | 109 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $5,936,000 | 886 |
| 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 | $2,578,000 | 3,500 |
| Mortgage-backed securities | $40,985,000 | 1,554 |
| Certificates of participation in pools of residential mortgages | $39,902,000 | 1,120 |
| Issued or guaranteed by U.S. | $1,469,000 | 3,285 |
| Privately issued | $38,433,000 | 25 |
| Collaterized mortgage obligations | $964,000 | 2,307 |
| CMOs issued by government agencies or sponsored agencies | $964,000 | 2,248 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $119,000 | 1,953 |
| Commercial mortgage pass-through securities | $119,000 | 1,472 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $1,000,000 | 1,340 |
| Available-for-sale securities (fair market value) | $45,921,000 | 2,634 |
| Total debt securities | $46,921,000 | 2,750 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 656 |
| Fair value | $976,000 | 740 |
| 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 | $35,472,000 | 3,062 |
| U.S. Government securities | $2,866,000 | 4,213 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $2,866,000 | 4,018 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $32,606,000 | 466 |
| Privately issued residential mortgage-backed securities | $26,661,000 | 125 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $5,945,000 | 836 |
| 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 | $2,898,000 | 3,470 |
| Mortgage-backed securities | $29,527,000 | 1,862 |
| Certificates of participation in pools of residential mortgages | $28,306,000 | 1,375 |
| Issued or guaranteed by U.S. | $1,645,000 | 3,289 |
| Privately issued | $26,661,000 | 39 |
| Collaterized mortgage obligations | $1,092,000 | 2,284 |
| CMOs issued by government agencies or sponsored agencies | $1,092,000 | 2,231 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $129,000 | 1,963 |
| Commercial mortgage pass-through securities | $129,000 | 1,486 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $1,000,000 | 1,345 |
| Available-for-sale securities (fair market value) | $34,472,000 | 2,924 |
| Total debt securities | $35,471,000 | 3,042 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 586 |
| Fair value | $987,000 | 660 |
| 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 | $32,326,000 | 3,127 |
| U.S. Government securities | $3,351,000 | 4,163 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $3,351,000 | 3,970 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $28,975,000 | 485 |
| Privately issued residential mortgage-backed securities | $24,058,000 | 128 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $4,917,000 | 882 |
| 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 | $3,367,000 | 3,396 |
| Mortgage-backed securities | $27,409,000 | 1,883 |
| Certificates of participation in pools of residential mortgages | $25,974,000 | 1,406 |
| Issued or guaranteed by U.S. | $1,916,000 | 3,224 |
| Privately issued | $24,058,000 | 42 |
| Collaterized mortgage obligations | $1,305,000 | 2,203 |
| CMOs issued by government agencies or sponsored agencies | $1,305,000 | 2,155 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $130,000 | 1,968 |
| Commercial mortgage pass-through securities | $130,000 | 1,494 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $32,326,000 | 2,948 |
| Total debt securities | $32,326,000 | 3,108 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 191 |
| Fair value | $4,917,000 | 208 |
| 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 | $34,975,000 | 2,903 |
| U.S. Government securities | $3,904,000 | 4,033 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $3,904,000 | 3,858 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $31,071,000 | 450 |
| Privately issued residential mortgage-backed securities | $26,307,000 | 118 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $4,764,000 | 821 |
| 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 | $3,958,000 | 3,292 |
| Mortgage-backed securities | $30,211,000 | 1,724 |
| Certificates of participation in pools of residential mortgages | $28,563,000 | 1,256 |
| Issued or guaranteed by U.S. | $2,256,000 | 3,116 |
| Privately issued | $26,307,000 | 39 |
| Collaterized mortgage obligations | $1,516,000 | 2,119 |
| CMOs issued by government agencies or sponsored agencies | $1,516,000 | 2,068 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $132,000 | 1,955 |
| Commercial mortgage pass-through securities | $132,000 | 1,485 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $34,975,000 | 2,725 |
| Total debt securities | $34,973,000 | 2,882 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 110 |
| Fair value | $4,764,000 | 126 |
| 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 | $39,175,000 | 2,660 |
| U.S. Government securities | $34,531,000 | 1,901 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $34,531,000 | 1,798 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $4,644,000 | 1,126 |
| 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 | $4,644,000 | 782 |
| 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 | $4,725,000 | 3,168 |
| Mortgage-backed securities | $34,531,000 | 1,520 |
| Certificates of participation in pools of residential mortgages | $32,549,000 | 1,044 |
| Issued or guaranteed by U.S. | $32,549,000 | 1,023 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,848,000 | 2,065 |
| CMOs issued by government agencies or sponsored agencies | $1,848,000 | 2,020 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $134,000 | 1,913 |
| Commercial mortgage pass-through securities | $134,000 | 1,436 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $39,175,000 | 2,487 |
| Total debt securities | $39,174,000 | 2,639 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 69 |
| Fair value | $4,644,000 | 78 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $42,011,000 | 2,485 |
| U.S. Government securities | $37,374,000 | 1,753 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $37,374,000 | 1,668 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $4,637,000 | 1,059 |
| 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 | $4,637,000 | 727 |
| 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 | $5,722,000 | 3,067 |
| Mortgage-backed securities | $37,374,000 | 1,421 |
| Certificates of participation in pools of residential mortgages | $35,056,000 | 954 |
| Issued or guaranteed by U.S. | $35,056,000 | 932 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,183,000 | 2,007 |
| CMOs issued by government agencies or sponsored agencies | $2,183,000 | 1,959 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $135,000 | 1,894 |
| Commercial mortgage pass-through securities | $135,000 | 1,425 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $42,011,000 | 2,319 |
| Total debt securities | $42,011,000 | 2,462 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 70 |
| Fair value | $4,637,000 | 80 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $34,374,000 | 2,692 |
| U.S. Government securities | $28,758,000 | 2,049 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $28,758,000 | 1,945 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $5,616,000 | 933 |
| 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 | $5,616,000 | 643 |
| 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 | $6,970,000 | 2,948 |
| Mortgage-backed securities | $28,758,000 | 1,659 |
| Certificates of participation in pools of residential mortgages | $25,942,000 | 1,155 |
| Issued or guaranteed by U.S. | $25,942,000 | 1,122 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,679,000 | 1,934 |
| CMOs issued by government agencies or sponsored agencies | $2,679,000 | 1,888 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $137,000 | 1,886 |
| Commercial mortgage pass-through securities | $137,000 | 1,422 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $34,374,000 | 2,510 |
| Total debt securities | $34,373,000 | 2,671 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 60 |
| Fair value | $5,616,000 | 68 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $14,625,000 | 3,664 |
| U.S. Government securities | $8,996,000 | 3,411 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $8,996,000 | 3,258 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $5,629,000 | 903 |
| 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 | $5,629,000 | 597 |
| 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 | $7,916,000 | 2,795 |
| Mortgage-backed securities | $8,996,000 | 2,742 |
| Certificates of participation in pools of residential mortgages | $5,821,000 | 2,552 |
| Issued or guaranteed by U.S. | $5,821,000 | 2,464 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $3,036,000 | 1,887 |
| CMOs issued by government agencies or sponsored agencies | $3,036,000 | 1,841 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $139,000 | 1,862 |
| Commercial mortgage pass-through securities | $139,000 | 1,390 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $14,625,000 | 3,429 |
| Total debt securities | $14,624,000 | 3,644 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 89 |
| Fair value | $5,629,000 | 92 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $44,078,000 | 2,298 |
| U.S. Government securities | $35,540,000 | 1,856 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $35,540,000 | 1,751 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $8,538,000 | 708 |
| Privately issued residential mortgage-backed securities | $1,362,000 | 355 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $7,176,000 | 503 |
| 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 | $8,191,000 | 2,808 |
| Mortgage-backed securities | $34,733,000 | 1,415 |
| Certificates of participation in pools of residential mortgages | $15,536,000 | 1,563 |
| Issued or guaranteed by U.S. | $15,536,000 | 1,520 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $13,595,000 | 985 |
| CMOs issued by government agencies or sponsored agencies | $12,233,000 | 1,022 |
| Privately issued | $1,362,000 | 220 |
| Commercial mortgage-backed securities | $5,602,000 | 929 |
| Commercial mortgage pass-through securities | $5,602,000 | 564 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $44,078,000 | 2,136 |
| Total debt securities | $44,077,000 | 2,281 |
| Structured notes | ||
| Amortized cost | $7,500,000 | 94 |
| Fair value | $7,176,000 | 97 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $46,692,000 | 2,203 |
| U.S. Government securities | $38,263,000 | 1,773 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $38,263,000 | 1,676 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $8,429,000 | 711 |
| Privately issued residential mortgage-backed securities | $1,370,000 | 363 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $7,059,000 | 506 |
| 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 | $8,582,000 | 2,795 |
| Mortgage-backed securities | $37,434,000 | 1,333 |
| Certificates of participation in pools of residential mortgages | $16,318,000 | 1,490 |
| Issued or guaranteed by U.S. | $16,318,000 | 1,446 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $14,527,000 | 957 |
| CMOs issued by government agencies or sponsored agencies | $13,157,000 | 988 |
| Privately issued | $1,370,000 | 211 |
| Commercial mortgage-backed securities | $6,589,000 | 855 |
| Commercial mortgage pass-through securities | $6,589,000 | 527 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $46,692,000 | 2,037 |
| Total debt securities | $46,693,000 | 2,185 |
| Structured notes | ||
| Amortized cost | $7,500,000 | 130 |
| Fair value | $7,059,000 | 135 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $51,921,000 | 2,056 |
| U.S. Government securities | $43,445,000 | 1,651 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $43,445,000 | 1,560 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $8,476,000 | 680 |
| Privately issued residential mortgage-backed securities | $1,439,000 | 326 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $7,037,000 | 514 |
| 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 | $9,236,000 | 2,787 |
| Mortgage-backed securities | $42,336,000 | 1,218 |
| Certificates of participation in pools of residential mortgages | $19,967,000 | 1,290 |
| Issued or guaranteed by U.S. | $19,967,000 | 1,274 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $15,348,000 | 911 |
| CMOs issued by government agencies or sponsored agencies | $13,909,000 | 929 |
| Privately issued | $1,439,000 | 211 |
| Commercial mortgage-backed securities | $7,021,000 | 819 |
| Commercial mortgage pass-through securities | $7,021,000 | 514 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $51,921,000 | 1,904 |
| Total debt securities | $51,921,000 | 2,040 |
| Structured notes | ||
| Amortized cost | $7,500,000 | 148 |
| Fair value | $7,037,000 | 158 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $52,035,000 | 2,087 |
| U.S. Government securities | $44,587,000 | 1,610 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $44,587,000 | 1,521 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $7,448,000 | 727 |
| Privately issued residential mortgage-backed securities | $1,448,000 | 338 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $6,000,000 | 561 |
| 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 | $9,579,000 | 2,770 |
| Mortgage-backed securities | $43,456,000 | 1,175 |
| Certificates of participation in pools of residential mortgages | $20,557,000 | 1,272 |
| Issued or guaranteed by U.S. | $20,557,000 | 1,257 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $15,827,000 | 892 |
| CMOs issued by government agencies or sponsored agencies | $14,379,000 | 901 |
| Privately issued | $1,448,000 | 218 |
| Commercial mortgage-backed securities | $7,072,000 | 763 |
| Commercial mortgage pass-through securities | $7,072,000 | 495 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $52,035,000 | 1,930 |
| Total debt securities | $52,034,000 | 2,072 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 175 |
| Fair value | $6,000,000 | 187 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $53,033,000 | 2,093 |
| U.S. Government securities | $45,551,000 | 1,591 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $45,551,000 | 1,513 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $7,482,000 | 704 |
| Privately issued residential mortgage-backed securities | $1,456,000 | 314 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $6,026,000 | 555 |
| 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 | $9,969,000 | 2,748 |
| Mortgage-backed securities | $44,390,000 | 1,154 |
| Certificates of participation in pools of residential mortgages | $20,975,000 | 1,263 |
| Issued or guaranteed by U.S. | $20,975,000 | 1,252 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $16,206,000 | 872 |
| CMOs issued by government agencies or sponsored agencies | $14,750,000 | 875 |
| Privately issued | $1,456,000 | 220 |
| Commercial mortgage-backed securities | $7,209,000 | 733 |
| Commercial mortgage pass-through securities | $7,209,000 | 475 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $53,033,000 | 1,929 |
| Total debt securities | $53,032,000 | 2,079 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 180 |
| Fair value | $6,026,000 | 189 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $54,303,000 | 2,074 |
| U.S. Government securities | $46,687,000 | 1,572 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $46,687,000 | 1,493 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $7,616,000 | 668 |
| Privately issued residential mortgage-backed securities | $1,464,000 | 261 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $6,152,000 | 547 |
| 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 | $10,591,000 | 2,679 |
| Mortgage-backed securities | $45,479,000 | 1,137 |
| Certificates of participation in pools of residential mortgages | $21,664,000 | 1,255 |
| Issued or guaranteed by U.S. | $21,664,000 | 1,249 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $16,622,000 | 838 |
| CMOs issued by government agencies or sponsored agencies | $15,158,000 | 848 |
| Privately issued | $1,464,000 | 218 |
| Commercial mortgage-backed securities | $7,193,000 | 727 |
| Commercial mortgage pass-through securities | $7,193,000 | 461 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $54,303,000 | 1,899 |
| Total debt securities | $54,303,000 | 2,058 |
| Structured notes | ||
| Amortized cost | $6,500,000 | 177 |
| Fair value | $6,152,000 | 180 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $55,999,000 | 2,057 |
| U.S. Government securities | $48,172,000 | 1,525 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $48,172,000 | 1,454 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $7,827,000 | 754 |
| Privately issued residential mortgage-backed securities | $1,507,000 | 435 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $6,320,000 | 545 |
| 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 | $11,202,000 | 2,660 |
| Mortgage-backed securities | $44,628,000 | 1,169 |
| Certificates of participation in pools of residential mortgages | $21,990,000 | 1,272 |
| Issued or guaranteed by U.S. | $21,990,000 | 1,226 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $17,515,000 | 807 |
| CMOs issued by government agencies or sponsored agencies | $16,008,000 | 809 |
| Privately issued | $1,507,000 | 219 |
| Commercial mortgage-backed securities | $5,123,000 | 834 |
| Commercial mortgage pass-through securities | $5,123,000 | 547 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $55,999,000 | 1,887 |
| Total debt securities | $55,999,000 | 2,041 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 254 |
| Fair value | $4,457,000 | 255 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $60,437,000 | 1,963 |
| U.S. Government securities | $52,568,000 | 1,464 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $52,568,000 | 1,399 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $7,869,000 | 665 |
| Privately issued residential mortgage-backed securities | $1,516,000 | 236 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $6,353,000 | 548 |
| 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 | $11,821,000 | 2,647 |
| Mortgage-backed securities | $48,395,000 | 1,096 |
| Certificates of participation in pools of residential mortgages | $23,080,000 | 1,265 |
| Issued or guaranteed by U.S. | $23,080,000 | 1,262 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $18,393,000 | 777 |
| CMOs issued by government agencies or sponsored agencies | $16,877,000 | 787 |
| Privately issued | $1,516,000 | 221 |
| Commercial mortgage-backed securities | $6,922,000 | 641 |
| Commercial mortgage pass-through securities | $6,922,000 | 366 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $60,437,000 | 1,803 |
| Total debt securities | $60,438,000 | 1,945 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 245 |
| Fair value | $4,458,000 | 246 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $63,218,000 | 1,930 |
| U.S. Government securities | $55,298,000 | 1,413 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $55,298,000 | 1,355 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $7,920,000 | 653 |
| Privately issued residential mortgage-backed securities | $1,527,000 | 245 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $6,393,000 | 541 |
| 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 | $12,517,000 | 2,608 |
| Mortgage-backed securities | $50,944,000 | 1,071 |
| Certificates of participation in pools of residential mortgages | $24,411,000 | 1,240 |
| Issued or guaranteed by U.S. | $24,411,000 | 1,239 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $19,441,000 | 744 |
| CMOs issued by government agencies or sponsored agencies | $17,914,000 | 747 |
| Privately issued | $1,527,000 | 232 |
| Commercial mortgage-backed securities | $7,092,000 | 622 |
| Commercial mortgage pass-through securities | $7,092,000 | 359 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $63,218,000 | 1,782 |
| Total debt securities | $63,220,000 | 1,911 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 242 |
| Fair value | $4,500,000 | 241 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $62,837,000 | 1,950 |
| U.S. Government securities | $57,793,000 | 1,389 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $57,793,000 | 1,333 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $5,044,000 | 835 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $5,044,000 | 638 |
| 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 | $13,126,000 | 2,582 |
| Mortgage-backed securities | $51,763,000 | 1,063 |
| Certificates of participation in pools of residential mortgages | $25,467,000 | 1,223 |
| Issued or guaranteed by U.S. | $25,467,000 | 1,221 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $19,080,000 | 751 |
| CMOs issued by government agencies or sponsored agencies | $19,080,000 | 717 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $7,216,000 | 609 |
| Commercial mortgage pass-through securities | $7,216,000 | 355 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $62,837,000 | 1,796 |
| Total debt securities | $62,835,000 | 1,933 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 587 |
| Fair value | $1,000,000 | 589 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $65,416,000 | 1,934 |
| U.S. Government securities | $60,368,000 | 1,367 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $60,368,000 | 1,310 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $5,048,000 | 849 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $5,048,000 | 648 |
| 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 | $13,152,000 | 2,597 |
| Mortgage-backed securities | $54,142,000 | 1,055 |
| Certificates of participation in pools of residential mortgages | $26,712,000 | 1,207 |
| Issued or guaranteed by U.S. | $26,712,000 | 1,206 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $20,113,000 | 729 |
| CMOs issued by government agencies or sponsored agencies | $20,113,000 | 693 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $7,317,000 | 590 |
| Commercial mortgage pass-through securities | $7,317,000 | 345 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $65,416,000 | 1,777 |
| Total debt securities | $65,417,000 | 1,917 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 611 |
| Fair value | $1,000,000 | 617 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $61,964,000 | 2,058 |
| U.S. Government securities | $59,904,000 | 1,395 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $59,904,000 | 1,327 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $2,060,000 | 1,245 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $2,060,000 | 989 |
| 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 | $19,196,000 | 2,154 |
| Mortgage-backed securities | $53,574,000 | 1,076 |
| Certificates of participation in pools of residential mortgages | $25,486,000 | 1,283 |
| Issued or guaranteed by U.S. | $25,486,000 | 1,282 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $20,797,000 | 729 |
| CMOs issued by government agencies or sponsored agencies | $20,797,000 | 694 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $7,291,000 | 587 |
| Commercial mortgage pass-through securities | $7,291,000 | 336 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $61,964,000 | 1,888 |
| Total debt securities | $61,963,000 | 2,035 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $65,894,000 | 1,939 |
| U.S. Government securities | $63,894,000 | 1,315 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $63,894,000 | 1,256 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $2,000,000 | 1,265 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $2,000,000 | 1,013 |
| 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 | $1,460,000 | 4,557 |
| Mortgage-backed securities | $57,509,000 | 1,010 |
| Certificates of participation in pools of residential mortgages | $26,524,000 | 1,256 |
| Issued or guaranteed by U.S. | $26,524,000 | 1,255 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $21,754,000 | 706 |
| CMOs issued by government agencies or sponsored agencies | $21,754,000 | 666 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $9,231,000 | 499 |
| Commercial mortgage pass-through securities | $9,231,000 | 287 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $65,894,000 | 1,780 |
| Total debt securities | $65,895,000 | 1,919 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $61,801,000 | 2,034 |
| U.S. Government securities | $61,801,000 | 1,344 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $61,801,000 | 1,287 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,469,000 | 1,854 |
| Mortgage-backed securities | $55,045,000 | 1,051 |
| Certificates of participation in pools of residential mortgages | $22,497,000 | 1,425 |
| Issued or guaranteed by U.S. | $22,497,000 | 1,424 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $23,011,000 | 687 |
| CMOs issued by government agencies or sponsored agencies | $23,011,000 | 646 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $9,537,000 | 469 |
| Commercial mortgage pass-through securities | $9,537,000 | 253 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $61,801,000 | 1,870 |
| Total debt securities | $61,801,000 | 2,010 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $62,586,000 | 2,048 |
| U.S. Government securities | $61,565,000 | 1,370 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $61,565,000 | 1,313 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $1,021,000 | 1,576 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,021,000 | 1,263 |
| 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 | $24,073,000 | 1,888 |
| Mortgage-backed securities | $46,359,000 | 1,193 |
| Certificates of participation in pools of residential mortgages | $17,202,000 | 1,720 |
| Issued or guaranteed by U.S. | $17,202,000 | 1,716 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $19,592,000 | 776 |
| CMOs issued by government agencies or sponsored agencies | $19,592,000 | 740 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $9,565,000 | 446 |
| Commercial mortgage pass-through securities | $9,565,000 | 240 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $62,586,000 | 1,854 |
| Total debt securities | $62,585,000 | 2,023 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $73,476,000 | 1,837 |
| U.S. Government securities | $72,465,000 | 1,226 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $72,465,000 | 1,169 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $1,011,000 | 1,601 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,011,000 | 1,283 |
| 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 | $42,567,000 | 1,267 |
| Mortgage-backed securities | $41,991,000 | 1,284 |
| Certificates of participation in pools of residential mortgages | $17,527,000 | 1,703 |
| Issued or guaranteed by U.S. | $17,527,000 | 1,702 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $12,851,000 | 1,019 |
| CMOs issued by government agencies or sponsored agencies | $12,851,000 | 965 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $11,613,000 | 385 |
| Commercial mortgage pass-through securities | $11,613,000 | 208 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $73,476,000 | 1,651 |
| Total debt securities | $73,477,000 | 1,820 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $77,570,000 | 1,754 |
| U.S. Government securities | $77,570,000 | 1,175 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $77,570,000 | 1,109 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,867,000 | 1,328 |
| Mortgage-backed securities | $45,386,000 | 1,233 |
| Certificates of participation in pools of residential mortgages | $14,093,000 | 1,944 |
| Issued or guaranteed by U.S. | $14,093,000 | 1,942 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $16,337,000 | 894 |
| CMOs issued by government agencies or sponsored agencies | $16,337,000 | 845 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $14,956,000 | 320 |
| Commercial mortgage pass-through securities | $14,956,000 | 176 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $77,570,000 | 1,582 |
| Total debt securities | $77,570,000 | 1,730 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $90,781,000 | 1,537 |
| U.S. Government securities | $90,781,000 | 1,022 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $90,781,000 | 971 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,859,000 | 1,303 |
| Mortgage-backed securities | $44,218,000 | 1,248 |
| Certificates of participation in pools of residential mortgages | $16,220,000 | 1,801 |
| Issued or guaranteed by U.S. | $16,220,000 | 1,801 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $17,627,000 | 853 |
| CMOs issued by government agencies or sponsored agencies | $17,627,000 | 809 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $10,371,000 | 363 |
| Commercial mortgage pass-through securities | $10,371,000 | 201 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $90,781,000 | 1,365 |
| Total debt securities | $90,781,000 | 1,517 |
| 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 | $100,055,000 | 1,437 |
| U.S. Government securities | $100,055,000 | 980 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $100,055,000 | 929 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,392,000 | 1,361 |
| Mortgage-backed securities | $53,331,000 | 1,108 |
| Certificates of participation in pools of residential mortgages | $17,106,000 | 1,806 |
| Issued or guaranteed by U.S. | $17,106,000 | 1,806 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $25,624,000 | 709 |
| CMOs issued by government agencies or sponsored agencies | $25,624,000 | 672 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $10,601,000 | 326 |
| Commercial mortgage pass-through securities | $10,601,000 | 179 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $49,098,000 | 446 |
| Available-for-sale securities (fair market value) | $50,957,000 | 2,281 |
| Total debt securities | $100,056,000 | 1,415 |
| 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 | $101,854,000 | 1,412 |
| U.S. Government securities | $101,854,000 | 960 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $101,854,000 | 919 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,326,000 | 1,351 |
| Mortgage-backed securities | $54,998,000 | 1,077 |
| Certificates of participation in pools of residential mortgages | $18,184,000 | 1,749 |
| Issued or guaranteed by U.S. | $18,184,000 | 1,748 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $26,147,000 | 717 |
| CMOs issued by government agencies or sponsored agencies | $26,147,000 | 681 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $10,667,000 | 316 |
| Commercial mortgage pass-through securities | $10,667,000 | 171 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $50,442,000 | 434 |
| Available-for-sale securities (fair market value) | $51,412,000 | 2,282 |
| Total debt securities | $101,856,000 | 1,391 |
| 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 | $114,538,000 | 1,267 |
| U.S. Government securities | $114,538,000 | 878 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $114,538,000 | 841 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,400,000 | 3,159 |
| Mortgage-backed securities | $73,063,000 | 864 |
| Certificates of participation in pools of residential mortgages | $25,969,000 | 1,393 |
| Issued or guaranteed by U.S. | $25,969,000 | 1,391 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $33,683,000 | 604 |
| CMOs issued by government agencies or sponsored agencies | $33,683,000 | 566 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $13,411,000 | 283 |
| Commercial mortgage pass-through securities | $13,411,000 | 157 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $53,459,000 | 418 |
| Available-for-sale securities (fair market value) | $61,079,000 | 2,035 |
| Total debt securities | $114,540,000 | 1,247 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,057 |
| Fair value | $1,963,000 | 1,142 |
| 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 | $140,590,000 | 1,064 |
| U.S. Government securities | $134,590,000 | 777 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $134,590,000 | 740 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $6,000,000 | 210 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,461,000 | 2,713 |
| Mortgage-backed securities | $93,171,000 | 725 |
| Certificates of participation in pools of residential mortgages | $42,608,000 | 975 |
| Issued or guaranteed by U.S. | $42,608,000 | 974 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $37,122,000 | 588 |
| CMOs issued by government agencies or sponsored agencies | $37,122,000 | 550 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $13,441,000 | 273 |
| Commercial mortgage pass-through securities | $13,441,000 | 158 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $56,411,000 | 400 |
| Available-for-sale securities (fair market value) | $84,179,000 | 1,547 |
| Total debt securities | $134,590,000 | 1,108 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,141 |
| Fair value | $1,935,000 | 1,248 |
| 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 | $147,574,000 | 1,025 |
| U.S. Government securities | $141,574,000 | 739 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $141,574,000 | 705 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $6,000,000 | 213 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,880,000 | 2,676 |
| Mortgage-backed securities | $99,188,000 | 699 |
| Certificates of participation in pools of residential mortgages | $45,724,000 | 927 |
| Issued or guaranteed by U.S. | $45,724,000 | 926 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $39,945,000 | 563 |
| CMOs issued by government agencies or sponsored agencies | $39,945,000 | 531 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $13,519,000 | 261 |
| Commercial mortgage pass-through securities | $13,519,000 | 148 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $58,600,000 | 391 |
| Available-for-sale securities (fair market value) | $88,974,000 | 1,483 |
| Total debt securities | $141,574,000 | 1,059 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 1,020 |
| Fair value | $2,927,000 | 1,027 |
| 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 | $109,801,000 | 1,364 |
| U.S. Government securities | $103,801,000 | 988 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $103,801,000 | 948 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $6,000,000 | 223 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,809,000 | 2,592 |
| Mortgage-backed securities | $61,644,000 | 1,047 |
| Certificates of participation in pools of residential mortgages | $27,974,000 | 1,384 |
| Issued or guaranteed by U.S. | $27,974,000 | 1,383 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $22,558,000 | 842 |
| CMOs issued by government agencies or sponsored agencies | $22,558,000 | 794 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $11,112,000 | 272 |
| Commercial mortgage pass-through securities | $11,112,000 | 153 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $60,126,000 | 376 |
| Available-for-sale securities (fair market value) | $49,675,000 | 2,454 |
| Total debt securities | $103,802,000 | 1,413 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 1,038 |
| Fair value | $2,901,000 | 1,035 |
| 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 | $105,433,000 | 1,410 |
| U.S. Government securities | $99,433,000 | 1,022 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $99,433,000 | 982 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $6,000,000 | 226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,469,000 | 2,550 |
| Mortgage-backed securities | $62,253,000 | 1,023 |
| Certificates of participation in pools of residential mortgages | $40,133,000 | 1,036 |
| Issued or guaranteed by U.S. | $40,133,000 | 1,035 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $22,120,000 | 846 |
| CMOs issued by government agencies or sponsored agencies | $22,120,000 | 793 |
| 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) | $56,211,000 | 377 |
| Available-for-sale securities (fair market value) | $49,222,000 | 2,469 |
| Total debt securities | $99,434,000 | 1,473 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,200 |
| Fair value | $1,882,000 | 1,273 |
| 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 | $108,194,000 | 1,388 |
| U.S. Government securities | $102,194,000 | 1,001 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $102,194,000 | 965 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $6,000,000 | 232 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,685,000 | 2,580 |
| Mortgage-backed securities | $64,944,000 | 997 |
| Certificates of participation in pools of residential mortgages | $41,480,000 | 1,003 |
| Issued or guaranteed by U.S. | $41,480,000 | 1,000 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $23,464,000 | 840 |
| CMOs issued by government agencies or sponsored agencies | $23,464,000 | 786 |
| 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) | $57,317,000 | 360 |
| Available-for-sale securities (fair market value) | $50,877,000 | 2,429 |
| Total debt securities | $102,192,000 | 1,445 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,174 |
| Fair value | $1,901,000 | 1,254 |
| 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 | $111,311,000 | 1,345 |
| U.S. Government securities | $105,311,000 | 975 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $105,311,000 | 942 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $6,000,000 | 228 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,728,000 | 2,472 |
| Mortgage-backed securities | $67,972,000 | 975 |
| Certificates of participation in pools of residential mortgages | $42,607,000 | 987 |
| Issued or guaranteed by U.S. | $42,607,000 | 986 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $25,365,000 | 813 |
| CMOs issued by government agencies or sponsored agencies | $25,365,000 | 762 |
| 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) | $57,642,000 | 335 |
| Available-for-sale securities (fair market value) | $53,669,000 | 2,307 |
| Total debt securities | $105,312,000 | 1,403 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,166 |
| Fair value | $1,918,000 | 1,261 |
| 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 | $119,688,000 | 1,278 |
| U.S. Government securities | $113,688,000 | 922 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $113,688,000 | 894 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $6,000,000 | 232 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,260,000 | 2,538 |
| Mortgage-backed securities | $73,934,000 | 932 |
| Certificates of participation in pools of residential mortgages | $45,856,000 | 943 |
| Issued or guaranteed by U.S. | $45,856,000 | 943 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $28,078,000 | 797 |
| CMOs issued by government agencies or sponsored agencies | $28,078,000 | 745 |
| 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) | $63,047,000 | 290 |
| Available-for-sale securities (fair market value) | $56,641,000 | 2,256 |
| Total debt securities | $113,687,000 | 1,324 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 805 |
| Fair value | $3,987,000 | 840 |
| 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 | $116,517,000 | 1,292 |
| U.S. Government securities | $110,517,000 | 913 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $110,517,000 | 879 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $6,000,000 | 226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,466,000 | 2,495 |
| Mortgage-backed securities | $65,534,000 | 1,016 |
| Certificates of participation in pools of residential mortgages | $34,774,000 | 1,171 |
| Issued or guaranteed by U.S. | $34,774,000 | 1,170 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $30,760,000 | 742 |
| CMOs issued by government agencies or sponsored agencies | $30,760,000 | 694 |
| 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) | $64,722,000 | 283 |
| Available-for-sale securities (fair market value) | $51,795,000 | 2,365 |
| Total debt securities | $110,517,000 | 1,333 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 638 |
| Fair value | $5,993,000 | 657 |
| 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 | $107,846,000 | 1,395 |
| U.S. Government securities | $101,846,000 | 1,012 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $101,846,000 | 973 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $6,000,000 | 224 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,754,000 | 2,322 |
| Mortgage-backed securities | $54,896,000 | 1,276 |
| Certificates of participation in pools of residential mortgages | $24,256,000 | 1,631 |
| Issued or guaranteed by U.S. | $24,256,000 | 1,630 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $30,640,000 | 794 |
| CMOs issued by government agencies or sponsored agencies | $30,640,000 | 740 |
| 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) | $61,364,000 | 294 |
| Available-for-sale securities (fair market value) | $46,482,000 | 2,606 |
| Total debt securities | $101,848,000 | 1,439 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 667 |
| Fair value | $5,981,000 | 683 |
| 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 | $64,018,000 | 2,196 |
| U.S. Government securities | $59,918,000 | 1,674 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $59,918,000 | 1,632 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $4,100,000 | 290 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,128,000 | 2,172 |
| Mortgage-backed securities | $52,943,000 | 1,333 |
| Certificates of participation in pools of residential mortgages | $22,849,000 | 1,713 |
| Issued or guaranteed by U.S. | $22,849,000 | 1,712 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $30,094,000 | 816 |
| CMOs issued by government agencies or sponsored agencies | $30,094,000 | 754 |
| 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) | $41,488,000 | 398 |
| Available-for-sale securities (fair market value) | $22,530,000 | 4,003 |
| Total debt securities | $59,922,000 | 2,298 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,486 |
| Fair value | $2,003,000 | 1,550 |
| 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 | $56,672,000 | 2,429 |
| U.S. Government securities | $56,672,000 | 1,776 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $56,672,000 | 1,734 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,377,000 | 2,553 |
| Mortgage-backed securities | $49,595,000 | 1,388 |
| Certificates of participation in pools of residential mortgages | $19,312,000 | 1,935 |
| Issued or guaranteed by U.S. | $19,312,000 | 1,933 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $30,283,000 | 839 |
| CMOs issued by government agencies or sponsored agencies | $30,283,000 | 779 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $42,970,000 | 391 |
| Available-for-sale securities (fair market value) | $13,702,000 | 4,880 |
| Total debt securities | $56,681,000 | 2,411 |
| Structured notes | ||
| Amortized cost | $1,995,000 | 1,798 |
| Fair value | $1,995,000 | 1,758 |
| 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 | $39,134,000 | 3,112 |
| U.S. Government securities | $37,812,000 | 2,342 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $37,812,000 | 2,280 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $1,322,000 | 1,822 |
| Privately issued residential mortgage-backed securities | $1,322,000 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,053,000 | 1,394 |
| Mortgage-backed securities | $39,134,000 | 1,598 |
| Certificates of participation in pools of residential mortgages | $8,083,000 | 3,003 |
| Issued or guaranteed by U.S. | $8,083,000 | 3,003 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $31,051,000 | 822 |
| CMOs issued by government agencies or sponsored agencies | $29,729,000 | 750 |
| Privately issued | $1,322,000 | 676 |
| 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) | $21,660,000 | 641 |
| Available-for-sale securities (fair market value) | $17,474,000 | 4,417 |
| Total debt securities | $39,135,000 | 3,092 |
| 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 | $40,376,000 | 2,974 |
| U.S. Government securities | $38,574,000 | 2,237 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $38,574,000 | 2,176 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $1,802,000 | 1,678 |
| Privately issued residential mortgage-backed securities | $1,802,000 | 673 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,591,000 | 1,298 |
| Mortgage-backed securities | $40,376,000 | 1,485 |
| Certificates of participation in pools of residential mortgages | $38,574,000 | 1,036 |
| Issued or guaranteed by U.S. | $38,574,000 | 1,034 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,802,000 | 2,833 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $1,802,000 | 636 |
| 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) | $23,903,000 | 597 |
| Available-for-sale securities (fair market value) | $16,473,000 | 4,489 |
| Total debt securities | $40,376,000 | 2,946 |
| 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 | $42,688,000 | 2,860 |
| U.S. Government securities | $40,579,000 | 2,202 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $40,579,000 | 2,134 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $2,109,000 | 1,513 |
| Privately issued residential mortgage-backed securities | $2,109,000 | 647 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,036,000 | 1,249 |
| Mortgage-backed securities | $42,688,000 | 1,399 |
| Certificates of participation in pools of residential mortgages | $40,579,000 | 966 |
| Issued or guaranteed by U.S. | $40,579,000 | 963 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,109,000 | 2,682 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $2,109,000 | 612 |
| 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) | $26,056,000 | 557 |
| Available-for-sale securities (fair market value) | $16,632,000 | 4,534 |
| Total debt securities | $42,687,000 | 2,840 |
| 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 | $43,794,000 | 2,797 |
| U.S. Government securities | $41,421,000 | 2,156 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $41,421,000 | 2,092 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $2,373,000 | 1,469 |
| Privately issued residential mortgage-backed securities | $2,373,000 | 644 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,794,000 | 1,188 |
| Mortgage-backed securities | $43,794,000 | 1,344 |
| Certificates of participation in pools of residential mortgages | $41,421,000 | 922 |
| Issued or guaranteed by U.S. | $41,421,000 | 919 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,373,000 | 2,547 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $2,373,000 | 615 |
| 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) | $28,905,000 | 529 |
| Available-for-sale securities (fair market value) | $14,889,000 | 4,718 |
| Total debt securities | $43,794,000 | 2,771 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $47,651,000 | 2,515 |
| U.S. Government securities | $44,748,000 | 1,933 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $44,748,000 | 1,861 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $2,903,000 | 1,433 |
| Privately issued residential mortgage-backed securities | $2,903,000 | 635 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,651,000 | 1,069 |
| Mortgage-backed securities | $47,651,000 | 1,234 |
| Certificates of participation in pools of residential mortgages | $44,748,000 | 824 |
| Issued or guaranteed by U.S. | $44,748,000 | 820 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,903,000 | 2,375 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $2,903,000 | 606 |
| 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) | $32,329,000 | 468 |
| Available-for-sale securities (fair market value) | $15,322,000 | 4,566 |
| Total debt securities | $47,653,000 | 2,488 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $42,217,000 | 2,745 |
| U.S. Government securities | $38,401,000 | 2,155 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $38,401,000 | 2,083 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $3,816,000 | 1,309 |
| Privately issued residential mortgage-backed securities | $3,816,000 | 633 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,114,000 | 1,346 |
| Mortgage-backed securities | $42,217,000 | 1,297 |
| Certificates of participation in pools of residential mortgages | $38,401,000 | 905 |
| Issued or guaranteed by U.S. | $38,401,000 | 896 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,816,000 | 2,170 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $3,816,000 | 602 |
| 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) | $37,114,000 | 424 |
| Available-for-sale securities (fair market value) | $5,103,000 | 6,020 |
| Total debt securities | $42,217,000 | 2,714 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $51,432,000 | 2,316 |
| U.S. Government securities | $47,194,000 | 1,855 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $47,194,000 | 1,792 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $4,238,000 | 1,246 |
| Privately issued residential mortgage-backed securities | $4,238,000 | 639 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,365,000 | 1,127 |
| Mortgage-backed securities | $46,432,000 | 1,193 |
| Certificates of participation in pools of residential mortgages | $42,194,000 | 846 |
| Issued or guaranteed by U.S. | $42,194,000 | 838 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $4,238,000 | 2,022 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $4,238,000 | 611 |
| 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) | $46,365,000 | 367 |
| Available-for-sale securities (fair market value) | $5,067,000 | 6,104 |
| Total debt securities | $51,432,000 | 2,293 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $50,020,000 | 2,402 |
| U.S. Government securities | $45,330,000 | 1,949 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $45,330,000 | 1,887 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $4,690,000 | 1,221 |
| Privately issued residential mortgage-backed securities | $4,690,000 | 630 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,020,000 | 1,087 |
| Mortgage-backed securities | $45,020,000 | 1,266 |
| Certificates of participation in pools of residential mortgages | $40,330,000 | 934 |
| Issued or guaranteed by U.S. | $40,330,000 | 927 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,690,000 | 1,907 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $4,690,000 | 606 |
| 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) | $50,020,000 | 349 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $50,023,000 | 2,377 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $62,325,000 | 1,983 |
| U.S. Government securities | $57,014,000 | 1,559 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $57,014,000 | 1,513 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $5,311,000 | 1,192 |
| Privately issued residential mortgage-backed securities | $5,311,000 | 629 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,902,000 | 891 |
| Mortgage-backed securities | $50,325,000 | 1,180 |
| Certificates of participation in pools of residential mortgages | $45,014,000 | 870 |
| Issued or guaranteed by U.S. | $45,014,000 | 862 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $5,311,000 | 1,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $5,311,000 | 606 |
| 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) | $62,325,000 | 280 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $62,328,000 | 1,964 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $74,333,000 | 1,698 |
| U.S. Government securities | $68,661,000 | 1,283 |
| U.S. Treasury securities | $5,000,000 | 361 |
| U.S. Government agency obligations | $63,661,000 | 1,348 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $5,672,000 | 1,215 |
| Privately issued residential mortgage-backed securities | $5,672,000 | 655 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,516,000 | 832 |
| Mortgage-backed securities | $54,336,000 | 1,139 |
| Certificates of participation in pools of residential mortgages | $48,664,000 | 829 |
| Issued or guaranteed by U.S. | $48,664,000 | 818 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $5,672,000 | 1,746 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $5,672,000 | 629 |
| 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) | $74,333,000 | 268 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $74,337,000 | 1,670 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $68,340,000 | 1,799 |
| U.S. Government securities | $62,004,000 | 1,393 |
| U.S. Treasury securities | $5,000,000 | 353 |
| U.S. Government agency obligations | $57,004,000 | 1,458 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $6,336,000 | 1,167 |
| Privately issued residential mortgage-backed securities | $6,336,000 | 637 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,340,000 | 819 |
| Mortgage-backed securities | $50,340,000 | 1,201 |
| Certificates of participation in pools of residential mortgages | $44,004,000 | 942 |
| Issued or guaranteed by U.S. | $44,004,000 | 934 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $6,336,000 | 1,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $6,336,000 | 613 |
| 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) | $68,340,000 | 285 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $68,343,000 | 1,782 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $72,701,000 | 1,691 |
| U.S. Government securities | $65,364,000 | 1,330 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $65,364,000 | 1,294 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $7,337,000 | 1,039 |
| Privately issued residential mortgage-backed securities | $7,337,000 | 612 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,987,000 | 1,002 |
| Mortgage-backed securities | $46,701,000 | 1,291 |
| Certificates of participation in pools of residential mortgages | $39,364,000 | 1,062 |
| Issued or guaranteed by U.S. | $39,364,000 | 1,050 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $7,337,000 | 1,573 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $7,337,000 | 584 |
| 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) | $72,701,000 | 260 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $72,702,000 | 1,666 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $65,595,000 | 1,814 |
| U.S. Government securities | $57,893,000 | 1,480 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $57,893,000 | 1,456 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $7,702,000 | 978 |
| Privately issued residential mortgage-backed securities | $7,702,000 | 576 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,526,000 | 915 |
| Mortgage-backed securities | $46,595,000 | 1,265 |
| Certificates of participation in pools of residential mortgages | $38,893,000 | 1,038 |
| Issued or guaranteed by U.S. | $38,893,000 | 1,027 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $7,702,000 | 1,493 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $7,702,000 | 550 |
| 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) | $65,595,000 | 283 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $65,595,000 | 1,798 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $39,890,000 | 2,731 |
| U.S. Government securities | $32,000,000 | 2,458 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $32,000,000 | 2,407 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $7,890,000 | 937 |
| Privately issued residential mortgage-backed securities | $7,890,000 | 574 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,890,000 | 1,306 |
| Mortgage-backed securities | $7,890,000 | 3,586 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $7,890,000 | 1,420 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $7,890,000 | 547 |
| 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) | $39,890,000 | 425 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $39,890,000 | 2,703 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $42,106,000 | 2,665 |
| U.S. Government securities | $34,000,000 | 2,366 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $34,000,000 | 2,316 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $8,106,000 | 966 |
| Privately issued residential mortgage-backed securities | $8,106,000 | 563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,106,000 | 1,377 |
| Mortgage-backed securities | $8,106,000 | 3,552 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $8,106,000 | 1,391 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $8,106,000 | 534 |
| 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) | $42,106,000 | 404 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $42,106,000 | 2,624 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $24,415,000 | 3,932 |
| U.S. Government securities | $16,000,000 | 4,075 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $16,000,000 | 3,999 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $8,415,000 | 928 |
| Privately issued residential mortgage-backed securities | $8,415,000 | 536 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,415,000 | 1,919 |
| Mortgage-backed securities | $8,415,000 | 3,416 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $8,415,000 | 1,343 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $8,415,000 | 509 |
| 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) | $24,415,000 | 633 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $24,421,000 | 3,880 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $32,339,000 | 3,281 |
| U.S. Government securities | $23,662,000 | 3,198 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $23,662,000 | 3,130 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $8,677,000 | 870 |
| Privately issued residential mortgage-backed securities | $8,677,000 | 485 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,646,000 | 2,072 |
| Mortgage-backed securities | $8,677,000 | 3,112 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $8,677,000 | 1,250 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $8,677,000 | 459 |
| 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) | $32,339,000 | 530 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $32,344,000 | 3,236 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $33,844,000 | 3,164 |
| U.S. Government securities | $24,992,000 | 3,107 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $24,992,000 | 3,038 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $8,852,000 | 807 |
| Privately issued residential mortgage-backed securities | $8,852,000 | 443 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,762,000 | 1,408 |
| Mortgage-backed securities | $8,852,000 | 2,916 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $8,852,000 | 1,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $8,852,000 | 420 |
| 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) | $33,844,000 | 529 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $33,844,000 | 3,122 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $31,241,000 | 3,329 |
| U.S. Government securities | $21,979,000 | 3,414 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $21,979,000 | 3,326 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $9,262,000 | 747 |
| Privately issued residential mortgage-backed securities | $9,262,000 | 423 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,241,000 | 1,490 |
| Mortgage-backed securities | $9,262,000 | 2,790 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $9,262,000 | 1,121 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $9,262,000 | 402 |
| 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) | $31,241,000 | 568 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $31,241,000 | 3,289 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $23,810,000 | 4,008 |
| U.S. Government securities | $13,967,000 | 4,608 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $13,967,000 | 4,486 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $9,843,000 | 731 |
| Privately issued residential mortgage-backed securities | $9,843,000 | 400 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,658,000 | 1,910 |
| Mortgage-backed securities | $9,843,000 | 2,673 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $9,843,000 | 1,069 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $9,843,000 | 377 |
| 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) | $23,810,000 | 716 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $23,809,000 | 3,959 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $17,276,000 | 4,950 |
| U.S. Government securities | $6,955,000 | 6,235 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $6,955,000 | 6,109 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $10,321,000 | 687 |
| Privately issued residential mortgage-backed securities | $10,321,000 | 379 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,614,000 | 2,603 |
| Mortgage-backed securities | $10,321,000 | 2,610 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $10,321,000 | 1,030 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $10,321,000 | 360 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,276,000 | 933 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $17,276,000 | 4,902 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $46,877,000 | 2,469 |
| U.S. Government securities | $35,956,000 | 2,376 |
| U.S. Treasury securities | $29,956,000 | 126 |
| U.S. Government agency obligations | $6,000,000 | 6,445 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $10,921,000 | 665 |
| Privately issued residential mortgage-backed securities | $10,921,000 | 370 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,243,000 | 1,072 |
| Mortgage-backed securities | $10,921,000 | 2,514 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $10,921,000 | 978 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $10,921,000 | 349 |
| 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) | $46,877,000 | 454 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $46,887,000 | 2,429 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $32,704,000 | 3,293 |
| U.S. Government securities | $20,949,000 | 3,638 |
| U.S. Treasury securities | $14,949,000 | 243 |
| U.S. Government agency obligations | $6,000,000 | 6,441 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $11,755,000 | 644 |
| Privately issued residential mortgage-backed securities | $11,755,000 | 356 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,703,000 | 2,480 |
| Mortgage-backed securities | $11,755,000 | 2,416 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $11,755,000 | 938 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $11,755,000 | 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) | $32,704,000 | 614 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $32,703,000 | 3,253 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $23,746,000 | 4,159 |
| U.S. Government securities | $10,979,000 | 5,365 |
| U.S. Treasury securities | $4,979,000 | 552 |
| U.S. Government agency obligations | $6,000,000 | 6,479 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $12,767,000 | 623 |
| Privately issued residential mortgage-backed securities | $12,767,000 | 345 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,696,000 | 1,938 |
| Mortgage-backed securities | $12,767,000 | 2,353 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $12,767,000 | 905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $12,767,000 | 325 |
| 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) | $23,746,000 | 785 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $23,756,000 | 4,098 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $19,638,000 | 4,673 |
| U.S. Government securities | $6,000,000 | 6,643 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $6,000,000 | 6,498 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $13,638,000 | 621 |
| Privately issued residential mortgage-backed securities | $13,638,000 | 340 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,804,000 | 2,244 |
| Mortgage-backed securities | $13,638,000 | 2,277 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $13,638,000 | 865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $13,638,000 | 322 |
| 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) | $19,638,000 | 939 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $19,638,000 | 4,612 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $31,140,000 | 3,438 |
| U.S. Government securities | $15,960,000 | 4,334 |
| U.S. Treasury securities | $9,960,000 | 337 |
| U.S. Government agency obligations | $6,000,000 | 6,503 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $15,180,000 | 587 |
| Privately issued residential mortgage-backed securities | $15,180,000 | 320 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $15,180,000 | 2,132 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $15,180,000 | 813 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $15,180,000 | 302 |
| 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) | $31,140,000 | 669 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $31,140,000 | 3,376 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $24,475,000 | 4,094 |
| U.S. Government securities | $6,000,000 | 6,683 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,000,000 | 6,539 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $18,475,000 | 553 |
| Privately issued residential mortgage-backed securities | $18,475,000 | 296 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $18,475,000 | 1,955 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $18,475,000 | 741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $18,475,000 | 277 |
| 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) | $24,475,000 | 799 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $24,475,000 | 4,043 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $16,921,000 | 5,165 |
| U.S. Government securities | $4,000,000 | 7,400 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,000,000 | 7,229 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $12,921,000 | 669 |
| Privately issued residential mortgage-backed securities | $12,921,000 | 336 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $12,921,000 | 2,515 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $12,921,000 | 950 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $12,921,000 | 310 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,921,000 | 1,070 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $16,921,000 | 5,106 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $17,838,000 | 5,044 |
| U.S. Government securities | $3,000,000 | 7,736 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,000,000 | 7,576 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $14,838,000 | 645 |
| Privately issued residential mortgage-backed securities | $14,838,000 | 321 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $14,838,000 | 2,353 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $14,838,000 | 887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $14,838,000 | 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) | $17,838,000 | 1,021 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $17,838,000 | 4,983 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $19,214,000 | 4,805 |
| U.S. Government securities | $3,000,000 | 7,764 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $3,000,000 | 7,609 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $16,214,000 | 605 |
| Privately issued residential mortgage-backed securities | $16,214,000 | 284 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $16,214,000 | 2,228 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $16,214,000 | 833 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $16,214,000 | 259 |
| 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) | $19,214,000 | 973 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $19,214,000 | 4,743 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $22,737,000 | 4,428 |
| U.S. Government securities | $4,000,000 | 7,520 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $4,000,000 | 7,359 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $18,737,000 | 564 |
| Privately issued residential mortgage-backed securities | $18,737,000 | 256 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $18,737,000 | 2,064 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $18,737,000 | 772 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $18,737,000 | 238 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,737,000 | 875 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $22,737,000 | 4,359 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $23,253,000 | 4,358 |
| U.S. Government securities | $1,000,000 | 8,496 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,000,000 | 8,373 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $22,253,000 | 538 |
| Privately issued residential mortgage-backed securities | $22,253,000 | 245 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $22,253,000 | 1,875 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $22,253,000 | 708 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $22,253,000 | 230 |
| 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) | $23,253,000 | 843 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $23,253,000 | 4,282 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $25,456,000 | 4,163 |
| U.S. Government securities | $3,000,000 | 7,905 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $3,000,000 | 7,719 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $22,456,000 | 508 |
| Privately issued residential mortgage-backed securities | $22,456,000 | 198 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $22,456,000 | 1,870 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $22,456,000 | 711 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $22,456,000 | 174 |
| 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) | $25,456,000 | 786 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $25,456,000 | 4,090 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $12,930,000 | 5,932 |
| U.S. Government securities | $0 | 8,934 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $0 | 8,835 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $12,930,000 | 749 |
| Privately issued residential mortgage-backed securities | $12,930,000 | 239 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $12,930,000 | 2,608 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $12,930,000 | 989 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $12,930,000 | 210 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,930,000 | 1,245 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $12,930,000 | 5,842 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $7,323,000 | 7,127 |
| U.S. Government securities | $500,000 | 8,751 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $500,000 | 8,619 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $6,823,000 | 1,155 |
| Privately issued residential mortgage-backed securities | $6,823,000 | 348 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $6,823,000 | 3,663 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $6,823,000 | 1,504 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $6,823,000 | 311 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,323,000 | 1,726 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $7,323,000 | 7,031 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $7,239,000 | 7,210 |
| U.S. Government securities | $500,000 | 8,801 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $500,000 | 8,665 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $6,739,000 | 1,183 |
| Privately issued residential mortgage-backed securities | $6,739,000 | 360 |
| 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 | $6,739,000 | 3,692 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $6,739,000 | 1,554 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $6,739,000 | 318 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,239,000 | 1,782 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $7,239,000 | 7,114 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $11,167,000 | 6,254 |
| U.S. Government securities | $1,500,000 | 8,522 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,500,000 | 8,359 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $9,667,000 | 957 |
| Privately issued residential mortgage-backed securities | $9,667,000 | 300 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $9,667,000 | 3,066 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $9,667,000 | 1,297 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $9,667,000 | 266 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,167,000 | 1,394 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $11,167,000 | 6,152 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $24,689,000 | 3,901 |
| U.S. Government securities | $6,000,000 | 6,835 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $6,000,000 | 6,600 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $18,689,000 | 631 |
| Privately issued residential mortgage-backed securities | $18,689,000 | 248 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $18,689,000 | 1,940 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $18,689,000 | 870 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $18,689,000 | 222 |
| 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) | $24,689,000 | 776 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $24,690,000 | 3,815 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $4,593,000 | 8,491 |
| U.S. Government securities | $4,500,000 | 7,965 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $4,500,000 | 7,634 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $93,000 | 6,896 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,500,000 | 2,895 |
| Available-for-sale securities (fair market value) | $93,000 | 9,114 |
| Total debt securities | $4,500,000 | 8,402 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $1,798,000 | 9,687 |
| U.S. Government securities | $1,750,000 | 9,430 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $1,750,000 | 9,046 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $48,000 | 7,363 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,750,000 | 4,394 |
| Available-for-sale securities (fair market value) | $48,000 | 9,459 |
| Total debt securities | $1,750,000 | 9,607 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |