Home > Liberty First Bank > Securities
Liberty First Bank, Securities
| 2021-09-30 | Rank | |
| Total securities | $84,028,000 | 1,930 |
| U.S. Government securities | $46,950,000 | 1,882 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $46,950,000 | 1,702 |
| Securities issued by states & political subdivisions | $35,812,000 | 1,389 |
| Other domestic debt securities | $1,266,000 | 1,729 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,266,000 | 1,406 |
| 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 | $0 | 4,110 |
| Mortgage-backed securities | $34,086,000 | 1,716 |
| Certificates of participation in pools of residential mortgages | $25,652,000 | 1,466 |
| Issued or guaranteed by U.S. | $25,652,000 | 1,433 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $6,042,000 | 1,473 |
| CMOs issued by government agencies or sponsored agencies | $6,042,000 | 1,427 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $2,392,000 | 1,430 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $2,392,000 | 984 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $84,028,000 | 1,804 |
| Total debt securities | $84,028,000 | 1,914 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $88,673,000 | 1,795 |
| U.S. Government securities | $48,817,000 | 1,766 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $48,817,000 | 1,613 |
| Securities issued by states & political subdivisions | $36,313,000 | 1,341 |
| Other domestic debt securities | $3,543,000 | 1,331 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $3,543,000 | 984 |
| 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 | $4,888,000 | 3,166 |
| Mortgage-backed securities | $35,876,000 | 1,628 |
| Certificates of participation in pools of residential mortgages | $27,126,000 | 1,360 |
| Issued or guaranteed by U.S. | $27,126,000 | 1,327 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $6,325,000 | 1,387 |
| CMOs issued by government agencies or sponsored agencies | $6,325,000 | 1,344 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $2,425,000 | 1,420 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $2,425,000 | 959 |
| Held to maturity securities (book value) | $2,279,000 | 1,142 |
| Available-for-sale securities (fair market value) | $86,394,000 | 1,709 |
| Total debt securities | $88,673,000 | 1,779 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $89,322,000 | 1,660 |
| U.S. Government securities | $55,188,000 | 1,518 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $55,188,000 | 1,409 |
| Securities issued by states & political subdivisions | $31,134,000 | 1,442 |
| Other domestic debt securities | $3,000,000 | 1,348 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $3,000,000 | 994 |
| 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 | $4,262,000 | 3,226 |
| Mortgage-backed securities | $38,521,000 | 1,492 |
| Certificates of participation in pools of residential mortgages | $28,725,000 | 1,246 |
| Issued or guaranteed by U.S. | $28,725,000 | 1,212 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $7,314,000 | 1,261 |
| CMOs issued by government agencies or sponsored agencies | $7,314,000 | 1,218 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $2,482,000 | 1,389 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $2,482,000 | 924 |
| Held to maturity securities (book value) | $2,269,000 | 1,120 |
| Available-for-sale securities (fair market value) | $87,053,000 | 1,563 |
| Total debt securities | $89,322,000 | 1,645 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $75,219,000 | 1,770 |
| U.S. Government securities | $55,412,000 | 1,391 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $55,412,000 | 1,314 |
| Securities issued by states & political subdivisions | $17,042,000 | 2,057 |
| Other domestic debt securities | $2,765,000 | 1,327 |
| 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 | $2,765,000 | 978 |
| 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 | $2,404,000 | 3,550 |
| Mortgage-backed securities | $42,705,000 | 1,321 |
| Certificates of participation in pools of residential mortgages | $36,992,000 | 954 |
| Issued or guaranteed by U.S. | $36,992,000 | 934 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $3,197,000 | 1,797 |
| CMOs issued by government agencies or sponsored agencies | $3,197,000 | 1,750 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $2,516,000 | 1,328 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $2,516,000 | 887 |
| Held to maturity securities (book value) | $4,690,000 | 887 |
| Available-for-sale securities (fair market value) | $70,529,000 | 1,724 |
| Total debt securities | $75,219,000 | 1,755 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $68,316,000 | 1,792 |
| U.S. Government securities | $59,799,000 | 1,266 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $59,799,000 | 1,194 |
| Securities issued by states & political subdivisions | $5,665,000 | 3,008 |
| Other domestic debt securities | $2,852,000 | 1,290 |
| 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 | $2,852,000 | 935 |
| 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 | $2,710,000 | 3,527 |
| Mortgage-backed securities | $50,076,000 | 1,159 |
| Certificates of participation in pools of residential mortgages | $44,061,000 | 809 |
| Issued or guaranteed by U.S. | $44,061,000 | 792 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,479,000 | 1,777 |
| CMOs issued by government agencies or sponsored agencies | $3,479,000 | 1,732 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $2,536,000 | 1,298 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $2,536,000 | 856 |
| Held to maturity securities (book value) | $5,026,000 | 861 |
| Available-for-sale securities (fair market value) | $63,290,000 | 1,766 |
| Total debt securities | $68,316,000 | 1,776 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $62,125,000 | 1,862 |
| U.S. Government securities | $59,786,000 | 1,249 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $59,786,000 | 1,174 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $2,339,000 | 1,301 |
| 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 | $2,339,000 | 963 |
| 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 | $3,323,000 | 3,449 |
| Mortgage-backed securities | $57,287,000 | 1,040 |
| Certificates of participation in pools of residential mortgages | $49,211,000 | 712 |
| Issued or guaranteed by U.S. | $49,211,000 | 697 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,535,000 | 1,529 |
| CMOs issued by government agencies or sponsored agencies | $5,535,000 | 1,490 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $2,541,000 | 1,285 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $2,541,000 | 833 |
| Held to maturity securities (book value) | $5,464,000 | 856 |
| Available-for-sale securities (fair market value) | $56,661,000 | 1,849 |
| Total debt securities | $62,124,000 | 1,847 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $54,493,000 | 1,975 |
| U.S. Government securities | $52,164,000 | 1,386 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $52,164,000 | 1,307 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $2,329,000 | 1,251 |
| 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 | $2,329,000 | 898 |
| 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 | $3,306,000 | 3,455 |
| Mortgage-backed securities | $49,285,000 | 1,139 |
| Certificates of participation in pools of residential mortgages | $40,931,000 | 822 |
| Issued or guaranteed by U.S. | $40,931,000 | 802 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $5,856,000 | 1,530 |
| CMOs issued by government agencies or sponsored agencies | $5,856,000 | 1,487 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $2,498,000 | 1,271 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $2,498,000 | 815 |
| Held to maturity securities (book value) | $6,024,000 | 837 |
| Available-for-sale securities (fair market value) | $48,469,000 | 2,003 |
| Total debt securities | $54,494,000 | 1,957 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $41,730,000 | 2,393 |
| U.S. Government securities | $38,386,000 | 1,757 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $38,386,000 | 1,652 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $3,344,000 | 1,067 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $3,344,000 | 729 |
| 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 | $3,568,000 | 3,469 |
| Mortgage-backed securities | $30,914,000 | 1,525 |
| Certificates of participation in pools of residential mortgages | $24,943,000 | 1,147 |
| Issued or guaranteed by U.S. | $24,943,000 | 1,119 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $3,516,000 | 1,813 |
| CMOs issued by government agencies or sponsored agencies | $3,516,000 | 1,765 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $2,455,000 | 1,256 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $2,455,000 | 791 |
| Held to maturity securities (book value) | $7,791,000 | 798 |
| Available-for-sale securities (fair market value) | $33,939,000 | 2,505 |
| Total debt securities | $41,731,000 | 2,376 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $38,312,000 | 2,512 |
| U.S. Government securities | $13,955,000 | 3,055 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $13,955,000 | 2,897 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $24,357,000 | 398 |
| Privately issued residential mortgage-backed securities | $20,995,000 | 108 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $3,362,000 | 737 |
| 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 | $3,246,000 | 3,597 |
| Mortgage-backed securities | $24,452,000 | 1,724 |
| Certificates of participation in pools of residential mortgages | $22,979,000 | 1,167 |
| Issued or guaranteed by U.S. | $1,984,000 | 3,142 |
| Privately issued | $20,995,000 | 37 |
| Collaterized mortgage obligations | $1,473,000 | 2,245 |
| CMOs issued by government agencies or sponsored agencies | $1,473,000 | 2,199 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $7,978,000 | 837 |
| Available-for-sale securities (fair market value) | $30,334,000 | 2,659 |
| Total debt securities | $38,310,000 | 2,496 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 324 |
| Fair value | $2,499,000 | 328 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $27,289,000 | 3,044 |
| U.S. Government securities | $10,624,000 | 3,424 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $10,624,000 | 3,269 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $16,665,000 | 464 |
| Privately issued residential mortgage-backed securities | $13,322,000 | 121 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $3,343,000 | 738 |
| 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 | $3,340,000 | 3,629 |
| Mortgage-backed securities | $16,950,000 | 2,093 |
| Certificates of participation in pools of residential mortgages | $15,442,000 | 1,541 |
| Issued or guaranteed by U.S. | $2,120,000 | 3,123 |
| Privately issued | $13,322,000 | 32 |
| Collaterized mortgage obligations | $1,508,000 | 2,213 |
| CMOs issued by government agencies or sponsored agencies | $1,508,000 | 2,165 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $8,133,000 | 851 |
| Available-for-sale securities (fair market value) | $19,156,000 | 3,281 |
| Total debt securities | $27,289,000 | 3,025 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 363 |
| Fair value | $2,496,000 | 370 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $29,298,000 | 2,991 |
| U.S. Government securities | $7,210,000 | 3,881 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $7,210,000 | 3,716 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $22,088,000 | 393 |
| Privately issued residential mortgage-backed securities | $19,769,000 | 97 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,319,000 | 870 |
| 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 | $3,394,000 | 3,678 |
| Mortgage-backed securities | $19,836,000 | 1,916 |
| Certificates of participation in pools of residential mortgages | $19,836,000 | 1,313 |
| Issued or guaranteed by U.S. | $67,000 | 3,997 |
| Privately issued | $19,769,000 | 21 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $12,929,000 | 718 |
| Available-for-sale securities (fair market value) | $16,369,000 | 3,479 |
| Total debt securities | $29,298,000 | 2,975 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 373 |
| Fair value | $2,479,000 | 378 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $29,796,000 | 2,998 |
| U.S. Government securities | $27,488,000 | 2,257 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $27,488,000 | 2,144 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $2,308,000 | 1,190 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,308,000 | 871 |
| 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 | $3,009,000 | 3,785 |
| Mortgage-backed securities | $20,378,000 | 1,884 |
| Certificates of participation in pools of residential mortgages | $20,378,000 | 1,282 |
| Issued or guaranteed by U.S. | $20,378,000 | 1,271 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $13,164,000 | 751 |
| Available-for-sale securities (fair market value) | $16,632,000 | 3,508 |
| Total debt securities | $29,796,000 | 2,984 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 394 |
| Fair value | $2,463,000 | 390 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $28,209,000 | 3,090 |
| U.S. Government securities | $28,209,000 | 2,239 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $28,209,000 | 2,132 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $2,963,000 | 3,840 |
| Mortgage-backed securities | $21,147,000 | 1,834 |
| Certificates of participation in pools of residential mortgages | $21,147,000 | 1,274 |
| Issued or guaranteed by U.S. | $21,147,000 | 1,268 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $11,120,000 | 825 |
| Available-for-sale securities (fair market value) | $17,089,000 | 3,499 |
| Total debt securities | $28,209,000 | 3,068 |
| Structured notes | ||
| Amortized cost | $2,497,000 | 393 |
| Fair value | $2,448,000 | 384 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $29,308,000 | 3,074 |
| U.S. Government securities | $7,158,000 | 3,965 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $7,158,000 | 3,809 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $22,150,000 | 396 |
| Privately issued residential mortgage-backed securities | $22,150,000 | 117 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $2,541,000 | 3,977 |
| Mortgage-backed securities | $22,237,000 | 1,810 |
| Certificates of participation in pools of residential mortgages | $22,237,000 | 1,269 |
| Issued or guaranteed by U.S. | $87,000 | 4,070 |
| Privately issued | $22,150,000 | 45 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $11,493,000 | 819 |
| Available-for-sale securities (fair market value) | $17,815,000 | 3,502 |
| Total debt securities | $29,308,000 | 3,057 |
| Structured notes | ||
| Amortized cost | $2,494,000 | 397 |
| Fair value | $2,446,000 | 388 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $30,378,000 | 3,073 |
| U.S. Government securities | $30,378,000 | 2,189 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $30,378,000 | 2,091 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $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 | $2,458,000 | 4,044 |
| Mortgage-backed securities | $23,297,000 | 1,762 |
| Certificates of participation in pools of residential mortgages | $23,297,000 | 1,256 |
| Issued or guaranteed by U.S. | $23,297,000 | 1,253 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $11,814,000 | 825 |
| Available-for-sale securities (fair market value) | $18,564,000 | 3,492 |
| Total debt securities | $30,378,000 | 3,054 |
| Structured notes | ||
| Amortized cost | $2,492,000 | 387 |
| Fair value | $2,448,000 | 377 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $31,687,000 | 3,044 |
| U.S. Government securities | $31,687,000 | 2,131 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $31,687,000 | 2,047 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $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 | $2,512,000 | 4,085 |
| Mortgage-backed securities | $24,577,000 | 1,718 |
| Certificates of participation in pools of residential mortgages | $24,577,000 | 1,233 |
| Issued or guaranteed by U.S. | $24,577,000 | 1,232 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $12,138,000 | 835 |
| Available-for-sale securities (fair market value) | $19,549,000 | 3,478 |
| Total debt securities | $31,689,000 | 3,026 |
| Structured notes | ||
| Amortized cost | $2,489,000 | 384 |
| Fair value | $2,462,000 | 380 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $33,004,000 | 3,009 |
| U.S. Government securities | $33,004,000 | 2,103 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $33,004,000 | 2,004 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $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 | $2,599,000 | 4,126 |
| Mortgage-backed securities | $25,861,000 | 1,687 |
| Certificates of participation in pools of residential mortgages | $25,861,000 | 1,210 |
| Issued or guaranteed by U.S. | $25,861,000 | 1,208 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $12,521,000 | 860 |
| Available-for-sale securities (fair market value) | $20,483,000 | 3,451 |
| Total debt securities | $33,003,000 | 2,987 |
| Structured notes | ||
| Amortized cost | $2,487,000 | 406 |
| Fair value | $2,476,000 | 399 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $34,224,000 | 2,991 |
| U.S. Government securities | $34,224,000 | 2,089 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $34,224,000 | 1,985 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $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 | $2,652,000 | 4,147 |
| Mortgage-backed securities | $27,077,000 | 1,650 |
| Certificates of participation in pools of residential mortgages | $27,077,000 | 1,193 |
| Issued or guaranteed by U.S. | $27,077,000 | 1,192 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $12,964,000 | 854 |
| Available-for-sale securities (fair market value) | $21,260,000 | 3,438 |
| Total debt securities | $34,224,000 | 2,971 |
| Structured notes | ||
| Amortized cost | $2,484,000 | 426 |
| Fair value | $2,474,000 | 417 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $32,191,000 | 3,112 |
| U.S. Government securities | $32,191,000 | 2,208 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $32,191,000 | 2,107 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $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 | $2,843,000 | 4,152 |
| Mortgage-backed securities | $26,279,000 | 1,712 |
| Certificates of participation in pools of residential mortgages | $26,279,000 | 1,257 |
| Issued or guaranteed by U.S. | $26,279,000 | 1,256 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $13,318,000 | 864 |
| Available-for-sale securities (fair market value) | $18,873,000 | 3,628 |
| Total debt securities | $32,193,000 | 3,093 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $32,281,000 | 3,092 |
| U.S. Government securities | $32,281,000 | 2,189 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $32,281,000 | 2,090 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,346,000 | 4,298 |
| Mortgage-backed securities | $27,368,000 | 1,685 |
| Certificates of participation in pools of residential mortgages | $27,368,000 | 1,227 |
| Issued or guaranteed by U.S. | $27,368,000 | 1,226 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $13,735,000 | 859 |
| Available-for-sale securities (fair market value) | $18,546,000 | 3,655 |
| Total debt securities | $32,282,000 | 3,072 |
| 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 | $30,492,000 | 3,182 |
| U.S. Government securities | $30,492,000 | 2,269 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $30,492,000 | 2,187 |
| 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 | $525,000 | 4,906 |
| Mortgage-backed securities | $26,796,000 | 1,728 |
| Certificates of participation in pools of residential mortgages | $26,796,000 | 1,251 |
| Issued or guaranteed by U.S. | $26,796,000 | 1,250 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $14,336,000 | 843 |
| Available-for-sale securities (fair market value) | $16,156,000 | 3,839 |
| Total debt securities | $30,492,000 | 3,162 |
| Structured notes | ||
| Amortized cost | $999,000 | 725 |
| Fair value | $1,000,000 | 653 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $27,905,000 | 3,403 |
| U.S. Government securities | $27,905,000 | 2,470 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $27,905,000 | 2,369 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $381,000 | 5,061 |
| Mortgage-backed securities | $26,209,000 | 1,749 |
| Certificates of participation in pools of residential mortgages | $26,209,000 | 1,284 |
| Issued or guaranteed by U.S. | $26,209,000 | 1,280 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $12,939,000 | 900 |
| Available-for-sale securities (fair market value) | $14,966,000 | 3,988 |
| Total debt securities | $27,904,000 | 3,378 |
| Structured notes | ||
| Amortized cost | $999,000 | 839 |
| Fair value | $1,001,000 | 746 |
| 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 | $29,193,000 | 3,378 |
| U.S. Government securities | $29,193,000 | 2,470 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $29,193,000 | 2,377 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $434,000 | 5,090 |
| Mortgage-backed securities | $27,148,000 | 1,715 |
| Certificates of participation in pools of residential mortgages | $27,148,000 | 1,241 |
| Issued or guaranteed by U.S. | $27,148,000 | 1,239 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $13,417,000 | 918 |
| Available-for-sale securities (fair market value) | $15,776,000 | 3,966 |
| Total debt securities | $29,193,000 | 3,356 |
| Structured notes | ||
| Amortized cost | $998,000 | 998 |
| Fair value | $1,001,000 | 891 |
| 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 | $33,110,000 | 3,201 |
| U.S. Government securities | $33,110,000 | 2,297 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $33,110,000 | 2,213 |
| 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 | $438,000 | 5,132 |
| Mortgage-backed securities | $30,047,000 | 1,605 |
| Certificates of participation in pools of residential mortgages | $30,047,000 | 1,167 |
| Issued or guaranteed by U.S. | $30,047,000 | 1,165 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $13,771,000 | 930 |
| Available-for-sale securities (fair market value) | $19,339,000 | 3,742 |
| Total debt securities | $33,110,000 | 3,176 |
| Structured notes | ||
| Amortized cost | $2,028,000 | 704 |
| Fair value | $2,021,000 | 706 |
| 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 | $35,793,000 | 3,083 |
| U.S. Government securities | $35,793,000 | 2,213 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $35,793,000 | 2,128 |
| 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 | $453,000 | 5,206 |
| Mortgage-backed securities | $31,213,000 | 1,594 |
| Certificates of participation in pools of residential mortgages | $31,213,000 | 1,128 |
| Issued or guaranteed by U.S. | $31,213,000 | 1,127 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $15,187,000 | 885 |
| Available-for-sale securities (fair market value) | $20,606,000 | 3,714 |
| Total debt securities | $35,794,000 | 3,057 |
| Structured notes | ||
| Amortized cost | $2,030,000 | 820 |
| Fair value | $2,031,000 | 819 |
| 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 | $38,347,000 | 2,993 |
| U.S. Government securities | $38,347,000 | 2,177 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $38,347,000 | 2,092 |
| 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 | $489,000 | 5,248 |
| Mortgage-backed securities | $32,394,000 | 1,592 |
| Certificates of participation in pools of residential mortgages | $32,394,000 | 1,144 |
| Issued or guaranteed by U.S. | $32,394,000 | 1,143 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $15,671,000 | 880 |
| Available-for-sale securities (fair market value) | $22,676,000 | 3,657 |
| Total debt securities | $38,347,000 | 2,968 |
| Structured notes | ||
| Amortized cost | $2,030,000 | 926 |
| Fair value | $2,022,000 | 924 |
| 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 | $35,735,000 | 3,196 |
| U.S. Government securities | $35,735,000 | 2,326 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $35,735,000 | 2,243 |
| 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 | $536,000 | 5,274 |
| Mortgage-backed securities | $31,797,000 | 1,633 |
| Certificates of participation in pools of residential mortgages | $31,797,000 | 1,156 |
| Issued or guaranteed by U.S. | $31,797,000 | 1,155 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $15,124,000 | 897 |
| Available-for-sale securities (fair market value) | $20,611,000 | 3,835 |
| Total debt securities | $35,737,000 | 3,166 |
| 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 | $35,467,000 | 3,242 |
| U.S. Government securities | $35,467,000 | 2,375 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $35,467,000 | 2,287 |
| 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 | $567,000 | 5,345 |
| Mortgage-backed securities | $30,619,000 | 1,713 |
| Certificates of participation in pools of residential mortgages | $30,619,000 | 1,210 |
| Issued or guaranteed by U.S. | $30,619,000 | 1,208 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $13,006,000 | 980 |
| Available-for-sale securities (fair market value) | $22,461,000 | 3,737 |
| Total debt securities | $35,468,000 | 3,221 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $37,519,000 | 3,207 |
| U.S. Government securities | $37,519,000 | 2,325 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $37,519,000 | 2,245 |
| 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 | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $773,000 | 5,360 |
| Mortgage-backed securities | $32,701,000 | 1,693 |
| Certificates of participation in pools of residential mortgages | $32,701,000 | 1,190 |
| Issued or guaranteed by U.S. | $32,701,000 | 1,190 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $13,459,000 | 972 |
| Available-for-sale securities (fair market value) | $24,060,000 | 3,706 |
| Total debt securities | $37,520,000 | 3,183 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $40,965,000 | 3,060 |
| U.S. Government securities | $40,965,000 | 2,209 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $40,965,000 | 2,134 |
| 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 | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $871,000 | 5,375 |
| Mortgage-backed securities | $33,899,000 | 1,688 |
| Certificates of participation in pools of residential mortgages | $33,899,000 | 1,189 |
| Issued or guaranteed by U.S. | $33,899,000 | 1,189 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $16,029,000 | 885 |
| Available-for-sale securities (fair market value) | $24,936,000 | 3,681 |
| Total debt securities | $40,964,000 | 3,036 |
| Structured notes | ||
| Amortized cost | $2,230,000 | 1,163 |
| Fair value | $2,248,000 | 1,146 |
| 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 | $41,915,000 | 3,032 |
| U.S. Government securities | $41,915,000 | 2,192 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $41,915,000 | 2,122 |
| 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 | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $863,000 | 5,427 |
| Mortgage-backed securities | $32,165,000 | 1,774 |
| Certificates of participation in pools of residential mortgages | $32,165,000 | 1,254 |
| Issued or guaranteed by U.S. | $32,165,000 | 1,254 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $15,581,000 | 891 |
| Available-for-sale securities (fair market value) | $26,334,000 | 3,606 |
| Total debt securities | $41,915,000 | 3,001 |
| Structured notes | ||
| Amortized cost | $5,645,000 | 672 |
| Fair value | $5,625,000 | 662 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $40,753,000 | 3,085 |
| U.S. Government securities | $40,753,000 | 2,218 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $40,753,000 | 2,151 |
| 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 | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,945,000 | 5,076 |
| Mortgage-backed securities | $31,676,000 | 1,787 |
| Certificates of participation in pools of residential mortgages | $31,676,000 | 1,268 |
| Issued or guaranteed by U.S. | $31,676,000 | 1,268 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| 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) | $12,106,000 | 996 |
| Available-for-sale securities (fair market value) | $28,647,000 | 3,465 |
| Total debt securities | $40,753,000 | 3,052 |
| Structured notes | ||
| Amortized cost | $5,336,000 | 693 |
| Fair value | $5,275,000 | 670 |
| 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 | $37,253,000 | 3,294 |
| U.S. Government securities | $37,253,000 | 2,385 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $37,253,000 | 2,323 |
| 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 | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,390,000 | 5,309 |
| Mortgage-backed securities | $30,098,000 | 1,865 |
| Certificates of participation in pools of residential mortgages | $30,098,000 | 1,319 |
| Issued or guaranteed by U.S. | $30,098,000 | 1,316 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| 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) | $8,897,000 | 1,116 |
| Available-for-sale securities (fair market value) | $28,356,000 | 3,532 |
| Total debt securities | $37,254,000 | 3,264 |
| Structured notes | ||
| Amortized cost | $3,410,000 | 926 |
| Fair value | $3,373,000 | 905 |
| 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 | $31,001,000 | 3,636 |
| U.S. Government securities | $31,001,000 | 2,700 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $31,001,000 | 2,636 |
| 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 | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $125,000 | 5,864 |
| Mortgage-backed securities | $27,986,000 | 1,932 |
| Certificates of participation in pools of residential mortgages | $27,986,000 | 1,393 |
| Issued or guaranteed by U.S. | $27,986,000 | 1,391 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| 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) | $4,183,000 | 1,420 |
| Available-for-sale securities (fair market value) | $26,818,000 | 3,614 |
| Total debt securities | $31,001,000 | 3,599 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $30,361,000 | 3,703 |
| U.S. Government securities | $30,361,000 | 2,795 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $30,361,000 | 2,729 |
| 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 | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $129,000 | 5,934 |
| Mortgage-backed securities | $30,361,000 | 1,875 |
| Certificates of participation in pools of residential mortgages | $30,361,000 | 1,335 |
| Issued or guaranteed by U.S. | $30,361,000 | 1,334 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| 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) | $4,504,000 | 1,363 |
| Available-for-sale securities (fair market value) | $25,857,000 | 3,703 |
| Total debt securities | $30,360,000 | 3,669 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $30,603,000 | 3,642 |
| U.S. Government securities | $30,603,000 | 2,699 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $30,603,000 | 2,634 |
| 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 | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $203,000 | 5,952 |
| Mortgage-backed securities | $26,862,000 | 2,019 |
| Certificates of participation in pools of residential mortgages | $26,862,000 | 1,453 |
| Issued or guaranteed by U.S. | $26,862,000 | 1,450 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| 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) | $5,675,000 | 1,241 |
| Available-for-sale securities (fair market value) | $24,928,000 | 3,724 |
| Total debt securities | $30,603,000 | 3,610 |
| Structured notes | ||
| Amortized cost | $730,000 | 1,898 |
| Fair value | $733,000 | 1,897 |
| 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 | $32,461,000 | 3,565 |
| U.S. Government securities | $32,461,000 | 2,662 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $32,461,000 | 2,601 |
| 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 | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $222,000 | 6,034 |
| Mortgage-backed securities | $28,712,000 | 2,044 |
| Certificates of participation in pools of residential mortgages | $28,712,000 | 1,440 |
| Issued or guaranteed by U.S. | $28,712,000 | 1,438 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| 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) | $6,074,000 | 1,226 |
| Available-for-sale securities (fair market value) | $26,387,000 | 3,662 |
| Total debt securities | $32,462,000 | 3,536 |
| Structured notes | ||
| Amortized cost | $730,000 | 2,070 |
| Fair value | $733,000 | 2,072 |
| 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 | $30,594,000 | 3,676 |
| U.S. Government securities | $30,594,000 | 2,806 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $30,594,000 | 2,748 |
| 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 | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $284,000 | 6,075 |
| Mortgage-backed securities | $26,847,000 | 2,147 |
| Certificates of participation in pools of residential mortgages | $26,847,000 | 1,540 |
| Issued or guaranteed by U.S. | $26,847,000 | 1,538 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| 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) | $4,844,000 | 1,345 |
| Available-for-sale securities (fair market value) | $25,750,000 | 3,729 |
| Total debt securities | $30,594,000 | 3,648 |
| Structured notes | ||
| Amortized cost | $730,000 | 2,335 |
| Fair value | $736,000 | 2,334 |
| 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 | $24,395,000 | 4,217 |
| U.S. Government securities | $24,395,000 | 3,301 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $24,395,000 | 3,232 |
| 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 | $347,000 | 6,069 |
| Mortgage-backed securities | $20,889,000 | 2,486 |
| Certificates of participation in pools of residential mortgages | $20,889,000 | 1,822 |
| Issued or guaranteed by U.S. | $20,889,000 | 1,820 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| 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) | $4,412,000 | 1,402 |
| Available-for-sale securities (fair market value) | $19,983,000 | 4,232 |
| Total debt securities | $24,396,000 | 4,175 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,526 |
| Fair value | $2,508,000 | 1,528 |
| 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 | $26,445,000 | 3,973 |
| U.S. Government securities | $26,445,000 | 3,051 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $26,445,000 | 2,979 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $378,000 | 5,764 |
| Mortgage-backed securities | $19,681,000 | 2,496 |
| Certificates of participation in pools of residential mortgages | $19,681,000 | 1,800 |
| Issued or guaranteed by U.S. | $19,681,000 | 1,799 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $3,633,000 | 1,523 |
| Available-for-sale securities (fair market value) | $22,812,000 | 3,948 |
| Total debt securities | $26,445,000 | 3,945 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 1,090 |
| Fair value | $4,514,000 | 1,088 |
| 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 | $24,703,000 | 4,046 |
| U.S. Government securities | $24,703,000 | 3,129 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $24,703,000 | 3,051 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $391,000 | 5,790 |
| Mortgage-backed securities | $17,917,000 | 2,582 |
| Certificates of participation in pools of residential mortgages | $17,917,000 | 1,888 |
| Issued or guaranteed by U.S. | $17,917,000 | 1,882 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $3,864,000 | 1,513 |
| Available-for-sale securities (fair market value) | $20,839,000 | 4,061 |
| Total debt securities | $24,703,000 | 4,006 |
| Structured notes | ||
| Amortized cost | $5,500,000 | 955 |
| Fair value | $5,531,000 | 957 |
| 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 | $14,896,000 | 5,144 |
| U.S. Government securities | $14,896,000 | 4,283 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $14,896,000 | 4,180 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $428,000 | 5,821 |
| Mortgage-backed securities | $10,631,000 | 3,235 |
| Certificates of participation in pools of residential mortgages | $10,631,000 | 2,536 |
| Issued or guaranteed by U.S. | $10,631,000 | 2,528 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $3,021,000 | 1,657 |
| Available-for-sale securities (fair market value) | $11,875,000 | 5,121 |
| Total debt securities | $14,896,000 | 5,111 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,486 |
| Fair value | $3,523,000 | 1,491 |
| 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 | $15,690,000 | 5,050 |
| U.S. Government securities | $15,690,000 | 4,140 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $15,690,000 | 4,017 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $424,000 | 5,865 |
| Mortgage-backed securities | $10,984,000 | 3,122 |
| Certificates of participation in pools of residential mortgages | $10,984,000 | 2,426 |
| Issued or guaranteed by U.S. | $10,984,000 | 2,421 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $3,241,000 | 1,635 |
| Available-for-sale securities (fair market value) | $12,449,000 | 5,010 |
| Total debt securities | $15,692,000 | 5,023 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,418 |
| Fair value | $3,980,000 | 1,444 |
| 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 | $19,084,000 | 4,514 |
| U.S. Government securities | $19,084,000 | 3,566 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $19,084,000 | 3,469 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $452,000 | 5,913 |
| Mortgage-backed securities | $12,378,000 | 2,867 |
| Certificates of participation in pools of residential mortgages | $12,378,000 | 2,181 |
| Issued or guaranteed by U.S. | $12,378,000 | 2,175 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $3,564,000 | 1,600 |
| Available-for-sale securities (fair market value) | $15,520,000 | 4,538 |
| Total debt securities | $19,084,000 | 4,478 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 1,112 |
| Fair value | $4,977,000 | 1,126 |
| 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 | $18,538,000 | 4,528 |
| U.S. Government securities | $18,538,000 | 3,608 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $18,538,000 | 3,507 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $511,000 | 5,960 |
| Mortgage-backed securities | $12,648,000 | 2,833 |
| Certificates of participation in pools of residential mortgages | $12,648,000 | 2,107 |
| Issued or guaranteed by U.S. | $12,648,000 | 2,101 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $3,948,000 | 1,579 |
| Available-for-sale securities (fair market value) | $14,590,000 | 4,583 |
| Total debt securities | $18,539,000 | 4,490 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,414 |
| Fair value | $3,571,000 | 1,408 |
| 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 | $21,815,000 | 4,191 |
| U.S. Government securities | $21,815,000 | 3,310 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $21,815,000 | 3,226 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $547,000 | 5,968 |
| Mortgage-backed securities | $12,175,000 | 2,879 |
| Certificates of participation in pools of residential mortgages | $12,175,000 | 2,184 |
| Issued or guaranteed by U.S. | $12,175,000 | 2,177 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $4,270,000 | 1,591 |
| Available-for-sale securities (fair market value) | $17,545,000 | 4,268 |
| Total debt securities | $21,815,000 | 4,151 |
| Structured notes | ||
| Amortized cost | $7,238,000 | 885 |
| Fair value | $7,299,000 | 884 |
| 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 | $26,055,000 | 3,818 |
| U.S. Government securities | $26,055,000 | 3,004 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $26,055,000 | 2,924 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $607,000 | 6,026 |
| Mortgage-backed securities | $13,944,000 | 2,765 |
| Certificates of participation in pools of residential mortgages | $13,944,000 | 2,100 |
| Issued or guaranteed by U.S. | $13,944,000 | 2,094 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $5,653,000 | 1,443 |
| Available-for-sale securities (fair market value) | $20,402,000 | 3,997 |
| Total debt securities | $26,055,000 | 3,788 |
| Structured notes | ||
| Amortized cost | $8,985,000 | 609 |
| Fair value | $9,006,000 | 601 |
| 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 | $18,386,000 | 4,591 |
| U.S. Government securities | $18,386,000 | 3,696 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $18,386,000 | 3,626 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $704,000 | 6,041 |
| Mortgage-backed securities | $9,296,000 | 3,362 |
| Certificates of participation in pools of residential mortgages | $9,296,000 | 2,685 |
| Issued or guaranteed by U.S. | $9,296,000 | 2,678 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $4,956,000 | 1,526 |
| Available-for-sale securities (fair market value) | $13,430,000 | 4,801 |
| Total debt securities | $18,385,000 | 4,550 |
| Structured notes | ||
| Amortized cost | $3,496,000 | 1,092 |
| Fair value | $3,484,000 | 1,079 |
| 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 | $17,850,000 | 4,695 |
| U.S. Government securities | $17,850,000 | 3,745 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $17,850,000 | 3,673 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $834,000 | 6,004 |
| Mortgage-backed securities | $13,203,000 | 2,913 |
| Certificates of participation in pools of residential mortgages | $13,203,000 | 2,268 |
| Issued or guaranteed by U.S. | $13,203,000 | 2,260 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $4,376,000 | 1,661 |
| Available-for-sale securities (fair market value) | $13,474,000 | 4,835 |
| Total debt securities | $17,850,000 | 4,642 |
| 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 | $22,117,000 | 4,184 |
| U.S. Government securities | $22,117,000 | 3,247 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $22,117,000 | 3,181 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,418,000 | 5,756 |
| Mortgage-backed securities | $14,573,000 | 2,814 |
| Certificates of participation in pools of residential mortgages | $14,573,000 | 2,200 |
| Issued or guaranteed by U.S. | $14,573,000 | 2,191 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $5,778,000 | 1,505 |
| Available-for-sale securities (fair market value) | $16,339,000 | 4,423 |
| Total debt securities | $22,118,000 | 4,144 |
| 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 | $24,777,000 | 3,917 |
| U.S. Government securities | $24,777,000 | 3,039 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $24,777,000 | 2,981 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,634,000 | 5,697 |
| Mortgage-backed securities | $16,550,000 | 2,677 |
| Certificates of participation in pools of residential mortgages | $16,550,000 | 2,072 |
| Issued or guaranteed by U.S. | $16,550,000 | 2,058 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,407,000 | 1,467 |
| Available-for-sale securities (fair market value) | $18,370,000 | 4,185 |
| Total debt securities | $24,777,000 | 3,878 |
| 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 | $12,841,000 | 5,435 |
| U.S. Government securities | $12,841,000 | 4,604 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $12,841,000 | 4,520 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,520,000 | 5,808 |
| Mortgage-backed securities | $11,320,000 | 3,182 |
| Certificates of participation in pools of residential mortgages | $11,320,000 | 2,563 |
| Issued or guaranteed by U.S. | $11,320,000 | 2,548 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,870,000 | 1,793 |
| Available-for-sale securities (fair market value) | $8,971,000 | 5,586 |
| Total debt securities | $12,840,000 | 5,394 |
| 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 | $12,330,000 | 5,476 |
| U.S. Government securities | $12,330,000 | 4,655 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $12,330,000 | 4,567 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,516,000 | 5,847 |
| Mortgage-backed securities | $10,811,000 | 3,152 |
| Certificates of participation in pools of residential mortgages | $10,811,000 | 2,560 |
| Issued or guaranteed by U.S. | $10,811,000 | 2,543 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,462,000 | 2,371 |
| Available-for-sale securities (fair market value) | $10,868,000 | 5,187 |
| Total debt securities | $12,330,000 | 5,437 |
| 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 | $13,008,000 | 5,401 |
| U.S. Government securities | $13,008,000 | 4,553 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $13,008,000 | 4,476 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,533,000 | 5,835 |
| Mortgage-backed securities | $10,978,000 | 3,116 |
| Certificates of participation in pools of residential mortgages | $10,978,000 | 2,521 |
| Issued or guaranteed by U.S. | $10,978,000 | 2,505 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,462,000 | 2,382 |
| Available-for-sale securities (fair market value) | $11,546,000 | 5,147 |
| Total debt securities | $13,006,000 | 5,352 |
| 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 | $14,869,000 | 5,139 |
| U.S. Government securities | $14,869,000 | 4,254 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $14,869,000 | 4,178 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,331,000 | 5,923 |
| Mortgage-backed securities | $12,325,000 | 2,852 |
| Certificates of participation in pools of residential mortgages | $11,887,000 | 2,295 |
| Issued or guaranteed by U.S. | $11,887,000 | 2,284 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $438,000 | 3,160 |
| CMOs issued by government agencies or sponsored agencies | $438,000 | 2,818 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,983,000 | 2,258 |
| Available-for-sale securities (fair market value) | $12,886,000 | 4,953 |
| Total debt securities | $14,870,000 | 5,081 |
| 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 | $17,227,000 | 4,825 |
| U.S. Government securities | $17,227,000 | 3,967 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $17,227,000 | 3,883 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,335,000 | 5,993 |
| Mortgage-backed securities | $12,509,000 | 2,588 |
| Certificates of participation in pools of residential mortgages | $12,065,000 | 2,051 |
| Issued or guaranteed by U.S. | $12,065,000 | 2,041 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $444,000 | 3,048 |
| CMOs issued by government agencies or sponsored agencies | $444,000 | 2,725 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,008,000 | 2,296 |
| Available-for-sale securities (fair market value) | $15,219,000 | 4,576 |
| Total debt securities | $17,228,000 | 4,771 |
| 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 | $18,423,000 | 4,681 |
| U.S. Government securities | $18,423,000 | 3,845 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $18,423,000 | 3,765 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,324,000 | 6,017 |
| Mortgage-backed securities | $12,737,000 | 2,397 |
| Certificates of participation in pools of residential mortgages | $12,285,000 | 1,863 |
| Issued or guaranteed by U.S. | $12,285,000 | 1,853 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $452,000 | 2,999 |
| CMOs issued by government agencies or sponsored agencies | $452,000 | 2,678 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,007,000 | 2,346 |
| Available-for-sale securities (fair market value) | $16,416,000 | 4,412 |
| Total debt securities | $18,423,000 | 4,632 |
| 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 | $13,613,000 | 5,445 |
| U.S. Government securities | $13,613,000 | 4,664 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $13,613,000 | 4,556 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,306,000 | 6,076 |
| Mortgage-backed securities | $9,647,000 | 2,739 |
| Certificates of participation in pools of residential mortgages | $9,186,000 | 2,175 |
| Issued or guaranteed by U.S. | $9,186,000 | 2,165 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $461,000 | 2,975 |
| CMOs issued by government agencies or sponsored agencies | $461,000 | 2,669 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,034,000 | 2,357 |
| Available-for-sale securities (fair market value) | $11,579,000 | 5,204 |
| Total debt securities | $13,613,000 | 5,405 |
| 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 | $11,251,000 | 5,874 |
| U.S. Government securities | $11,251,000 | 5,150 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $11,251,000 | 5,030 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,307,000 | 6,086 |
| Mortgage-backed securities | $7,770,000 | 3,007 |
| Certificates of participation in pools of residential mortgages | $7,283,000 | 2,480 |
| Issued or guaranteed by U.S. | $7,283,000 | 2,470 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $487,000 | 2,913 |
| CMOs issued by government agencies or sponsored agencies | $487,000 | 2,622 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,063,000 | 2,755 |
| Available-for-sale securities (fair market value) | $10,188,000 | 5,448 |
| Total debt securities | $11,252,000 | 5,819 |
| 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 | $11,267,000 | 5,925 |
| U.S. Government securities | $11,227,000 | 5,214 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $11,227,000 | 5,089 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $40,000 | 1,750 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,305,000 | 6,098 |
| Mortgage-backed securities | $7,254,000 | 3,098 |
| Certificates of participation in pools of residential mortgages | $7,254,000 | 2,502 |
| Issued or guaranteed by U.S. | $7,254,000 | 2,488 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,663,000 | 2,587 |
| Available-for-sale securities (fair market value) | $9,604,000 | 5,596 |
| Total debt securities | $11,225,000 | 5,878 |
| 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 | $11,568,000 | 5,906 |
| U.S. Government securities | $11,528,000 | 5,186 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $11,528,000 | 5,072 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $40,000 | 1,789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $7,559,000 | 3,023 |
| Certificates of participation in pools of residential mortgages | $7,559,000 | 2,460 |
| Issued or guaranteed by U.S. | $7,559,000 | 2,447 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,712,000 | 2,631 |
| Available-for-sale securities (fair market value) | $9,856,000 | 5,558 |
| Total debt securities | $11,529,000 | 5,855 |
| 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 | $0 | 8,539 |
| U.S. Government securities | $0 | 8,430 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $0 | 8,348 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $0 | 6,845 |
| 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 | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $0 | 8,496 |
| 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 |