Home > Comenity Capital Bank > Securities
Comenity Capital Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $106,278,000 | 1,646 |
| U.S. Government securities | $70,026,000 | 1,508 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $70,026,000 | 1,284 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $21,414,000 | 690 |
| Privately issued residential mortgage-backed securities | $21,414,000 | 183 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,026,000 | 1,172 |
| Mortgage-backed securities | $91,440,000 | 847 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $70,026,000 | 650 |
| Privately issued | $21,414,000 | 34 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $91,440,000 | 1,609 |
| Total debt securities | $91,440,000 | 1,791 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $126,329,000 | 1,432 |
| U.S. Government securities | $65,732,000 | 1,571 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $65,732,000 | 1,331 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $37,612,000 | 476 |
| Privately issued residential mortgage-backed securities | $17,634,000 | 194 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $19,978,000 | 402 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,732,000 | 1,187 |
| Mortgage-backed securities | $83,366,000 | 877 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $65,732,000 | 671 |
| Privately issued | $17,634,000 | 39 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $103,344,000 | 1,462 |
| Total debt securities | $103,345,000 | 1,649 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $121,777,000 | 1,517 |
| U.S. Government securities | $62,396,000 | 1,648 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $62,396,000 | 1,415 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $38,666,000 | 465 |
| Privately issued residential mortgage-backed securities | $18,600,000 | 195 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $20,066,000 | 395 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,395,000 | 1,205 |
| Mortgage-backed securities | $80,996,000 | 937 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $62,396,000 | 720 |
| Privately issued | $18,600,000 | 41 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $101,062,000 | 1,517 |
| Total debt securities | $101,062,000 | 1,701 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $107,623,000 | 1,716 |
| U.S. Government securities | $57,874,000 | 1,820 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $57,874,000 | 1,490 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $33,740,000 | 538 |
| Privately issued residential mortgage-backed securities | $14,086,000 | 238 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $19,654,000 | 425 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,873,000 | 1,237 |
| Mortgage-backed securities | $71,960,000 | 1,054 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $57,874,000 | 791 |
| Privately issued | $14,086,000 | 60 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $91,614,000 | 1,697 |
| Total debt securities | $91,614,000 | 1,897 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $101,491,000 | 1,815 |
| U.S. Government securities | $53,084,000 | 1,941 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $53,084,000 | 1,571 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $32,907,000 | 568 |
| Privately issued residential mortgage-backed securities | $14,233,000 | 240 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $18,674,000 | 449 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,083,000 | 1,214 |
| Mortgage-backed securities | $67,317,000 | 1,103 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $53,084,000 | 850 |
| Privately issued | $14,233,000 | 64 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $85,991,000 | 1,809 |
| Total debt securities | $85,991,000 | 2,012 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $101,476,000 | 1,814 |
| U.S. Government securities | $53,486,000 | 1,941 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $53,486,000 | 1,584 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $34,633,000 | 526 |
| Privately issued residential mortgage-backed securities | $14,761,000 | 217 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $19,872,000 | 436 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,486,000 | 1,135 |
| Mortgage-backed securities | $68,247,000 | 1,107 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $53,486,000 | 856 |
| Privately issued | $14,761,000 | 47 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $88,119,000 | 1,784 |
| Total debt securities | $88,120,000 | 1,981 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $103,543,000 | 1,813 |
| U.S. Government securities | $52,441,000 | 1,983 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $52,441,000 | 1,638 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $37,883,000 | 466 |
| Privately issued residential mortgage-backed securities | $18,035,000 | 203 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $19,848,000 | 444 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,440,000 | 1,141 |
| Mortgage-backed securities | $70,476,000 | 1,124 |
| Certificates of participation in pools of residential mortgages | $70,476,000 | 740 |
| Issued or guaranteed by U.S. | $52,441,000 | 890 |
| Privately issued | $18,035,000 | 46 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $90,324,000 | 1,826 |
| Total debt securities | $90,324,000 | 1,986 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $102,981,000 | 1,805 |
| U.S. Government securities | $57,729,000 | 1,823 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $57,729,000 | 1,548 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $18,675,000 | 694 |
| Privately issued residential mortgage-backed securities | $18,675,000 | 175 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,729,000 | 1,029 |
| Mortgage-backed securities | $76,404,000 | 1,068 |
| Certificates of participation in pools of residential mortgages | $76,404,000 | 709 |
| Issued or guaranteed by U.S. | $57,729,000 | 863 |
| Privately issued | $18,675,000 | 38 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $76,404,000 | 2,019 |
| Total debt securities | $76,404,000 | 2,163 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $112,134,000 | 1,623 |
| U.S. Government securities | $61,429,000 | 1,642 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $61,429,000 | 1,459 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $24,805,000 | 579 |
| Privately issued residential mortgage-backed securities | $24,805,000 | 138 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,429,000 | 986 |
| Mortgage-backed securities | $86,234,000 | 967 |
| Certificates of participation in pools of residential mortgages | $86,234,000 | 655 |
| Issued or guaranteed by U.S. | $61,429,000 | 813 |
| Privately issued | $24,805,000 | 38 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $86,234,000 | 1,837 |
| Total debt securities | $86,234,000 | 1,951 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $112,648,000 | 1,561 |
| U.S. Government securities | $66,382,000 | 1,501 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $66,382,000 | 1,363 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $22,276,000 | 586 |
| Privately issued residential mortgage-backed securities | $22,276,000 | 137 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| 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 | $66,382,000 | 897 |
| Mortgage-backed securities | $88,658,000 | 918 |
| Certificates of participation in pools of residential mortgages | $88,658,000 | 609 |
| Issued or guaranteed by U.S. | $66,382,000 | 753 |
| Privately issued | $22,276,000 | 42 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $88,658,000 | 1,740 |
| Total debt securities | $88,658,000 | 1,843 |
| 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 | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $113,356,000 | 1,500 |
| U.S. Government securities | $68,092,000 | 1,422 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $68,092,000 | 1,297 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $21,201,000 | 575 |
| Privately issued residential mortgage-backed securities | $21,201,000 | 136 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| 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 | $68,092,000 | 872 |
| Mortgage-backed securities | $89,293,000 | 882 |
| Certificates of participation in pools of residential mortgages | $89,293,000 | 580 |
| Issued or guaranteed by U.S. | $68,092,000 | 700 |
| Privately issued | $21,201,000 | 46 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $89,293,000 | 1,662 |
| Total debt securities | $89,293,000 | 1,765 |
| 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 | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $104,367,000 | 1,486 |
| U.S. Government securities | $61,344,000 | 1,416 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $61,344,000 | 1,317 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $20,681,000 | 570 |
| Privately issued residential mortgage-backed securities | $20,681,000 | 137 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| 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 | $61,343,000 | 922 |
| Mortgage-backed securities | $82,025,000 | 884 |
| Certificates of participation in pools of residential mortgages | $82,025,000 | 581 |
| Issued or guaranteed by U.S. | $61,344,000 | 711 |
| Privately issued | $20,681,000 | 48 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $82,025,000 | 1,645 |
| Total debt securities | $82,025,000 | 1,754 |
| 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 | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $100,193,000 | 1,418 |
| U.S. Government securities | $52,837,000 | 1,446 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $52,837,000 | 1,366 |
| Securities issued by states & political subdivisions | $25,618,000 | 1,619 |
| Other domestic debt securities | $0 | 2,137 |
| 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 | $0 | 1,665 |
| 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 | $52,837,000 | 1,009 |
| Mortgage-backed securities | $52,837,000 | 1,140 |
| Certificates of participation in pools of residential mortgages | $52,837,000 | 748 |
| Issued or guaranteed by U.S. | $52,837,000 | 736 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $78,455,000 | 1,603 |
| Total debt securities | $78,455,000 | 1,697 |
| 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 | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $93,152,000 | 1,418 |
| U.S. Government securities | $50,668,000 | 1,439 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $50,668,000 | 1,359 |
| Securities issued by states & political subdivisions | $21,809,000 | 1,698 |
| Other domestic debt securities | $0 | 2,116 |
| 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 | $0 | 1,641 |
| 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 | $50,668,000 | 1,014 |
| Mortgage-backed securities | $50,668,000 | 1,150 |
| Certificates of participation in pools of residential mortgages | $50,668,000 | 725 |
| Issued or guaranteed by U.S. | $50,668,000 | 709 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $72,477,000 | 1,603 |
| Total debt securities | $72,477,000 | 1,697 |
| 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 | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $103,643,000 | 1,276 |
| U.S. Government securities | $64,110,000 | 1,185 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $64,110,000 | 1,110 |
| Securities issued by states & political subdivisions | $20,576,000 | 1,655 |
| Other domestic debt securities | $0 | 2,060 |
| 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 | $0 | 1,594 |
| 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 | $64,110,000 | 852 |
| Mortgage-backed securities | $64,110,000 | 956 |
| Certificates of participation in pools of residential mortgages | $64,110,000 | 587 |
| Issued or guaranteed by U.S. | $64,110,000 | 575 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $84,686,000 | 1,376 |
| Total debt securities | $84,686,000 | 1,465 |
| 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 | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $114,685,000 | 1,149 |
| U.S. Government securities | $75,785,000 | 1,028 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $75,785,000 | 963 |
| Securities issued by states & political subdivisions | $20,220,000 | 1,535 |
| Other domestic debt securities | $0 | 1,998 |
| 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 | $0 | 1,513 |
| 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 | $75,786,000 | 715 |
| Mortgage-backed securities | $75,785,000 | 826 |
| Certificates of participation in pools of residential mortgages | $75,785,000 | 523 |
| Issued or guaranteed by U.S. | $75,785,000 | 507 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $96,005,000 | 1,216 |
| Total debt securities | $96,006,000 | 1,301 |
| 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 | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $114,616,000 | 1,132 |
| U.S. Government securities | $73,945,000 | 1,074 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $73,945,000 | 1,007 |
| Securities issued by states & political subdivisions | $23,609,000 | 1,348 |
| Other domestic debt securities | $0 | 1,972 |
| 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 | $0 | 1,491 |
| 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 | $73,945,000 | 694 |
| Mortgage-backed securities | $73,945,000 | 843 |
| Certificates of participation in pools of residential mortgages | $73,945,000 | 509 |
| Issued or guaranteed by U.S. | $73,945,000 | 497 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $97,554,000 | 1,194 |
| Total debt securities | $97,555,000 | 1,282 |
| 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 | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $114,756,000 | 1,118 |
| U.S. Government securities | $74,626,000 | 1,060 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $74,626,000 | 1,004 |
| Securities issued by states & political subdivisions | $23,783,000 | 1,331 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,627,000 | 695 |
| Mortgage-backed securities | $74,626,000 | 812 |
| Certificates of participation in pools of residential mortgages | $74,626,000 | 497 |
| Issued or guaranteed by U.S. | $74,626,000 | 483 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $98,409,000 | 1,161 |
| Total debt securities | $98,410,000 | 1,261 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $119,050,000 | 1,095 |
| U.S. Government securities | $78,677,000 | 1,047 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $78,677,000 | 990 |
| Securities issued by states & political subdivisions | $24,976,000 | 1,304 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $78,677,000 | 661 |
| Mortgage-backed securities | $78,677,000 | 768 |
| Certificates of participation in pools of residential mortgages | $78,677,000 | 479 |
| Issued or guaranteed by U.S. | $78,677,000 | 475 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $103,653,000 | 1,111 |
| Total debt securities | $103,653,000 | 1,207 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $119,880,000 | 1,096 |
| U.S. Government securities | $80,229,000 | 1,039 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $80,229,000 | 983 |
| Securities issued by states & political subdivisions | $24,558,000 | 1,369 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,229,000 | 667 |
| Mortgage-backed securities | $80,229,000 | 758 |
| Certificates of participation in pools of residential mortgages | $80,229,000 | 479 |
| Issued or guaranteed by U.S. | $80,229,000 | 477 |
| Privately issued | $0 | 248 |
| 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) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $104,787,000 | 1,104 |
| Total debt securities | $104,787,000 | 1,204 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $117,504,000 | 1,128 |
| U.S. Government securities | $76,586,000 | 1,078 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $76,586,000 | 1,023 |
| Securities issued by states & political subdivisions | $26,099,000 | 1,320 |
| Other domestic debt securities | $0 | 2,028 |
| 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 | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $76,586,000 | 706 |
| Mortgage-backed securities | $76,586,000 | 776 |
| Certificates of participation in pools of residential mortgages | $76,586,000 | 504 |
| Issued or guaranteed by U.S. | $76,586,000 | 501 |
| 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) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $102,685,000 | 1,143 |
| Total debt securities | $102,685,000 | 1,243 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $104,933,000 | 1,233 |
| U.S. Government securities | $69,359,000 | 1,163 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $69,359,000 | 1,093 |
| Securities issued by states & political subdivisions | $20,985,000 | 1,599 |
| 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 | $69,359,000 | 758 |
| Mortgage-backed securities | $69,359,000 | 829 |
| Certificates of participation in pools of residential mortgages | $69,359,000 | 533 |
| Issued or guaranteed by U.S. | $69,359,000 | 531 |
| 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) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $90,344,000 | 1,288 |
| Total debt securities | $90,344,000 | 1,388 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $103,806,000 | 1,260 |
| U.S. Government securities | $72,257,000 | 1,125 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $72,257,000 | 1,061 |
| Securities issued by states & political subdivisions | $16,931,000 | 1,928 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $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 | $72,257,000 | 746 |
| Mortgage-backed securities | $72,257,000 | 816 |
| Certificates of participation in pools of residential mortgages | $72,257,000 | 534 |
| Issued or guaranteed by U.S. | $72,257,000 | 525 |
| Privately issued | $0 | 453 |
| 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) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $89,188,000 | 1,315 |
| Total debt securities | $89,188,000 | 1,422 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $101,967,000 | 1,299 |
| U.S. Government securities | $75,046,000 | 1,117 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $75,046,000 | 1,062 |
| Securities issued by states & political subdivisions | $17,292,000 | 1,949 |
| 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 | $75,046,000 | 737 |
| Mortgage-backed securities | $75,046,000 | 779 |
| Certificates of participation in pools of residential mortgages | $75,046,000 | 526 |
| Issued or guaranteed by U.S. | $75,046,000 | 525 |
| 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) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $92,338,000 | 1,283 |
| Total debt securities | $92,338,000 | 1,400 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $95,298,000 | 1,376 |
| U.S. Government securities | $66,387,000 | 1,229 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $66,387,000 | 1,174 |
| Securities issued by states & political subdivisions | $19,179,000 | 1,876 |
| 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 | $9,732,000 | 148 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,387,000 | 844 |
| Mortgage-backed securities | $66,387,000 | 867 |
| Certificates of participation in pools of residential mortgages | $66,387,000 | 576 |
| Issued or guaranteed by U.S. | $66,387,000 | 576 |
| 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) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $95,298,000 | 1,240 |
| Total debt securities | $85,566,000 | 1,497 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $85,051,000 | 1,554 |
| U.S. Government securities | $61,067,000 | 1,330 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $61,067,000 | 1,269 |
| Securities issued by states & political subdivisions | $14,240,000 | 2,282 |
| 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 | $9,744,000 | 152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,067,000 | 910 |
| Mortgage-backed securities | $61,067,000 | 935 |
| Certificates of participation in pools of residential mortgages | $61,067,000 | 633 |
| Issued or guaranteed by U.S. | $61,067,000 | 633 |
| 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) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $85,051,000 | 1,413 |
| Total debt securities | $75,307,000 | 1,675 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $34,105,000 | 2,997 |
| U.S. Government securities | $13,696,000 | 3,408 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $13,696,000 | 3,282 |
| Securities issued by states & political subdivisions | $15,596,000 | 2,175 |
| 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 | $4,813,000 | 236 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,697,000 | 2,554 |
| Mortgage-backed securities | $13,696,000 | 2,425 |
| Certificates of participation in pools of residential mortgages | $13,696,000 | 1,876 |
| Issued or guaranteed by U.S. | $13,696,000 | 1,875 |
| 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) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $34,105,000 | 2,757 |
| Total debt securities | $29,293,000 | 3,227 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $34,773,000 | 3,004 |
| U.S. Government securities | $14,542,000 | 3,364 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $14,542,000 | 3,245 |
| Securities issued by states & political subdivisions | $15,469,000 | 2,197 |
| 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 | $4,762,000 | 239 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,542,000 | 2,506 |
| Mortgage-backed securities | $14,542,000 | 2,401 |
| Certificates of participation in pools of residential mortgages | $14,542,000 | 1,848 |
| Issued or guaranteed by U.S. | $14,542,000 | 1,848 |
| 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) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $34,773,000 | 2,751 |
| Total debt securities | $30,011,000 | 3,198 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $37,237,000 | 2,852 |
| U.S. Government securities | $15,473,000 | 3,261 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $15,473,000 | 3,140 |
| Securities issued by states & political subdivisions | $17,134,000 | 2,073 |
| 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 | $4,630,000 | 247 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,473,000 | 2,435 |
| Mortgage-backed securities | $15,473,000 | 2,318 |
| Certificates of participation in pools of residential mortgages | $15,473,000 | 1,811 |
| Issued or guaranteed by U.S. | $15,473,000 | 1,808 |
| 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) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $37,237,000 | 2,615 |
| Total debt securities | $32,607,000 | 3,060 |
| 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 | $36,720,000 | 2,872 |
| U.S. Government securities | $18,049,000 | 3,034 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $18,049,000 | 2,925 |
| Securities issued by states & political subdivisions | $13,920,000 | 2,370 |
| 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 | $4,751,000 | 241 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,049,000 | 2,227 |
| Mortgage-backed securities | $18,049,000 | 2,140 |
| Certificates of participation in pools of residential mortgages | $18,049,000 | 1,655 |
| Issued or guaranteed by U.S. | $18,049,000 | 1,655 |
| 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) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $36,720,000 | 2,631 |
| Total debt securities | $31,969,000 | 3,085 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $39,293,000 | 2,798 |
| U.S. Government securities | $19,417,000 | 3,004 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $19,417,000 | 2,888 |
| Securities issued by states & political subdivisions | $15,129,000 | 2,262 |
| 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 | $4,747,000 | 248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,418,000 | 2,186 |
| Mortgage-backed securities | $19,417,000 | 2,079 |
| Certificates of participation in pools of residential mortgages | $19,417,000 | 1,588 |
| Issued or guaranteed by U.S. | $19,417,000 | 1,583 |
| 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) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $39,293,000 | 2,563 |
| Total debt securities | $34,547,000 | 3,014 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $40,884,000 | 2,779 |
| U.S. Government securities | $20,974,000 | 2,961 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $20,974,000 | 2,850 |
| Securities issued by states & political subdivisions | $15,217,000 | 2,252 |
| 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 | $4,693,000 | 243 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,974,000 | 2,093 |
| Mortgage-backed securities | $20,974,000 | 2,009 |
| Certificates of participation in pools of residential mortgages | $20,974,000 | 1,511 |
| Issued or guaranteed by U.S. | $20,974,000 | 1,510 |
| 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) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $40,884,000 | 2,533 |
| Total debt securities | $36,191,000 | 2,980 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $41,828,000 | 2,765 |
| U.S. Government securities | $21,467,000 | 2,952 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $21,467,000 | 2,844 |
| Securities issued by states & political subdivisions | $15,755,000 | 2,213 |
| 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 | $4,606,000 | 250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,467,000 | 2,066 |
| Mortgage-backed securities | $21,467,000 | 1,988 |
| Certificates of participation in pools of residential mortgages | $21,467,000 | 1,499 |
| Issued or guaranteed by U.S. | $21,467,000 | 1,498 |
| 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) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $41,828,000 | 2,532 |
| Total debt securities | $37,222,000 | 2,951 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $43,692,000 | 2,707 |
| U.S. Government securities | $22,773,000 | 2,916 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $22,773,000 | 2,821 |
| Securities issued by states & political subdivisions | $16,283,000 | 2,157 |
| 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 | $4,636,000 | 256 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,773,000 | 1,994 |
| Mortgage-backed securities | $22,773,000 | 1,928 |
| Certificates of participation in pools of residential mortgages | $22,773,000 | 1,442 |
| Issued or guaranteed by U.S. | $22,773,000 | 1,442 |
| 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) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $43,692,000 | 2,485 |
| Total debt securities | $39,056,000 | 2,884 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $29,190,000 | 3,531 |
| U.S. Government securities | $14,980,000 | 3,698 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $14,980,000 | 3,587 |
| Securities issued by states & political subdivisions | $9,640,000 | 2,889 |
| 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 | $4,570,000 | 256 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $14,980,000 | 2,483 |
| Certificates of participation in pools of residential mortgages | $14,980,000 | 1,955 |
| Issued or guaranteed by U.S. | $14,980,000 | 1,955 |
| 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) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $29,190,000 | 3,224 |
| Total debt securities | $24,620,000 | 3,806 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $26,508,000 | 3,745 |
| U.S. Government securities | $16,164,000 | 3,643 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $16,164,000 | 3,526 |
| Securities issued by states & political subdivisions | $5,737,000 | 3,472 |
| 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 | $4,607,000 | 259 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $16,164,000 | 2,434 |
| Certificates of participation in pools of residential mortgages | $16,164,000 | 1,896 |
| Issued or guaranteed by U.S. | $16,164,000 | 1,896 |
| 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) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $26,508,000 | 3,424 |
| Total debt securities | $21,901,000 | 4,064 |
| 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 | $25,985,000 | 3,823 |
| U.S. Government securities | $16,716,000 | 3,648 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $16,716,000 | 3,528 |
| Securities issued by states & political subdivisions | $4,727,000 | 3,710 |
| Other domestic debt securities | $95,000 | 2,309 |
| 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 | $95,000 | 1,843 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $4,447,000 | 263 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $16,716,000 | 2,434 |
| Certificates of participation in pools of residential mortgages | $16,716,000 | 1,898 |
| Issued or guaranteed by U.S. | $16,716,000 | 1,896 |
| 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) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $25,985,000 | 3,488 |
| Total debt securities | $21,538,000 | 4,148 |
| 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 | $21,571,000 | 4,244 |
| U.S. Government securities | $16,989,000 | 3,703 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $16,989,000 | 3,584 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $198,000 | 2,299 |
| 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 | $198,000 | 1,834 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $4,384,000 | 272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $16,989,000 | 2,494 |
| Certificates of participation in pools of residential mortgages | $16,989,000 | 1,937 |
| Issued or guaranteed by U.S. | $16,989,000 | 1,936 |
| 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) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $21,571,000 | 3,889 |
| Total debt securities | $17,188,000 | 4,593 |
| 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 | $20,948,000 | 4,353 |
| U.S. Government securities | $16,377,000 | 3,837 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $16,377,000 | 3,729 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $198,000 | 2,357 |
| 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 | $198,000 | 1,894 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $4,373,000 | 280 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $16,377,000 | 2,563 |
| Certificates of participation in pools of residential mortgages | $16,377,000 | 2,013 |
| Issued or guaranteed by U.S. | $16,377,000 | 2,013 |
| 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) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $20,948,000 | 3,984 |
| Total debt securities | $16,575,000 | 4,718 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $16,552,000 | 4,780 |
| U.S. Government securities | $12,055,000 | 4,385 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $12,055,000 | 4,282 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $203,000 | 2,410 |
| 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 | $203,000 | 1,931 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $4,294,000 | 288 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $12,055,000 | 2,966 |
| Certificates of participation in pools of residential mortgages | $12,055,000 | 2,418 |
| Issued or guaranteed by U.S. | $12,055,000 | 2,417 |
| 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) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $16,552,000 | 4,386 |
| Total debt securities | $12,257,000 | 5,166 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $14,740,000 | 4,965 |
| U.S. Government securities | $10,290,000 | 4,597 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $10,290,000 | 4,500 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $203,000 | 2,463 |
| 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 | $203,000 | 1,975 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $4,247,000 | 292 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $10,290,000 | 3,164 |
| Certificates of participation in pools of residential mortgages | $10,290,000 | 2,623 |
| Issued or guaranteed by U.S. | $10,290,000 | 2,623 |
| 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) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $14,740,000 | 4,567 |
| Total debt securities | $10,494,000 | 5,356 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $12,642,000 | 5,223 |
| U.S. Government securities | $8,155,000 | 4,945 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,155,000 | 4,843 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $207,000 | 2,518 |
| 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 | $207,000 | 2,012 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $4,280,000 | 297 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $8,155,000 | 3,469 |
| Certificates of participation in pools of residential mortgages | $8,155,000 | 2,924 |
| Issued or guaranteed by U.S. | $8,155,000 | 2,921 |
| 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) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $12,642,000 | 4,836 |
| Total debt securities | $8,363,000 | 5,647 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $12,793,000 | 5,217 |
| U.S. Government securities | $8,309,000 | 4,912 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $8,309,000 | 4,809 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $207,000 | 2,585 |
| 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 | $207,000 | 2,056 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $4,277,000 | 296 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $8,309,000 | 3,448 |
| Certificates of participation in pools of residential mortgages | $8,309,000 | 2,867 |
| Issued or guaranteed by U.S. | $8,309,000 | 2,865 |
| 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) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $12,793,000 | 4,835 |
| Total debt securities | $8,516,000 | 5,632 |
| 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 | $9,714,000 | 5,581 |
| U.S. Government securities | $5,104,000 | 5,511 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $5,104,000 | 5,402 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $213,000 | 2,580 |
| 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 | $213,000 | 2,025 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $4,397,000 | 302 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $5,004,000 | 4,072 |
| Certificates of participation in pools of residential mortgages | $5,004,000 | 3,520 |
| Issued or guaranteed by U.S. | $5,004,000 | 3,518 |
| 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) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $9,714,000 | 5,210 |
| Total debt securities | $5,317,000 | 6,068 |
| 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 | $9,814,000 | 5,559 |
| U.S. Government securities | $5,196,000 | 5,525 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $5,196,000 | 5,410 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $213,000 | 2,574 |
| 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 | $213,000 | 1,993 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $4,405,000 | 284 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $5,096,000 | 4,058 |
| Certificates of participation in pools of residential mortgages | $5,096,000 | 3,500 |
| Issued or guaranteed by U.S. | $5,096,000 | 3,499 |
| 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) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $9,814,000 | 5,178 |
| Total debt securities | $5,409,000 | 6,099 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $7,920,000 | 5,899 |
| U.S. Government securities | $3,299,000 | 6,005 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $3,299,000 | 5,908 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $215,000 | 2,660 |
| 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 | $215,000 | 2,067 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $4,406,000 | 288 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $3,199,000 | 4,578 |
| Certificates of participation in pools of residential mortgages | $3,199,000 | 4,097 |
| Issued or guaranteed by U.S. | $3,199,000 | 4,095 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $7,920,000 | 5,514 |
| Total debt securities | $3,513,000 | 6,424 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $9,968,000 | 5,692 |
| U.S. Government securities | $5,407,000 | 5,697 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $5,407,000 | 5,591 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $215,000 | 2,657 |
| 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 | $215,000 | 2,061 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $4,346,000 | 278 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $3,407,000 | 4,587 |
| Certificates of participation in pools of residential mortgages | $3,407,000 | 4,082 |
| Issued or guaranteed by U.S. | $3,407,000 | 4,080 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $9,968,000 | 5,308 |
| Total debt securities | $5,622,000 | 6,218 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $6,796,000 | 6,147 |
| U.S. Government securities | $4,277,000 | 5,992 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $4,277,000 | 5,897 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $219,000 | 2,645 |
| 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 | $219,000 | 2,061 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $2,300,000 | 394 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $2,277,000 | 4,867 |
| Certificates of participation in pools of residential mortgages | $2,277,000 | 4,416 |
| Issued or guaranteed by U.S. | $2,277,000 | 4,413 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $6,796,000 | 5,720 |
| Total debt securities | $4,495,000 | 6,428 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $7,028,000 | 6,126 |
| U.S. Government securities | $4,520,000 | 5,951 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $4,520,000 | 5,853 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $219,000 | 2,626 |
| 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 | $219,000 | 1,982 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $2,289,000 | 376 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $2,520,000 | 4,764 |
| Certificates of participation in pools of residential mortgages | $2,520,000 | 4,286 |
| Issued or guaranteed by U.S. | $2,520,000 | 4,277 |
| 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) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $7,028,000 | 5,689 |
| Total debt securities | $4,739,000 | 6,416 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $11,075,000 | 5,578 |
| U.S. Government securities | $3,079,000 | 6,310 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $3,079,000 | 6,201 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $225,000 | 2,605 |
| 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 | $225,000 | 1,946 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $7,771,000 | 171 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $1,079,000 | 5,176 |
| Certificates of participation in pools of residential mortgages | $1,079,000 | 4,768 |
| Issued or guaranteed by U.S. | $1,079,000 | 4,758 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $11,075,000 | 5,150 |
| Total debt securities | $3,304,000 | 6,668 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $5,478,000 | 6,470 |
| U.S. Government securities | $3,055,000 | 6,431 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $3,055,000 | 6,318 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $225,000 | 2,551 |
| 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 | $225,000 | 1,877 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $2,198,000 | 408 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $1,055,000 | 5,180 |
| Certificates of participation in pools of residential mortgages | $1,055,000 | 4,783 |
| Issued or guaranteed by U.S. | $1,055,000 | 4,775 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $5,478,000 | 6,001 |
| Total debt securities | $3,280,000 | 6,763 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $4,666,000 | 6,616 |
| U.S. Government securities | $2,291,000 | 6,629 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $2,291,000 | 6,512 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $225,000 | 2,599 |
| 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 | $225,000 | 1,914 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $2,150,000 | 416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $1,291,000 | 5,066 |
| Certificates of participation in pools of residential mortgages | $1,291,000 | 4,645 |
| Issued or guaranteed by U.S. | $1,291,000 | 4,637 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $4,666,000 | 6,136 |
| Total debt securities | $2,516,000 | 6,917 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $4,685,000 | 6,592 |
| U.S. Government securities | $2,319,000 | 6,583 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $2,319,000 | 6,463 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $225,000 | 2,751 |
| 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 | $225,000 | 1,925 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,141,000 | 419 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $1,319,000 | 5,037 |
| Certificates of participation in pools of residential mortgages | $1,319,000 | 4,535 |
| Issued or guaranteed by U.S. | $1,319,000 | 4,529 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $4,685,000 | 6,087 |
| Total debt securities | $2,544,000 | 6,946 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $4,740,000 | 6,610 |
| U.S. Government securities | $2,342,000 | 6,609 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $2,342,000 | 6,491 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $225,000 | 2,835 |
| 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 | $225,000 | 1,951 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,173,000 | 447 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $1,342,000 | 5,060 |
| Certificates of participation in pools of residential mortgages | $1,342,000 | 4,523 |
| Issued or guaranteed by U.S. | $1,342,000 | 4,516 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $4,740,000 | 6,096 |
| Total debt securities | $2,567,000 | 6,981 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $4,741,000 | 6,687 |
| U.S. Government securities | $2,377,000 | 6,737 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $2,377,000 | 6,622 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $225,000 | 2,819 |
| 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 | $225,000 | 1,908 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,139,000 | 475 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $1,377,000 | 5,059 |
| Certificates of participation in pools of residential mortgages | $1,377,000 | 4,562 |
| Issued or guaranteed by U.S. | $1,377,000 | 4,555 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $4,741,000 | 6,175 |
| Total debt securities | $2,602,000 | 7,059 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $35,655,000 | 3,120 |
| U.S. Government securities | $2,434,000 | 6,822 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $2,434,000 | 6,709 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $31,137,000 | 380 |
| 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 | $31,137,000 | 159 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $2,084,000 | 477 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $1,434,000 | 5,139 |
| Certificates of participation in pools of residential mortgages | $1,434,000 | 4,670 |
| Issued or guaranteed by U.S. | $1,434,000 | 4,660 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $35,655,000 | 2,802 |
| Total debt securities | $33,572,000 | 3,227 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $31,771,000 | 3,364 |
| U.S. Government securities | $1,240,000 | 7,171 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $1,240,000 | 7,066 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $29,952,000 | 406 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $29,812,000 | 52 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $140,000 | 2,052 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $579,000 | 816 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $240,000 | 5,869 |
| Certificates of participation in pools of residential mortgages | $240,000 | 5,527 |
| Issued or guaranteed by U.S. | $240,000 | 5,512 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $31,771,000 | 3,043 |
| Total debt securities | $31,191,000 | 3,368 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $45,828,000 | 2,551 |
| U.S. Government securities | $1,261,000 | 7,227 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $1,261,000 | 7,130 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $43,985,000 | 333 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $25,844,000 | 55 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $18,141,000 | 242 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $582,000 | 863 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $261,000 | 5,916 |
| Certificates of participation in pools of residential mortgages | $261,000 | 5,580 |
| Issued or guaranteed by U.S. | $261,000 | 5,563 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $45,828,000 | 2,259 |
| Total debt securities | $45,246,000 | 2,557 |
| 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 | $22,658,000 | 4,117 |
| U.S. Government securities | $1,282,000 | 7,269 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $1,282,000 | 7,180 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $10,508,000 | 892 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $10,367,000 | 69 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $141,000 | 2,246 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $10,868,000 | 195 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $282,000 | 5,972 |
| Certificates of participation in pools of residential mortgages | $282,000 | 5,621 |
| Issued or guaranteed by U.S. | $282,000 | 5,603 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $22,658,000 | 3,711 |
| Total debt securities | $11,791,000 | 5,478 |
| 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 | $27,839,000 | 3,646 |
| U.S. Government securities | $353,000 | 7,645 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $353,000 | 7,568 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $26,122,000 | 481 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,029,000 | 83 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,093,000 | 287 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,364,000 | 688 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $353,000 | 5,955 |
| Certificates of participation in pools of residential mortgages | $353,000 | 5,616 |
| Issued or guaranteed by U.S. | $353,000 | 5,600 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $27,839,000 | 3,274 |
| Total debt securities | $26,475,000 | 3,729 |
| 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 | $46,845,000 | 2,449 |
| U.S. Government securities | $387,000 | 7,705 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $387,000 | 7,631 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $15,906,000 | 626 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,795,000 | 80 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,111,000 | 741 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $30,552,000 | 87 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $387,000 | 5,930 |
| Certificates of participation in pools of residential mortgages | $387,000 | 5,586 |
| Issued or guaranteed by U.S. | $387,000 | 5,569 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $46,845,000 | 2,165 |
| Total debt securities | $16,294,000 | 4,887 |
| 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 | $121,572,000 | 983 |
| U.S. Government securities | $373,000 | 7,772 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $373,000 | 7,691 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $113,459,000 | 181 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,362,000 | 73 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,097,000 | 64 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $7,740,000 | 232 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $373,000 | 5,943 |
| Certificates of participation in pools of residential mortgages | $373,000 | 5,601 |
| Issued or guaranteed by U.S. | $373,000 | 5,584 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $121,572,000 | 842 |
| Total debt securities | $113,832,000 | 1,029 |
| 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 | $8,215,000 | 6,285 |
| U.S. Government securities | $364,000 | 7,828 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $364,000 | 7,750 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $118,000 | 3,021 |
| 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 | $118,000 | 2,282 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $7,733,000 | 335 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $364,000 | 5,960 |
| Certificates of participation in pools of residential mortgages | $364,000 | 5,613 |
| Issued or guaranteed by U.S. | $364,000 | 5,589 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $8,215,000 | 5,743 |
| Total debt securities | $482,000 | 7,953 |
| 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 | $5,845,000 | 6,803 |
| U.S. Government securities | $439,000 | 7,849 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $439,000 | 7,775 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $118,000 | 2,977 |
| 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 | $118,000 | 2,236 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $5,288,000 | 496 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $439,000 | 5,901 |
| Certificates of participation in pools of residential mortgages | $439,000 | 5,534 |
| Issued or guaranteed by U.S. | $439,000 | 5,505 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $5,845,000 | 6,238 |
| Total debt securities | $557,000 | 7,977 |
| 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 | $7,225,000 | 6,596 |
| U.S. Government securities | $428,000 | 7,952 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $428,000 | 7,859 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $118,000 | 2,813 |
| 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 | $118,000 | 2,108 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $6,679,000 | 394 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $428,000 | 5,788 |
| Certificates of participation in pools of residential mortgages | $428,000 | 5,402 |
| Issued or guaranteed by U.S. | $428,000 | 5,381 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $7,225,000 | 5,988 |
| Total debt securities | $546,000 | 8,041 |
| 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 | $7,609,000 | 6,574 |
| U.S. Government securities | $426,000 | 8,016 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $426,000 | 7,914 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $118,000 | 2,774 |
| 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 | $118,000 | 2,084 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $7,065,000 | 367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $426,000 | 5,735 |
| Certificates of participation in pools of residential mortgages | $426,000 | 5,320 |
| Issued or guaranteed by U.S. | $426,000 | 5,301 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $7,609,000 | 5,945 |
| Total debt securities | $544,000 | 8,088 |
| 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 | $10,492,000 | 6,018 |
| U.S. Government securities | $420,000 | 8,069 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $420,000 | 7,966 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $118,000 | 2,723 |
| 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 | $118,000 | 2,050 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $9,954,000 | 279 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $420,000 | 5,747 |
| Certificates of participation in pools of residential mortgages | $420,000 | 5,342 |
| Issued or guaranteed by U.S. | $420,000 | 5,324 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $10,492,000 | 5,396 |
| Total debt securities | $538,000 | 8,141 |
| 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 | $10,767,000 | 5,972 |
| U.S. Government securities | $491,000 | 8,096 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $491,000 | 7,994 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $118,000 | 2,752 |
| 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 | $118,000 | 2,097 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $10,158,000 | 277 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $491,000 | 5,683 |
| Certificates of participation in pools of residential mortgages | $491,000 | 5,272 |
| Issued or guaranteed by U.S. | $491,000 | 5,251 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $491,000 | 3,112 |
| Available-for-sale securities (fair market value) | $10,276,000 | 5,431 |
| Total debt securities | $609,000 | 8,168 |
| 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 | $10,860,000 | 6,007 |
| U.S. Government securities | $491,000 | 8,140 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $491,000 | 8,037 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $118,000 | 2,786 |
| 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 | $118,000 | 2,158 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $10,251,000 | 280 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $491,000 | 5,688 |
| Certificates of participation in pools of residential mortgages | $491,000 | 5,273 |
| Issued or guaranteed by U.S. | $491,000 | 5,254 |
| 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) | $491,000 | 3,177 |
| Available-for-sale securities (fair market value) | $10,369,000 | 5,462 |
| Total debt securities | $609,000 | 8,215 |
| 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 | $14,438,000 | 5,398 |
| U.S. Government securities | $491,000 | 8,218 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $491,000 | 8,113 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $5,097,000 | 1,022 |
| 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 | $5,097,000 | 642 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $8,850,000 | 317 |
| 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 | $491,000 | 5,691 |
| Certificates of participation in pools of residential mortgages | $491,000 | 5,276 |
| Issued or guaranteed by U.S. | $491,000 | 5,252 |
| 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) | $491,000 | 3,249 |
| Available-for-sale securities (fair market value) | $13,947,000 | 4,845 |
| Total debt securities | $5,588,000 | 7,150 |
| 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 | $12,460,000 | 5,770 |
| U.S. Government securities | $491,000 | 8,265 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $491,000 | 8,153 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $119,000 | 2,894 |
| 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 | $119,000 | 2,274 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $11,850,000 | 241 |
| 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 | $491,000 | 5,722 |
| Certificates of participation in pools of residential mortgages | $491,000 | 5,319 |
| Issued or guaranteed by U.S. | $491,000 | 5,297 |
| 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) | $491,000 | 3,297 |
| Available-for-sale securities (fair market value) | $11,969,000 | 5,202 |
| Total debt securities | $610,000 | 8,333 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $20,156,000 | 4,592 |
| U.S. Government securities | $500,000 | 8,297 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $500,000 | 8,186 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $15,606,000 | 568 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,606,000 | 313 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $4,050,000 | 553 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $500,000 | 5,745 |
| Certificates of participation in pools of residential mortgages | $500,000 | 5,330 |
| Issued or guaranteed by U.S. | $500,000 | 5,311 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $20,156,000 | 3,972 |
| Total debt securities | $16,106,000 | 5,142 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $36,001,000 | 3,083 |
| U.S. Government securities | $0 | 8,522 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $0 | 8,437 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $28,351,000 | 414 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,351,000 | 203 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $7,650,000 | 368 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $36,001,000 | 2,658 |
| Total debt securities | $28,351,000 | 3,658 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $69,862,000 | 1,723 |
| U.S. Government securities | $0 | 8,563 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $0 | 8,485 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $64,962,000 | 248 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $64,962,000 | 112 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $4,900,000 | 493 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $69,862,000 | 1,453 |
| Total debt securities | $64,962,000 | 1,809 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $9,289,000 | 6,513 |
| U.S. Government securities | $0 | 8,590 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $0 | 8,507 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $4,489,000 | 1,157 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,489,000 | 812 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $4,800,000 | 527 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $9,289,000 | 5,776 |
| Total debt securities | $4,489,000 | 7,588 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $9,535,000 | 6,536 |
| U.S. Government securities | $0 | 8,658 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $0 | 8,569 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $8,935,000 | 817 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,935,000 | 546 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $600,000 | 1,366 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $9,535,000 | 5,795 |
| Total debt securities | $8,935,000 | 6,596 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $9,688,000 | 6,531 |
| U.S. Government securities | $0 | 8,690 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $0 | 8,609 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $5,988,000 | 1,057 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,988,000 | 748 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $3,700,000 | 686 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $9,688,000 | 5,776 |
| Total debt securities | $5,988,000 | 7,328 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $9,991,000 | 6,502 |
| U.S. Government securities | $0 | 8,738 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $0 | 8,656 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $5,991,000 | 1,060 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,991,000 | 773 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $4,000,000 | 664 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $9,991,000 | 5,752 |
| Total debt securities | $5,991,000 | 7,367 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $9,993,000 | 6,582 |
| U.S. Government securities | $0 | 8,803 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $0 | 8,720 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $5,993,000 | 1,085 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,993,000 | 802 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $4,000,000 | 688 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $9,993,000 | 5,823 |
| Total debt securities | $5,993,000 | 7,434 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $6,000,000 | 7,512 |
| U.S. Government securities | $0 | 8,825 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $0 | 8,741 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $6,000,000 | 1,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,000,000 | 864 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $6,000,000 | 6,699 |
| Total debt securities | $6,000,000 | 7,436 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $6,000,000 | 7,570 |
| U.S. Government securities | $0 | 8,888 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $0 | 8,796 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $6,000,000 | 1,150 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,000,000 | 920 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $6,000,000 | 6,739 |
| Total debt securities | $6,000,000 | 7,489 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |