Home > First Century Bank > Securities
First Century Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $238,344,000 | 847 |
| U.S. Government securities | $183,282,000 | 695 |
| U.S. Treasury securities | $172,988,000 | 160 |
| U.S. Government agency obligations | $10,294,000 | 3,211 |
| Securities issued by states & political subdivisions | $12,368,000 | 2,262 |
| Other domestic debt securities | $40,694,000 | 463 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $40,694,000 | 218 |
| Foreign debt securities | $2,000,000 | 150 |
| 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 | $137,316,000 | 682 |
| Mortgage-backed securities | $5,982,000 | 2,915 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,862,000 | 2,878 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,120,000 | 1,676 |
| 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) | $2,000,000 | 1,397 |
| Available-for-sale securities (fair market value) | $236,344,000 | 709 |
| Total debt securities | $238,344,000 | 837 |
| Structured notes | ||
| Amortized cost | $32,454,000 | 61 |
| Fair value | $29,065,000 | 60 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $247,849,000 | 824 |
| U.S. Government securities | $194,196,000 | 685 |
| U.S. Treasury securities | $169,680,000 | 176 |
| U.S. Government agency obligations | $24,516,000 | 2,395 |
| Securities issued by states & political subdivisions | $9,500,000 | 2,547 |
| Other domestic debt securities | $42,153,000 | 438 |
| Privately issued residential mortgage-backed securities | $1,665,000 | 457 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $40,488,000 | 220 |
| Foreign debt securities | $2,000,000 | 157 |
| 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 | $152,544,000 | 616 |
| Mortgage-backed securities | $6,990,000 | 2,857 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,559,000 | 3,123 |
| Privately issued | $1,665,000 | 137 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,766,000 | 1,568 |
| 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) | $2,000,000 | 1,433 |
| Available-for-sale securities (fair market value) | $245,849,000 | 692 |
| Total debt securities | $247,849,000 | 813 |
| Structured notes | ||
| Amortized cost | $34,567,000 | 54 |
| Fair value | $29,791,000 | 54 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $211,551,000 | 993 |
| U.S. Government securities | $159,165,000 | 833 |
| U.S. Treasury securities | $132,050,000 | 224 |
| U.S. Government agency obligations | $27,115,000 | 2,294 |
| Securities issued by states & political subdivisions | $9,612,000 | 2,586 |
| Other domestic debt securities | $40,774,000 | 474 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $40,774,000 | 232 |
| Foreign debt securities | $2,000,000 | 137 |
| 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 | $154,438,000 | 567 |
| Mortgage-backed securities | $7,771,000 | 2,839 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,482,000 | 2,854 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,289,000 | 1,535 |
| 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) | $2,000,000 | 1,469 |
| Available-for-sale securities (fair market value) | $209,551,000 | 856 |
| Total debt securities | $211,550,000 | 980 |
| Structured notes | ||
| Amortized cost | $34,632,000 | 61 |
| Fair value | $29,605,000 | 64 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $271,480,000 | 801 |
| U.S. Government securities | $217,876,000 | 656 |
| U.S. Treasury securities | $190,666,000 | 176 |
| U.S. Government agency obligations | $27,210,000 | 2,303 |
| Securities issued by states & political subdivisions | $9,485,000 | 2,643 |
| Other domestic debt securities | $42,119,000 | 470 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $42,119,000 | 236 |
| Foreign debt securities | $2,000,000 | 143 |
| 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 | $226,115,000 | 388 |
| Mortgage-backed securities | $8,142,000 | 2,846 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,543,000 | 2,863 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,599,000 | 1,511 |
| 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) | $2,000,000 | 1,478 |
| Available-for-sale securities (fair market value) | $269,480,000 | 686 |
| Total debt securities | $271,481,000 | 791 |
| Structured notes | ||
| Amortized cost | $34,698,000 | 63 |
| Fair value | $30,362,000 | 64 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $242,570,000 | 887 |
| U.S. Government securities | $187,121,000 | 751 |
| U.S. Treasury securities | $176,220,000 | 186 |
| U.S. Government agency obligations | $10,901,000 | 3,246 |
| Securities issued by states & political subdivisions | $9,384,000 | 2,663 |
| Other domestic debt securities | $44,065,000 | 439 |
| Privately issued residential mortgage-backed securities | $2,067,000 | 457 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $41,998,000 | 237 |
| Foreign debt securities | $2,000,000 | 142 |
| 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 | $197,328,000 | 407 |
| Mortgage-backed securities | $8,810,000 | 2,799 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,731,000 | 3,184 |
| Privately issued | $2,067,000 | 140 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,012,000 | 1,482 |
| 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) | $2,000,000 | 1,462 |
| Available-for-sale securities (fair market value) | $240,570,000 | 766 |
| Total debt securities | $242,573,000 | 877 |
| Structured notes | ||
| Amortized cost | $34,767,000 | 62 |
| Fair value | $30,296,000 | 63 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $178,894,000 | 1,206 |
| U.S. Government securities | $123,194,000 | 1,091 |
| U.S. Treasury securities | $111,303,000 | 278 |
| U.S. Government agency obligations | $11,891,000 | 3,208 |
| Securities issued by states & political subdivisions | $9,749,000 | 2,689 |
| Other domestic debt securities | $43,951,000 | 422 |
| Privately issued residential mortgage-backed securities | $2,274,000 | 454 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $41,677,000 | 239 |
| Foreign debt securities | $2,000,000 | 142 |
| 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 | $133,931,000 | 559 |
| Mortgage-backed securities | $9,780,000 | 2,767 |
| Certificates of participation in pools of residential mortgages | $4,143,000 | 2,911 |
| Issued or guaranteed by U.S. | $1,869,000 | 3,181 |
| Privately issued | $2,274,000 | 141 |
| Collaterized mortgage obligations | $5,637,000 | 1,520 |
| CMOs issued by government agencies or sponsored agencies | $5,637,000 | 1,446 |
| 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) | $2,000,000 | 1,395 |
| Available-for-sale securities (fair market value) | $176,894,000 | 1,082 |
| Total debt securities | $178,893,000 | 1,193 |
| Structured notes | ||
| Amortized cost | $34,843,000 | 61 |
| Fair value | $30,169,000 | 64 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $73,549,000 | 2,240 |
| U.S. Government securities | $15,698,000 | 3,334 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $15,698,000 | 2,933 |
| Securities issued by states & political subdivisions | $11,131,000 | 2,569 |
| Other domestic debt securities | $44,720,000 | 410 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $44,720,000 | 224 |
| Foreign debt securities | $2,000,000 | 143 |
| 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 | $22,972,000 | 1,895 |
| Mortgage-backed securities | $11,015,000 | 2,695 |
| Certificates of participation in pools of residential mortgages | $4,584,000 | 2,863 |
| Issued or guaranteed by U.S. | $4,584,000 | 2,784 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $6,431,000 | 1,454 |
| CMOs issued by government agencies or sponsored agencies | $6,431,000 | 1,384 |
| 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) | $2,000,000 | 1,301 |
| Available-for-sale securities (fair market value) | $71,549,000 | 2,108 |
| Total debt securities | $73,551,000 | 2,225 |
| Structured notes | ||
| Amortized cost | $33,694,000 | 57 |
| Fair value | $31,779,000 | 56 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $76,437,000 | 2,115 |
| U.S. Government securities | $17,609,000 | 3,082 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $17,609,000 | 2,797 |
| Securities issued by states & political subdivisions | $8,592,000 | 2,828 |
| Other domestic debt securities | $48,236,000 | 379 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $48,236,000 | 202 |
| Foreign debt securities | $2,000,000 | 138 |
| 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 | $23,597,000 | 1,855 |
| Mortgage-backed securities | $12,592,000 | 2,587 |
| Certificates of participation in pools of residential mortgages | $5,027,000 | 2,803 |
| Issued or guaranteed by U.S. | $5,027,000 | 2,715 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $7,565,000 | 1,352 |
| CMOs issued by government agencies or sponsored agencies | $7,565,000 | 1,297 |
| 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) | $2,000,000 | 1,206 |
| Available-for-sale securities (fair market value) | $74,437,000 | 2,012 |
| Total debt securities | $76,438,000 | 2,103 |
| Structured notes | ||
| Amortized cost | $33,769,000 | 50 |
| Fair value | $33,620,000 | 48 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $78,329,000 | 2,017 |
| U.S. Government securities | $19,724,000 | 2,891 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $19,724,000 | 2,673 |
| Securities issued by states & political subdivisions | $7,838,000 | 2,893 |
| Other domestic debt securities | $48,767,000 | 360 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $48,767,000 | 189 |
| Foreign debt securities | $2,000,000 | 134 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,670,000 | 1,735 |
| Mortgage-backed securities | $14,627,000 | 2,491 |
| Certificates of participation in pools of residential mortgages | $5,500,000 | 2,753 |
| Issued or guaranteed by U.S. | $5,500,000 | 2,680 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $9,127,000 | 1,234 |
| CMOs issued by government agencies or sponsored agencies | $9,127,000 | 1,189 |
| 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) | $2,000,000 | 1,192 |
| Available-for-sale securities (fair market value) | $76,329,000 | 1,930 |
| Total debt securities | $78,331,000 | 2,005 |
| Structured notes | ||
| Amortized cost | $33,844,000 | 41 |
| Fair value | $34,184,000 | 40 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $79,364,000 | 1,943 |
| U.S. Government securities | $24,125,000 | 2,595 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $24,125,000 | 2,416 |
| Securities issued by states & political subdivisions | $8,209,000 | 2,842 |
| Other domestic debt securities | $45,030,000 | 357 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $45,030,000 | 191 |
| Foreign debt securities | $2,000,000 | 127 |
| 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 | $24,558,000 | 1,766 |
| Mortgage-backed securities | $17,056,000 | 2,315 |
| Certificates of participation in pools of residential mortgages | $5,979,000 | 2,678 |
| Issued or guaranteed by U.S. | $5,979,000 | 2,601 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $11,077,000 | 1,076 |
| CMOs issued by government agencies or sponsored agencies | $11,077,000 | 1,045 |
| 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) | $2,000,000 | 1,177 |
| Available-for-sale securities (fair market value) | $77,364,000 | 1,861 |
| Total debt securities | $79,366,000 | 1,926 |
| Structured notes | ||
| Amortized cost | $22,243,000 | 54 |
| Fair value | $22,338,000 | 54 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $70,527,000 | 1,976 |
| U.S. Government securities | $22,700,000 | 2,512 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $22,700,000 | 2,358 |
| Securities issued by states & political subdivisions | $7,651,000 | 2,882 |
| Other domestic debt securities | $38,576,000 | 382 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $38,576,000 | 208 |
| Foreign debt securities | $1,600,000 | 147 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,286,000 | 1,587 |
| Mortgage-backed securities | $20,634,000 | 2,059 |
| Certificates of participation in pools of residential mortgages | $7,002,000 | 2,507 |
| Issued or guaranteed by U.S. | $7,002,000 | 2,434 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $13,632,000 | 946 |
| CMOs issued by government agencies or sponsored agencies | $13,632,000 | 914 |
| 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) | $1,600,000 | 1,199 |
| Available-for-sale securities (fair market value) | $68,927,000 | 1,896 |
| Total debt securities | $70,526,000 | 1,960 |
| Structured notes | ||
| Amortized cost | $18,054,000 | 41 |
| Fair value | $18,068,000 | 42 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $37,743,000 | 2,714 |
| U.S. Government securities | $26,864,000 | 2,191 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $26,864,000 | 2,077 |
| Securities issued by states & political subdivisions | $8,779,000 | 2,737 |
| Other domestic debt securities | $500,000 | 1,878 |
| 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 | $500,000 | 1,483 |
| Foreign debt securities | $1,600,000 | 140 |
| 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 | $31,706,000 | 1,459 |
| Mortgage-backed securities | $26,864,000 | 1,755 |
| Certificates of participation in pools of residential mortgages | $7,848,000 | 2,320 |
| Issued or guaranteed by U.S. | $7,848,000 | 2,256 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $16,787,000 | 841 |
| CMOs issued by government agencies or sponsored agencies | $16,787,000 | 806 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $2,229,000 | 1,370 |
| Commercial mortgage pass-through securities | $2,229,000 | 914 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $1,600,000 | 1,193 |
| Available-for-sale securities (fair market value) | $36,143,000 | 2,593 |
| Total debt securities | $37,741,000 | 2,694 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $58,760,000 | 1,991 |
| U.S. Government securities | $32,358,000 | 1,915 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $32,358,000 | 1,819 |
| Securities issued by states & political subdivisions | $8,374,000 | 2,654 |
| Other domestic debt securities | $16,428,000 | 578 |
| 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 | $16,428,000 | 368 |
| Foreign debt securities | $1,600,000 | 145 |
| 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 | $42,766,000 | 1,152 |
| Mortgage-backed securities | $32,358,000 | 1,565 |
| Certificates of participation in pools of residential mortgages | $8,698,000 | 2,195 |
| Issued or guaranteed by U.S. | $8,698,000 | 2,131 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $21,414,000 | 731 |
| CMOs issued by government agencies or sponsored agencies | $21,414,000 | 698 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $2,246,000 | 1,341 |
| Commercial mortgage pass-through securities | $2,246,000 | 898 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $1,600,000 | 1,188 |
| Available-for-sale securities (fair market value) | $57,160,000 | 1,896 |
| Total debt securities | $58,758,000 | 1,974 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $112,065,000 | 1,199 |
| U.S. Government securities | $38,519,000 | 1,714 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $38,519,000 | 1,623 |
| Securities issued by states & political subdivisions | $8,357,000 | 2,602 |
| Other domestic debt securities | $63,589,000 | 240 |
| 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 | $63,589,000 | 124 |
| Foreign debt securities | $1,600,000 | 149 |
| 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 | $75,702,000 | 759 |
| Mortgage-backed securities | $38,519,000 | 1,377 |
| Certificates of participation in pools of residential mortgages | $10,270,000 | 2,014 |
| Issued or guaranteed by U.S. | $10,270,000 | 1,960 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $25,976,000 | 658 |
| CMOs issued by government agencies or sponsored agencies | $25,976,000 | 622 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $2,273,000 | 1,314 |
| Commercial mortgage pass-through securities | $2,273,000 | 881 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $1,600,000 | 1,191 |
| Available-for-sale securities (fair market value) | $110,465,000 | 1,115 |
| Total debt securities | $112,064,000 | 1,179 |
| Structured notes | ||
| Amortized cost | $14,847,000 | 26 |
| Fair value | $16,877,000 | 22 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $105,922,000 | 1,227 |
| U.S. Government securities | $43,409,000 | 1,595 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $43,409,000 | 1,517 |
| Securities issued by states & political subdivisions | $7,066,000 | 2,667 |
| Other domestic debt securities | $53,847,000 | 252 |
| 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 | $53,847,000 | 128 |
| Foreign debt securities | $1,600,000 | 156 |
| 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 | $46,367,000 | 1,043 |
| Mortgage-backed securities | $43,409,000 | 1,253 |
| Certificates of participation in pools of residential mortgages | $11,325,000 | 1,917 |
| Issued or guaranteed by U.S. | $11,325,000 | 1,862 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $29,818,000 | 625 |
| CMOs issued by government agencies or sponsored agencies | $29,818,000 | 589 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $2,266,000 | 1,311 |
| Commercial mortgage pass-through securities | $2,266,000 | 858 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $1,600,000 | 1,200 |
| Available-for-sale securities (fair market value) | $104,322,000 | 1,138 |
| Total debt securities | $105,922,000 | 1,208 |
| Structured notes | ||
| Amortized cost | $14,842,000 | 33 |
| Fair value | $14,842,000 | 33 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $44,189,000 | 2,293 |
| U.S. Government securities | $37,490,000 | 1,791 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $37,490,000 | 1,690 |
| Securities issued by states & political subdivisions | $5,099,000 | 2,975 |
| 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 | $1,600,000 | 145 |
| 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 | $40,132,000 | 1,146 |
| Mortgage-backed securities | $35,289,000 | 1,402 |
| Certificates of participation in pools of residential mortgages | $11,902,000 | 1,828 |
| Issued or guaranteed by U.S. | $11,902,000 | 1,779 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $21,130,000 | 784 |
| CMOs issued by government agencies or sponsored agencies | $21,130,000 | 756 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $2,257,000 | 1,279 |
| Commercial mortgage pass-through securities | $2,257,000 | 857 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $1,600,000 | 1,250 |
| Available-for-sale securities (fair market value) | $42,589,000 | 2,189 |
| Total debt securities | $44,189,000 | 2,276 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $25,880,000 | 3,089 |
| U.S. Government securities | $23,931,000 | 2,356 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $23,931,000 | 2,232 |
| Securities issued by states & political subdivisions | $1,149,000 | 3,843 |
| 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 | $800,000 | 198 |
| 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 | $23,931,000 | 1,666 |
| Mortgage-backed securities | $21,736,000 | 1,840 |
| Certificates of participation in pools of residential mortgages | $5,487,000 | 2,535 |
| Issued or guaranteed by U.S. | $5,487,000 | 2,459 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $15,331,000 | 937 |
| CMOs issued by government agencies or sponsored agencies | $15,331,000 | 906 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $918,000 | 1,590 |
| Commercial mortgage pass-through securities | $918,000 | 1,152 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $800,000 | 1,464 |
| Available-for-sale securities (fair market value) | $25,080,000 | 2,906 |
| Total debt securities | $25,880,000 | 3,072 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $24,468,000 | 3,189 |
| U.S. Government securities | $22,163,000 | 2,501 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $22,163,000 | 2,374 |
| Securities issued by states & political subdivisions | $1,505,000 | 3,807 |
| 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 | $800,000 | 210 |
| 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 | $22,514,000 | 1,764 |
| Mortgage-backed securities | $17,974,000 | 2,024 |
| Certificates of participation in pools of residential mortgages | $4,163,000 | 2,750 |
| Issued or guaranteed by U.S. | $4,163,000 | 2,675 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $12,888,000 | 1,016 |
| CMOs issued by government agencies or sponsored agencies | $12,888,000 | 978 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $923,000 | 1,577 |
| Commercial mortgage pass-through securities | $923,000 | 1,146 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $800,000 | 1,509 |
| Available-for-sale securities (fair market value) | $23,668,000 | 3,010 |
| Total debt securities | $24,468,000 | 3,171 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $25,209,000 | 3,221 |
| U.S. Government securities | $22,894,000 | 2,497 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $22,894,000 | 2,361 |
| Securities issued by states & political subdivisions | $1,515,000 | 3,867 |
| 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 | $800,000 | 224 |
| 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 | $23,245,000 | 1,754 |
| Mortgage-backed securities | $18,730,000 | 1,979 |
| Certificates of participation in pools of residential mortgages | $4,351,000 | 2,740 |
| Issued or guaranteed by U.S. | $4,351,000 | 2,664 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $13,466,000 | 984 |
| CMOs issued by government agencies or sponsored agencies | $13,466,000 | 944 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $913,000 | 1,509 |
| Commercial mortgage pass-through securities | $913,000 | 1,126 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $800,000 | 1,534 |
| Available-for-sale securities (fair market value) | $24,409,000 | 3,010 |
| Total debt securities | $25,210,000 | 3,203 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $25,068,000 | 3,243 |
| U.S. Government securities | $23,417,000 | 2,488 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $23,417,000 | 2,353 |
| Securities issued by states & political subdivisions | $351,000 | 4,319 |
| Other domestic debt securities | $500,000 | 1,704 |
| 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 | $500,000 | 1,323 |
| Foreign debt securities | $800,000 | 228 |
| 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 | $19,639,000 | 1,956 |
| Mortgage-backed securities | $19,288,000 | 1,950 |
| Certificates of participation in pools of residential mortgages | $4,470,000 | 2,726 |
| Issued or guaranteed by U.S. | $4,470,000 | 2,680 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $13,907,000 | 950 |
| CMOs issued by government agencies or sponsored agencies | $13,907,000 | 913 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $911,000 | 1,475 |
| Commercial mortgage pass-through securities | $911,000 | 1,111 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $800,000 | 1,566 |
| Available-for-sale securities (fair market value) | $24,268,000 | 3,046 |
| Total debt securities | $25,068,000 | 3,224 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $25,898,000 | 3,204 |
| U.S. Government securities | $23,881,000 | 2,462 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $23,881,000 | 2,351 |
| Securities issued by states & political subdivisions | $717,000 | 4,230 |
| Other domestic debt securities | $500,000 | 1,673 |
| 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 | $500,000 | 1,334 |
| Foreign debt securities | $800,000 | 223 |
| 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 | $20,315,000 | 1,903 |
| Mortgage-backed securities | $19,799,000 | 1,914 |
| Certificates of participation in pools of residential mortgages | $4,617,000 | 2,739 |
| Issued or guaranteed by U.S. | $4,617,000 | 2,722 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $14,279,000 | 923 |
| CMOs issued by government agencies or sponsored agencies | $14,279,000 | 887 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $903,000 | 1,461 |
| Commercial mortgage pass-through securities | $903,000 | 1,088 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $800,000 | 1,593 |
| Available-for-sale securities (fair market value) | $25,098,000 | 3,000 |
| Total debt securities | $25,898,000 | 3,183 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $26,914,000 | 3,206 |
| U.S. Government securities | $24,895,000 | 2,411 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $24,895,000 | 2,300 |
| Securities issued by states & political subdivisions | $719,000 | 4,275 |
| Other domestic debt securities | $500,000 | 1,869 |
| 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 | $500,000 | 1,339 |
| Foreign debt securities | $800,000 | 223 |
| 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 | $21,312,000 | 1,890 |
| Mortgage-backed securities | $20,795,000 | 1,892 |
| Certificates of participation in pools of residential mortgages | $4,920,000 | 2,737 |
| Issued or guaranteed by U.S. | $4,920,000 | 2,607 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $14,955,000 | 893 |
| CMOs issued by government agencies or sponsored agencies | $14,955,000 | 858 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $920,000 | 1,428 |
| Commercial mortgage pass-through securities | $920,000 | 1,055 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $800,000 | 1,622 |
| Available-for-sale securities (fair market value) | $26,114,000 | 2,987 |
| Total debt securities | $26,913,000 | 3,182 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $22,282,000 | 3,524 |
| U.S. Government securities | $19,911,000 | 2,795 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $19,911,000 | 2,659 |
| Securities issued by states & political subdivisions | $721,000 | 4,317 |
| Other domestic debt securities | $1,150,000 | 1,407 |
| 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 | $1,150,000 | 1,126 |
| Foreign debt securities | $500,000 | 234 |
| 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 | $16,309,000 | 2,247 |
| Mortgage-backed securities | $15,792,000 | 2,201 |
| Certificates of participation in pools of residential mortgages | $5,218,000 | 2,731 |
| Issued or guaranteed by U.S. | $5,218,000 | 2,729 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,904,000 | 1,214 |
| CMOs issued by government agencies or sponsored agencies | $8,904,000 | 1,170 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $1,670,000 | 1,095 |
| Commercial mortgage pass-through securities | $1,670,000 | 714 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $500,000 | 1,724 |
| Available-for-sale securities (fair market value) | $21,782,000 | 3,277 |
| Total debt securities | $22,282,000 | 3,501 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $18,216,000 | 3,845 |
| U.S. Government securities | $15,836,000 | 3,142 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $15,836,000 | 2,993 |
| Securities issued by states & political subdivisions | $724,000 | 4,376 |
| Other domestic debt securities | $1,156,000 | 1,420 |
| 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 | $1,156,000 | 1,155 |
| Foreign debt securities | $500,000 | 232 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,842,000 | 2,414 |
| Mortgage-backed securities | $13,669,000 | 2,385 |
| Certificates of participation in pools of residential mortgages | $5,556,000 | 2,708 |
| Issued or guaranteed by U.S. | $5,556,000 | 2,706 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $6,412,000 | 1,397 |
| CMOs issued by government agencies or sponsored agencies | $6,412,000 | 1,348 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $1,701,000 | 1,080 |
| Commercial mortgage pass-through securities | $1,701,000 | 714 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $500,000 | 1,746 |
| Available-for-sale securities (fair market value) | $17,716,000 | 3,592 |
| Total debt securities | $18,216,000 | 3,825 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $13,835,000 | 4,241 |
| U.S. Government securities | $10,975,000 | 3,633 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $10,975,000 | 3,492 |
| Securities issued by states & political subdivisions | $517,000 | 4,509 |
| Other domestic debt securities | $1,843,000 | 1,275 |
| 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 | $1,843,000 | 1,040 |
| Foreign debt securities | $500,000 | 246 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,645,000 | 2,821 |
| Mortgage-backed securities | $8,785,000 | 2,840 |
| Certificates of participation in pools of residential mortgages | $5,886,000 | 2,701 |
| Issued or guaranteed by U.S. | $5,886,000 | 2,700 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,173,000 | 2,347 |
| CMOs issued by government agencies or sponsored agencies | $1,173,000 | 2,288 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $1,726,000 | 1,073 |
| Commercial mortgage pass-through securities | $1,726,000 | 720 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $500,000 | 1,807 |
| Available-for-sale securities (fair market value) | $13,335,000 | 3,986 |
| Total debt securities | $13,835,000 | 4,218 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $12,092,000 | 4,412 |
| U.S. Government securities | $8,726,000 | 3,975 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $8,726,000 | 3,832 |
| Securities issued by states & political subdivisions | $517,000 | 4,555 |
| Other domestic debt securities | $2,349,000 | 1,173 |
| 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 | $2,349,000 | 937 |
| Foreign debt securities | $500,000 | 252 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,590,000 | 2,843 |
| Mortgage-backed securities | $8,726,000 | 2,869 |
| Certificates of participation in pools of residential mortgages | $5,748,000 | 2,759 |
| Issued or guaranteed by U.S. | $5,748,000 | 2,757 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,227,000 | 2,355 |
| CMOs issued by government agencies or sponsored agencies | $1,227,000 | 2,290 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $1,751,000 | 1,038 |
| Commercial mortgage pass-through securities | $1,751,000 | 700 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $500,000 | 1,832 |
| Available-for-sale securities (fair market value) | $11,592,000 | 4,168 |
| Total debt securities | $12,092,000 | 4,391 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $14,327,000 | 4,287 |
| U.S. Government securities | $10,993,000 | 3,733 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $10,993,000 | 3,590 |
| Securities issued by states & political subdivisions | $517,000 | 4,610 |
| Other domestic debt securities | $2,317,000 | 1,213 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $2,317,000 | 960 |
| Foreign debt securities | $500,000 | 251 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,827,000 | 2,663 |
| Mortgage-backed securities | $8,996,000 | 2,886 |
| Certificates of participation in pools of residential mortgages | $6,022,000 | 2,759 |
| Issued or guaranteed by U.S. | $6,022,000 | 2,756 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,248,000 | 2,393 |
| CMOs issued by government agencies or sponsored agencies | $1,248,000 | 2,323 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $1,726,000 | 1,007 |
| Commercial mortgage pass-through securities | $1,726,000 | 675 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $500,000 | 1,862 |
| Available-for-sale securities (fair market value) | $13,827,000 | 4,011 |
| Total debt securities | $14,327,000 | 4,268 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $14,761,000 | 4,245 |
| U.S. Government securities | $11,443,000 | 3,674 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $11,443,000 | 3,533 |
| Securities issued by states & political subdivisions | $516,000 | 4,653 |
| Other domestic debt securities | $2,302,000 | 1,205 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $2,302,000 | 950 |
| Foreign debt securities | $500,000 | 249 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,261,000 | 2,617 |
| Mortgage-backed securities | $9,445,000 | 2,836 |
| Certificates of participation in pools of residential mortgages | $6,425,000 | 2,713 |
| Issued or guaranteed by U.S. | $6,425,000 | 2,709 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,305,000 | 2,384 |
| CMOs issued by government agencies or sponsored agencies | $1,305,000 | 2,309 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $1,715,000 | 968 |
| Commercial mortgage pass-through securities | $1,715,000 | 646 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $500,000 | 1,885 |
| Available-for-sale securities (fair market value) | $14,261,000 | 3,968 |
| Total debt securities | $14,761,000 | 4,225 |
| 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 | $15,796,000 | 4,178 |
| U.S. Government securities | $12,425,000 | 3,568 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $12,425,000 | 3,446 |
| Securities issued by states & political subdivisions | $517,000 | 4,685 |
| Other domestic debt securities | $2,354,000 | 1,206 |
| 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 | $2,354,000 | 955 |
| Foreign debt securities | $500,000 | 252 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,296,000 | 2,524 |
| Mortgage-backed securities | $10,426,000 | 2,741 |
| Certificates of participation in pools of residential mortgages | $7,231,000 | 2,612 |
| Issued or guaranteed by U.S. | $7,231,000 | 2,611 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,372,000 | 2,379 |
| CMOs issued by government agencies or sponsored agencies | $1,372,000 | 2,307 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $1,823,000 | 911 |
| Commercial mortgage pass-through securities | $1,823,000 | 588 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $500,000 | 1,894 |
| Available-for-sale securities (fair market value) | $15,296,000 | 3,907 |
| Total debt securities | $15,796,000 | 4,152 |
| 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 | $16,254,000 | 4,214 |
| U.S. Government securities | $12,894,000 | 3,605 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $12,894,000 | 3,491 |
| Securities issued by states & political subdivisions | $523,000 | 4,723 |
| Other domestic debt securities | $2,337,000 | 1,227 |
| 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 | $2,337,000 | 965 |
| Foreign debt securities | $500,000 | 251 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,754,000 | 2,530 |
| Mortgage-backed securities | $10,894,000 | 2,737 |
| Certificates of participation in pools of residential mortgages | $7,640,000 | 2,595 |
| Issued or guaranteed by U.S. | $7,640,000 | 2,591 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,441,000 | 2,379 |
| CMOs issued by government agencies or sponsored agencies | $1,441,000 | 2,307 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $1,813,000 | 858 |
| Commercial mortgage pass-through securities | $1,813,000 | 535 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $500,000 | 1,938 |
| Available-for-sale securities (fair market value) | $15,754,000 | 3,926 |
| Total debt securities | $16,254,000 | 4,192 |
| 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 | $16,813,000 | 4,232 |
| U.S. Government securities | $13,476,000 | 3,640 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $13,476,000 | 3,514 |
| Securities issued by states & political subdivisions | $527,000 | 4,770 |
| Other domestic debt securities | $2,310,000 | 1,239 |
| 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 | $2,310,000 | 971 |
| Foreign debt securities | $500,000 | 247 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,312,000 | 2,498 |
| Mortgage-backed securities | $11,477,000 | 2,706 |
| Certificates of participation in pools of residential mortgages | $8,106,000 | 2,558 |
| Issued or guaranteed by U.S. | $8,106,000 | 2,556 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,534,000 | 2,367 |
| CMOs issued by government agencies or sponsored agencies | $1,534,000 | 2,298 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $1,837,000 | 840 |
| Commercial mortgage pass-through securities | $1,837,000 | 521 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $500,000 | 1,979 |
| Available-for-sale securities (fair market value) | $16,313,000 | 3,928 |
| Total debt securities | $16,813,000 | 4,208 |
| 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 | $17,777,000 | 4,199 |
| U.S. Government securities | $13,807,000 | 3,648 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $13,807,000 | 3,516 |
| Securities issued by states & political subdivisions | $531,000 | 4,797 |
| Other domestic debt securities | $2,939,000 | 1,108 |
| Privately issued residential mortgage-backed securities | $628,000 | 401 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $2,311,000 | 956 |
| Foreign debt securities | $500,000 | 233 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,263,000 | 2,632 |
| Mortgage-backed securities | $12,437,000 | 2,618 |
| Certificates of participation in pools of residential mortgages | $8,422,000 | 2,526 |
| Issued or guaranteed by U.S. | $8,422,000 | 2,523 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,227,000 | 2,168 |
| CMOs issued by government agencies or sponsored agencies | $1,599,000 | 2,297 |
| Privately issued | $628,000 | 382 |
| Commercial mortgage-backed securities | $1,788,000 | 810 |
| Commercial mortgage pass-through securities | $1,788,000 | 499 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $500,000 | 2,017 |
| Available-for-sale securities (fair market value) | $17,277,000 | 3,891 |
| Total debt securities | $17,777,000 | 4,173 |
| 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 | $18,381,000 | 4,234 |
| U.S. Government securities | $14,363,000 | 3,677 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $14,363,000 | 3,555 |
| Securities issued by states & political subdivisions | $537,000 | 4,845 |
| Other domestic debt securities | $2,981,000 | 1,116 |
| Privately issued residential mortgage-backed securities | $656,000 | 403 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $2,325,000 | 963 |
| Foreign debt securities | $500,000 | 236 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,816,000 | 2,605 |
| Mortgage-backed securities | $13,019,000 | 2,586 |
| Certificates of participation in pools of residential mortgages | $8,895,000 | 2,499 |
| Issued or guaranteed by U.S. | $8,895,000 | 2,497 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,301,000 | 2,166 |
| CMOs issued by government agencies or sponsored agencies | $1,645,000 | 2,305 |
| Privately issued | $656,000 | 383 |
| Commercial mortgage-backed securities | $1,823,000 | 776 |
| Commercial mortgage pass-through securities | $1,823,000 | 475 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $500,000 | 2,042 |
| Available-for-sale securities (fair market value) | $17,881,000 | 3,915 |
| Total debt securities | $18,381,000 | 4,206 |
| 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 | $18,924,000 | 4,261 |
| U.S. Government securities | $14,823,000 | 3,713 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $14,823,000 | 3,602 |
| Securities issued by states & political subdivisions | $539,000 | 4,872 |
| Other domestic debt securities | $3,062,000 | 1,098 |
| Privately issued residential mortgage-backed securities | $731,000 | 400 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $2,331,000 | 968 |
| Foreign debt securities | $500,000 | 243 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,262,000 | 2,579 |
| Mortgage-backed securities | $13,554,000 | 2,600 |
| Certificates of participation in pools of residential mortgages | $9,315,000 | 2,506 |
| Issued or guaranteed by U.S. | $9,315,000 | 2,502 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,434,000 | 2,189 |
| CMOs issued by government agencies or sponsored agencies | $1,703,000 | 2,345 |
| Privately issued | $731,000 | 380 |
| Commercial mortgage-backed securities | $1,805,000 | 739 |
| Commercial mortgage pass-through securities | $1,805,000 | 452 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $500,000 | 2,086 |
| Available-for-sale securities (fair market value) | $18,424,000 | 3,937 |
| Total debt securities | $18,924,000 | 4,234 |
| 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 | $17,401,000 | 4,436 |
| U.S. Government securities | $13,717,000 | 3,922 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $13,717,000 | 3,803 |
| Securities issued by states & political subdivisions | $547,000 | 4,875 |
| Other domestic debt securities | $3,137,000 | 1,096 |
| Privately issued residential mortgage-backed securities | $780,000 | 420 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $2,357,000 | 969 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,159,000 | 2,709 |
| Mortgage-backed securities | $14,497,000 | 2,567 |
| Certificates of participation in pools of residential mortgages | $10,078,000 | 2,467 |
| Issued or guaranteed by U.S. | $10,078,000 | 2,465 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,551,000 | 2,191 |
| CMOs issued by government agencies or sponsored agencies | $1,771,000 | 2,366 |
| Privately issued | $780,000 | 397 |
| Commercial mortgage-backed securities | $1,868,000 | 711 |
| Commercial mortgage pass-through securities | $1,868,000 | 432 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $17,401,000 | 4,076 |
| Total debt securities | $17,401,000 | 4,416 |
| 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 | $29,556,000 | 3,586 |
| U.S. Government securities | $25,908,000 | 2,863 |
| U.S. Treasury securities | $11,704,000 | 343 |
| U.S. Government agency obligations | $14,204,000 | 3,796 |
| Securities issued by states & political subdivisions | $545,000 | 4,955 |
| Other domestic debt securities | $3,103,000 | 1,098 |
| Privately issued residential mortgage-backed securities | $765,000 | 428 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $2,338,000 | 977 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,604,000 | 2,697 |
| Mortgage-backed securities | $14,969,000 | 2,574 |
| Certificates of participation in pools of residential mortgages | $10,550,000 | 2,450 |
| Issued or guaranteed by U.S. | $10,550,000 | 2,447 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,589,000 | 2,237 |
| CMOs issued by government agencies or sponsored agencies | $1,824,000 | 2,387 |
| Privately issued | $765,000 | 404 |
| Commercial mortgage-backed securities | $1,830,000 | 701 |
| Commercial mortgage pass-through securities | $1,830,000 | 432 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $29,556,000 | 3,266 |
| Total debt securities | $29,556,000 | 3,562 |
| 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 | $32,278,000 | 3,494 |
| U.S. Government securities | $24,570,000 | 3,068 |
| U.S. Treasury securities | $11,470,000 | 333 |
| U.S. Government agency obligations | $13,100,000 | 4,031 |
| Securities issued by states & political subdivisions | $549,000 | 5,005 |
| Other domestic debt securities | $7,159,000 | 743 |
| Privately issued residential mortgage-backed securities | $2,301,000 | 305 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $4,858,000 | 671 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,996,000 | 2,313 |
| Mortgage-backed securities | $15,401,000 | 2,612 |
| Certificates of participation in pools of residential mortgages | $10,924,000 | 2,477 |
| Issued or guaranteed by U.S. | $10,924,000 | 2,474 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,679,000 | 2,256 |
| CMOs issued by government agencies or sponsored agencies | $378,000 | 3,046 |
| Privately issued | $2,301,000 | 290 |
| Commercial mortgage-backed securities | $1,798,000 | 677 |
| Commercial mortgage pass-through securities | $1,798,000 | 432 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $32,278,000 | 3,189 |
| Total debt securities | $32,278,000 | 3,468 |
| 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 | $29,036,000 | 3,754 |
| U.S. Government securities | $22,749,000 | 3,258 |
| U.S. Treasury securities | $11,382,000 | 307 |
| U.S. Government agency obligations | $11,367,000 | 4,340 |
| Securities issued by states & political subdivisions | $553,000 | 5,062 |
| Other domestic debt securities | $5,734,000 | 853 |
| Privately issued residential mortgage-backed securities | $847,000 | 452 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $4,887,000 | 689 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,791,000 | 2,573 |
| Mortgage-backed securities | $12,214,000 | 2,928 |
| Certificates of participation in pools of residential mortgages | $9,150,000 | 2,761 |
| Issued or guaranteed by U.S. | $9,150,000 | 2,761 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,261,000 | 2,752 |
| CMOs issued by government agencies or sponsored agencies | $414,000 | 3,065 |
| Privately issued | $847,000 | 434 |
| Commercial mortgage-backed securities | $1,803,000 | 663 |
| Commercial mortgage pass-through securities | $1,803,000 | 434 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $29,036,000 | 3,423 |
| Total debt securities | $29,036,000 | 3,728 |
| 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 | $28,735,000 | 3,789 |
| U.S. Government securities | $22,872,000 | 3,257 |
| U.S. Treasury securities | $11,231,000 | 295 |
| U.S. Government agency obligations | $11,641,000 | 4,333 |
| Securities issued by states & political subdivisions | $554,000 | 5,096 |
| Other domestic debt securities | $5,309,000 | 906 |
| Privately issued residential mortgage-backed securities | $865,000 | 477 |
| Commercial mortgage-backed securities - Total | $82,000 | 123 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $4,362,000 | 767 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,139,000 | 2,563 |
| Mortgage-backed securities | $12,588,000 | 2,909 |
| Certificates of participation in pools of residential mortgages | $9,423,000 | 2,740 |
| Issued or guaranteed by U.S. | $9,423,000 | 2,739 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,314,000 | 2,738 |
| CMOs issued by government agencies or sponsored agencies | $449,000 | 3,069 |
| Privately issued | $865,000 | 457 |
| Commercial mortgage-backed securities | $1,851,000 | 648 |
| Commercial mortgage pass-through securities | $1,769,000 | 422 |
| Other commercial mortgage-backed securities | $82,000 | 515 |
| Held to maturity securities (book value) | $82,000 | 2,434 |
| Available-for-sale securities (fair market value) | $28,653,000 | 3,472 |
| Total debt securities | $28,735,000 | 3,762 |
| 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 | $28,412,000 | 3,807 |
| U.S. Government securities | $22,893,000 | 3,221 |
| U.S. Treasury securities | $11,019,000 | 275 |
| U.S. Government agency obligations | $11,874,000 | 4,307 |
| Securities issued by states & political subdivisions | $542,000 | 5,153 |
| Other domestic debt securities | $4,977,000 | 987 |
| Privately issued residential mortgage-backed securities | $884,000 | 498 |
| Commercial mortgage-backed securities - Total | $231,000 | 117 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $3,862,000 | 838 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,509,000 | 2,542 |
| Mortgage-backed securities | $12,989,000 | 2,866 |
| Certificates of participation in pools of residential mortgages | $11,390,000 | 2,486 |
| Issued or guaranteed by U.S. | $11,390,000 | 2,486 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,368,000 | 2,706 |
| CMOs issued by government agencies or sponsored agencies | $484,000 | 3,035 |
| Privately issued | $884,000 | 475 |
| Commercial mortgage-backed securities | $231,000 | 855 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $231,000 | 488 |
| Held to maturity securities (book value) | $231,000 | 2,332 |
| Available-for-sale securities (fair market value) | $28,181,000 | 3,495 |
| Total debt securities | $28,412,000 | 3,773 |
| 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 | $29,182,000 | 3,781 |
| U.S. Government securities | $23,506,000 | 3,213 |
| U.S. Treasury securities | $11,159,000 | 262 |
| U.S. Government agency obligations | $12,347,000 | 4,264 |
| Securities issued by states & political subdivisions | $537,000 | 5,182 |
| Other domestic debt securities | $5,139,000 | 1,006 |
| Privately issued residential mortgage-backed securities | $968,000 | 514 |
| Commercial mortgage-backed securities - Total | $336,000 | 117 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $3,835,000 | 866 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,055,000 | 2,448 |
| Mortgage-backed securities | $13,651,000 | 2,831 |
| Certificates of participation in pools of residential mortgages | $11,829,000 | 2,448 |
| Issued or guaranteed by U.S. | $11,829,000 | 2,446 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,486,000 | 2,685 |
| CMOs issued by government agencies or sponsored agencies | $518,000 | 3,045 |
| Privately issued | $968,000 | 490 |
| Commercial mortgage-backed securities | $336,000 | 828 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $336,000 | 476 |
| Held to maturity securities (book value) | $336,000 | 2,254 |
| Available-for-sale securities (fair market value) | $28,846,000 | 3,496 |
| Total debt securities | $29,182,000 | 3,751 |
| 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 | $22,657,000 | 4,266 |
| U.S. Government securities | $16,097,000 | 3,910 |
| U.S. Treasury securities | $7,467,000 | 358 |
| U.S. Government agency obligations | $8,630,000 | 4,762 |
| Securities issued by states & political subdivisions | $889,000 | 4,988 |
| Other domestic debt securities | $5,671,000 | 967 |
| Privately issued residential mortgage-backed securities | $1,042,000 | 510 |
| Commercial mortgage-backed securities - Total | $749,000 | 118 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $3,880,000 | 876 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,801,000 | 2,767 |
| Mortgage-backed securities | $10,421,000 | 3,175 |
| Certificates of participation in pools of residential mortgages | $8,047,000 | 2,916 |
| Issued or guaranteed by U.S. | $8,047,000 | 2,914 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,625,000 | 2,680 |
| CMOs issued by government agencies or sponsored agencies | $583,000 | 3,031 |
| Privately issued | $1,042,000 | 487 |
| Commercial mortgage-backed securities | $749,000 | 729 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $749,000 | 403 |
| Held to maturity securities (book value) | $749,000 | 2,000 |
| Available-for-sale securities (fair market value) | $21,908,000 | 3,987 |
| Total debt securities | $22,657,000 | 4,232 |
| 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 | $20,973,000 | 4,427 |
| U.S. Government securities | $15,036,000 | 4,058 |
| U.S. Treasury securities | $7,818,000 | 363 |
| U.S. Government agency obligations | $7,218,000 | 5,043 |
| Securities issued by states & political subdivisions | $904,000 | 5,000 |
| Other domestic debt securities | $5,033,000 | 1,043 |
| Privately issued residential mortgage-backed securities | $1,067,000 | 533 |
| Commercial mortgage-backed securities - Total | $798,000 | 118 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $3,168,000 | 943 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,088,000 | 3,015 |
| Mortgage-backed securities | $9,083,000 | 3,389 |
| Certificates of participation in pools of residential mortgages | $6,561,000 | 3,210 |
| Issued or guaranteed by U.S. | $6,561,000 | 3,209 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,724,000 | 2,710 |
| CMOs issued by government agencies or sponsored agencies | $657,000 | 3,026 |
| Privately issued | $1,067,000 | 512 |
| Commercial mortgage-backed securities | $798,000 | 645 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $798,000 | 336 |
| Held to maturity securities (book value) | $798,000 | 1,968 |
| Available-for-sale securities (fair market value) | $20,175,000 | 4,158 |
| Total debt securities | $20,973,000 | 4,401 |
| 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 | $19,987,000 | 4,477 |
| U.S. Government securities | $13,661,000 | 4,195 |
| U.S. Treasury securities | $5,931,000 | 415 |
| U.S. Government agency obligations | $7,730,000 | 4,954 |
| Securities issued by states & political subdivisions | $905,000 | 5,022 |
| Other domestic debt securities | $5,421,000 | 975 |
| Privately issued residential mortgage-backed securities | $1,105,000 | 549 |
| Commercial mortgage-backed securities - Total | $1,167,000 | 104 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $3,149,000 | 910 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,951,000 | 2,896 |
| Mortgage-backed securities | $10,002,000 | 3,307 |
| Certificates of participation in pools of residential mortgages | $6,980,000 | 3,125 |
| Issued or guaranteed by U.S. | $6,980,000 | 3,124 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,855,000 | 2,709 |
| CMOs issued by government agencies or sponsored agencies | $750,000 | 3,020 |
| Privately issued | $1,105,000 | 530 |
| Commercial mortgage-backed securities | $1,167,000 | 456 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $1,167,000 | 229 |
| Held to maturity securities (book value) | $1,167,000 | 1,861 |
| Available-for-sale securities (fair market value) | $18,820,000 | 4,237 |
| Total debt securities | $19,987,000 | 4,449 |
| 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 | $18,282,000 | 4,694 |
| U.S. Government securities | $11,858,000 | 4,535 |
| U.S. Treasury securities | $1,974,000 | 661 |
| U.S. Government agency obligations | $9,884,000 | 4,717 |
| Securities issued by states & political subdivisions | $904,000 | 5,038 |
| Other domestic debt securities | $5,520,000 | 993 |
| Privately issued residential mortgage-backed securities | $1,166,000 | 578 |
| Commercial mortgage-backed securities - Total | $1,245,000 | 99 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $3,109,000 | 962 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,142,000 | 2,661 |
| Mortgage-backed securities | $12,295,000 | 3,188 |
| Certificates of participation in pools of residential mortgages | $9,030,000 | 2,931 |
| Issued or guaranteed by U.S. | $9,030,000 | 2,930 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,020,000 | 2,745 |
| CMOs issued by government agencies or sponsored agencies | $854,000 | 3,056 |
| Privately issued | $1,166,000 | 555 |
| Commercial mortgage-backed securities | $1,245,000 | 433 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $1,245,000 | 219 |
| Held to maturity securities (book value) | $1,245,000 | 1,878 |
| Available-for-sale securities (fair market value) | $17,037,000 | 4,458 |
| Total debt securities | $18,282,000 | 4,663 |
| 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 | $14,308,000 | 5,129 |
| U.S. Government securities | $5,941,000 | 5,588 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $5,941,000 | 5,476 |
| Securities issued by states & political subdivisions | $905,000 | 5,024 |
| Other domestic debt securities | $7,462,000 | 862 |
| Privately issued residential mortgage-backed securities | $1,185,000 | 631 |
| Commercial mortgage-backed securities - Total | $1,440,000 | 96 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $4,837,000 | 774 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,918,000 | 3,078 |
| Mortgage-backed securities | $8,566,000 | 3,674 |
| Certificates of participation in pools of residential mortgages | $5,011,000 | 3,696 |
| Issued or guaranteed by U.S. | $5,011,000 | 3,695 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,115,000 | 2,735 |
| CMOs issued by government agencies or sponsored agencies | $930,000 | 3,027 |
| Privately issued | $1,185,000 | 609 |
| Commercial mortgage-backed securities | $1,440,000 | 392 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $1,440,000 | 207 |
| Held to maturity securities (book value) | $1,440,000 | 1,829 |
| Available-for-sale securities (fair market value) | $12,868,000 | 4,937 |
| Total debt securities | $14,308,000 | 5,102 |
| 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 | $15,967,000 | 5,015 |
| U.S. Government securities | $6,158,000 | 5,647 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $6,158,000 | 5,536 |
| Securities issued by states & political subdivisions | $893,000 | 5,010 |
| Other domestic debt securities | $8,916,000 | 778 |
| Privately issued residential mortgage-backed securities | $1,210,000 | 659 |
| Commercial mortgage-backed securities - Total | $2,848,000 | 90 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $4,858,000 | 763 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,148,000 | 2,781 |
| Mortgage-backed securities | $10,216,000 | 3,463 |
| Certificates of participation in pools of residential mortgages | $5,187,000 | 3,660 |
| Issued or guaranteed by U.S. | $5,187,000 | 3,656 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,181,000 | 2,742 |
| CMOs issued by government agencies or sponsored agencies | $971,000 | 3,020 |
| Privately issued | $1,210,000 | 639 |
| Commercial mortgage-backed securities | $2,848,000 | 297 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $2,848,000 | 160 |
| Held to maturity securities (book value) | $2,848,000 | 1,580 |
| Available-for-sale securities (fair market value) | $13,119,000 | 4,944 |
| Total debt securities | $15,967,000 | 4,988 |
| 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 | $15,028,000 | 5,097 |
| U.S. Government securities | $6,593,000 | 5,568 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $6,593,000 | 5,463 |
| Securities issued by states & political subdivisions | $892,000 | 5,012 |
| Other domestic debt securities | $7,543,000 | 857 |
| Privately issued residential mortgage-backed securities | $1,247,000 | 717 |
| Commercial mortgage-backed securities - Total | $3,868,000 | 67 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $2,428,000 | 1,019 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,174,000 | 2,793 |
| Mortgage-backed securities | $11,708,000 | 3,200 |
| Certificates of participation in pools of residential mortgages | $5,569,000 | 3,483 |
| Issued or guaranteed by U.S. | $5,569,000 | 3,481 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,271,000 | 2,679 |
| CMOs issued by government agencies or sponsored agencies | $1,024,000 | 2,862 |
| Privately issued | $1,247,000 | 684 |
| Commercial mortgage-backed securities | $3,868,000 | 203 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $3,868,000 | 115 |
| Held to maturity securities (book value) | $3,868,000 | 1,492 |
| Available-for-sale securities (fair market value) | $11,160,000 | 5,164 |
| Total debt securities | $15,028,000 | 5,071 |
| 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 | $18,591,000 | 4,656 |
| U.S. Government securities | $9,087,000 | 5,069 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $9,087,000 | 4,968 |
| Securities issued by states & political subdivisions | $897,000 | 4,998 |
| Other domestic debt securities | $8,607,000 | 784 |
| Privately issued residential mortgage-backed securities | $1,333,000 | 735 |
| Commercial mortgage-backed securities - Total | $4,780,000 | 56 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,494,000 | 984 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,215,000 | 2,745 |
| Mortgage-backed securities | $13,198,000 | 2,983 |
| Certificates of participation in pools of residential mortgages | $6,005,000 | 3,334 |
| Issued or guaranteed by U.S. | $6,005,000 | 3,331 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,413,000 | 2,641 |
| CMOs issued by government agencies or sponsored agencies | $1,080,000 | 2,830 |
| Privately issued | $1,333,000 | 697 |
| Commercial mortgage-backed securities | $4,780,000 | 147 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $4,780,000 | 86 |
| Held to maturity securities (book value) | $4,780,000 | 1,411 |
| Available-for-sale securities (fair market value) | $13,811,000 | 4,790 |
| Total debt securities | $18,591,000 | 4,622 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,239 |
| Fair value | $1,001,000 | 2,346 |
| 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 | $20,720,000 | 4,494 |
| U.S. Government securities | $10,874,000 | 4,890 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $10,874,000 | 4,783 |
| Securities issued by states & political subdivisions | $872,000 | 4,994 |
| Other domestic debt securities | $8,974,000 | 745 |
| Privately issued residential mortgage-backed securities | $1,922,000 | 662 |
| Commercial mortgage-backed securities - Total | $7,052,000 | 46 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,835,000 | 2,813 |
| Mortgage-backed securities | $16,256,000 | 2,663 |
| Certificates of participation in pools of residential mortgages | $6,173,000 | 3,266 |
| Issued or guaranteed by U.S. | $6,173,000 | 3,258 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,031,000 | 2,449 |
| CMOs issued by government agencies or sponsored agencies | $1,109,000 | 2,772 |
| Privately issued | $1,922,000 | 626 |
| Commercial mortgage-backed securities | $7,052,000 | 118 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $7,052,000 | 64 |
| Held to maturity securities (book value) | $7,635,000 | 1,163 |
| Available-for-sale securities (fair market value) | $13,085,000 | 4,939 |
| Total debt securities | $20,720,000 | 4,464 |
| Structured notes | ||
| Amortized cost | $2,596,000 | 1,766 |
| Fair value | $2,600,000 | 1,761 |
| 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 | $17,881,000 | 4,785 |
| U.S. Government securities | $6,843,000 | 5,638 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $6,843,000 | 5,517 |
| Securities issued by states & political subdivisions | $343,000 | 5,421 |
| Other domestic debt securities | $10,695,000 | 687 |
| Privately issued residential mortgage-backed securities | $2,089,000 | 674 |
| Commercial mortgage-backed securities - Total | $8,606,000 | 38 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,555,000 | 2,723 |
| Mortgage-backed securities | $14,015,000 | 2,782 |
| Certificates of participation in pools of residential mortgages | $2,254,000 | 4,253 |
| Issued or guaranteed by U.S. | $2,254,000 | 4,243 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,155,000 | 2,340 |
| CMOs issued by government agencies or sponsored agencies | $1,066,000 | 2,716 |
| Privately issued | $2,089,000 | 641 |
| Commercial mortgage-backed securities | $8,606,000 | 99 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $8,606,000 | 54 |
| Held to maturity securities (book value) | $9,251,000 | 1,070 |
| Available-for-sale securities (fair market value) | $8,630,000 | 5,551 |
| Total debt securities | $17,881,000 | 4,750 |
| 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 | $16,005,000 | 4,896 |
| U.S. Government securities | $2,759,000 | 6,466 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $2,759,000 | 6,342 |
| Securities issued by states & political subdivisions | $326,000 | 5,446 |
| Other domestic debt securities | $12,920,000 | 641 |
| Privately issued residential mortgage-backed securities | $2,233,000 | 694 |
| Commercial mortgage-backed securities - Total | $10,687,000 | 72 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,313,000 | 2,619 |
| Mortgage-backed securities | $13,762,000 | 2,712 |
| Certificates of participation in pools of residential mortgages | $842,000 | 4,799 |
| Issued or guaranteed by U.S. | $842,000 | 4,791 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,233,000 | 2,549 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $2,233,000 | 660 |
| Commercial mortgage-backed securities | $10,687,000 | 72 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $10,687,000 | 42 |
| Held to maturity securities (book value) | $10,801,000 | 979 |
| Available-for-sale securities (fair market value) | $5,204,000 | 6,002 |
| Total debt securities | $16,005,000 | 4,860 |
| 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 | $15,283,000 | 4,935 |
| U.S. Government securities | $869,000 | 7,046 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $869,000 | 6,940 |
| Securities issued by states & political subdivisions | $315,000 | 5,454 |
| Other domestic debt securities | $14,099,000 | 611 |
| Privately issued residential mortgage-backed securities | $1,086,000 | 946 |
| Commercial mortgage-backed securities - Total | $11,782,000 | 59 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $1,231,000 | 1,264 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,610,000 | 2,717 |
| Mortgage-backed securities | $13,737,000 | 2,709 |
| Certificates of participation in pools of residential mortgages | $869,000 | 4,796 |
| Issued or guaranteed by U.S. | $869,000 | 4,788 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,086,000 | 2,934 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $1,086,000 | 901 |
| Commercial mortgage-backed securities | $11,782,000 | 59 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $11,782,000 | 38 |
| Held to maturity securities (book value) | $11,978,000 | 954 |
| Available-for-sale securities (fair market value) | $3,305,000 | 6,363 |
| Total debt securities | $15,283,000 | 4,899 |
| 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 | $16,962,000 | 4,752 |
| U.S. Government securities | $2,021,000 | 6,833 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $2,021,000 | 6,716 |
| Securities issued by states & political subdivisions | $298,000 | 5,445 |
| Other domestic debt securities | $14,643,000 | 603 |
| Privately issued residential mortgage-backed securities | $1,124,000 | 977 |
| Commercial mortgage-backed securities - Total | $12,394,000 | 58 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,125,000 | 1,260 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,589,000 | 2,528 |
| Mortgage-backed securities | $14,534,000 | 2,613 |
| Certificates of participation in pools of residential mortgages | $1,016,000 | 4,747 |
| Issued or guaranteed by U.S. | $1,016,000 | 4,740 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,124,000 | 2,841 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $1,124,000 | 943 |
| Commercial mortgage-backed securities | $12,394,000 | 58 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $12,394,000 | 37 |
| Held to maturity securities (book value) | $12,582,000 | 946 |
| Available-for-sale securities (fair market value) | $4,380,000 | 6,238 |
| Total debt securities | $16,962,000 | 4,715 |
| 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 | $21,818,000 | 4,240 |
| U.S. Government securities | $2,904,000 | 6,708 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $2,904,000 | 6,604 |
| Securities issued by states & political subdivisions | $235,000 | 5,545 |
| Other domestic debt securities | $18,679,000 | 530 |
| Privately issued residential mortgage-backed securities | $2,989,000 | 753 |
| Commercial mortgage-backed securities - Total | $14,498,000 | 55 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,192,000 | 1,262 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,004,000 | 2,279 |
| Mortgage-backed securities | $19,389,000 | 2,300 |
| Certificates of participation in pools of residential mortgages | $1,902,000 | 4,454 |
| Issued or guaranteed by U.S. | $1,902,000 | 4,446 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,989,000 | 2,227 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $2,989,000 | 722 |
| Commercial mortgage-backed securities | $14,498,000 | 55 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $14,498,000 | 37 |
| Held to maturity securities (book value) | $15,603,000 | 836 |
| Available-for-sale securities (fair market value) | $6,215,000 | 5,979 |
| Total debt securities | $21,818,000 | 4,205 |
| 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 | $24,388,000 | 3,941 |
| U.S. Government securities | $3,323,000 | 6,582 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,323,000 | 6,486 |
| Securities issued by states & political subdivisions | $239,000 | 5,574 |
| Other domestic debt securities | $20,540,000 | 516 |
| Privately issued residential mortgage-backed securities | $3,196,000 | 763 |
| Commercial mortgage-backed securities - Total | $15,569,000 | 53 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,775,000 | 1,120 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $286,000 | 996 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,151,000 | 2,218 |
| Mortgage-backed securities | $21,076,000 | 2,212 |
| Certificates of participation in pools of residential mortgages | $2,311,000 | 4,371 |
| Issued or guaranteed by U.S. | $2,311,000 | 4,365 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $3,196,000 | 2,163 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $3,196,000 | 731 |
| Commercial mortgage-backed securities | $15,569,000 | 53 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $15,569,000 | 36 |
| Held to maturity securities (book value) | $16,794,000 | 817 |
| Available-for-sale securities (fair market value) | $7,594,000 | 5,734 |
| Total debt securities | $24,102,000 | 3,939 |
| 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 | $25,726,000 | 3,844 |
| U.S. Government securities | $3,815,000 | 6,495 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,815,000 | 6,401 |
| Securities issued by states & political subdivisions | $245,000 | 5,592 |
| Other domestic debt securities | $21,379,000 | 543 |
| Privately issued residential mortgage-backed securities | $3,447,000 | 808 |
| Commercial mortgage-backed securities - Total | $16,038,000 | 57 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,894,000 | 1,159 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $287,000 | 1,051 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,872,000 | 2,155 |
| Mortgage-backed securities | $22,279,000 | 2,188 |
| Certificates of participation in pools of residential mortgages | $2,766,000 | 4,319 |
| Issued or guaranteed by U.S. | $2,766,000 | 4,312 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,475,000 | 2,116 |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 3,305 |
| Privately issued | $3,447,000 | 772 |
| Commercial mortgage-backed securities | $16,038,000 | 57 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $16,038,000 | 38 |
| Held to maturity securities (book value) | $17,216,000 | 819 |
| Available-for-sale securities (fair market value) | $8,510,000 | 5,581 |
| Total debt securities | $25,439,000 | 3,831 |
| 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 | $26,212,000 | 3,771 |
| U.S. Government securities | $4,710,000 | 6,245 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $4,710,000 | 6,154 |
| Securities issued by states & political subdivisions | $310,000 | 5,533 |
| Other domestic debt securities | $20,958,000 | 576 |
| Privately issued residential mortgage-backed securities | $3,744,000 | 793 |
| Commercial mortgage-backed securities - Total | $16,699,000 | 62 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $515,000 | 1,821 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $234,000 | 1,118 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,340,000 | 2,380 |
| Mortgage-backed securities | $24,151,000 | 2,083 |
| Certificates of participation in pools of residential mortgages | $3,272,000 | 4,193 |
| Issued or guaranteed by U.S. | $3,272,000 | 4,180 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $4,180,000 | 1,949 |
| CMOs issued by government agencies or sponsored agencies | $436,000 | 2,889 |
| Privately issued | $3,744,000 | 758 |
| Commercial mortgage-backed securities | $16,699,000 | 62 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $16,699,000 | 46 |
| Held to maturity securities (book value) | $17,693,000 | 812 |
| Available-for-sale securities (fair market value) | $8,519,000 | 5,588 |
| Total debt securities | $25,978,000 | 3,756 |
| 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 | $30,150,000 | 3,462 |
| U.S. Government securities | $6,075,000 | 6,012 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $6,075,000 | 5,933 |
| Securities issued by states & political subdivisions | $316,000 | 5,468 |
| Other domestic debt securities | $23,610,000 | 508 |
| Privately issued residential mortgage-backed securities | $23,198,000 | 332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $412,000 | 2,055 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $149,000 | 1,202 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,885,000 | 2,282 |
| Mortgage-backed securities | $27,839,000 | 1,910 |
| Certificates of participation in pools of residential mortgages | $5,430,000 | 3,649 |
| Issued or guaranteed by U.S. | $3,996,000 | 4,045 |
| Privately issued | $1,434,000 | 106 |
| Collaterized mortgage obligations | $22,409,000 | 843 |
| CMOs issued by government agencies or sponsored agencies | $645,000 | 2,761 |
| Privately issued | $21,764,000 | 329 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,401,000 | 761 |
| Available-for-sale securities (fair market value) | $10,749,000 | 5,252 |
| Total debt securities | $30,001,000 | 3,449 |
| 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 | $18,278,000 | 4,651 |
| U.S. Government securities | $8,475,000 | 5,475 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $8,475,000 | 5,392 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $9,625,000 | 862 |
| Privately issued residential mortgage-backed securities | $4,185,000 | 737 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,440,000 | 607 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $178,000 | 1,151 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,271,000 | 4,178 |
| Mortgage-backed securities | $10,221,000 | 3,312 |
| Certificates of participation in pools of residential mortgages | $5,709,000 | 3,547 |
| Issued or guaranteed by U.S. | $4,240,000 | 3,933 |
| Privately issued | $1,469,000 | 101 |
| Collaterized mortgage obligations | $4,512,000 | 1,868 |
| CMOs issued by government agencies or sponsored agencies | $1,796,000 | 2,182 |
| Privately issued | $2,716,000 | 843 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,178,000 | 1,378 |
| Available-for-sale securities (fair market value) | $11,100,000 | 5,211 |
| Total debt securities | $18,100,000 | 4,641 |
| 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 | $8,760,000 | 6,129 |
| U.S. Government securities | $6,102,000 | 6,061 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $6,102,000 | 5,975 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $2,439,000 | 1,653 |
| Privately issued residential mortgage-backed securities | $2,059,000 | 940 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $380,000 | 2,020 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $219,000 | 1,179 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,063,000 | 4,006 |
| Mortgage-backed securities | $5,784,000 | 4,010 |
| Certificates of participation in pools of residential mortgages | $1,821,000 | 4,786 |
| Issued or guaranteed by U.S. | $1,821,000 | 4,771 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,963,000 | 1,889 |
| CMOs issued by government agencies or sponsored agencies | $1,904,000 | 2,062 |
| Privately issued | $2,059,000 | 902 |
| 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) | $8,760,000 | 5,582 |
| Total debt securities | $8,541,000 | 6,128 |
| 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 | $8,673,000 | 6,183 |
| U.S. Government securities | $7,336,000 | 5,774 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $7,336,000 | 5,691 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $1,337,000 | 2,091 |
| Privately issued residential mortgage-backed securities | $472,000 | 1,294 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $865,000 | 1,655 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,342,000 | 3,679 |
| Mortgage-backed securities | $5,419,000 | 4,101 |
| Certificates of participation in pools of residential mortgages | $1,887,000 | 4,751 |
| Issued or guaranteed by U.S. | $1,887,000 | 4,731 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,532,000 | 1,978 |
| CMOs issued by government agencies or sponsored agencies | $3,060,000 | 1,743 |
| Privately issued | $472,000 | 1,229 |
| 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) | $8,673,000 | 5,653 |
| Total debt securities | $8,672,000 | 6,120 |
| 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 | $7,759,000 | 6,398 |
| U.S. Government securities | $6,702,000 | 5,952 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $6,702,000 | 5,862 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $1,057,000 | 2,122 |
| Privately issued residential mortgage-backed securities | $487,000 | 1,272 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $570,000 | 1,779 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,209,000 | 4,409 |
| Mortgage-backed securities | $4,768,000 | 4,170 |
| Certificates of participation in pools of residential mortgages | $2,020,000 | 4,609 |
| Issued or guaranteed by U.S. | $2,020,000 | 4,588 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,748,000 | 2,126 |
| CMOs issued by government agencies or sponsored agencies | $2,261,000 | 1,942 |
| Privately issued | $487,000 | 1,206 |
| 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) | $7,759,000 | 5,841 |
| Total debt securities | $7,760,000 | 6,330 |
| 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 | $8,404,000 | 6,347 |
| U.S. Government securities | $8,404,000 | 5,633 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $8,404,000 | 5,527 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,404,000 | 3,682 |
| Mortgage-backed securities | $3,496,000 | 4,300 |
| Certificates of participation in pools of residential mortgages | $2,094,000 | 4,310 |
| Issued or guaranteed by U.S. | $2,094,000 | 4,295 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,402,000 | 2,447 |
| CMOs issued by government agencies or sponsored agencies | $1,402,000 | 2,147 |
| 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) | $8,404,000 | 5,754 |
| Total debt securities | $8,406,000 | 6,284 |
| 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 | $8,644,000 | 6,349 |
| U.S. Government securities | $8,644,000 | 5,683 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $8,644,000 | 5,575 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,644,000 | 3,661 |
| Mortgage-backed securities | $3,756,000 | 4,057 |
| Certificates of participation in pools of residential mortgages | $2,208,000 | 4,099 |
| Issued or guaranteed by U.S. | $2,208,000 | 4,086 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,548,000 | 2,337 |
| CMOs issued by government agencies or sponsored agencies | $1,548,000 | 2,040 |
| 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) | $8,644,000 | 5,746 |
| Total debt securities | $8,645,000 | 6,288 |
| 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 | $8,930,000 | 6,316 |
| U.S. Government securities | $8,930,000 | 5,654 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $8,930,000 | 5,545 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,830,000 | 4,628 |
| Mortgage-backed securities | $4,100,000 | 3,897 |
| Certificates of participation in pools of residential mortgages | $2,378,000 | 3,984 |
| Issued or guaranteed by U.S. | $2,378,000 | 3,972 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,722,000 | 2,246 |
| CMOs issued by government agencies or sponsored agencies | $1,722,000 | 1,964 |
| 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) | $8,930,000 | 5,709 |
| Total debt securities | $8,929,000 | 6,261 |
| 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 | $8,371,000 | 6,452 |
| U.S. Government securities | $8,371,000 | 5,789 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $8,371,000 | 5,672 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,862,000 | 4,642 |
| Mortgage-backed securities | $3,509,000 | 4,101 |
| Certificates of participation in pools of residential mortgages | $1,608,000 | 4,406 |
| Issued or guaranteed by U.S. | $1,608,000 | 4,389 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,901,000 | 2,153 |
| CMOs issued by government agencies or sponsored agencies | $1,901,000 | 1,880 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $8,371,000 | 5,801 |
| Total debt securities | $8,370,000 | 6,395 |
| 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 | $9,071,000 | 6,363 |
| U.S. Government securities | $9,071,000 | 5,691 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $9,071,000 | 5,563 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,336,000 | 4,476 |
| Mortgage-backed securities | $3,735,000 | 4,022 |
| Certificates of participation in pools of residential mortgages | $1,676,000 | 4,364 |
| Issued or guaranteed by U.S. | $1,676,000 | 4,349 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,059,000 | 2,101 |
| CMOs issued by government agencies or sponsored agencies | $2,059,000 | 1,831 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $9,071,000 | 5,712 |
| Total debt securities | $9,071,000 | 6,308 |
| 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 | $8,944,000 | 6,445 |
| U.S. Government securities | $8,944,000 | 5,766 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $8,944,000 | 5,651 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,931,000 | 4,967 |
| Mortgage-backed securities | $4,003,000 | 3,936 |
| Certificates of participation in pools of residential mortgages | $1,786,000 | 4,305 |
| Issued or guaranteed by U.S. | $1,786,000 | 4,283 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,217,000 | 2,019 |
| CMOs issued by government agencies or sponsored agencies | $2,217,000 | 1,762 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $8,944,000 | 5,755 |
| Total debt securities | $8,944,000 | 6,387 |
| 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 | $7,639,000 | 6,739 |
| U.S. Government securities | $7,639,000 | 6,103 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $7,639,000 | 5,977 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,869,000 | 5,015 |
| Mortgage-backed securities | $3,770,000 | 3,991 |
| Certificates of participation in pools of residential mortgages | $1,892,000 | 4,247 |
| Issued or guaranteed by U.S. | $1,892,000 | 4,232 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,878,000 | 2,110 |
| CMOs issued by government agencies or sponsored agencies | $1,878,000 | 1,847 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $7,639,000 | 6,031 |
| Total debt securities | $7,639,000 | 6,684 |
| 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 | $8,106,000 | 6,707 |
| U.S. Government securities | $8,106,000 | 6,042 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $8,106,000 | 5,897 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $4,200,000 | 3,867 |
| Certificates of participation in pools of residential mortgages | $2,065,000 | 4,177 |
| Issued or guaranteed by U.S. | $2,065,000 | 4,163 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,135,000 | 2,034 |
| CMOs issued by government agencies or sponsored agencies | $2,135,000 | 1,782 |
| 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) | $8,106,000 | 5,994 |
| Total debt securities | $8,105,000 | 6,657 |
| 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 | $8,425,000 | 6,673 |
| U.S. Government securities | $8,425,000 | 5,953 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $8,425,000 | 5,800 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $4,506,000 | 3,824 |
| Certificates of participation in pools of residential mortgages | $2,162,000 | 4,149 |
| Issued or guaranteed by U.S. | $2,162,000 | 4,134 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,344,000 | 1,974 |
| CMOs issued by government agencies or sponsored agencies | $2,344,000 | 1,731 |
| 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) | $8,425,000 | 5,944 |
| Total debt securities | $8,425,000 | 6,620 |
| 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 | $6,834,000 | 7,052 |
| U.S. Government securities | $6,834,000 | 6,401 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $6,834,000 | 6,277 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| 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 | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $4,375,000 | 3,890 |
| Certificates of participation in pools of residential mortgages | $2,318,000 | 4,114 |
| Issued or guaranteed by U.S. | $2,318,000 | 4,101 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,057,000 | 2,049 |
| CMOs issued by government agencies or sponsored agencies | $2,057,000 | 1,816 |
| 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) | $6,834,000 | 6,284 |
| Total debt securities | $6,834,000 | 6,996 |
| 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 | $7,265,000 | 6,999 |
| U.S. Government securities | $7,265,000 | 6,325 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $7,265,000 | 6,197 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $4,793,000 | 3,847 |
| Certificates of participation in pools of residential mortgages | $2,493,000 | 4,115 |
| Issued or guaranteed by U.S. | $2,493,000 | 4,099 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,300,000 | 2,031 |
| CMOs issued by government agencies or sponsored agencies | $2,300,000 | 1,798 |
| 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) | $7,265,000 | 6,220 |
| Total debt securities | $7,265,000 | 6,942 |
| 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 | $6,034,000 | 7,372 |
| U.S. Government securities | $6,034,000 | 6,753 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,034,000 | 6,597 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $4,577,000 | 4,003 |
| Certificates of participation in pools of residential mortgages | $2,094,000 | 4,382 |
| Issued or guaranteed by U.S. | $2,094,000 | 4,370 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,483,000 | 2,007 |
| CMOs issued by government agencies or sponsored agencies | $2,483,000 | 1,787 |
| 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) | $6,034,000 | 6,573 |
| Total debt securities | $6,034,000 | 7,309 |
| 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 | $5,349,000 | 7,547 |
| U.S. Government securities | $5,349,000 | 6,989 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,349,000 | 6,838 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $3,864,000 | 4,302 |
| Certificates of participation in pools of residential mortgages | $1,161,000 | 4,994 |
| Issued or guaranteed by U.S. | $1,161,000 | 4,981 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,703,000 | 1,983 |
| CMOs issued by government agencies or sponsored agencies | $2,703,000 | 1,762 |
| 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) | $5,349,000 | 6,739 |
| Total debt securities | $5,349,000 | 7,483 |
| 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 | $2,481,000 | 8,299 |
| U.S. Government securities | $2,481,000 | 7,957 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $2,481,000 | 7,802 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,000 | 7,187 |
| Mortgage-backed securities | $984,000 | 5,655 |
| Certificates of participation in pools of residential mortgages | $183,000 | 6,082 |
| Issued or guaranteed by U.S. | $183,000 | 6,065 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $801,000 | 2,819 |
| CMOs issued by government agencies or sponsored agencies | $801,000 | 2,567 |
| 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) | $2,481,000 | 7,480 |
| Total debt securities | $2,481,000 | 8,244 |
| 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 | $2,545,000 | 8,358 |
| U.S. Government securities | $2,545,000 | 8,014 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $2,545,000 | 7,845 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,000 | 7,222 |
| Mortgage-backed securities | $1,076,000 | 5,650 |
| Certificates of participation in pools of residential mortgages | $232,000 | 6,059 |
| Issued or guaranteed by U.S. | $232,000 | 6,044 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $844,000 | 2,840 |
| CMOs issued by government agencies or sponsored agencies | $844,000 | 2,595 |
| 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) | $2,545,000 | 7,537 |
| Total debt securities | $2,545,000 | 8,305 |
| 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 | $2,694,000 | 8,303 |
| U.S. Government securities | $2,694,000 | 7,930 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $2,694,000 | 7,763 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,000 | 7,223 |
| Mortgage-backed securities | $1,183,000 | 5,631 |
| Certificates of participation in pools of residential mortgages | $295,000 | 5,976 |
| Issued or guaranteed by U.S. | $295,000 | 5,957 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $888,000 | 2,881 |
| CMOs issued by government agencies or sponsored agencies | $888,000 | 2,624 |
| 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) | $2,694,000 | 7,490 |
| Total debt securities | $2,694,000 | 8,236 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $2,745,000 | 8,364 |
| U.S. Government securities | $2,745,000 | 7,998 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $2,745,000 | 7,815 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,000 | 7,256 |
| Mortgage-backed securities | $1,251,000 | 5,601 |
| Certificates of participation in pools of residential mortgages | $332,000 | 5,978 |
| Issued or guaranteed by U.S. | $332,000 | 5,955 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $919,000 | 2,865 |
| CMOs issued by government agencies or sponsored agencies | $919,000 | 2,726 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $2,745,000 | 7,547 |
| Total debt securities | $2,745,000 | 8,294 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $2,928,000 | 8,332 |
| U.S. Government securities | $2,928,000 | 7,874 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $2,928,000 | 7,687 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,000 | 7,282 |
| Mortgage-backed securities | $1,429,000 | 5,505 |
| Certificates of participation in pools of residential mortgages | $477,000 | 5,831 |
| Issued or guaranteed by U.S. | $477,000 | 5,807 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $952,000 | 2,883 |
| CMOs issued by government agencies or sponsored agencies | $952,000 | 2,732 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $2,928,000 | 7,496 |
| Total debt securities | $2,927,000 | 8,254 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $5,342,000 | 7,668 |
| U.S. Government securities | $5,342,000 | 6,968 |
| U.S. Treasury securities | $2,775,000 | 963 |
| U.S. Government agency obligations | $2,567,000 | 7,809 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $1,558,000 | 5,546 |
| Certificates of participation in pools of residential mortgages | $569,000 | 5,769 |
| Issued or guaranteed by U.S. | $569,000 | 5,747 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $989,000 | 3,048 |
| CMOs issued by government agencies or sponsored agencies | $989,000 | 2,899 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $5,342,000 | 6,853 |
| Total debt securities | $5,342,000 | 7,578 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $7,311,000 | 7,184 |
| U.S. Government securities | $7,311,000 | 6,354 |
| U.S. Treasury securities | $4,042,000 | 795 |
| U.S. Government agency obligations | $3,269,000 | 7,594 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $1,713,000 | 5,493 |
| Certificates of participation in pools of residential mortgages | $712,000 | 5,645 |
| Issued or guaranteed by U.S. | $712,000 | 5,627 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,001,000 | 3,149 |
| CMOs issued by government agencies or sponsored agencies | $1,001,000 | 3,008 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $7,311,000 | 6,369 |
| Total debt securities | $7,311,000 | 7,084 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $6,940,000 | 7,296 |
| U.S. Government securities | $6,940,000 | 6,496 |
| U.S. Treasury securities | $4,061,000 | 820 |
| U.S. Government agency obligations | $2,879,000 | 7,787 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $870,000 | 6,032 |
| Certificates of participation in pools of residential mortgages | $870,000 | 5,475 |
| Issued or guaranteed by U.S. | $870,000 | 5,457 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $6,940,000 | 6,460 |
| Total debt securities | $6,940,000 | 7,206 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |