Home > Bank of the West > Securities
Bank of the West, Securities
| 2023-12-31 | Rank | |
| Total securities | $73,614,000 | 2,097 |
| U.S. Government securities | $52,474,000 | 1,811 |
| U.S. Treasury securities | $7,740,000 | 1,554 |
| U.S. Government agency obligations | $44,734,000 | 1,726 |
| Securities issued by states & political subdivisions | $21,140,000 | 1,731 |
| Other domestic debt securities | $0 | 2,337 |
| 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 | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,251,000 | 3,072 |
| Mortgage-backed securities | $36,569,000 | 1,533 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $34,180,000 | 1,083 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,063,000 | 1,876 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $326,000 | 1,459 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $73,614,000 | 1,882 |
| Total debt securities | $73,614,000 | 2,079 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $70,744,000 | 2,113 |
| U.S. Government securities | $50,323,000 | 1,843 |
| U.S. Treasury securities | $7,607,000 | 1,620 |
| U.S. Government agency obligations | $42,716,000 | 1,750 |
| Securities issued by states & political subdivisions | $20,421,000 | 1,746 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,058,000 | 3,057 |
| Mortgage-backed securities | $33,722,000 | 1,581 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $31,295,000 | 1,131 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,087,000 | 1,837 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $340,000 | 1,432 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $70,744,000 | 1,891 |
| Total debt securities | $70,743,000 | 2,097 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $70,487,000 | 2,181 |
| U.S. Government securities | $49,654,000 | 1,916 |
| U.S. Treasury securities | $7,663,000 | 1,642 |
| U.S. Government agency obligations | $41,991,000 | 1,826 |
| Securities issued by states & political subdivisions | $20,833,000 | 1,778 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,109,000 | 3,026 |
| Mortgage-backed securities | $33,465,000 | 1,620 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $30,930,000 | 1,179 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,175,000 | 1,837 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $360,000 | 1,419 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $70,487,000 | 1,959 |
| Total debt securities | $70,486,000 | 2,166 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $68,377,000 | 2,318 |
| U.S. Government securities | $48,518,000 | 2,039 |
| U.S. Treasury securities | $7,746,000 | 1,709 |
| U.S. Government agency obligations | $40,772,000 | 1,856 |
| Securities issued by states & political subdivisions | $19,859,000 | 1,892 |
| Other domestic debt securities | $0 | 2,426 |
| 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 | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,190,000 | 2,956 |
| Mortgage-backed securities | $33,683,000 | 1,656 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $30,993,000 | 1,208 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,301,000 | 1,850 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $389,000 | 1,427 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $68,377,000 | 2,073 |
| Total debt securities | $68,376,000 | 2,298 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $65,920,000 | 2,412 |
| U.S. Government securities | $46,963,000 | 2,093 |
| U.S. Treasury securities | $7,686,000 | 1,751 |
| U.S. Government agency obligations | $39,277,000 | 1,907 |
| Securities issued by states & political subdivisions | $18,957,000 | 1,990 |
| Other domestic debt securities | $0 | 2,464 |
| 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 | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,167,000 | 2,789 |
| Mortgage-backed securities | $33,720,000 | 1,669 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $30,979,000 | 1,233 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,332,000 | 1,861 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $409,000 | 1,419 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $65,920,000 | 2,164 |
| Total debt securities | $65,920,000 | 2,395 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $65,582,000 | 2,412 |
| U.S. Government securities | $46,783,000 | 2,117 |
| U.S. Treasury securities | $7,681,000 | 1,778 |
| U.S. Government agency obligations | $39,102,000 | 1,939 |
| Securities issued by states & political subdivisions | $18,799,000 | 1,991 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,176,000 | 2,739 |
| Mortgage-backed securities | $33,551,000 | 1,685 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $31,189,000 | 1,238 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,918,000 | 1,964 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $444,000 | 1,417 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $65,582,000 | 2,168 |
| Total debt securities | $65,581,000 | 2,392 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $61,927,000 | 2,513 |
| U.S. Government securities | $42,989,000 | 2,239 |
| U.S. Treasury securities | $7,794,000 | 1,736 |
| U.S. Government agency obligations | $35,195,000 | 2,085 |
| Securities issued by states & political subdivisions | $18,938,000 | 2,028 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,915,000 | 2,680 |
| Mortgage-backed securities | $29,424,000 | 1,845 |
| Certificates of participation in pools of residential mortgages | $28,950,000 | 1,358 |
| Issued or guaranteed by U.S. | $28,950,000 | 1,329 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $474,000 | 1,894 |
| Commercial mortgage pass-through securities | $474,000 | 1,395 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $61,927,000 | 2,314 |
| Total debt securities | $61,927,000 | 2,499 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $31,440,000 | 3,325 |
| U.S. Government securities | $16,955,000 | 3,248 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $16,955,000 | 2,855 |
| Securities issued by states & political subdivisions | $14,485,000 | 2,332 |
| Other domestic debt securities | $0 | 2,265 |
| 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 | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,137,000 | 3,001 |
| Mortgage-backed securities | $12,987,000 | 2,557 |
| Certificates of participation in pools of residential mortgages | $12,449,000 | 2,097 |
| Issued or guaranteed by U.S. | $12,449,000 | 2,050 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $538,000 | 1,845 |
| Commercial mortgage pass-through securities | $538,000 | 1,345 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $31,440,000 | 3,111 |
| Total debt securities | $31,439,000 | 3,306 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $24,055,000 | 3,506 |
| U.S. Government securities | $4,386,000 | 4,050 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $4,386,000 | 3,807 |
| Securities issued by states & political subdivisions | $19,669,000 | 2,067 |
| Other domestic debt securities | $0 | 2,243 |
| 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 | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,649,000 | 3,198 |
| Mortgage-backed securities | $4,386,000 | 3,254 |
| Certificates of participation in pools of residential mortgages | $3,770,000 | 2,989 |
| Issued or guaranteed by U.S. | $3,770,000 | 2,896 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $616,000 | 1,808 |
| Commercial mortgage pass-through securities | $616,000 | 1,314 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $24,055,000 | 3,301 |
| Total debt securities | $24,053,000 | 3,484 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $23,107,000 | 3,509 |
| U.S. Government securities | $3,794,000 | 4,116 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $3,794,000 | 3,908 |
| Securities issued by states & political subdivisions | $19,313,000 | 2,045 |
| Other domestic debt securities | $0 | 2,200 |
| 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 | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,237,000 | 3,415 |
| Mortgage-backed securities | $3,794,000 | 3,351 |
| Certificates of participation in pools of residential mortgages | $3,109,000 | 3,090 |
| Issued or guaranteed by U.S. | $3,109,000 | 3,004 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $685,000 | 1,806 |
| Commercial mortgage pass-through securities | $685,000 | 1,313 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $23,107,000 | 3,305 |
| Total debt securities | $23,106,000 | 3,488 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $25,963,000 | 3,359 |
| U.S. Government securities | $4,060,000 | 4,080 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $4,060,000 | 3,876 |
| Securities issued by states & political subdivisions | $21,903,000 | 1,901 |
| Other domestic debt securities | $0 | 2,200 |
| 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 | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,115,000 | 3,438 |
| Mortgage-backed securities | $4,060,000 | 3,324 |
| Certificates of participation in pools of residential mortgages | $3,328,000 | 3,042 |
| Issued or guaranteed by U.S. | $3,328,000 | 2,947 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $732,000 | 1,787 |
| Commercial mortgage pass-through securities | $732,000 | 1,301 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $25,963,000 | 3,170 |
| Total debt securities | $25,962,000 | 3,334 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $27,601,000 | 3,194 |
| U.S. Government securities | $4,886,000 | 3,916 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $4,886,000 | 3,732 |
| Securities issued by states & political subdivisions | $22,715,000 | 1,807 |
| Other domestic debt securities | $0 | 2,193 |
| 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 | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,967,000 | 3,458 |
| Mortgage-backed securities | $4,385,000 | 3,257 |
| Certificates of participation in pools of residential mortgages | $3,594,000 | 2,950 |
| Issued or guaranteed by U.S. | $3,594,000 | 2,858 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $791,000 | 1,756 |
| Commercial mortgage pass-through securities | $791,000 | 1,282 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $27,601,000 | 3,009 |
| Total debt securities | $27,601,000 | 3,173 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $29,359,000 | 3,029 |
| U.S. Government securities | $5,257,000 | 3,764 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $5,257,000 | 3,619 |
| Securities issued by states & political subdivisions | $24,102,000 | 1,686 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,990,000 | 3,465 |
| Mortgage-backed securities | $4,721,000 | 3,187 |
| Certificates of participation in pools of residential mortgages | $3,882,000 | 2,870 |
| Issued or guaranteed by U.S. | $3,882,000 | 2,791 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $839,000 | 1,701 |
| Commercial mortgage pass-through securities | $839,000 | 1,229 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $29,359,000 | 2,847 |
| Total debt securities | $29,358,000 | 3,006 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $31,786,000 | 2,833 |
| U.S. Government securities | $6,401,000 | 3,644 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $6,401,000 | 3,480 |
| Securities issued by states & political subdivisions | $25,385,000 | 1,512 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,902,000 | 3,494 |
| Mortgage-backed securities | $5,362,000 | 3,109 |
| Certificates of participation in pools of residential mortgages | $4,480,000 | 2,756 |
| Issued or guaranteed by U.S. | $4,480,000 | 2,676 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $882,000 | 1,670 |
| Commercial mortgage pass-through securities | $882,000 | 1,201 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $31,786,000 | 2,654 |
| Total debt securities | $31,787,000 | 2,814 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $33,333,000 | 2,741 |
| U.S. Government securities | $6,707,000 | 3,625 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $6,707,000 | 3,460 |
| Securities issued by states & political subdivisions | $26,626,000 | 1,367 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,783,000 | 3,554 |
| Mortgage-backed securities | $5,665,000 | 3,081 |
| Certificates of participation in pools of residential mortgages | $4,757,000 | 2,701 |
| Issued or guaranteed by U.S. | $4,757,000 | 2,626 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $908,000 | 1,652 |
| Commercial mortgage pass-through securities | $908,000 | 1,189 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $33,333,000 | 2,564 |
| Total debt securities | $33,333,000 | 2,720 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $33,495,000 | 2,673 |
| U.S. Government securities | $7,043,000 | 3,625 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $7,043,000 | 3,469 |
| Securities issued by states & political subdivisions | $26,452,000 | 1,264 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,443,000 | 3,626 |
| Mortgage-backed securities | $6,000,000 | 3,045 |
| Certificates of participation in pools of residential mortgages | $5,035,000 | 2,662 |
| Issued or guaranteed by U.S. | $5,035,000 | 2,573 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $965,000 | 1,612 |
| Commercial mortgage pass-through securities | $965,000 | 1,138 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $33,495,000 | 2,507 |
| Total debt securities | $33,494,000 | 2,654 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $38,835,000 | 2,484 |
| U.S. Government securities | $9,973,000 | 3,386 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $9,973,000 | 3,231 |
| Securities issued by states & political subdivisions | $28,862,000 | 1,141 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,590,000 | 3,670 |
| Mortgage-backed securities | $8,930,000 | 2,720 |
| Certificates of participation in pools of residential mortgages | $6,265,000 | 2,434 |
| Issued or guaranteed by U.S. | $6,265,000 | 2,372 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $572,000 | 2,539 |
| CMOs issued by government agencies or sponsored agencies | $572,000 | 2,494 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $2,093,000 | 1,300 |
| Commercial mortgage pass-through securities | $2,093,000 | 879 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $38,835,000 | 2,308 |
| Total debt securities | $38,835,000 | 2,464 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $39,679,000 | 2,461 |
| U.S. Government securities | $10,440,000 | 3,387 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $10,440,000 | 3,230 |
| Securities issued by states & political subdivisions | $29,239,000 | 1,121 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,645,000 | 3,721 |
| Mortgage-backed securities | $9,400,000 | 2,649 |
| Certificates of participation in pools of residential mortgages | $6,569,000 | 2,358 |
| Issued or guaranteed by U.S. | $6,569,000 | 2,287 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $614,000 | 2,549 |
| CMOs issued by government agencies or sponsored agencies | $614,000 | 2,502 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $2,217,000 | 1,272 |
| Commercial mortgage pass-through securities | $2,217,000 | 854 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $39,679,000 | 2,284 |
| Total debt securities | $39,678,000 | 2,443 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $41,699,000 | 2,430 |
| U.S. Government securities | $10,969,000 | 3,390 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $10,969,000 | 3,236 |
| Securities issued by states & political subdivisions | $30,730,000 | 1,089 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,639,000 | 2,107 |
| Mortgage-backed securities | $9,897,000 | 2,634 |
| Certificates of participation in pools of residential mortgages | $6,921,000 | 2,299 |
| Issued or guaranteed by U.S. | $6,921,000 | 2,251 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $655,000 | 2,517 |
| CMOs issued by government agencies or sponsored agencies | $655,000 | 2,470 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $2,321,000 | 1,241 |
| Commercial mortgage pass-through securities | $2,321,000 | 840 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $41,699,000 | 2,242 |
| Total debt securities | $41,698,000 | 2,411 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $43,099,000 | 2,404 |
| U.S. Government securities | $11,261,000 | 3,390 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $11,261,000 | 3,233 |
| Securities issued by states & political subdivisions | $31,838,000 | 1,085 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,009,000 | 2,272 |
| Mortgage-backed securities | $10,202,000 | 2,598 |
| Certificates of participation in pools of residential mortgages | $7,154,000 | 2,289 |
| Issued or guaranteed by U.S. | $7,154,000 | 2,238 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $680,000 | 2,517 |
| CMOs issued by government agencies or sponsored agencies | $680,000 | 2,471 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $2,368,000 | 1,170 |
| Commercial mortgage pass-through securities | $2,368,000 | 814 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $43,099,000 | 2,208 |
| Total debt securities | $43,098,000 | 2,382 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $44,036,000 | 2,397 |
| U.S. Government securities | $11,669,000 | 3,386 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $11,669,000 | 3,224 |
| Securities issued by states & political subdivisions | $32,367,000 | 1,093 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,376,000 | 2,257 |
| Mortgage-backed securities | $10,570,000 | 2,559 |
| Certificates of participation in pools of residential mortgages | $7,413,000 | 2,259 |
| Issued or guaranteed by U.S. | $7,413,000 | 2,227 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $705,000 | 2,520 |
| CMOs issued by government agencies or sponsored agencies | $705,000 | 2,467 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $2,452,000 | 1,136 |
| Commercial mortgage pass-through securities | $2,452,000 | 803 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $44,036,000 | 2,212 |
| Total debt securities | $44,036,000 | 2,379 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $44,326,000 | 2,408 |
| U.S. Government securities | $12,096,000 | 3,389 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $12,096,000 | 3,236 |
| Securities issued by states & political subdivisions | $32,230,000 | 1,094 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,065,000 | 2,291 |
| Mortgage-backed securities | $11,005,000 | 2,541 |
| Certificates of participation in pools of residential mortgages | $7,732,000 | 2,248 |
| Issued or guaranteed by U.S. | $7,732,000 | 2,237 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $738,000 | 2,507 |
| CMOs issued by government agencies or sponsored agencies | $738,000 | 2,454 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $2,535,000 | 1,104 |
| Commercial mortgage pass-through securities | $2,535,000 | 784 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $44,326,000 | 2,210 |
| Total debt securities | $44,324,000 | 2,391 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $44,723,000 | 2,428 |
| U.S. Government securities | $11,796,000 | 3,437 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $11,796,000 | 3,288 |
| Securities issued by states & political subdivisions | $32,927,000 | 1,115 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,014,000 | 2,176 |
| Mortgage-backed securities | $10,624,000 | 2,602 |
| Certificates of participation in pools of residential mortgages | $7,140,000 | 2,382 |
| Issued or guaranteed by U.S. | $7,140,000 | 2,267 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $783,000 | 2,519 |
| CMOs issued by government agencies or sponsored agencies | $783,000 | 2,462 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $2,701,000 | 1,063 |
| Commercial mortgage pass-through securities | $2,701,000 | 743 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $44,723,000 | 2,227 |
| Total debt securities | $44,722,000 | 2,410 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $37,847,000 | 2,704 |
| U.S. Government securities | $12,475,000 | 3,413 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $12,475,000 | 3,272 |
| Securities issued by states & political subdivisions | $25,372,000 | 1,445 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,700,000 | 2,140 |
| Mortgage-backed securities | $8,445,000 | 2,807 |
| Certificates of participation in pools of residential mortgages | $7,615,000 | 2,357 |
| Issued or guaranteed by U.S. | $7,615,000 | 2,354 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $830,000 | 2,496 |
| CMOs issued by government agencies or sponsored agencies | $830,000 | 2,436 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $37,847,000 | 2,508 |
| Total debt securities | $37,848,000 | 2,690 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $32,537,000 | 2,996 |
| U.S. Government securities | $13,320,000 | 3,362 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $13,320,000 | 3,222 |
| Securities issued by states & political subdivisions | $19,217,000 | 1,874 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,486,000 | 2,115 |
| Mortgage-backed securities | $9,035,000 | 2,783 |
| Certificates of participation in pools of residential mortgages | $8,146,000 | 2,334 |
| Issued or guaranteed by U.S. | $8,146,000 | 2,331 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $889,000 | 2,462 |
| CMOs issued by government agencies or sponsored agencies | $889,000 | 2,401 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $32,537,000 | 2,767 |
| Total debt securities | $32,539,000 | 2,976 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $33,257,000 | 2,993 |
| U.S. Government securities | $14,129,000 | 3,315 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $14,129,000 | 3,188 |
| Securities issued by states & political subdivisions | $19,128,000 | 1,907 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,118,000 | 2,238 |
| Mortgage-backed securities | $9,665,000 | 2,747 |
| Certificates of participation in pools of residential mortgages | $8,704,000 | 2,314 |
| Issued or guaranteed by U.S. | $8,704,000 | 2,313 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $961,000 | 2,440 |
| CMOs issued by government agencies or sponsored agencies | $961,000 | 2,382 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $33,257,000 | 2,762 |
| Total debt securities | $33,257,000 | 2,972 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $37,697,000 | 2,813 |
| U.S. Government securities | $14,921,000 | 3,296 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $14,921,000 | 3,167 |
| Securities issued by states & political subdivisions | $22,776,000 | 1,684 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,792,000 | 2,297 |
| Mortgage-backed securities | $10,239,000 | 2,724 |
| Certificates of participation in pools of residential mortgages | $9,217,000 | 2,292 |
| Issued or guaranteed by U.S. | $9,217,000 | 2,291 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,022,000 | 2,440 |
| CMOs issued by government agencies or sponsored agencies | $1,022,000 | 2,374 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $37,697,000 | 2,592 |
| Total debt securities | $37,698,000 | 2,795 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $37,907,000 | 2,858 |
| U.S. Government securities | $15,508,000 | 3,287 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $15,508,000 | 3,161 |
| Securities issued by states & political subdivisions | $22,399,000 | 1,731 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,508,000 | 2,424 |
| Mortgage-backed securities | $10,729,000 | 2,719 |
| Certificates of participation in pools of residential mortgages | $9,657,000 | 2,280 |
| Issued or guaranteed by U.S. | $9,657,000 | 2,280 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,072,000 | 2,456 |
| CMOs issued by government agencies or sponsored agencies | $1,072,000 | 2,387 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $37,907,000 | 2,625 |
| Total debt securities | $37,908,000 | 2,837 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $39,303,000 | 2,774 |
| U.S. Government securities | $16,186,000 | 3,195 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $16,186,000 | 3,073 |
| Securities issued by states & political subdivisions | $23,117,000 | 1,685 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,921,000 | 2,396 |
| Mortgage-backed securities | $11,242,000 | 2,667 |
| Certificates of participation in pools of residential mortgages | $10,115,000 | 2,229 |
| Issued or guaranteed by U.S. | $10,115,000 | 2,228 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,127,000 | 2,446 |
| CMOs issued by government agencies or sponsored agencies | $1,127,000 | 2,371 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $39,303,000 | 2,540 |
| Total debt securities | $39,305,000 | 2,754 |
| 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 | $41,294,000 | 2,689 |
| U.S. Government securities | $17,504,000 | 3,077 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $17,504,000 | 2,975 |
| Securities issued by states & political subdivisions | $23,790,000 | 1,656 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,027,000 | 2,381 |
| Mortgage-backed securities | $12,157,000 | 2,583 |
| Certificates of participation in pools of residential mortgages | $10,944,000 | 2,171 |
| Issued or guaranteed by U.S. | $10,944,000 | 2,171 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,213,000 | 2,423 |
| CMOs issued by government agencies or sponsored agencies | $1,213,000 | 2,352 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $41,294,000 | 2,466 |
| Total debt securities | $41,293,000 | 2,673 |
| 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 | $43,098,000 | 2,655 |
| U.S. Government securities | $18,147,000 | 3,108 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $18,147,000 | 2,997 |
| Securities issued by states & political subdivisions | $24,951,000 | 1,587 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,757,000 | 2,448 |
| Mortgage-backed securities | $12,550,000 | 2,587 |
| Certificates of participation in pools of residential mortgages | $11,270,000 | 2,183 |
| Issued or guaranteed by U.S. | $11,270,000 | 2,178 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,280,000 | 2,429 |
| CMOs issued by government agencies or sponsored agencies | $1,280,000 | 2,357 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $43,098,000 | 2,420 |
| Total debt securities | $43,098,000 | 2,638 |
| 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 | $42,771,000 | 2,704 |
| U.S. Government securities | $17,935,000 | 3,209 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $17,935,000 | 3,099 |
| Securities issued by states & political subdivisions | $24,836,000 | 1,578 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,957,000 | 2,442 |
| Mortgage-backed securities | $12,178,000 | 2,637 |
| Certificates of participation in pools of residential mortgages | $11,354,000 | 2,190 |
| Issued or guaranteed by U.S. | $11,354,000 | 2,187 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $824,000 | 2,641 |
| CMOs issued by government agencies or sponsored agencies | $824,000 | 2,565 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $42,771,000 | 2,460 |
| Total debt securities | $42,773,000 | 2,680 |
| 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 | $46,094,000 | 2,613 |
| U.S. Government securities | $16,184,000 | 3,413 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $16,184,000 | 3,295 |
| Securities issued by states & political subdivisions | $29,910,000 | 1,331 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,688,000 | 2,496 |
| Mortgage-backed securities | $9,211,000 | 2,929 |
| Certificates of participation in pools of residential mortgages | $7,971,000 | 2,586 |
| Issued or guaranteed by U.S. | $7,971,000 | 2,583 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,240,000 | 2,490 |
| CMOs issued by government agencies or sponsored agencies | $1,240,000 | 2,428 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $46,094,000 | 2,388 |
| Total debt securities | $46,095,000 | 2,596 |
| 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 | $46,622,000 | 2,608 |
| U.S. Government securities | $16,942,000 | 3,417 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $16,942,000 | 3,318 |
| Securities issued by states & political subdivisions | $29,680,000 | 1,340 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,892,000 | 2,503 |
| Mortgage-backed securities | $9,772,000 | 2,905 |
| Certificates of participation in pools of residential mortgages | $8,451,000 | 2,554 |
| Issued or guaranteed by U.S. | $8,451,000 | 2,552 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,321,000 | 2,485 |
| CMOs issued by government agencies or sponsored agencies | $1,321,000 | 2,421 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $46,622,000 | 2,389 |
| Total debt securities | $46,621,000 | 2,590 |
| 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 | $39,457,000 | 2,938 |
| U.S. Government securities | $16,611,000 | 3,531 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $16,611,000 | 3,424 |
| Securities issued by states & political subdivisions | $22,846,000 | 1,663 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,370,000 | 2,481 |
| Mortgage-backed securities | $9,260,000 | 3,033 |
| Certificates of participation in pools of residential mortgages | $7,875,000 | 2,708 |
| Issued or guaranteed by U.S. | $7,875,000 | 2,704 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,385,000 | 2,528 |
| CMOs issued by government agencies or sponsored agencies | $1,385,000 | 2,461 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $39,457,000 | 2,687 |
| Total debt securities | $39,456,000 | 2,916 |
| 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 | $41,921,000 | 2,853 |
| U.S. Government securities | $19,624,000 | 3,316 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $19,624,000 | 3,206 |
| Securities issued by states & political subdivisions | $22,297,000 | 1,665 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,409,000 | 2,523 |
| Mortgage-backed securities | $11,259,000 | 2,862 |
| Certificates of participation in pools of residential mortgages | $9,800,000 | 2,500 |
| Issued or guaranteed by U.S. | $9,800,000 | 2,498 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,459,000 | 2,548 |
| CMOs issued by government agencies or sponsored agencies | $1,459,000 | 2,477 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $41,921,000 | 2,608 |
| Total debt securities | $41,921,000 | 2,835 |
| 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 | $43,040,000 | 2,855 |
| U.S. Government securities | $20,383,000 | 3,320 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $20,383,000 | 3,213 |
| Securities issued by states & political subdivisions | $22,657,000 | 1,647 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,586,000 | 2,605 |
| Mortgage-backed securities | $11,813,000 | 2,850 |
| Certificates of participation in pools of residential mortgages | $10,305,000 | 2,480 |
| Issued or guaranteed by U.S. | $10,305,000 | 2,475 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,508,000 | 2,576 |
| CMOs issued by government agencies or sponsored agencies | $1,508,000 | 2,501 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $43,040,000 | 2,602 |
| Total debt securities | $43,040,000 | 2,837 |
| 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 | $43,595,000 | 2,888 |
| U.S. Government securities | $21,040,000 | 3,347 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $21,040,000 | 3,239 |
| Securities issued by states & political subdivisions | $22,555,000 | 1,656 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,174,000 | 2,548 |
| Mortgage-backed securities | $12,397,000 | 2,857 |
| Certificates of participation in pools of residential mortgages | $10,822,000 | 2,491 |
| Issued or guaranteed by U.S. | $10,822,000 | 2,488 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,575,000 | 2,602 |
| CMOs issued by government agencies or sponsored agencies | $1,575,000 | 2,512 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $43,595,000 | 2,634 |
| Total debt securities | $43,594,000 | 2,866 |
| 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 | $44,925,000 | 2,875 |
| U.S. Government securities | $22,003,000 | 3,306 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $22,003,000 | 3,209 |
| Securities issued by states & political subdivisions | $22,922,000 | 1,639 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,226,000 | 2,645 |
| Mortgage-backed securities | $13,175,000 | 2,824 |
| Certificates of participation in pools of residential mortgages | $12,210,000 | 2,375 |
| Issued or guaranteed by U.S. | $12,210,000 | 2,373 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $965,000 | 2,882 |
| CMOs issued by government agencies or sponsored agencies | $965,000 | 2,781 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $44,925,000 | 2,618 |
| Total debt securities | $44,926,000 | 2,849 |
| 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 | $49,052,000 | 2,723 |
| U.S. Government securities | $24,191,000 | 3,143 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $24,191,000 | 3,055 |
| Securities issued by states & political subdivisions | $24,861,000 | 1,528 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,188,000 | 2,482 |
| Mortgage-backed securities | $14,252,000 | 2,754 |
| Certificates of participation in pools of residential mortgages | $14,252,000 | 2,221 |
| Issued or guaranteed by U.S. | $14,252,000 | 2,221 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $49,052,000 | 2,479 |
| Total debt securities | $49,051,000 | 2,695 |
| 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 | $50,015,000 | 2,685 |
| U.S. Government securities | $24,952,000 | 3,067 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $24,952,000 | 2,997 |
| Securities issued by states & political subdivisions | $25,063,000 | 1,511 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,715,000 | 2,428 |
| Mortgage-backed securities | $14,858,000 | 2,706 |
| Certificates of participation in pools of residential mortgages | $14,858,000 | 2,158 |
| Issued or guaranteed by U.S. | $14,858,000 | 2,158 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $50,015,000 | 2,439 |
| Total debt securities | $50,015,000 | 2,662 |
| 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 | $56,581,000 | 2,445 |
| U.S. Government securities | $28,727,000 | 2,857 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $28,727,000 | 2,782 |
| Securities issued by states & political subdivisions | $27,854,000 | 1,376 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,666,000 | 2,583 |
| Mortgage-backed securities | $17,432,000 | 2,533 |
| Certificates of participation in pools of residential mortgages | $17,432,000 | 1,967 |
| Issued or guaranteed by U.S. | $17,432,000 | 1,963 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $56,581,000 | 2,224 |
| Total debt securities | $56,581,000 | 2,422 |
| 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 | $62,563,000 | 2,249 |
| U.S. Government securities | $35,379,000 | 2,466 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $35,379,000 | 2,401 |
| Securities issued by states & political subdivisions | $27,184,000 | 1,392 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,055,000 | 2,629 |
| Mortgage-backed securities | $23,646,000 | 2,146 |
| Certificates of participation in pools of residential mortgages | $20,514,000 | 1,759 |
| Issued or guaranteed by U.S. | $20,514,000 | 1,757 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,132,000 | 2,249 |
| CMOs issued by government agencies or sponsored agencies | $3,132,000 | 2,158 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $62,563,000 | 2,047 |
| Total debt securities | $62,563,000 | 2,226 |
| 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 | $53,316,000 | 2,573 |
| U.S. Government securities | $31,340,000 | 2,734 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $31,340,000 | 2,670 |
| Securities issued by states & political subdivisions | $21,976,000 | 1,682 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,418,000 | 2,725 |
| Mortgage-backed securities | $21,161,000 | 2,329 |
| Certificates of participation in pools of residential mortgages | $17,692,000 | 1,960 |
| Issued or guaranteed by U.S. | $17,692,000 | 1,960 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,469,000 | 2,218 |
| CMOs issued by government agencies or sponsored agencies | $3,469,000 | 2,125 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $53,316,000 | 2,368 |
| Total debt securities | $53,316,000 | 2,549 |
| 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 | $58,573,000 | 2,340 |
| U.S. Government securities | $34,993,000 | 2,484 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $34,993,000 | 2,424 |
| Securities issued by states & political subdivisions | $23,580,000 | 1,537 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,382,000 | 2,617 |
| Mortgage-backed securities | $25,293,000 | 2,099 |
| Certificates of participation in pools of residential mortgages | $21,517,000 | 1,694 |
| Issued or guaranteed by U.S. | $21,517,000 | 1,692 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,776,000 | 2,230 |
| CMOs issued by government agencies or sponsored agencies | $3,776,000 | 2,134 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $58,573,000 | 2,151 |
| Total debt securities | $58,573,000 | 2,315 |
| 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 | $57,823,000 | 2,380 |
| U.S. Government securities | $37,916,000 | 2,382 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $37,916,000 | 2,332 |
| Securities issued by states & political subdivisions | $19,907,000 | 1,758 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,485,000 | 2,739 |
| Mortgage-backed securities | $30,139,000 | 1,970 |
| Certificates of participation in pools of residential mortgages | $24,283,000 | 1,628 |
| Issued or guaranteed by U.S. | $24,283,000 | 1,627 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $5,856,000 | 1,984 |
| CMOs issued by government agencies or sponsored agencies | $5,856,000 | 1,892 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $57,823,000 | 2,180 |
| Total debt securities | $57,823,000 | 2,359 |
| 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 | $52,116,000 | 2,593 |
| U.S. Government securities | $35,084,000 | 2,552 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $35,084,000 | 2,502 |
| Securities issued by states & political subdivisions | $17,032,000 | 1,960 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,736,000 | 2,745 |
| Mortgage-backed securities | $28,386,000 | 2,068 |
| Certificates of participation in pools of residential mortgages | $23,208,000 | 1,699 |
| Issued or guaranteed by U.S. | $23,208,000 | 1,698 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,178,000 | 2,087 |
| CMOs issued by government agencies or sponsored agencies | $5,178,000 | 1,989 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $52,116,000 | 2,379 |
| Total debt securities | $52,116,000 | 2,572 |
| 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 | $53,619,000 | 2,540 |
| U.S. Government securities | $33,647,000 | 2,657 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $33,647,000 | 2,599 |
| Securities issued by states & political subdivisions | $19,972,000 | 1,659 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,784,000 | 2,611 |
| Mortgage-backed securities | $27,451,000 | 2,117 |
| Certificates of participation in pools of residential mortgages | $22,011,000 | 1,751 |
| Issued or guaranteed by U.S. | $22,011,000 | 1,745 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,440,000 | 2,078 |
| CMOs issued by government agencies or sponsored agencies | $5,440,000 | 1,972 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $53,619,000 | 2,324 |
| Total debt securities | $53,619,000 | 2,523 |
| 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 | $54,470,000 | 2,450 |
| U.S. Government securities | $32,412,000 | 2,643 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $32,412,000 | 2,586 |
| Securities issued by states & political subdivisions | $22,058,000 | 1,458 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,797,000 | 2,410 |
| Mortgage-backed securities | $26,808,000 | 2,053 |
| Certificates of participation in pools of residential mortgages | $21,130,000 | 1,714 |
| Issued or guaranteed by U.S. | $21,130,000 | 1,714 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $5,678,000 | 2,012 |
| CMOs issued by government agencies or sponsored agencies | $5,678,000 | 1,840 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $54,470,000 | 2,219 |
| Total debt securities | $54,470,000 | 2,430 |
| 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 | $53,412,000 | 2,416 |
| U.S. Government securities | $31,573,000 | 2,631 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $31,573,000 | 2,564 |
| Securities issued by states & political subdivisions | $21,839,000 | 1,441 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,743,000 | 2,397 |
| Mortgage-backed securities | $26,823,000 | 1,989 |
| Certificates of participation in pools of residential mortgages | $20,998,000 | 1,664 |
| Issued or guaranteed by U.S. | $20,998,000 | 1,657 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $5,825,000 | 1,980 |
| CMOs issued by government agencies or sponsored agencies | $5,825,000 | 1,801 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $53,412,000 | 2,187 |
| Total debt securities | $53,412,000 | 2,392 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $48,432,000 | 2,628 |
| U.S. Government securities | $25,298,000 | 3,149 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $25,298,000 | 3,068 |
| Securities issued by states & political subdivisions | $23,134,000 | 1,291 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,785,000 | 2,717 |
| Mortgage-backed securities | $23,168,000 | 2,157 |
| Certificates of participation in pools of residential mortgages | $17,130,000 | 1,884 |
| Issued or guaranteed by U.S. | $17,130,000 | 1,882 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $6,038,000 | 1,943 |
| CMOs issued by government agencies or sponsored agencies | $6,038,000 | 1,758 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $48,432,000 | 2,385 |
| Total debt securities | $48,432,000 | 2,601 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $44,752,000 | 2,748 |
| U.S. Government securities | $23,761,000 | 3,280 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $23,761,000 | 3,187 |
| Securities issued by states & political subdivisions | $20,991,000 | 1,390 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,821,000 | 2,692 |
| Mortgage-backed securities | $22,710,000 | 2,136 |
| Certificates of participation in pools of residential mortgages | $17,071,000 | 1,849 |
| Issued or guaranteed by U.S. | $17,071,000 | 1,846 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $5,639,000 | 1,923 |
| CMOs issued by government agencies or sponsored agencies | $5,639,000 | 1,729 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $44,752,000 | 2,489 |
| Total debt securities | $44,752,000 | 2,723 |
| 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 | $42,264,000 | 2,772 |
| U.S. Government securities | $24,716,000 | 3,029 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $24,716,000 | 2,934 |
| Securities issued by states & political subdivisions | $17,548,000 | 1,616 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,615,000 | 2,590 |
| Mortgage-backed securities | $23,670,000 | 2,016 |
| Certificates of participation in pools of residential mortgages | $18,384,000 | 1,659 |
| Issued or guaranteed by U.S. | $18,384,000 | 1,653 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,286,000 | 1,948 |
| CMOs issued by government agencies or sponsored agencies | $5,286,000 | 1,742 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $42,264,000 | 2,498 |
| Total debt securities | $42,264,000 | 2,744 |
| 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 | $45,905,000 | 2,555 |
| U.S. Government securities | $21,510,000 | 3,276 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $21,510,000 | 3,177 |
| Securities issued by states & political subdivisions | $24,395,000 | 1,121 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,620,000 | 3,843 |
| Mortgage-backed securities | $18,595,000 | 2,304 |
| Certificates of participation in pools of residential mortgages | $18,595,000 | 1,620 |
| Issued or guaranteed by U.S. | $18,595,000 | 1,616 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $45,905,000 | 2,303 |
| Total debt securities | $45,905,000 | 2,525 |
| 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 | $39,760,000 | 2,861 |
| U.S. Government securities | $19,988,000 | 3,496 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $19,988,000 | 3,411 |
| Securities issued by states & political subdivisions | $19,772,000 | 1,304 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,787,000 | 3,648 |
| Mortgage-backed securities | $16,673,000 | 2,444 |
| Certificates of participation in pools of residential mortgages | $16,673,000 | 1,772 |
| Issued or guaranteed by U.S. | $16,673,000 | 1,766 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $39,760,000 | 2,562 |
| Total debt securities | $39,760,000 | 2,833 |
| 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 | $32,501,000 | 3,325 |
| U.S. Government securities | $19,381,000 | 3,622 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $19,381,000 | 3,537 |
| Securities issued by states & political subdivisions | $13,120,000 | 1,853 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,096,000 | 3,668 |
| Mortgage-backed securities | $16,088,000 | 2,553 |
| Certificates of participation in pools of residential mortgages | $16,088,000 | 1,894 |
| Issued or guaranteed by U.S. | $16,088,000 | 1,891 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $32,501,000 | 3,002 |
| Total debt securities | $32,501,000 | 3,292 |
| 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 | $38,471,000 | 2,934 |
| U.S. Government securities | $18,435,000 | 3,693 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $18,435,000 | 3,624 |
| Securities issued by states & political subdivisions | $20,036,000 | 1,260 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,226,000 | 4,081 |
| Mortgage-backed securities | $15,381,000 | 2,673 |
| Certificates of participation in pools of residential mortgages | $15,381,000 | 2,034 |
| Issued or guaranteed by U.S. | $15,381,000 | 2,026 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $38,471,000 | 2,614 |
| Total debt securities | $38,471,000 | 2,914 |
| 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 | $34,215,000 | 3,199 |
| U.S. Government securities | $17,352,000 | 3,807 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $17,352,000 | 3,734 |
| Securities issued by states & political subdivisions | $16,863,000 | 1,484 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,548,000 | 3,999 |
| Mortgage-backed securities | $15,360,000 | 2,714 |
| Certificates of participation in pools of residential mortgages | $15,360,000 | 2,094 |
| Issued or guaranteed by U.S. | $15,360,000 | 2,084 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $34,215,000 | 2,868 |
| Total debt securities | $34,215,000 | 3,160 |
| 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 | $33,868,000 | 3,162 |
| U.S. Government securities | $19,000,000 | 3,575 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $19,000,000 | 3,506 |
| Securities issued by states & political subdivisions | $14,868,000 | 1,615 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,020,000 | 4,724 |
| Mortgage-backed securities | $16,084,000 | 2,663 |
| Certificates of participation in pools of residential mortgages | $16,084,000 | 2,081 |
| Issued or guaranteed by U.S. | $16,084,000 | 2,069 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $33,868,000 | 2,826 |
| Total debt securities | $33,868,000 | 3,128 |
| 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 | $31,068,000 | 3,385 |
| U.S. Government securities | $15,753,000 | 4,077 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $15,753,000 | 4,000 |
| Securities issued by states & political subdivisions | $15,315,000 | 1,512 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,063,000 | 5,125 |
| Mortgage-backed securities | $14,840,000 | 2,840 |
| Certificates of participation in pools of residential mortgages | $14,840,000 | 2,198 |
| Issued or guaranteed by U.S. | $14,840,000 | 2,186 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $31,068,000 | 3,013 |
| Total debt securities | $31,068,000 | 3,349 |
| 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 | $32,002,000 | 3,308 |
| U.S. Government securities | $16,294,000 | 4,052 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $16,294,000 | 3,979 |
| Securities issued by states & political subdivisions | $15,708,000 | 1,440 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,192,000 | 5,143 |
| Mortgage-backed securities | $15,368,000 | 2,743 |
| Certificates of participation in pools of residential mortgages | $15,368,000 | 2,120 |
| Issued or guaranteed by U.S. | $15,368,000 | 2,106 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $32,002,000 | 2,941 |
| Total debt securities | $32,002,000 | 3,269 |
| 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 | $32,296,000 | 3,220 |
| U.S. Government securities | $16,291,000 | 4,007 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $16,291,000 | 3,931 |
| Securities issued by states & political subdivisions | $15,755,000 | 1,417 |
| Other domestic debt securities | $250,000 | 2,882 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,110 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,219,000 | 5,140 |
| Mortgage-backed securities | $15,382,000 | 2,652 |
| Certificates of participation in pools of residential mortgages | $15,382,000 | 2,044 |
| Issued or guaranteed by U.S. | $15,382,000 | 2,031 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $32,296,000 | 2,862 |
| Total debt securities | $32,296,000 | 3,188 |
| 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 | $33,043,000 | 3,214 |
| U.S. Government securities | $15,975,000 | 4,082 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $15,975,000 | 4,014 |
| Securities issued by states & political subdivisions | $16,818,000 | 1,331 |
| Other domestic debt securities | $250,000 | 2,859 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,125 |
| 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 | $2,158,000 | 5,546 |
| Mortgage-backed securities | $8,394,000 | 3,498 |
| Certificates of participation in pools of residential mortgages | $8,394,000 | 2,889 |
| Issued or guaranteed by U.S. | $8,394,000 | 2,875 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $33,043,000 | 2,870 |
| Total debt securities | $33,043,000 | 3,180 |
| 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 | $25,578,000 | 3,830 |
| U.S. Government securities | $8,172,000 | 5,537 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $8,172,000 | 5,449 |
| Securities issued by states & political subdivisions | $17,156,000 | 1,312 |
| Other domestic debt securities | $250,000 | 2,831 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,095 |
| 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 | $2,235,000 | 5,491 |
| Mortgage-backed securities | $5,590,000 | 3,970 |
| Certificates of participation in pools of residential mortgages | $5,590,000 | 3,383 |
| Issued or guaranteed by U.S. | $5,590,000 | 3,366 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $25,578,000 | 3,415 |
| Total debt securities | $25,577,000 | 3,777 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $32,107,000 | 3,300 |
| U.S. Government securities | $14,519,000 | 4,375 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $14,519,000 | 4,287 |
| Securities issued by states & political subdivisions | $17,338,000 | 1,282 |
| Other domestic debt securities | $250,000 | 2,664 |
| 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 | $250,000 | 1,971 |
| 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 | $12,699,000 | 2,969 |
| Mortgage-backed securities | $11,980,000 | 2,646 |
| Certificates of participation in pools of residential mortgages | $11,980,000 | 2,058 |
| Issued or guaranteed by U.S. | $11,980,000 | 2,048 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $32,107,000 | 2,908 |
| Total debt securities | $32,107,000 | 3,255 |
| 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 | $31,905,000 | 3,303 |
| U.S. Government securities | $14,734,000 | 4,424 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $14,734,000 | 4,326 |
| Securities issued by states & political subdivisions | $16,921,000 | 1,265 |
| Other domestic debt securities | $250,000 | 2,618 |
| 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 | $250,000 | 1,940 |
| 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 | $6,425,000 | 4,149 |
| Mortgage-backed securities | $12,225,000 | 2,443 |
| Certificates of participation in pools of residential mortgages | $12,225,000 | 1,874 |
| Issued or guaranteed by U.S. | $12,225,000 | 1,865 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $31,905,000 | 2,898 |
| Total debt securities | $31,905,000 | 3,257 |
| 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 | $28,432,000 | 3,543 |
| U.S. Government securities | $12,451,000 | 4,892 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $12,451,000 | 4,785 |
| Securities issued by states & political subdivisions | $15,731,000 | 1,334 |
| Other domestic debt securities | $250,000 | 2,564 |
| 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 | $250,000 | 1,910 |
| 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 | $2,722,000 | 5,416 |
| Mortgage-backed securities | $9,988,000 | 2,680 |
| Certificates of participation in pools of residential mortgages | $9,988,000 | 2,067 |
| Issued or guaranteed by U.S. | $9,988,000 | 2,060 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $28,432,000 | 3,109 |
| Total debt securities | $28,432,000 | 3,506 |
| 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 | $31,588,000 | 3,326 |
| U.S. Government securities | $15,463,000 | 4,357 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $15,463,000 | 4,247 |
| Securities issued by states & political subdivisions | $15,875,000 | 1,316 |
| Other domestic debt securities | $250,000 | 2,585 |
| 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 | $250,000 | 1,955 |
| 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 | $2,386,000 | 5,570 |
| Mortgage-backed securities | $10,228,000 | 2,625 |
| Certificates of participation in pools of residential mortgages | $10,228,000 | 2,039 |
| Issued or guaranteed by U.S. | $10,228,000 | 2,032 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $31,588,000 | 2,900 |
| Total debt securities | $31,588,000 | 3,289 |
| 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 | $31,781,000 | 3,337 |
| U.S. Government securities | $13,061,000 | 4,840 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $13,061,000 | 4,712 |
| Securities issued by states & political subdivisions | $18,470,000 | 1,106 |
| Other domestic debt securities | $250,000 | 2,620 |
| 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 | $250,000 | 2,008 |
| 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 | $510,000 | 6,523 |
| Mortgage-backed securities | $5,406,000 | 3,507 |
| Certificates of participation in pools of residential mortgages | $5,406,000 | 2,905 |
| Issued or guaranteed by U.S. | $5,406,000 | 2,892 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $31,781,000 | 2,895 |
| Total debt securities | $31,781,000 | 3,291 |
| 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 | $31,699,000 | 3,369 |
| U.S. Government securities | $12,641,000 | 4,981 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $12,641,000 | 4,851 |
| Securities issued by states & political subdivisions | $18,808,000 | 1,073 |
| Other domestic debt securities | $250,000 | 2,665 |
| 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 | $250,000 | 2,048 |
| 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 | $496,000 | 6,642 |
| Mortgage-backed securities | $4,021,000 | 3,924 |
| Certificates of participation in pools of residential mortgages | $4,021,000 | 3,321 |
| Issued or guaranteed by U.S. | $4,021,000 | 3,303 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $31,699,000 | 2,916 |
| Total debt securities | $31,699,000 | 3,327 |
| 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 | $29,143,000 | 3,564 |
| U.S. Government securities | $11,940,000 | 5,122 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $11,940,000 | 4,990 |
| Securities issued by states & political subdivisions | $16,953,000 | 1,175 |
| Other domestic debt securities | $250,000 | 2,705 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $250,000 | 240 |
| 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 | $1,466,000 | 6,122 |
| Mortgage-backed securities | $508,000 | 5,709 |
| Certificates of participation in pools of residential mortgages | $508,000 | 5,295 |
| Issued or guaranteed by U.S. | $508,000 | 5,273 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $29,143,000 | 3,099 |
| Total debt securities | $29,144,000 | 3,510 |
| 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 | $30,748,000 | 3,492 |
| U.S. Government securities | $13,033,000 | 4,937 |
| U.S. Treasury securities | $997,000 | 1,114 |
| U.S. Government agency obligations | $12,036,000 | 4,986 |
| Securities issued by states & political subdivisions | $17,465,000 | 1,144 |
| Other domestic debt securities | $250,000 | 2,782 |
| 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 | $250,000 | 2,215 |
| 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 | $2,463,000 | 5,598 |
| Mortgage-backed securities | $547,000 | 5,705 |
| Certificates of participation in pools of residential mortgages | $547,000 | 5,282 |
| Issued or guaranteed by U.S. | $547,000 | 5,264 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $30,748,000 | 3,023 |
| Total debt securities | $30,749,000 | 3,442 |
| 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 | $32,447,000 | 3,343 |
| U.S. Government securities | $13,090,000 | 4,920 |
| U.S. Treasury securities | $993,000 | 1,151 |
| U.S. Government agency obligations | $12,097,000 | 4,941 |
| Securities issued by states & political subdivisions | $19,107,000 | 1,031 |
| Other domestic debt securities | $250,000 | 2,862 |
| 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 | $250,000 | 2,327 |
| 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 | $4,512,000 | 4,744 |
| Mortgage-backed securities | $582,000 | 5,723 |
| Certificates of participation in pools of residential mortgages | $582,000 | 5,280 |
| Issued or guaranteed by U.S. | $582,000 | 5,260 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $32,447,000 | 2,892 |
| Total debt securities | $32,448,000 | 3,297 |
| 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 | $37,249,000 | 2,973 |
| U.S. Government securities | $15,230,000 | 4,462 |
| U.S. Treasury securities | $1,989,000 | 896 |
| U.S. Government agency obligations | $13,241,000 | 4,717 |
| Securities issued by states & political subdivisions | $21,769,000 | 882 |
| Other domestic debt securities | $250,000 | 2,915 |
| 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 | $250,000 | 2,398 |
| 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 | $2,046,000 | 5,814 |
| Mortgage-backed securities | $628,000 | 5,731 |
| Certificates of participation in pools of residential mortgages | $628,000 | 5,282 |
| Issued or guaranteed by U.S. | $628,000 | 5,264 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,019,000 | 860 |
| Available-for-sale securities (fair market value) | $15,230,000 | 4,664 |
| Total debt securities | $37,248,000 | 2,929 |
| 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 | $37,626,000 | 2,991 |
| U.S. Government securities | $14,813,000 | 4,592 |
| U.S. Treasury securities | $3,979,000 | 643 |
| U.S. Government agency obligations | $10,834,000 | 5,277 |
| Securities issued by states & political subdivisions | $22,563,000 | 833 |
| Other domestic debt securities | $250,000 | 2,965 |
| 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 | $250,000 | 2,467 |
| 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 | $2,046,000 | 5,797 |
| Mortgage-backed securities | $675,000 | 5,749 |
| Certificates of participation in pools of residential mortgages | $675,000 | 5,287 |
| Issued or guaranteed by U.S. | $675,000 | 5,264 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,813,000 | 846 |
| Available-for-sale securities (fair market value) | $14,813,000 | 4,769 |
| Total debt securities | $37,626,000 | 2,938 |
| 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 | $37,781,000 | 3,028 |
| U.S. Government securities | $15,253,000 | 4,585 |
| U.S. Treasury securities | $3,968,000 | 721 |
| U.S. Government agency obligations | $11,285,000 | 5,238 |
| Securities issued by states & political subdivisions | $22,278,000 | 841 |
| Other domestic debt securities | $250,000 | 3,025 |
| 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 | $250,000 | 2,559 |
| 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 | $2,046,000 | 5,862 |
| Mortgage-backed securities | $713,000 | 5,792 |
| Certificates of participation in pools of residential mortgages | $713,000 | 5,323 |
| Issued or guaranteed by U.S. | $713,000 | 5,307 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,528,000 | 874 |
| Available-for-sale securities (fair market value) | $15,253,000 | 4,755 |
| Total debt securities | $37,781,000 | 2,981 |
| 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 | $44,009,000 | 2,684 |
| U.S. Government securities | $20,287,000 | 3,845 |
| U.S. Treasury securities | $3,975,000 | 743 |
| U.S. Government agency obligations | $16,312,000 | 4,270 |
| Securities issued by states & political subdivisions | $23,472,000 | 811 |
| Other domestic debt securities | $250,000 | 3,077 |
| 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 | $250,000 | 2,625 |
| 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 | $2,050,000 | 5,843 |
| Mortgage-backed securities | $759,000 | 5,798 |
| Certificates of participation in pools of residential mortgages | $759,000 | 5,321 |
| Issued or guaranteed by U.S. | $759,000 | 5,304 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,722,000 | 850 |
| Available-for-sale securities (fair market value) | $20,287,000 | 4,068 |
| Total debt securities | $44,009,000 | 2,629 |
| 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 | $48,042,000 | 2,487 |
| U.S. Government securities | $24,482,000 | 3,328 |
| U.S. Treasury securities | $3,993,000 | 717 |
| U.S. Government agency obligations | $20,489,000 | 3,659 |
| Securities issued by states & political subdivisions | $23,310,000 | 817 |
| Other domestic debt securities | $250,000 | 3,129 |
| 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 | $250,000 | 2,690 |
| 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 | $2,055,000 | 5,857 |
| Mortgage-backed securities | $807,000 | 5,803 |
| Certificates of participation in pools of residential mortgages | $807,000 | 5,308 |
| Issued or guaranteed by U.S. | $807,000 | 5,295 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,560,000 | 850 |
| Available-for-sale securities (fair market value) | $24,482,000 | 3,604 |
| Total debt securities | $48,042,000 | 2,436 |
| Structured notes | ||
| Amortized cost | $1,001,000 | 1,966 |
| Fair value | $1,002,000 | 2,011 |
| 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 | $51,477,000 | 2,380 |
| U.S. Government securities | $28,891,000 | 2,950 |
| U.S. Treasury securities | $4,922,000 | 677 |
| U.S. Government agency obligations | $23,969,000 | 3,326 |
| Securities issued by states & political subdivisions | $22,336,000 | 836 |
| Other domestic debt securities | $250,000 | 3,232 |
| 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 | $250,000 | 2,803 |
| 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 | $1,557,000 | 6,183 |
| Mortgage-backed securities | $832,000 | 5,848 |
| Certificates of participation in pools of residential mortgages | $832,000 | 5,357 |
| Issued or guaranteed by U.S. | $832,000 | 5,342 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,586,000 | 880 |
| Available-for-sale securities (fair market value) | $28,891,000 | 3,248 |
| Total debt securities | $51,477,000 | 2,332 |
| Structured notes | ||
| Amortized cost | $1,003,000 | 1,950 |
| Fair value | $1,003,000 | 1,956 |
| 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 | $47,741,000 | 2,558 |
| U.S. Government securities | $25,113,000 | 3,271 |
| U.S. Treasury securities | $2,016,000 | 1,046 |
| U.S. Government agency obligations | $23,097,000 | 3,362 |
| Securities issued by states & political subdivisions | $22,378,000 | 852 |
| Other domestic debt securities | $250,000 | 3,342 |
| 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 | $250,000 | 2,887 |
| 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 | $1,559,000 | 6,154 |
| Mortgage-backed securities | $908,000 | 5,849 |
| Certificates of participation in pools of residential mortgages | $908,000 | 5,341 |
| Issued or guaranteed by U.S. | $908,000 | 5,322 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,628,000 | 862 |
| Available-for-sale securities (fair market value) | $25,113,000 | 3,601 |
| Total debt securities | $47,741,000 | 2,499 |
| Structured notes | ||
| Amortized cost | $1,005,000 | 1,739 |
| Fair value | $1,011,000 | 1,786 |
| 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 | $46,694,000 | 2,627 |
| U.S. Government securities | $25,685,000 | 3,272 |
| U.S. Treasury securities | $2,976,000 | 939 |
| U.S. Government agency obligations | $22,709,000 | 3,458 |
| Securities issued by states & political subdivisions | $20,759,000 | 927 |
| Other domestic debt securities | $250,000 | 3,390 |
| 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 | $250,000 | 3,027 |
| 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 | $1,560,000 | 6,120 |
| Mortgage-backed securities | $1,612,000 | 5,400 |
| Certificates of participation in pools of residential mortgages | $1,612,000 | 4,845 |
| Issued or guaranteed by U.S. | $1,612,000 | 4,826 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,009,000 | 902 |
| Available-for-sale securities (fair market value) | $25,685,000 | 3,567 |
| Total debt securities | $46,694,000 | 2,565 |
| 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 | $38,406,000 | 3,030 |
| U.S. Government securities | $20,286,000 | 3,753 |
| U.S. Treasury securities | $4,974,000 | 687 |
| U.S. Government agency obligations | $15,312,000 | 4,333 |
| Securities issued by states & political subdivisions | $17,870,000 | 1,090 |
| Other domestic debt securities | $250,000 | 3,504 |
| 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 | $250,000 | 3,134 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,561,000 | 6,115 |
| Mortgage-backed securities | $1,734,000 | 5,351 |
| Certificates of participation in pools of residential mortgages | $1,734,000 | 4,773 |
| Issued or guaranteed by U.S. | $1,734,000 | 4,751 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,120,000 | 1,004 |
| Available-for-sale securities (fair market value) | $20,286,000 | 4,091 |
| Total debt securities | $38,406,000 | 2,953 |
| 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 | $34,400,000 | 3,230 |
| U.S. Government securities | $16,590,000 | 4,194 |
| U.S. Treasury securities | $3,026,000 | 922 |
| U.S. Government agency obligations | $13,564,000 | 4,618 |
| Securities issued by states & political subdivisions | $17,810,000 | 1,081 |
| 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 | $1,562,000 | 6,116 |
| Mortgage-backed securities | $1,930,000 | 5,361 |
| Certificates of participation in pools of residential mortgages | $1,930,000 | 4,728 |
| Issued or guaranteed by U.S. | $1,930,000 | 4,711 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,810,000 | 976 |
| Available-for-sale securities (fair market value) | $16,590,000 | 4,535 |
| Total debt securities | $34,400,000 | 3,149 |
| 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 | $32,956,000 | 3,279 |
| U.S. Government securities | $15,120,000 | 4,502 |
| U.S. Treasury securities | $3,035,000 | 933 |
| U.S. Government agency obligations | $12,085,000 | 4,906 |
| Securities issued by states & political subdivisions | $17,836,000 | 1,019 |
| 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 | $1,564,000 | 6,151 |
| Mortgage-backed securities | $1,007,000 | 5,948 |
| Certificates of participation in pools of residential mortgages | $1,007,000 | 5,366 |
| Issued or guaranteed by U.S. | $1,007,000 | 5,346 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,836,000 | 1,003 |
| Available-for-sale securities (fair market value) | $15,120,000 | 4,757 |
| Total debt securities | $32,956,000 | 3,200 |
| 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 | $44,744,000 | 2,553 |
| U.S. Government securities | $26,421,000 | 2,976 |
| U.S. Treasury securities | $8,047,000 | 519 |
| U.S. Government agency obligations | $18,374,000 | 3,756 |
| Securities issued by states & political subdivisions | $18,323,000 | 982 |
| 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 | $1,565,000 | 6,168 |
| Mortgage-backed securities | $1,130,000 | 5,820 |
| Certificates of participation in pools of residential mortgages | $1,130,000 | 5,234 |
| Issued or guaranteed by U.S. | $1,130,000 | 5,215 |
| 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) | $18,323,000 | 990 |
| Available-for-sale securities (fair market value) | $26,421,000 | 3,296 |
| Total debt securities | $44,744,000 | 2,491 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $43,545,000 | 2,473 |
| U.S. Government securities | $30,378,000 | 2,520 |
| U.S. Treasury securities | $3,987,000 | 944 |
| U.S. Government agency obligations | $26,391,000 | 2,670 |
| Securities issued by states & political subdivisions | $13,167,000 | 1,293 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,073,000 | 5,883 |
| Mortgage-backed securities | $1,792,000 | 5,397 |
| Certificates of participation in pools of residential mortgages | $1,792,000 | 4,641 |
| Issued or guaranteed by U.S. | $1,792,000 | 4,620 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| 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) | $13,167,000 | 1,288 |
| Available-for-sale securities (fair market value) | $30,378,000 | 2,778 |
| Total debt securities | $43,545,000 | 2,412 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $15,363,000 | 5,499 |
| U.S. Government securities | $13,166,000 | 4,961 |
| U.S. Treasury securities | $500,000 | 3,417 |
| U.S. Government agency obligations | $12,666,000 | 4,780 |
| Securities issued by states & political subdivisions | $2,078,000 | 4,348 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $119,000 | 6,615 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,679 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,078,000 | 3,029 |
| Available-for-sale securities (fair market value) | $11,285,000 | 5,402 |
| Total debt securities | $15,244,000 | 5,388 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $18,557,000 | 5,102 |
| U.S. Government securities | $16,137,000 | 4,540 |
| U.S. Treasury securities | $1,502,000 | 3,118 |
| U.S. Government agency obligations | $14,635,000 | 4,381 |
| Securities issued by states & political subdivisions | $2,301,000 | 4,380 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $119,000 | 6,551 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,475,000 | 6,047 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,806,000 | 3,123 |
| Available-for-sale securities (fair market value) | $13,751,000 | 4,995 |
| Total debt securities | $18,438,000 | 5,006 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $15,122,000 | 5,789 |
| U.S. Government securities | $12,823,000 | 5,290 |
| U.S. Treasury securities | $4,559,000 | 2,413 |
| U.S. Government agency obligations | $8,264,000 | 5,820 |
| Securities issued by states & political subdivisions | $2,180,000 | 4,567 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $119,000 | 6,283 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,019,000 | 6,124 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,198,000 | 3,060 |
| Available-for-sale securities (fair market value) | $8,924,000 | 6,064 |
| Total debt securities | $15,003,000 | 5,684 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $11,011,000 | 7,110 |
| U.S. Government securities | $10,247,000 | 6,393 |
| U.S. Treasury securities | $7,028,000 | 2,454 |
| U.S. Government agency obligations | $3,219,000 | 8,269 |
| Securities issued by states & political subdivisions | $645,000 | 6,450 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $119,000 | 6,198 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,615,000 | 6,834 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,367,000 | 4,408 |
| Available-for-sale securities (fair market value) | $6,644,000 | 6,823 |
| Total debt securities | $10,892,000 | 7,023 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $10,414,000 | 7,795 |
| U.S. Government securities | $9,320,000 | 7,288 |
| U.S. Treasury securities | $5,595,000 | 3,503 |
| U.S. Government agency obligations | $3,725,000 | 8,374 |
| Securities issued by states & political subdivisions | $975,000 | 6,148 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $119,000 | 6,137 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,104,000 | 7,673 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| 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) | $5,205,000 | 4,596 |
| Available-for-sale securities (fair market value) | $5,209,000 | 7,683 |
| Total debt securities | $10,295,000 | 7,699 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $7,495,000 | 9,187 |
| U.S. Government securities | $6,846,000 | 8,695 |
| U.S. Treasury securities | $2,622,000 | 6,379 |
| U.S. Government agency obligations | $4,224,000 | 8,182 |
| Securities issued by states & political subdivisions | $530,000 | 7,260 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $119,000 | 5,950 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,616,000 | 7,288 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,754,000 | 5,116 |
| Available-for-sale securities (fair market value) | $2,741,000 | 9,051 |
| Total debt securities | $7,376,000 | 9,112 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $4,931,000 | 10,891 |
| U.S. Government securities | $4,282,000 | 10,544 |
| U.S. Treasury securities | $4,034,000 | 6,198 |
| U.S. Government agency obligations | $248,000 | 11,518 |
| Securities issued by states & political subdivisions | $530,000 | 7,602 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $119,000 | 5,712 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $349,000 | 9,583 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,626,000 | 10,315 |
| Available-for-sale securities (fair market value) | $3,305,000 | 7,917 |
| Total debt securities | $4,812,000 | 10,846 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $5,281,000 | 11,128 |
| U.S. Government securities | $4,821,000 | 10,635 |
| U.S. Treasury securities | $4,571,000 | 6,000 |
| U.S. Government agency obligations | $250,000 | 11,936 |
| Securities issued by states & political subdivisions | $341,000 | 8,333 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $119,000 | 5,388 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 9,505 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| 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) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,162,000 | 11,056 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $5,265,000 | 11,445 |
| U.S. Government securities | $4,806,000 | 10,920 |
| U.S. Treasury securities | $4,056,000 | 6,493 |
| U.S. Government agency obligations | $750,000 | 11,849 |
| Securities issued by states & political subdivisions | $340,000 | 8,193 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $119,000 | 4,829 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $497,000 | 9,901 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,146,000 | 11,372 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |