Home > Cheaha Bank > Securities
Cheaha Bank, Securities
| 2021-03-31 | Rank | |
| Total securities | $60,393,000 | 2,175 |
| U.S. Government securities | $0 | 4,666 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $0 | 4,584 |
| Securities issued by states & political subdivisions | $42,222,000 | 1,125 |
| Other domestic debt securities | $18,171,000 | 596 |
| Privately issued residential mortgage-backed securities | $18,171,000 | 147 |
| 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 | $22,890,000 | 1,787 |
| Mortgage-backed securities | $18,171,000 | 2,161 |
| Certificates of participation in pools of residential mortgages | $18,171,000 | 1,633 |
| Issued or guaranteed by U.S. | $0 | 3,983 |
| Privately issued | $18,171,000 | 55 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $15,000 | 1,636 |
| Available-for-sale securities (fair market value) | $60,378,000 | 2,044 |
| Total debt securities | $60,393,000 | 2,156 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $84,801,000 | 1,590 |
| U.S. Government securities | $19,905,000 | 2,531 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $19,905,000 | 2,403 |
| Securities issued by states & political subdivisions | $64,896,000 | 747 |
| 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 | $26,049,000 | 1,633 |
| Mortgage-backed securities | $19,905,000 | 2,019 |
| Certificates of participation in pools of residential mortgages | $19,905,000 | 1,459 |
| Issued or guaranteed by U.S. | $19,905,000 | 1,424 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $15,000 | 1,626 |
| Available-for-sale securities (fair market value) | $84,786,000 | 1,483 |
| Total debt securities | $84,801,000 | 1,576 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $76,143,000 | 1,649 |
| U.S. Government securities | $21,418,000 | 2,415 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $21,418,000 | 2,287 |
| Securities issued by states & political subdivisions | $54,725,000 | 780 |
| 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 | $27,206,000 | 1,562 |
| Mortgage-backed securities | $21,418,000 | 1,936 |
| Certificates of participation in pools of residential mortgages | $21,418,000 | 1,352 |
| Issued or guaranteed by U.S. | $21,418,000 | 1,318 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $15,000 | 1,624 |
| Available-for-sale securities (fair market value) | $76,128,000 | 1,540 |
| Total debt securities | $76,143,000 | 1,632 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $68,384,000 | 1,721 |
| U.S. Government securities | $23,415,000 | 2,310 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $23,415,000 | 2,185 |
| Securities issued by states & political subdivisions | $44,969,000 | 873 |
| 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 | $25,561,000 | 1,645 |
| Mortgage-backed securities | $23,415,000 | 1,838 |
| Certificates of participation in pools of residential mortgages | $23,415,000 | 1,238 |
| Issued or guaranteed by U.S. | $23,415,000 | 1,204 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $694,000 | 1,369 |
| Available-for-sale securities (fair market value) | $67,690,000 | 1,624 |
| Total debt securities | $68,384,000 | 1,705 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $65,420,000 | 1,733 |
| U.S. Government securities | $24,901,000 | 2,244 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $24,901,000 | 2,127 |
| Securities issued by states & political subdivisions | $40,519,000 | 851 |
| 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 | $23,686,000 | 1,658 |
| Mortgage-backed securities | $24,901,000 | 1,773 |
| Certificates of participation in pools of residential mortgages | $24,901,000 | 1,177 |
| Issued or guaranteed by U.S. | $24,901,000 | 1,144 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $694,000 | 1,386 |
| Available-for-sale securities (fair market value) | $64,726,000 | 1,619 |
| Total debt securities | $65,420,000 | 1,716 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $69,960,000 | 1,647 |
| U.S. Government securities | $25,460,000 | 2,272 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $25,460,000 | 2,142 |
| Securities issued by states & political subdivisions | $44,500,000 | 746 |
| 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 | $25,354,000 | 1,596 |
| Mortgage-backed securities | $25,460,000 | 1,717 |
| Certificates of participation in pools of residential mortgages | $25,460,000 | 1,125 |
| Issued or guaranteed by U.S. | $25,460,000 | 1,101 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $694,000 | 1,428 |
| Available-for-sale securities (fair market value) | $69,266,000 | 1,535 |
| Total debt securities | $69,960,000 | 1,632 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $72,151,000 | 1,610 |
| U.S. Government securities | $26,705,000 | 2,221 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $26,705,000 | 2,101 |
| Securities issued by states & political subdivisions | $45,446,000 | 735 |
| 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 | $26,695,000 | 1,540 |
| Mortgage-backed securities | $26,705,000 | 1,636 |
| Certificates of participation in pools of residential mortgages | $26,705,000 | 1,048 |
| Issued or guaranteed by U.S. | $26,705,000 | 1,019 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $729,000 | 1,480 |
| Available-for-sale securities (fair market value) | $71,422,000 | 1,501 |
| Total debt securities | $72,150,000 | 1,597 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $71,756,000 | 1,626 |
| U.S. Government securities | $26,257,000 | 2,285 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $26,257,000 | 2,167 |
| Securities issued by states & political subdivisions | $45,499,000 | 741 |
| 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 | $28,105,000 | 1,535 |
| Mortgage-backed securities | $26,257,000 | 1,635 |
| Certificates of participation in pools of residential mortgages | $26,257,000 | 1,058 |
| Issued or guaranteed by U.S. | $26,257,000 | 1,047 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $729,000 | 1,526 |
| Available-for-sale securities (fair market value) | $71,027,000 | 1,519 |
| Total debt securities | $71,756,000 | 1,608 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $71,886,000 | 1,641 |
| U.S. Government securities | $25,989,000 | 2,321 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $25,989,000 | 2,196 |
| Securities issued by states & political subdivisions | $45,897,000 | 758 |
| 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 | $27,301,000 | 1,588 |
| Mortgage-backed securities | $25,989,000 | 1,636 |
| Certificates of participation in pools of residential mortgages | $25,989,000 | 1,075 |
| Issued or guaranteed by U.S. | $25,989,000 | 1,063 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $1,063,000 | 1,464 |
| Available-for-sale securities (fair market value) | $70,823,000 | 1,529 |
| Total debt securities | $71,886,000 | 1,625 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $73,609,000 | 1,622 |
| U.S. Government securities | $25,485,000 | 2,373 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $25,485,000 | 2,250 |
| Securities issued by states & political subdivisions | $48,124,000 | 736 |
| 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 | $27,886,000 | 1,561 |
| Mortgage-backed securities | $25,485,000 | 1,647 |
| Certificates of participation in pools of residential mortgages | $25,485,000 | 1,107 |
| Issued or guaranteed by U.S. | $25,485,000 | 1,099 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $1,063,000 | 1,493 |
| Available-for-sale securities (fair market value) | $72,546,000 | 1,507 |
| Total debt securities | $73,608,000 | 1,606 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $69,224,000 | 1,713 |
| U.S. Government securities | $23,534,000 | 2,488 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $23,534,000 | 2,373 |
| Securities issued by states & political subdivisions | $45,690,000 | 784 |
| 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 | $30,452,000 | 1,464 |
| Mortgage-backed securities | $23,534,000 | 1,744 |
| Certificates of participation in pools of residential mortgages | $23,534,000 | 1,185 |
| Issued or guaranteed by U.S. | $23,534,000 | 1,179 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $1,262,000 | 1,478 |
| Available-for-sale securities (fair market value) | $67,962,000 | 1,602 |
| Total debt securities | $69,224,000 | 1,696 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $71,630,000 | 1,689 |
| U.S. Government securities | $24,707,000 | 2,421 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $24,707,000 | 2,310 |
| Securities issued by states & political subdivisions | $46,923,000 | 779 |
| 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 | $31,711,000 | 1,455 |
| Mortgage-backed securities | $24,707,000 | 1,720 |
| Certificates of participation in pools of residential mortgages | $24,707,000 | 1,179 |
| Issued or guaranteed by U.S. | $24,707,000 | 1,144 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $1,262,000 | 1,508 |
| Available-for-sale securities (fair market value) | $70,368,000 | 1,580 |
| Total debt securities | $71,631,000 | 1,674 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $78,651,000 | 1,604 |
| U.S. Government securities | $24,723,000 | 2,488 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $24,723,000 | 2,378 |
| Securities issued by states & political subdivisions | $53,928,000 | 689 |
| 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 | $30,792,000 | 1,510 |
| Mortgage-backed securities | $24,723,000 | 1,703 |
| Certificates of participation in pools of residential mortgages | $24,723,000 | 1,206 |
| Issued or guaranteed by U.S. | $24,723,000 | 1,203 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $1,262,000 | 1,537 |
| Available-for-sale securities (fair market value) | $77,389,000 | 1,475 |
| Total debt securities | $78,651,000 | 1,584 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $81,162,000 | 1,591 |
| U.S. Government securities | $26,066,000 | 2,432 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $26,066,000 | 2,328 |
| Securities issued by states & political subdivisions | $55,096,000 | 712 |
| 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 | $30,914,000 | 1,526 |
| Mortgage-backed securities | $26,066,000 | 1,649 |
| Certificates of participation in pools of residential mortgages | $26,066,000 | 1,177 |
| Issued or guaranteed by U.S. | $26,066,000 | 1,176 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $1,261,000 | 1,568 |
| Available-for-sale securities (fair market value) | $79,901,000 | 1,465 |
| Total debt securities | $81,163,000 | 1,570 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $82,304,000 | 1,594 |
| U.S. Government securities | $27,560,000 | 2,372 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $27,560,000 | 2,277 |
| Securities issued by states & political subdivisions | $54,744,000 | 731 |
| 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 | $34,705,000 | 1,412 |
| Mortgage-backed securities | $27,560,000 | 1,600 |
| Certificates of participation in pools of residential mortgages | $27,560,000 | 1,152 |
| Issued or guaranteed by U.S. | $27,560,000 | 1,150 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $1,775,000 | 1,532 |
| Available-for-sale securities (fair market value) | $80,529,000 | 1,476 |
| Total debt securities | $82,304,000 | 1,573 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $81,288,000 | 1,637 |
| U.S. Government securities | $27,704,000 | 2,408 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $27,704,000 | 2,311 |
| Securities issued by states & political subdivisions | $53,584,000 | 758 |
| 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 | $36,657,000 | 1,380 |
| Mortgage-backed securities | $27,704,000 | 1,628 |
| Certificates of participation in pools of residential mortgages | $27,704,000 | 1,176 |
| Issued or guaranteed by U.S. | $27,704,000 | 1,175 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $3,207,000 | 1,373 |
| Available-for-sale securities (fair market value) | $78,081,000 | 1,548 |
| Total debt securities | $81,288,000 | 1,613 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $80,493,000 | 1,664 |
| U.S. Government securities | $28,196,000 | 2,400 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $28,196,000 | 2,300 |
| Securities issued by states & political subdivisions | $52,297,000 | 773 |
| 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 | $40,075,000 | 1,283 |
| Mortgage-backed securities | $28,196,000 | 1,647 |
| Certificates of participation in pools of residential mortgages | $28,196,000 | 1,195 |
| Issued or guaranteed by U.S. | $28,196,000 | 1,194 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $4,634,000 | 1,265 |
| Available-for-sale securities (fair market value) | $75,859,000 | 1,594 |
| Total debt securities | $80,493,000 | 1,637 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $76,567,000 | 1,723 |
| U.S. Government securities | $23,762,000 | 2,636 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $23,762,000 | 2,518 |
| Securities issued by states & political subdivisions | $52,805,000 | 764 |
| 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 | $42,091,000 | 1,233 |
| Mortgage-backed securities | $23,762,000 | 1,836 |
| Certificates of participation in pools of residential mortgages | $23,762,000 | 1,365 |
| Issued or guaranteed by U.S. | $23,762,000 | 1,364 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $5,623,000 | 1,208 |
| Available-for-sale securities (fair market value) | $70,944,000 | 1,677 |
| Total debt securities | $76,568,000 | 1,698 |
| 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 | $73,453,000 | 1,783 |
| U.S. Government securities | $22,631,000 | 2,701 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $22,631,000 | 2,593 |
| Securities issued by states & political subdivisions | $50,822,000 | 797 |
| 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 | $42,159,000 | 1,238 |
| Mortgage-backed securities | $22,631,000 | 1,898 |
| Certificates of participation in pools of residential mortgages | $22,631,000 | 1,414 |
| Issued or guaranteed by U.S. | $22,631,000 | 1,413 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $6,515,000 | 1,155 |
| Available-for-sale securities (fair market value) | $66,938,000 | 1,752 |
| Total debt securities | $73,452,000 | 1,760 |
| 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 | $71,889,000 | 1,844 |
| U.S. Government securities | $26,031,000 | 2,563 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $26,031,000 | 2,467 |
| Securities issued by states & political subdivisions | $45,858,000 | 900 |
| 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 | $43,332,000 | 1,230 |
| Mortgage-backed securities | $26,031,000 | 1,755 |
| Certificates of participation in pools of residential mortgages | $26,031,000 | 1,288 |
| Issued or guaranteed by U.S. | $26,031,000 | 1,284 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $6,854,000 | 1,156 |
| Available-for-sale securities (fair market value) | $65,035,000 | 1,798 |
| Total debt securities | $71,889,000 | 1,815 |
| 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 | $71,557,000 | 1,875 |
| U.S. Government securities | $26,981,000 | 2,589 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $26,981,000 | 2,489 |
| Securities issued by states & political subdivisions | $44,576,000 | 905 |
| 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 | $42,198,000 | 1,275 |
| Mortgage-backed securities | $26,981,000 | 1,722 |
| Certificates of participation in pools of residential mortgages | $26,981,000 | 1,251 |
| Issued or guaranteed by U.S. | $26,981,000 | 1,249 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $7,554,000 | 1,139 |
| Available-for-sale securities (fair market value) | $64,003,000 | 1,854 |
| Total debt securities | $71,557,000 | 1,855 |
| 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 | $75,188,000 | 1,816 |
| U.S. Government securities | $30,721,000 | 2,405 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $30,721,000 | 2,315 |
| Securities issued by states & political subdivisions | $44,467,000 | 911 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,747,000 | 1,331 |
| Mortgage-backed securities | $30,721,000 | 1,576 |
| Certificates of participation in pools of residential mortgages | $30,721,000 | 1,148 |
| Issued or guaranteed by U.S. | $30,721,000 | 1,146 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $7,737,000 | 1,146 |
| Available-for-sale securities (fair market value) | $67,451,000 | 1,804 |
| Total debt securities | $75,188,000 | 1,790 |
| 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 | $72,459,000 | 1,873 |
| U.S. Government securities | $31,016,000 | 2,428 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $31,016,000 | 2,339 |
| Securities issued by states & political subdivisions | $41,443,000 | 971 |
| 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 | $39,783,000 | 1,333 |
| Mortgage-backed securities | $31,016,000 | 1,606 |
| Certificates of participation in pools of residential mortgages | $31,016,000 | 1,134 |
| Issued or guaranteed by U.S. | $31,016,000 | 1,133 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $7,737,000 | 1,155 |
| Available-for-sale securities (fair market value) | $64,722,000 | 1,875 |
| Total debt securities | $72,459,000 | 1,849 |
| 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 | $72,420,000 | 1,912 |
| U.S. Government securities | $30,796,000 | 2,511 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $30,796,000 | 2,425 |
| Securities issued by states & political subdivisions | $41,624,000 | 941 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,735,000 | 1,352 |
| Mortgage-backed securities | $30,796,000 | 1,649 |
| Certificates of participation in pools of residential mortgages | $30,796,000 | 1,193 |
| Issued or guaranteed by U.S. | $30,796,000 | 1,192 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $10,445,000 | 1,038 |
| Available-for-sale securities (fair market value) | $61,975,000 | 1,961 |
| Total debt securities | $72,419,000 | 1,891 |
| 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 | $71,588,000 | 1,958 |
| U.S. Government securities | $29,026,000 | 2,649 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $29,026,000 | 2,567 |
| Securities issued by states & political subdivisions | $42,562,000 | 915 |
| 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 | $39,816,000 | 1,365 |
| Mortgage-backed securities | $29,026,000 | 1,730 |
| Certificates of participation in pools of residential mortgages | $29,026,000 | 1,228 |
| Issued or guaranteed by U.S. | $29,026,000 | 1,228 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $11,299,000 | 1,022 |
| Available-for-sale securities (fair market value) | $60,289,000 | 2,016 |
| Total debt securities | $71,587,000 | 1,940 |
| 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 | $68,956,000 | 2,041 |
| U.S. Government securities | $27,911,000 | 2,744 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $27,911,000 | 2,652 |
| Securities issued by states & political subdivisions | $41,045,000 | 953 |
| 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 | $41,383,000 | 1,342 |
| Mortgage-backed securities | $27,911,000 | 1,820 |
| Certificates of participation in pools of residential mortgages | $27,911,000 | 1,308 |
| Issued or guaranteed by U.S. | $27,911,000 | 1,306 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $12,068,000 | 1,002 |
| Available-for-sale securities (fair market value) | $56,888,000 | 2,137 |
| Total debt securities | $68,955,000 | 2,015 |
| 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 | $65,675,000 | 2,155 |
| U.S. Government securities | $28,356,000 | 2,796 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $28,356,000 | 2,710 |
| Securities issued by states & political subdivisions | $37,319,000 | 1,031 |
| 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 | $41,062,000 | 1,353 |
| Mortgage-backed securities | $28,356,000 | 1,859 |
| Certificates of participation in pools of residential mortgages | $28,356,000 | 1,329 |
| Issued or guaranteed by U.S. | $28,356,000 | 1,329 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $12,157,000 | 1,013 |
| Available-for-sale securities (fair market value) | $53,518,000 | 2,279 |
| Total debt securities | $65,675,000 | 2,132 |
| 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 | $67,520,000 | 2,113 |
| U.S. Government securities | $29,341,000 | 2,781 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $29,341,000 | 2,694 |
| Securities issued by states & political subdivisions | $38,179,000 | 1,006 |
| 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 | $40,882,000 | 1,362 |
| Mortgage-backed securities | $29,341,000 | 1,866 |
| Certificates of participation in pools of residential mortgages | $29,341,000 | 1,322 |
| Issued or guaranteed by U.S. | $29,341,000 | 1,322 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $13,522,000 | 981 |
| Available-for-sale securities (fair market value) | $53,998,000 | 2,285 |
| Total debt securities | $67,519,000 | 2,092 |
| 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 | $67,398,000 | 2,126 |
| U.S. Government securities | $29,788,000 | 2,775 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $29,788,000 | 2,697 |
| Securities issued by states & political subdivisions | $37,610,000 | 1,028 |
| 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 | $40,257,000 | 1,378 |
| Mortgage-backed securities | $29,788,000 | 1,871 |
| Certificates of participation in pools of residential mortgages | $29,788,000 | 1,326 |
| Issued or guaranteed by U.S. | $29,788,000 | 1,326 |
| 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) | $14,211,000 | 948 |
| Available-for-sale securities (fair market value) | $53,187,000 | 2,330 |
| Total debt securities | $67,398,000 | 2,104 |
| 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 | $70,356,000 | 2,047 |
| U.S. Government securities | $30,226,000 | 2,739 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $30,226,000 | 2,666 |
| Securities issued by states & political subdivisions | $40,130,000 | 962 |
| 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 | $38,191,000 | 1,427 |
| Mortgage-backed securities | $30,226,000 | 1,852 |
| Certificates of participation in pools of residential mortgages | $30,226,000 | 1,315 |
| Issued or guaranteed by U.S. | $30,226,000 | 1,314 |
| 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) | $15,205,000 | 896 |
| Available-for-sale securities (fair market value) | $55,151,000 | 2,256 |
| Total debt securities | $70,356,000 | 2,021 |
| 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 | $69,309,000 | 2,081 |
| U.S. Government securities | $29,228,000 | 2,829 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $29,228,000 | 2,755 |
| Securities issued by states & political subdivisions | $40,081,000 | 954 |
| 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 | $37,894,000 | 1,424 |
| Mortgage-backed securities | $29,228,000 | 1,901 |
| Certificates of participation in pools of residential mortgages | $29,228,000 | 1,354 |
| Issued or guaranteed by U.S. | $29,228,000 | 1,351 |
| 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) | $15,995,000 | 851 |
| Available-for-sale securities (fair market value) | $53,314,000 | 2,330 |
| Total debt securities | $69,309,000 | 2,062 |
| 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 | $70,045,000 | 2,057 |
| U.S. Government securities | $30,391,000 | 2,735 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $30,391,000 | 2,674 |
| Securities issued by states & political subdivisions | $39,654,000 | 951 |
| 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 | $36,468,000 | 1,436 |
| Mortgage-backed securities | $30,391,000 | 1,838 |
| Certificates of participation in pools of residential mortgages | $30,391,000 | 1,291 |
| Issued or guaranteed by U.S. | $30,391,000 | 1,291 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $16,405,000 | 789 |
| Available-for-sale securities (fair market value) | $53,640,000 | 2,310 |
| Total debt securities | $70,045,000 | 2,028 |
| 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 | $69,201,000 | 2,091 |
| U.S. Government securities | $29,503,000 | 2,852 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $29,503,000 | 2,780 |
| Securities issued by states & political subdivisions | $39,698,000 | 933 |
| 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 | $33,804,000 | 1,548 |
| Mortgage-backed securities | $29,503,000 | 1,913 |
| Certificates of participation in pools of residential mortgages | $29,503,000 | 1,369 |
| Issued or guaranteed by U.S. | $29,503,000 | 1,367 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $16,960,000 | 734 |
| Available-for-sale securities (fair market value) | $52,241,000 | 2,412 |
| Total debt securities | $69,201,000 | 2,069 |
| 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 | $64,765,000 | 2,156 |
| U.S. Government securities | $27,049,000 | 2,924 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $27,049,000 | 2,855 |
| Securities issued by states & political subdivisions | $37,716,000 | 967 |
| 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 | $30,704,000 | 1,641 |
| Mortgage-backed securities | $25,545,000 | 2,086 |
| Certificates of participation in pools of residential mortgages | $25,545,000 | 1,498 |
| Issued or guaranteed by U.S. | $25,545,000 | 1,496 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $18,624,000 | 688 |
| Available-for-sale securities (fair market value) | $46,141,000 | 2,589 |
| Total debt securities | $64,765,000 | 2,136 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,621 |
| Fair value | $1,003,000 | 1,660 |
| 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 | $64,968,000 | 2,181 |
| U.S. Government securities | $28,194,000 | 2,910 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $28,194,000 | 2,854 |
| Securities issued by states & political subdivisions | $36,774,000 | 965 |
| 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 | $30,487,000 | 1,645 |
| Mortgage-backed securities | $26,691,000 | 2,124 |
| Certificates of participation in pools of residential mortgages | $26,691,000 | 1,510 |
| Issued or guaranteed by U.S. | $26,691,000 | 1,508 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $19,152,000 | 683 |
| Available-for-sale securities (fair market value) | $45,816,000 | 2,635 |
| Total debt securities | $64,968,000 | 2,159 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,762 |
| Fair value | $1,001,000 | 1,845 |
| 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 | $66,733,000 | 2,122 |
| U.S. Government securities | $30,405,000 | 2,820 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $30,405,000 | 2,763 |
| Securities issued by states & political subdivisions | $36,328,000 | 946 |
| 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 | $35,179,000 | 1,492 |
| Mortgage-backed securities | $27,396,000 | 2,113 |
| Certificates of participation in pools of residential mortgages | $27,396,000 | 1,515 |
| Issued or guaranteed by U.S. | $27,396,000 | 1,513 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $19,454,000 | 672 |
| Available-for-sale securities (fair market value) | $47,279,000 | 2,574 |
| Total debt securities | $66,733,000 | 2,101 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $1,006,000 | 1,999 |
| 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 | $65,056,000 | 2,150 |
| U.S. Government securities | $30,660,000 | 2,851 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $30,660,000 | 2,789 |
| Securities issued by states & political subdivisions | $34,396,000 | 946 |
| 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 | $35,232,000 | 1,492 |
| Mortgage-backed securities | $27,706,000 | 2,098 |
| Certificates of participation in pools of residential mortgages | $27,706,000 | 1,478 |
| Issued or guaranteed by U.S. | $27,706,000 | 1,474 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $19,681,000 | 686 |
| Available-for-sale securities (fair market value) | $45,375,000 | 2,656 |
| Total debt securities | $65,056,000 | 2,137 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,204 |
| Fair value | $986,000 | 2,398 |
| 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 | $57,433,000 | 2,343 |
| U.S. Government securities | $24,260,000 | 3,233 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $24,260,000 | 3,164 |
| Securities issued by states & political subdivisions | $33,173,000 | 973 |
| 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 | $31,530,000 | 1,553 |
| Mortgage-backed securities | $24,260,000 | 2,189 |
| Certificates of participation in pools of residential mortgages | $24,260,000 | 1,528 |
| Issued or guaranteed by U.S. | $24,260,000 | 1,526 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $20,294,000 | 672 |
| Available-for-sale securities (fair market value) | $37,139,000 | 2,955 |
| Total debt securities | $57,433,000 | 2,321 |
| 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 | $54,270,000 | 2,382 |
| U.S. Government securities | $21,492,000 | 3,413 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $21,492,000 | 3,333 |
| Securities issued by states & political subdivisions | $32,778,000 | 937 |
| 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 | $26,639,000 | 1,733 |
| Mortgage-backed securities | $21,492,000 | 2,305 |
| Certificates of participation in pools of residential mortgages | $21,492,000 | 1,635 |
| Issued or guaranteed by U.S. | $21,492,000 | 1,631 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $21,059,000 | 648 |
| Available-for-sale securities (fair market value) | $33,211,000 | 3,103 |
| Total debt securities | $54,270,000 | 2,359 |
| 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 | $48,111,000 | 2,640 |
| U.S. Government securities | $18,324,000 | 3,855 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $18,324,000 | 3,761 |
| Securities issued by states & political subdivisions | $29,787,000 | 981 |
| 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 | $26,962,000 | 1,739 |
| Mortgage-backed securities | $18,324,000 | 2,481 |
| Certificates of participation in pools of residential mortgages | $18,324,000 | 1,794 |
| Issued or guaranteed by U.S. | $18,324,000 | 1,791 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $21,062,000 | 653 |
| Available-for-sale securities (fair market value) | $27,049,000 | 3,546 |
| Total debt securities | $48,111,000 | 2,610 |
| 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 | $49,561,000 | 2,540 |
| U.S. Government securities | $19,726,000 | 3,683 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $19,726,000 | 3,578 |
| Securities issued by states & political subdivisions | $29,835,000 | 957 |
| 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 | $26,296,000 | 1,781 |
| Mortgage-backed securities | $19,726,000 | 2,319 |
| Certificates of participation in pools of residential mortgages | $19,726,000 | 1,653 |
| Issued or guaranteed by U.S. | $19,726,000 | 1,649 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $21,365,000 | 637 |
| Available-for-sale securities (fair market value) | $28,196,000 | 3,457 |
| Total debt securities | $49,561,000 | 2,515 |
| 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 | $51,049,000 | 2,377 |
| U.S. Government securities | $21,489,000 | 3,332 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $21,489,000 | 3,230 |
| Securities issued by states & political subdivisions | $29,560,000 | 943 |
| 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 | $26,903,000 | 1,733 |
| Mortgage-backed securities | $20,486,000 | 2,200 |
| Certificates of participation in pools of residential mortgages | $20,486,000 | 1,530 |
| Issued or guaranteed by U.S. | $20,486,000 | 1,523 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $21,649,000 | 623 |
| Available-for-sale securities (fair market value) | $29,400,000 | 3,257 |
| Total debt securities | $51,049,000 | 2,353 |
| 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 | $48,699,000 | 2,423 |
| U.S. Government securities | $19,718,000 | 3,469 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $19,718,000 | 3,374 |
| Securities issued by states & political subdivisions | $28,981,000 | 937 |
| 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 | $31,414,000 | 1,543 |
| Mortgage-backed securities | $15,628,000 | 2,532 |
| Certificates of participation in pools of residential mortgages | $15,628,000 | 1,824 |
| Issued or guaranteed by U.S. | $15,628,000 | 1,818 |
| 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) | $21,956,000 | 632 |
| Available-for-sale securities (fair market value) | $26,743,000 | 3,413 |
| Total debt securities | $48,699,000 | 2,391 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,383 |
| Fair value | $1,003,000 | 2,482 |
| 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 | $45,975,000 | 2,555 |
| U.S. Government securities | $18,126,000 | 3,697 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $18,126,000 | 3,604 |
| Securities issued by states & political subdivisions | $27,849,000 | 914 |
| 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 | $37,575,000 | 1,345 |
| Mortgage-backed securities | $9,361,000 | 3,241 |
| Certificates of participation in pools of residential mortgages | $9,085,000 | 2,570 |
| Issued or guaranteed by U.S. | $9,085,000 | 2,564 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $276,000 | 3,366 |
| CMOs issued by government agencies or sponsored agencies | $276,000 | 3,054 |
| 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) | $21,959,000 | 649 |
| Available-for-sale securities (fair market value) | $24,016,000 | 3,641 |
| Total debt securities | $45,974,000 | 2,520 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,498 |
| Fair value | $3,522,000 | 1,510 |
| 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 | $43,934,000 | 2,669 |
| U.S. Government securities | $16,883,000 | 3,904 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $16,883,000 | 3,814 |
| Securities issued by states & political subdivisions | $27,051,000 | 907 |
| 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 | $37,405,000 | 1,413 |
| Mortgage-backed securities | $9,141,000 | 3,337 |
| Certificates of participation in pools of residential mortgages | $8,843,000 | 2,690 |
| Issued or guaranteed by U.S. | $8,843,000 | 2,684 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $298,000 | 3,328 |
| CMOs issued by government agencies or sponsored agencies | $298,000 | 3,002 |
| 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) | $21,962,000 | 662 |
| Available-for-sale securities (fair market value) | $21,972,000 | 3,829 |
| Total debt securities | $43,934,000 | 2,643 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,588 |
| Fair value | $2,505,000 | 1,591 |
| 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 | $46,968,000 | 2,506 |
| U.S. Government securities | $19,506,000 | 3,576 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $19,506,000 | 3,499 |
| Securities issued by states & political subdivisions | $27,462,000 | 887 |
| 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 | $46,137,000 | 1,178 |
| Mortgage-backed securities | $9,399,000 | 3,341 |
| Certificates of participation in pools of residential mortgages | $9,077,000 | 2,725 |
| Issued or guaranteed by U.S. | $9,077,000 | 2,718 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $322,000 | 3,318 |
| CMOs issued by government agencies or sponsored agencies | $322,000 | 2,981 |
| 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) | $22,366,000 | 665 |
| Available-for-sale securities (fair market value) | $24,602,000 | 3,555 |
| Total debt securities | $46,968,000 | 2,479 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,340 |
| Fair value | $2,467,000 | 1,376 |
| 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 | $52,067,000 | 2,299 |
| U.S. Government securities | $23,881,000 | 3,117 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $23,881,000 | 3,049 |
| Securities issued by states & political subdivisions | $28,186,000 | 854 |
| 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 | $37,698,000 | 1,361 |
| Mortgage-backed securities | $11,029,000 | 3,190 |
| Certificates of participation in pools of residential mortgages | $10,683,000 | 2,577 |
| Issued or guaranteed by U.S. | $10,683,000 | 2,568 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $346,000 | 3,310 |
| CMOs issued by government agencies or sponsored agencies | $346,000 | 2,970 |
| 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) | $22,900,000 | 680 |
| Available-for-sale securities (fair market value) | $29,167,000 | 3,206 |
| Total debt securities | $52,066,000 | 2,276 |
| 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 | $47,687,000 | 2,415 |
| U.S. Government securities | $19,259,000 | 3,547 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $19,259,000 | 3,473 |
| Securities issued by states & political subdivisions | $28,428,000 | 810 |
| 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 | $37,981,000 | 1,348 |
| Mortgage-backed securities | $10,075,000 | 3,357 |
| Certificates of participation in pools of residential mortgages | $9,705,000 | 2,764 |
| Issued or guaranteed by U.S. | $9,705,000 | 2,752 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $370,000 | 3,300 |
| CMOs issued by government agencies or sponsored agencies | $370,000 | 2,950 |
| 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) | $23,536,000 | 670 |
| Available-for-sale securities (fair market value) | $24,151,000 | 3,558 |
| Total debt securities | $47,687,000 | 2,381 |
| 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 | $49,582,000 | 2,353 |
| U.S. Government securities | $20,289,000 | 3,495 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $20,289,000 | 3,427 |
| Securities issued by states & political subdivisions | $28,793,000 | 748 |
| Other domestic debt securities | $500,000 | 2,720 |
| 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 | $500,000 | 1,912 |
| 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 | $37,786,000 | 1,382 |
| Mortgage-backed securities | $13,197,000 | 3,004 |
| Certificates of participation in pools of residential mortgages | $12,787,000 | 2,408 |
| Issued or guaranteed by U.S. | $12,787,000 | 2,396 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $410,000 | 3,298 |
| CMOs issued by government agencies or sponsored agencies | $410,000 | 2,938 |
| 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) | $23,910,000 | 660 |
| Available-for-sale securities (fair market value) | $25,672,000 | 3,444 |
| Total debt securities | $49,582,000 | 2,322 |
| 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 | $50,671,000 | 2,286 |
| U.S. Government securities | $21,287,000 | 3,405 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $21,287,000 | 3,342 |
| Securities issued by states & political subdivisions | $28,884,000 | 728 |
| Other domestic debt securities | $500,000 | 2,669 |
| 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 | $500,000 | 1,872 |
| 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 | $36,953,000 | 1,421 |
| Mortgage-backed securities | $14,105,000 | 2,862 |
| Certificates of participation in pools of residential mortgages | $13,687,000 | 2,279 |
| Issued or guaranteed by U.S. | $13,687,000 | 2,269 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $418,000 | 3,229 |
| CMOs issued by government agencies or sponsored agencies | $418,000 | 2,909 |
| 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) | $23,918,000 | 657 |
| Available-for-sale securities (fair market value) | $26,753,000 | 3,322 |
| Total debt securities | $50,671,000 | 2,260 |
| 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 | $42,921,000 | 2,571 |
| U.S. Government securities | $14,664,000 | 4,252 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $14,664,000 | 4,177 |
| Securities issued by states & political subdivisions | $27,757,000 | 747 |
| Other domestic debt securities | $500,000 | 2,622 |
| 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 | $500,000 | 1,841 |
| 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 | $34,589,000 | 1,475 |
| Mortgage-backed securities | $11,192,000 | 3,104 |
| Certificates of participation in pools of residential mortgages | $10,765,000 | 2,575 |
| Issued or guaranteed by U.S. | $10,765,000 | 2,558 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $427,000 | 3,160 |
| CMOs issued by government agencies or sponsored agencies | $427,000 | 2,825 |
| 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) | $23,925,000 | 651 |
| Available-for-sale securities (fair market value) | $18,996,000 | 4,029 |
| Total debt securities | $42,921,000 | 2,540 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $42,715,000 | 2,625 |
| U.S. Government securities | $14,653,000 | 4,277 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $14,653,000 | 4,209 |
| Securities issued by states & political subdivisions | $27,562,000 | 768 |
| Other domestic debt securities | $500,000 | 2,597 |
| 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 | $500,000 | 1,863 |
| 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 | $33,042,000 | 1,509 |
| Mortgage-backed securities | $11,145,000 | 3,090 |
| Certificates of participation in pools of residential mortgages | $10,708,000 | 2,555 |
| Issued or guaranteed by U.S. | $10,708,000 | 2,540 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $437,000 | 3,157 |
| CMOs issued by government agencies or sponsored agencies | $437,000 | 2,825 |
| 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) | $23,934,000 | 650 |
| Available-for-sale securities (fair market value) | $18,781,000 | 4,126 |
| Total debt securities | $42,715,000 | 2,586 |
| 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 | $40,199,000 | 2,752 |
| U.S. Government securities | $12,297,000 | 4,692 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $12,297,000 | 4,605 |
| Securities issued by states & political subdivisions | $27,402,000 | 763 |
| Other domestic debt securities | $500,000 | 2,569 |
| 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 | $500,000 | 1,853 |
| 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 | $35,853,000 | 1,379 |
| Mortgage-backed securities | $8,601,000 | 3,386 |
| Certificates of participation in pools of residential mortgages | $8,125,000 | 2,822 |
| Issued or guaranteed by U.S. | $8,125,000 | 2,811 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $476,000 | 3,116 |
| CMOs issued by government agencies or sponsored agencies | $476,000 | 2,780 |
| 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) | $23,942,000 | 641 |
| Available-for-sale securities (fair market value) | $16,257,000 | 4,439 |
| Total debt securities | $40,199,000 | 2,713 |
| 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 | $40,988,000 | 2,727 |
| U.S. Government securities | $13,577,000 | 4,569 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $13,577,000 | 4,476 |
| Securities issued by states & political subdivisions | $26,911,000 | 759 |
| Other domestic debt securities | $500,000 | 2,391 |
| 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 | $500,000 | 1,719 |
| 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 | $34,837,000 | 1,412 |
| Mortgage-backed securities | $9,005,000 | 3,053 |
| Certificates of participation in pools of residential mortgages | $8,529,000 | 2,493 |
| Issued or guaranteed by U.S. | $8,529,000 | 2,478 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $476,000 | 3,015 |
| CMOs issued by government agencies or sponsored agencies | $476,000 | 2,693 |
| 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) | $23,951,000 | 671 |
| Available-for-sale securities (fair market value) | $17,037,000 | 4,312 |
| Total debt securities | $40,988,000 | 2,687 |
| 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 | $47,802,000 | 2,385 |
| U.S. Government securities | $20,391,000 | 3,580 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $20,391,000 | 3,508 |
| Securities issued by states & political subdivisions | $26,911,000 | 737 |
| Other domestic debt securities | $500,000 | 2,328 |
| 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 | $500,000 | 1,687 |
| 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 | $34,948,000 | 1,371 |
| Mortgage-backed securities | $11,161,000 | 2,579 |
| Certificates of participation in pools of residential mortgages | $10,666,000 | 2,044 |
| Issued or guaranteed by U.S. | $10,666,000 | 2,035 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $495,000 | 2,950 |
| CMOs issued by government agencies or sponsored agencies | $495,000 | 2,629 |
| 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) | $23,959,000 | 692 |
| Available-for-sale securities (fair market value) | $23,843,000 | 3,552 |
| Total debt securities | $47,802,000 | 2,342 |
| 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 | $41,802,000 | 2,676 |
| U.S. Government securities | $18,944,000 | 3,788 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $18,944,000 | 3,700 |
| Securities issued by states & political subdivisions | $22,358,000 | 909 |
| Other domestic debt securities | $500,000 | 2,274 |
| 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 | $500,000 | 1,652 |
| 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 | $27,595,000 | 1,669 |
| Mortgage-backed securities | $13,336,000 | 2,262 |
| Certificates of participation in pools of residential mortgages | $12,834,000 | 1,777 |
| Issued or guaranteed by U.S. | $12,834,000 | 1,771 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $502,000 | 2,903 |
| CMOs issued by government agencies or sponsored agencies | $502,000 | 2,595 |
| 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) | $20,784,000 | 767 |
| Available-for-sale securities (fair market value) | $21,018,000 | 3,822 |
| Total debt securities | $41,802,000 | 2,635 |
| 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 | $37,595,000 | 2,927 |
| U.S. Government securities | $15,466,000 | 4,354 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $15,466,000 | 4,244 |
| Securities issued by states & political subdivisions | $21,629,000 | 933 |
| Other domestic debt securities | $500,000 | 2,283 |
| 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 | $500,000 | 1,690 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,822,000 | 1,900 |
| Mortgage-backed securities | $12,727,000 | 2,327 |
| Certificates of participation in pools of residential mortgages | $12,189,000 | 1,833 |
| Issued or guaranteed by U.S. | $12,189,000 | 1,827 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $538,000 | 2,846 |
| CMOs issued by government agencies or sponsored agencies | $538,000 | 2,559 |
| 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) | $20,213,000 | 809 |
| Available-for-sale securities (fair market value) | $17,382,000 | 4,288 |
| Total debt securities | $37,599,000 | 2,883 |
| 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 | $35,317,000 | 3,092 |
| U.S. Government securities | $15,843,000 | 4,350 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $15,843,000 | 4,239 |
| Securities issued by states & political subdivisions | $18,974,000 | 1,063 |
| Other domestic debt securities | $500,000 | 2,303 |
| 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 | $500,000 | 1,729 |
| 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 | $25,351,000 | 1,820 |
| Mortgage-backed securities | $13,349,000 | 2,264 |
| Certificates of participation in pools of residential mortgages | $12,795,000 | 1,786 |
| Issued or guaranteed by U.S. | $12,795,000 | 1,777 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $554,000 | 2,816 |
| CMOs issued by government agencies or sponsored agencies | $554,000 | 2,538 |
| 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) | $17,554,000 | 920 |
| Available-for-sale securities (fair market value) | $17,763,000 | 4,293 |
| Total debt securities | $35,317,000 | 3,052 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,699 |
| Fair value | $1,500,000 | 1,698 |
| 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 | $32,539,000 | 3,321 |
| U.S. Government securities | $15,479,000 | 4,457 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $15,479,000 | 4,334 |
| Securities issued by states & political subdivisions | $16,560,000 | 1,218 |
| Other domestic debt securities | $500,000 | 2,333 |
| 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 | $500,000 | 1,760 |
| 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 | $24,662,000 | 1,834 |
| Mortgage-backed securities | $13,982,000 | 2,209 |
| Certificates of participation in pools of residential mortgages | $13,408,000 | 1,746 |
| Issued or guaranteed by U.S. | $13,408,000 | 1,735 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $574,000 | 2,772 |
| CMOs issued by government agencies or sponsored agencies | $574,000 | 2,499 |
| 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) | $15,128,000 | 1,060 |
| Available-for-sale securities (fair market value) | $17,411,000 | 4,348 |
| Total debt securities | $32,539,000 | 3,279 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,775 |
| Fair value | $1,497,000 | 1,774 |
| 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 | $33,500,000 | 3,236 |
| U.S. Government securities | $16,999,000 | 4,202 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $16,999,000 | 4,080 |
| Securities issued by states & political subdivisions | $16,001,000 | 1,240 |
| Other domestic debt securities | $500,000 | 2,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,793 |
| 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 | $24,760,000 | 1,813 |
| Mortgage-backed securities | $14,540,000 | 2,156 |
| Certificates of participation in pools of residential mortgages | $13,954,000 | 1,708 |
| Issued or guaranteed by U.S. | $13,954,000 | 1,698 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $586,000 | 2,757 |
| CMOs issued by government agencies or sponsored agencies | $586,000 | 2,476 |
| 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) | $14,466,000 | 1,106 |
| Available-for-sale securities (fair market value) | $19,034,000 | 4,088 |
| Total debt securities | $33,500,000 | 3,195 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,383 |
| Fair value | $2,459,000 | 1,394 |
| 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 | $33,566,000 | 3,263 |
| U.S. Government securities | $18,009,000 | 4,086 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $18,009,000 | 3,957 |
| Securities issued by states & political subdivisions | $15,057,000 | 1,339 |
| Other domestic debt securities | $500,000 | 2,434 |
| 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 | $500,000 | 1,896 |
| 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 | $23,395,000 | 1,897 |
| Mortgage-backed securities | $15,548,000 | 2,099 |
| Certificates of participation in pools of residential mortgages | $14,927,000 | 1,649 |
| Issued or guaranteed by U.S. | $14,927,000 | 1,639 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $621,000 | 2,731 |
| CMOs issued by government agencies or sponsored agencies | $621,000 | 2,444 |
| 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) | $13,490,000 | 1,179 |
| Available-for-sale securities (fair market value) | $20,076,000 | 3,988 |
| Total debt securities | $33,572,000 | 3,213 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,405 |
| Fair value | $2,461,000 | 1,431 |
| 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 | $33,305,000 | 3,274 |
| U.S. Government securities | $18,951,000 | 3,957 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $18,951,000 | 3,825 |
| Securities issued by states & political subdivisions | $13,854,000 | 1,450 |
| Other domestic debt securities | $500,000 | 2,525 |
| 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 | $500,000 | 2,023 |
| 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 | $29,354,000 | 1,536 |
| Mortgage-backed securities | $16,491,000 | 2,052 |
| Certificates of participation in pools of residential mortgages | $15,838,000 | 1,601 |
| Issued or guaranteed by U.S. | $15,838,000 | 1,589 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $653,000 | 2,715 |
| CMOs issued by government agencies or sponsored agencies | $653,000 | 2,438 |
| 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) | $12,288,000 | 1,276 |
| Available-for-sale securities (fair market value) | $21,017,000 | 3,874 |
| Total debt securities | $33,305,000 | 3,224 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,406 |
| Fair value | $2,460,000 | 1,434 |
| 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 | $32,731,000 | 3,313 |
| U.S. Government securities | $19,617,000 | 3,816 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $19,617,000 | 3,686 |
| Securities issued by states & political subdivisions | $12,614,000 | 1,569 |
| Other domestic debt securities | $500,000 | 2,580 |
| 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 | $500,000 | 2,111 |
| 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 | $29,329,000 | 1,519 |
| Mortgage-backed securities | $17,153,000 | 1,991 |
| Certificates of participation in pools of residential mortgages | $16,454,000 | 1,585 |
| Issued or guaranteed by U.S. | $16,454,000 | 1,574 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $699,000 | 2,706 |
| CMOs issued by government agencies or sponsored agencies | $699,000 | 2,424 |
| 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) | $11,050,000 | 1,363 |
| Available-for-sale securities (fair market value) | $21,681,000 | 3,791 |
| Total debt securities | $32,731,000 | 3,260 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,384 |
| Fair value | $2,464,000 | 1,427 |
| 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 | $33,861,000 | 3,272 |
| U.S. Government securities | $21,324,000 | 3,651 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $21,324,000 | 3,526 |
| Securities issued by states & political subdivisions | $12,037,000 | 1,640 |
| Other domestic debt securities | $500,000 | 2,661 |
| 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 | $500,000 | 2,195 |
| 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 | $28,335,000 | 1,540 |
| Mortgage-backed securities | $18,848,000 | 1,921 |
| Certificates of participation in pools of residential mortgages | $18,094,000 | 1,533 |
| Issued or guaranteed by U.S. | $18,094,000 | 1,520 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $754,000 | 2,734 |
| CMOs issued by government agencies or sponsored agencies | $754,000 | 2,461 |
| 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) | $10,849,000 | 1,382 |
| Available-for-sale securities (fair market value) | $23,012,000 | 3,688 |
| Total debt securities | $33,861,000 | 3,221 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,379 |
| Fair value | $2,476,000 | 1,423 |
| 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 | $34,802,000 | 3,230 |
| U.S. Government securities | $22,598,000 | 3,551 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $22,598,000 | 3,424 |
| Securities issued by states & political subdivisions | $11,704,000 | 1,670 |
| Other domestic debt securities | $500,000 | 2,725 |
| 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 | $500,000 | 2,288 |
| 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 | $24,949,000 | 1,748 |
| Mortgage-backed securities | $20,149,000 | 1,895 |
| Certificates of participation in pools of residential mortgages | $19,377,000 | 1,506 |
| Issued or guaranteed by U.S. | $19,377,000 | 1,495 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $772,000 | 2,768 |
| CMOs issued by government agencies or sponsored agencies | $772,000 | 2,509 |
| 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) | $10,486,000 | 1,444 |
| Available-for-sale securities (fair market value) | $24,316,000 | 3,623 |
| Total debt securities | $34,802,000 | 3,179 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,362 |
| Fair value | $2,449,000 | 1,401 |
| 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 | $33,406,000 | 3,340 |
| U.S. Government securities | $23,154,000 | 3,488 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $23,154,000 | 3,366 |
| Securities issued by states & political subdivisions | $9,752,000 | 1,986 |
| Other domestic debt securities | $500,000 | 2,770 |
| 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 | $500,000 | 2,350 |
| 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 | $25,566,000 | 1,697 |
| Mortgage-backed securities | $20,681,000 | 1,894 |
| Certificates of participation in pools of residential mortgages | $19,855,000 | 1,497 |
| Issued or guaranteed by U.S. | $19,855,000 | 1,484 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $826,000 | 2,775 |
| CMOs issued by government agencies or sponsored agencies | $826,000 | 2,521 |
| 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) | $8,784,000 | 1,580 |
| Available-for-sale securities (fair market value) | $24,622,000 | 3,623 |
| Total debt securities | $33,406,000 | 3,283 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,330 |
| Fair value | $2,473,000 | 1,366 |
| 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 | $35,537,000 | 3,194 |
| U.S. Government securities | $25,583,000 | 3,204 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $25,583,000 | 3,088 |
| Securities issued by states & political subdivisions | $9,454,000 | 2,035 |
| Other domestic debt securities | $500,000 | 2,813 |
| 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 | $500,000 | 2,410 |
| 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 | $24,195,000 | 1,724 |
| Mortgage-backed securities | $23,106,000 | 1,765 |
| Certificates of participation in pools of residential mortgages | $22,231,000 | 1,391 |
| Issued or guaranteed by U.S. | $22,231,000 | 1,382 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $875,000 | 2,766 |
| CMOs issued by government agencies or sponsored agencies | $875,000 | 2,515 |
| 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) | $8,479,000 | 1,619 |
| Available-for-sale securities (fair market value) | $27,058,000 | 3,372 |
| Total debt securities | $35,537,000 | 3,137 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,355 |
| Fair value | $2,477,000 | 1,395 |
| 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 | $36,741,000 | 3,148 |
| U.S. Government securities | $27,401,000 | 3,076 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $27,401,000 | 2,959 |
| Securities issued by states & political subdivisions | $8,840,000 | 2,133 |
| Other domestic debt securities | $500,000 | 2,912 |
| 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 | $500,000 | 2,520 |
| 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 | $24,065,000 | 1,730 |
| Mortgage-backed securities | $24,965,000 | 1,697 |
| Certificates of participation in pools of residential mortgages | $24,037,000 | 1,329 |
| Issued or guaranteed by U.S. | $24,037,000 | 1,318 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $928,000 | 2,779 |
| CMOs issued by government agencies or sponsored agencies | $928,000 | 2,533 |
| 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) | $7,906,000 | 1,694 |
| Available-for-sale securities (fair market value) | $28,835,000 | 3,249 |
| Total debt securities | $36,741,000 | 3,079 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,333 |
| Fair value | $2,436,000 | 1,364 |
| 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 | $35,279,000 | 3,232 |
| U.S. Government securities | $27,087,000 | 3,083 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $27,087,000 | 2,972 |
| Securities issued by states & political subdivisions | $8,192,000 | 2,284 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,459,000 | 1,691 |
| Mortgage-backed securities | $24,582,000 | 1,763 |
| Certificates of participation in pools of residential mortgages | $23,405,000 | 1,362 |
| Issued or guaranteed by U.S. | $23,405,000 | 1,355 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,177,000 | 2,669 |
| CMOs issued by government agencies or sponsored agencies | $1,177,000 | 2,416 |
| 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) | $7,215,000 | 1,751 |
| Available-for-sale securities (fair market value) | $28,064,000 | 3,332 |
| Total debt securities | $35,272,000 | 3,172 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,176 |
| Fair value | $2,450,000 | 1,221 |
| 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 | $29,470,000 | 3,762 |
| U.S. Government securities | $26,334,000 | 3,198 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $26,334,000 | 3,086 |
| Securities issued by states & political subdivisions | $3,136,000 | 3,812 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,315,000 | 1,855 |
| Mortgage-backed securities | $26,334,000 | 1,682 |
| Certificates of participation in pools of residential mortgages | $23,255,000 | 1,385 |
| Issued or guaranteed by U.S. | $23,255,000 | 1,374 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,079,000 | 1,965 |
| CMOs issued by government agencies or sponsored agencies | $3,079,000 | 1,841 |
| 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) | $2,172,000 | 2,788 |
| Available-for-sale securities (fair market value) | $27,298,000 | 3,428 |
| Total debt securities | $29,470,000 | 3,698 |
| 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 | $26,342,000 | 3,996 |
| U.S. Government securities | $25,967,000 | 3,141 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $25,967,000 | 3,028 |
| Securities issued by states & political subdivisions | $375,000 | 6,024 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,442,000 | 1,926 |
| Mortgage-backed securities | $25,967,000 | 1,681 |
| Certificates of participation in pools of residential mortgages | $22,371,000 | 1,414 |
| Issued or guaranteed by U.S. | $22,371,000 | 1,408 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $3,596,000 | 1,881 |
| CMOs issued by government agencies or sponsored agencies | $3,596,000 | 1,755 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $26,342,000 | 3,458 |
| Total debt securities | $26,341,000 | 3,910 |
| 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 | $25,993,000 | 3,944 |
| U.S. Government securities | $25,607,000 | 3,085 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $25,607,000 | 2,960 |
| Securities issued by states & political subdivisions | $386,000 | 6,015 |
| 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 | $21,669,000 | 1,726 |
| Mortgage-backed securities | $25,607,000 | 1,735 |
| Certificates of participation in pools of residential mortgages | $21,914,000 | 1,432 |
| Issued or guaranteed by U.S. | $21,914,000 | 1,423 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $3,693,000 | 1,989 |
| CMOs issued by government agencies or sponsored agencies | $3,693,000 | 1,869 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $25,993,000 | 3,412 |
| Total debt securities | $25,989,000 | 3,867 |
| 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 | $24,630,000 | 4,058 |
| U.S. Government securities | $24,257,000 | 3,209 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $24,257,000 | 3,064 |
| Securities issued by states & political subdivisions | $373,000 | 6,014 |
| 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 | $17,777,000 | 2,035 |
| Mortgage-backed securities | $23,247,000 | 1,838 |
| Certificates of participation in pools of residential mortgages | $18,475,000 | 1,577 |
| Issued or guaranteed by U.S. | $18,475,000 | 1,571 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $4,772,000 | 1,845 |
| CMOs issued by government agencies or sponsored agencies | $4,772,000 | 1,730 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $24,630,000 | 3,507 |
| Total debt securities | $24,630,000 | 3,980 |
| 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 | $22,637,000 | 4,291 |
| U.S. Government securities | $22,263,000 | 3,408 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $22,263,000 | 3,255 |
| Securities issued by states & political subdivisions | $374,000 | 6,023 |
| 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 | $16,750,000 | 2,111 |
| Mortgage-backed securities | $21,002,000 | 1,932 |
| Certificates of participation in pools of residential mortgages | $15,213,000 | 1,764 |
| Issued or guaranteed by U.S. | $15,213,000 | 1,754 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $5,789,000 | 1,708 |
| CMOs issued by government agencies or sponsored agencies | $5,789,000 | 1,613 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $22,637,000 | 3,680 |
| Total debt securities | $22,637,000 | 4,200 |
| 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 | $25,126,000 | 3,846 |
| U.S. Government securities | $25,126,000 | 2,940 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $25,126,000 | 2,784 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| 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 | $19,690,000 | 1,749 |
| Mortgage-backed securities | $22,536,000 | 1,675 |
| Certificates of participation in pools of residential mortgages | $11,319,000 | 1,934 |
| Issued or guaranteed by U.S. | $11,319,000 | 1,922 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $11,217,000 | 1,200 |
| CMOs issued by government agencies or sponsored agencies | $11,217,000 | 1,114 |
| 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) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $25,126,000 | 3,245 |
| Total debt securities | $25,126,000 | 3,760 |
| 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 | $6,996,000 | 7,675 |
| U.S. Government securities | $6,906,000 | 6,956 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $6,906,000 | 6,594 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $90,000 | 6,919 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,119,000 | 5,608 |
| Mortgage-backed securities | $4,696,000 | 3,497 |
| 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 | $4,696,000 | 1,556 |
| CMOs issued by government agencies or sponsored agencies | $4,696,000 | 1,430 |
| 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) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $6,996,000 | 6,596 |
| Total debt securities | $6,906,000 | 7,587 |
| 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 |