Home > Commerce West Bank > Securities
Commerce West Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $161,563,000 | 1,179 |
| U.S. Government securities | $69,958,000 | 1,509 |
| U.S. Treasury securities | $25,345,000 | 779 |
| U.S. Government agency obligations | $44,613,000 | 1,731 |
| Securities issued by states & political subdivisions | $49,276,000 | 899 |
| Other domestic debt securities | $43,041,000 | 445 |
| Privately issued residential mortgage-backed securities | $12,264,000 | 256 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,747,000 | 360 |
| Structured financial products - Total | $2,748,000 | 429 |
| Other domestic debt securities - All other | $19,817,000 | 407 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,004,000 | 788 |
| Mortgage-backed securities | $54,988,000 | 1,193 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $16,870,000 | 1,615 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $14,784,000 | 875 |
| Privately issued | $12,264,000 | 208 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,958,000 | 666 |
| Other commercial mortgage-backed securities | $6,112,000 | 655 |
| Held to maturity securities (book value) | $51,466,000 | 544 |
| Available-for-sale securities (fair market value) | $110,809,000 | 1,405 |
| Total debt securities | $162,275,000 | 1,160 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $150,955,000 | 1,234 |
| U.S. Government securities | $64,217,000 | 1,601 |
| U.S. Treasury securities | $25,330,000 | 818 |
| U.S. Government agency obligations | $38,887,000 | 1,870 |
| Securities issued by states & political subdivisions | $44,883,000 | 954 |
| Other domestic debt securities | $42,567,000 | 436 |
| Privately issued residential mortgage-backed securities | $11,723,000 | 241 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,835,000 | 343 |
| Structured financial products - Total | $2,847,000 | 423 |
| Other domestic debt securities - All other | $19,825,000 | 405 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $106,094,000 | 831 |
| Mortgage-backed securities | $48,761,000 | 1,259 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,555,000 | 1,898 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $14,732,000 | 863 |
| Privately issued | $11,723,000 | 194 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,858,000 | 664 |
| Other commercial mortgage-backed securities | $5,893,000 | 648 |
| Held to maturity securities (book value) | $51,503,000 | 551 |
| Available-for-sale securities (fair market value) | $100,164,000 | 1,491 |
| Total debt securities | $151,667,000 | 1,216 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $153,184,000 | 1,257 |
| U.S. Government securities | $62,056,000 | 1,654 |
| U.S. Treasury securities | $25,314,000 | 819 |
| U.S. Government agency obligations | $36,742,000 | 1,974 |
| Securities issued by states & political subdivisions | $48,260,000 | 943 |
| Other domestic debt securities | $43,580,000 | 432 |
| Privately issued residential mortgage-backed securities | $12,468,000 | 237 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,877,000 | 343 |
| Structured financial products - Total | $3,039,000 | 392 |
| Other domestic debt securities - All other | $19,833,000 | 402 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $111,198,000 | 803 |
| Mortgage-backed securities | $49,231,000 | 1,292 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,487,000 | 1,884 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $13,339,000 | 923 |
| Privately issued | $12,468,000 | 191 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,896,000 | 665 |
| Other commercial mortgage-backed securities | $6,041,000 | 642 |
| Held to maturity securities (book value) | $51,542,000 | 556 |
| Available-for-sale securities (fair market value) | $102,354,000 | 1,505 |
| Total debt securities | $153,896,000 | 1,237 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $155,573,000 | 1,300 |
| U.S. Government securities | $63,316,000 | 1,715 |
| U.S. Treasury securities | $25,299,000 | 868 |
| U.S. Government agency obligations | $38,017,000 | 1,942 |
| Securities issued by states & political subdivisions | $48,773,000 | 973 |
| Other domestic debt securities | $44,172,000 | 452 |
| Privately issued residential mortgage-backed securities | $12,730,000 | 252 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,964,000 | 348 |
| Structured financial products - Total | $3,229,000 | 391 |
| Other domestic debt securities - All other | $19,841,000 | 420 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $111,588,000 | 737 |
| Mortgage-backed securities | $50,749,000 | 1,327 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,048,000 | 1,899 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $13,842,000 | 932 |
| Privately issued | $12,730,000 | 195 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,969,000 | 691 |
| Other commercial mortgage-backed securities | $6,160,000 | 652 |
| Held to maturity securities (book value) | $51,579,000 | 576 |
| Available-for-sale securities (fair market value) | $104,682,000 | 1,540 |
| Total debt securities | $156,262,000 | 1,283 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $176,365,000 | 1,189 |
| U.S. Government securities | $63,512,000 | 1,728 |
| U.S. Treasury securities | $25,284,000 | 915 |
| U.S. Government agency obligations | $38,228,000 | 1,943 |
| Securities issued by states & political subdivisions | $65,703,000 | 772 |
| Other domestic debt securities | $47,006,000 | 442 |
| Privately issued residential mortgage-backed securities | $12,841,000 | 253 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,071,000 | 347 |
| Structured financial products - Total | $3,234,000 | 406 |
| Other domestic debt securities - All other | $22,485,000 | 395 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $106,733,000 | 713 |
| Mortgage-backed securities | $51,885,000 | 1,314 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,846,000 | 1,860 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $14,113,000 | 927 |
| Privately issued | $12,841,000 | 189 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,934,000 | 687 |
| Other commercial mortgage-backed securities | $6,151,000 | 659 |
| Held to maturity securities (book value) | $51,613,000 | 581 |
| Available-for-sale securities (fair market value) | $124,608,000 | 1,373 |
| Total debt securities | $176,221,000 | 1,175 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $176,514,000 | 1,200 |
| U.S. Government securities | $64,838,000 | 1,715 |
| U.S. Treasury securities | $25,268,000 | 938 |
| U.S. Government agency obligations | $39,570,000 | 1,920 |
| Securities issued by states & political subdivisions | $63,097,000 | 804 |
| Other domestic debt securities | $48,435,000 | 411 |
| Privately issued residential mortgage-backed securities | $13,053,000 | 228 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,279,000 | 334 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $26,722,000 | 357 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,588,000 | 686 |
| Mortgage-backed securities | $53,210,000 | 1,308 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $14,057,000 | 1,869 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $14,436,000 | 933 |
| Privately issued | $13,053,000 | 184 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,439,000 | 659 |
| Other commercial mortgage-backed securities | $6,225,000 | 687 |
| Held to maturity securities (book value) | $51,651,000 | 569 |
| Available-for-sale securities (fair market value) | $124,719,000 | 1,387 |
| Total debt securities | $176,370,000 | 1,190 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $182,397,000 | 1,181 |
| U.S. Government securities | $69,785,000 | 1,661 |
| U.S. Treasury securities | $25,253,000 | 919 |
| U.S. Government agency obligations | $44,532,000 | 1,823 |
| Securities issued by states & political subdivisions | $66,816,000 | 793 |
| Other domestic debt securities | $45,652,000 | 410 |
| Privately issued residential mortgage-backed securities | $14,180,000 | 228 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,320,000 | 342 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $22,598,000 | 407 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,316,000 | 648 |
| Mortgage-backed securities | $59,211,000 | 1,267 |
| Certificates of participation in pools of residential mortgages | $11,776,000 | 2,114 |
| Issued or guaranteed by U.S. | $11,776,000 | 2,062 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $29,770,000 | 672 |
| CMOs issued by government agencies or sponsored agencies | $15,590,000 | 914 |
| Privately issued | $14,180,000 | 177 |
| Commercial mortgage-backed securities | $17,665,000 | 674 |
| Commercial mortgage pass-through securities | $5,596,000 | 659 |
| Other commercial mortgage-backed securities | $12,069,000 | 541 |
| Held to maturity securities (book value) | $51,750,000 | 516 |
| Available-for-sale securities (fair market value) | $130,503,000 | 1,381 |
| Total debt securities | $182,253,000 | 1,168 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $181,404,000 | 1,173 |
| U.S. Government securities | $62,752,000 | 1,728 |
| U.S. Treasury securities | $15,389,000 | 1,116 |
| U.S. Government agency obligations | $47,363,000 | 1,754 |
| Securities issued by states & political subdivisions | $71,182,000 | 762 |
| Other domestic debt securities | $47,326,000 | 391 |
| Privately issued residential mortgage-backed securities | $15,506,000 | 204 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,504,000 | 344 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $22,583,000 | 402 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,411,000 | 630 |
| Mortgage-backed securities | $63,208,000 | 1,234 |
| Certificates of participation in pools of residential mortgages | $12,753,000 | 2,067 |
| Issued or guaranteed by U.S. | $12,753,000 | 2,022 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $32,037,000 | 645 |
| CMOs issued by government agencies or sponsored agencies | $16,531,000 | 887 |
| Privately issued | $15,506,000 | 158 |
| Commercial mortgage-backed securities | $18,418,000 | 650 |
| Commercial mortgage pass-through securities | $5,686,000 | 671 |
| Other commercial mortgage-backed securities | $12,732,000 | 533 |
| Held to maturity securities (book value) | $41,910,000 | 503 |
| Available-for-sale securities (fair market value) | $139,350,000 | 1,310 |
| Total debt securities | $181,260,000 | 1,162 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $178,302,000 | 1,148 |
| U.S. Government securities | $54,985,000 | 1,756 |
| U.S. Treasury securities | $3,822,000 | 1,544 |
| U.S. Government agency obligations | $51,163,000 | 1,636 |
| Securities issued by states & political subdivisions | $77,976,000 | 736 |
| Other domestic debt securities | $45,197,000 | 401 |
| Privately issued residential mortgage-backed securities | $15,607,000 | 192 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,661,000 | 352 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $19,879,000 | 416 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $98,431,000 | 670 |
| Mortgage-backed securities | $67,024,000 | 1,164 |
| Certificates of participation in pools of residential mortgages | $13,878,000 | 2,000 |
| Issued or guaranteed by U.S. | $13,878,000 | 1,944 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $33,468,000 | 597 |
| CMOs issued by government agencies or sponsored agencies | $17,861,000 | 827 |
| Privately issued | $15,607,000 | 137 |
| Commercial mortgage-backed securities | $19,678,000 | 617 |
| Commercial mortgage pass-through securities | $5,943,000 | 646 |
| Other commercial mortgage-backed securities | $13,735,000 | 507 |
| Held to maturity securities (book value) | $27,688,000 | 504 |
| Available-for-sale securities (fair market value) | $150,470,000 | 1,212 |
| Total debt securities | $178,158,000 | 1,136 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $157,414,000 | 1,207 |
| U.S. Government securities | $49,599,000 | 1,814 |
| U.S. Treasury securities | $3,817,000 | 1,304 |
| U.S. Government agency obligations | $45,782,000 | 1,731 |
| Securities issued by states & political subdivisions | $65,619,000 | 831 |
| Other domestic debt securities | $42,052,000 | 397 |
| Privately issued residential mortgage-backed securities | $13,685,000 | 183 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,850,000 | 351 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $18,387,000 | 413 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $87,178,000 | 731 |
| Mortgage-backed securities | $59,551,000 | 1,249 |
| Certificates of participation in pools of residential mortgages | $14,292,000 | 1,976 |
| Issued or guaranteed by U.S. | $14,292,000 | 1,921 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $25,157,000 | 695 |
| CMOs issued by government agencies or sponsored agencies | $11,472,000 | 1,060 |
| Privately issued | $13,685,000 | 129 |
| Commercial mortgage-backed securities | $20,102,000 | 599 |
| Commercial mortgage pass-through securities | $6,033,000 | 651 |
| Other commercial mortgage-backed securities | $14,069,000 | 492 |
| Held to maturity securities (book value) | $26,272,000 | 492 |
| Available-for-sale securities (fair market value) | $130,998,000 | 1,290 |
| Total debt securities | $157,270,000 | 1,194 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $90,062,000 | 1,772 |
| U.S. Government securities | $30,760,000 | 2,296 |
| U.S. Treasury securities | $3,813,000 | 1,201 |
| U.S. Government agency obligations | $26,947,000 | 2,286 |
| Securities issued by states & political subdivisions | $43,945,000 | 1,133 |
| Other domestic debt securities | $15,213,000 | 686 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,943,000 | 354 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $5,100,000 | 854 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,203,000 | 804 |
| Mortgage-backed securities | $26,782,000 | 1,904 |
| Certificates of participation in pools of residential mortgages | $2,683,000 | 3,163 |
| Issued or guaranteed by U.S. | $2,683,000 | 3,068 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $6,002,000 | 1,421 |
| CMOs issued by government agencies or sponsored agencies | $6,002,000 | 1,378 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $18,097,000 | 621 |
| Commercial mortgage pass-through securities | $6,094,000 | 638 |
| Other commercial mortgage-backed securities | $12,003,000 | 510 |
| Held to maturity securities (book value) | $13,066,000 | 646 |
| Available-for-sale securities (fair market value) | $76,852,000 | 1,870 |
| Total debt securities | $89,917,000 | 1,758 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $76,475,000 | 1,862 |
| U.S. Government securities | $25,615,000 | 2,376 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $25,615,000 | 2,227 |
| Securities issued by states & political subdivisions | $39,507,000 | 1,207 |
| Other domestic debt securities | $11,209,000 | 789 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,997,000 | 350 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $1,100,000 | 1,333 |
| 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 | $69,260,000 | 840 |
| Mortgage-backed securities | $27,180,000 | 1,824 |
| Certificates of participation in pools of residential mortgages | $2,749,000 | 3,096 |
| Issued or guaranteed by U.S. | $2,749,000 | 3,005 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $6,337,000 | 1,356 |
| CMOs issued by government agencies or sponsored agencies | $6,337,000 | 1,308 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $18,094,000 | 590 |
| Commercial mortgage pass-through securities | $6,077,000 | 617 |
| Other commercial mortgage-backed securities | $12,017,000 | 485 |
| Held to maturity securities (book value) | $1,100,000 | 1,293 |
| Available-for-sale securities (fair market value) | $75,231,000 | 1,768 |
| Total debt securities | $76,330,000 | 1,849 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $77,413,000 | 1,732 |
| U.S. Government securities | $26,670,000 | 2,201 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $26,670,000 | 2,087 |
| Securities issued by states & political subdivisions | $39,773,000 | 1,140 |
| Other domestic debt securities | $10,826,000 | 753 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,032,000 | 332 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $500,000 | 1,483 |
| 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 | $74,707,000 | 768 |
| Mortgage-backed securities | $28,167,000 | 1,715 |
| Certificates of participation in pools of residential mortgages | $2,943,000 | 3,016 |
| Issued or guaranteed by U.S. | $2,943,000 | 2,939 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $6,686,000 | 1,340 |
| CMOs issued by government agencies or sponsored agencies | $6,686,000 | 1,296 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $18,538,000 | 546 |
| Commercial mortgage pass-through securities | $6,188,000 | 569 |
| Other commercial mortgage-backed securities | $12,350,000 | 452 |
| Held to maturity securities (book value) | $500,000 | 1,406 |
| Available-for-sale securities (fair market value) | $76,769,000 | 1,626 |
| Total debt securities | $77,269,000 | 1,716 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $71,899,000 | 1,725 |
| U.S. Government securities | $24,418,000 | 2,252 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $24,418,000 | 2,136 |
| Securities issued by states & political subdivisions | $39,964,000 | 1,048 |
| Other domestic debt securities | $7,373,000 | 878 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,108,000 | 393 |
| 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 | $59,199,000 | 890 |
| Mortgage-backed securities | $25,618,000 | 1,765 |
| Certificates of participation in pools of residential mortgages | $986,000 | 3,535 |
| Issued or guaranteed by U.S. | $986,000 | 3,447 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,024,000 | 1,434 |
| CMOs issued by government agencies or sponsored agencies | $6,024,000 | 1,396 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $18,608,000 | 533 |
| Commercial mortgage pass-through securities | $6,212,000 | 556 |
| Other commercial mortgage-backed securities | $12,396,000 | 431 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $71,755,000 | 1,619 |
| Total debt securities | $71,754,000 | 1,713 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $69,054,000 | 1,709 |
| U.S. Government securities | $22,590,000 | 2,349 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $22,590,000 | 2,227 |
| Securities issued by states & political subdivisions | $41,098,000 | 952 |
| Other domestic debt securities | $5,222,000 | 965 |
| 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 | $51,539,000 | 1,002 |
| Mortgage-backed securities | $23,594,000 | 1,829 |
| Certificates of participation in pools of residential mortgages | $1,061,000 | 3,506 |
| Issued or guaranteed by U.S. | $1,061,000 | 3,411 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,933,000 | 1,745 |
| CMOs issued by government agencies or sponsored agencies | $3,933,000 | 1,703 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $18,600,000 | 528 |
| Commercial mortgage pass-through securities | $6,201,000 | 557 |
| Other commercial mortgage-backed securities | $12,399,000 | 422 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $68,910,000 | 1,598 |
| Total debt securities | $68,910,000 | 1,693 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $70,115,000 | 1,645 |
| U.S. Government securities | $22,996,000 | 2,333 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $22,996,000 | 2,218 |
| Securities issued by states & political subdivisions | $40,946,000 | 840 |
| Other domestic debt securities | $6,029,000 | 877 |
| 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 | $58,143,000 | 872 |
| Mortgage-backed securities | $24,537,000 | 1,789 |
| Certificates of participation in pools of residential mortgages | $1,118,000 | 3,489 |
| Issued or guaranteed by U.S. | $1,118,000 | 3,387 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $3,996,000 | 1,743 |
| CMOs issued by government agencies or sponsored agencies | $3,996,000 | 1,701 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $19,423,000 | 501 |
| Commercial mortgage pass-through securities | $6,213,000 | 548 |
| Other commercial mortgage-backed securities | $13,210,000 | 403 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $69,971,000 | 1,524 |
| Total debt securities | $69,972,000 | 1,630 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $68,491,000 | 1,674 |
| U.S. Government securities | $22,844,000 | 2,399 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $22,844,000 | 2,270 |
| Securities issued by states & political subdivisions | $39,446,000 | 844 |
| Other domestic debt securities | $6,057,000 | 819 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $6,057,000 | 102 |
| 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 | $26,136,000 | 1,569 |
| Mortgage-backed securities | $24,165,000 | 1,773 |
| Certificates of participation in pools of residential mortgages | $1,179,000 | 3,457 |
| Issued or guaranteed by U.S. | $1,179,000 | 3,361 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $4,091,000 | 1,712 |
| CMOs issued by government agencies or sponsored agencies | $4,091,000 | 1,668 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $18,895,000 | 502 |
| Commercial mortgage pass-through securities | $5,960,000 | 546 |
| Other commercial mortgage-backed securities | $12,935,000 | 395 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $68,347,000 | 1,549 |
| Total debt securities | $68,347,000 | 1,659 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $67,199,000 | 1,686 |
| U.S. Government securities | $27,074,000 | 2,197 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $27,074,000 | 2,085 |
| Securities issued by states & political subdivisions | $33,850,000 | 958 |
| Other domestic debt securities | $6,131,000 | 814 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $6,131,000 | 107 |
| 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 | $31,148,000 | 1,392 |
| Mortgage-backed securities | $28,127,000 | 1,583 |
| Certificates of participation in pools of residential mortgages | $1,311,000 | 3,437 |
| Issued or guaranteed by U.S. | $1,311,000 | 3,345 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $4,296,000 | 1,687 |
| CMOs issued by government agencies or sponsored agencies | $4,296,000 | 1,647 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $22,520,000 | 451 |
| Commercial mortgage pass-through securities | $7,071,000 | 506 |
| Other commercial mortgage-backed securities | $15,449,000 | 362 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $67,055,000 | 1,568 |
| Total debt securities | $67,054,000 | 1,676 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $64,823,000 | 1,757 |
| U.S. Government securities | $27,654,000 | 2,212 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $27,654,000 | 2,103 |
| Securities issued by states & political subdivisions | $32,021,000 | 1,043 |
| Other domestic debt securities | $5,004,000 | 880 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $5,004,000 | 111 |
| 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 | $32,658,000 | 1,385 |
| Mortgage-backed securities | $27,228,000 | 1,596 |
| Certificates of participation in pools of residential mortgages | $1,401,000 | 3,408 |
| Issued or guaranteed by U.S. | $1,401,000 | 3,329 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $4,480,000 | 1,663 |
| CMOs issued by government agencies or sponsored agencies | $4,480,000 | 1,613 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $21,347,000 | 445 |
| Commercial mortgage pass-through securities | $7,000,000 | 516 |
| Other commercial mortgage-backed securities | $14,347,000 | 356 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $64,679,000 | 1,624 |
| Total debt securities | $64,679,000 | 1,740 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $64,047,000 | 1,792 |
| U.S. Government securities | $26,881,000 | 2,289 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $26,881,000 | 2,160 |
| Securities issued by states & political subdivisions | $32,162,000 | 1,067 |
| Other domestic debt securities | $4,860,000 | 891 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $4,860,000 | 100 |
| 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 | $57,299,000 | 901 |
| Mortgage-backed securities | $26,006,000 | 1,635 |
| Certificates of participation in pools of residential mortgages | $1,490,000 | 3,405 |
| Issued or guaranteed by U.S. | $1,490,000 | 3,322 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,602,000 | 1,648 |
| CMOs issued by government agencies or sponsored agencies | $4,602,000 | 1,599 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $19,914,000 | 447 |
| Commercial mortgage pass-through securities | $6,866,000 | 508 |
| Other commercial mortgage-backed securities | $13,048,000 | 337 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $63,903,000 | 1,664 |
| Total debt securities | $63,902,000 | 1,783 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $61,610,000 | 1,860 |
| U.S. Government securities | $25,972,000 | 2,338 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $25,972,000 | 2,216 |
| Securities issued by states & political subdivisions | $32,462,000 | 1,086 |
| Other domestic debt securities | $3,032,000 | 1,073 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $3,032,000 | 102 |
| 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 | $54,768,000 | 941 |
| Mortgage-backed securities | $22,977,000 | 1,770 |
| Certificates of participation in pools of residential mortgages | $1,566,000 | 3,400 |
| Issued or guaranteed by U.S. | $1,566,000 | 3,329 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,751,000 | 1,625 |
| CMOs issued by government agencies or sponsored agencies | $4,751,000 | 1,572 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $16,660,000 | 485 |
| Commercial mortgage pass-through securities | $5,427,000 | 560 |
| Other commercial mortgage-backed securities | $11,233,000 | 354 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $61,466,000 | 1,729 |
| Total debt securities | $61,465,000 | 1,855 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $62,086,000 | 1,872 |
| U.S. Government securities | $26,380,000 | 2,330 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $26,380,000 | 2,219 |
| Securities issued by states & political subdivisions | $32,706,000 | 1,076 |
| Other domestic debt securities | $3,000,000 | 1,042 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $3,000,000 | 101 |
| 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 | $55,306,000 | 917 |
| Mortgage-backed securities | $23,002,000 | 1,764 |
| Certificates of participation in pools of residential mortgages | $1,671,000 | 3,415 |
| Issued or guaranteed by U.S. | $1,671,000 | 3,387 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,923,000 | 1,569 |
| CMOs issued by government agencies or sponsored agencies | $4,923,000 | 1,523 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $16,408,000 | 483 |
| Commercial mortgage pass-through securities | $5,316,000 | 555 |
| Other commercial mortgage-backed securities | $11,092,000 | 350 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $62,086,000 | 1,727 |
| Total debt securities | $62,087,000 | 1,856 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $62,735,000 | 1,889 |
| U.S. Government securities | $27,417,000 | 2,272 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $27,417,000 | 2,171 |
| Securities issued by states & political subdivisions | $32,313,000 | 1,137 |
| Other domestic debt securities | $3,005,000 | 1,175 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $3,005,000 | 89 |
| 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 | $55,627,000 | 937 |
| Mortgage-backed securities | $23,581,000 | 1,763 |
| Certificates of participation in pools of residential mortgages | $1,815,000 | 3,417 |
| Issued or guaranteed by U.S. | $1,815,000 | 3,253 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $5,267,000 | 1,539 |
| CMOs issued by government agencies or sponsored agencies | $5,267,000 | 1,490 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $16,499,000 | 467 |
| Commercial mortgage pass-through securities | $5,357,000 | 530 |
| Other commercial mortgage-backed securities | $11,142,000 | 338 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $62,735,000 | 1,738 |
| Total debt securities | $62,735,000 | 1,874 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $66,262,000 | 1,834 |
| U.S. Government securities | $28,362,000 | 2,279 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $28,362,000 | 2,180 |
| Securities issued by states & political subdivisions | $34,859,000 | 1,075 |
| Other domestic debt securities | $3,041,000 | 1,022 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $3,041,000 | 87 |
| 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 | $58,934,000 | 918 |
| Mortgage-backed securities | $24,247,000 | 1,715 |
| Certificates of participation in pools of residential mortgages | $1,963,000 | 3,430 |
| Issued or guaranteed by U.S. | $1,963,000 | 3,424 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,627,000 | 1,496 |
| CMOs issued by government agencies or sponsored agencies | $5,627,000 | 1,447 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $16,657,000 | 403 |
| Commercial mortgage pass-through securities | $5,414,000 | 423 |
| Other commercial mortgage-backed securities | $11,243,000 | 326 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $66,262,000 | 1,686 |
| Total debt securities | $66,262,000 | 1,817 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $68,319,000 | 1,814 |
| U.S. Government securities | $29,486,000 | 2,241 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $29,486,000 | 2,146 |
| Securities issued by states & political subdivisions | $35,700,000 | 1,087 |
| Other domestic debt securities | $3,133,000 | 995 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $2,089,000 | 95 |
| Asset backed securities | $1,044,000 | 256 |
| 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 | $58,724,000 | 928 |
| Mortgage-backed securities | $24,171,000 | 1,734 |
| Certificates of participation in pools of residential mortgages | $2,130,000 | 3,427 |
| Issued or guaranteed by U.S. | $2,130,000 | 3,420 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $6,042,000 | 1,434 |
| CMOs issued by government agencies or sponsored agencies | $6,042,000 | 1,387 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $15,999,000 | 401 |
| Commercial mortgage pass-through securities | $5,532,000 | 421 |
| Other commercial mortgage-backed securities | $10,467,000 | 313 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $68,319,000 | 1,681 |
| Total debt securities | $68,319,000 | 1,800 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $60,244,000 | 2,031 |
| U.S. Government securities | $23,367,000 | 2,604 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $23,367,000 | 2,499 |
| Securities issued by states & political subdivisions | $33,700,000 | 1,164 |
| Other domestic debt securities | $3,177,000 | 1,019 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $2,119,000 | 93 |
| Asset backed securities | $1,058,000 | 249 |
| 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 | $50,707,000 | 1,068 |
| Mortgage-backed securities | $17,812,000 | 2,089 |
| Certificates of participation in pools of residential mortgages | $3,787,000 | 3,096 |
| Issued or guaranteed by U.S. | $3,787,000 | 3,093 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $5,085,000 | 1,551 |
| CMOs issued by government agencies or sponsored agencies | $5,085,000 | 1,499 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $8,940,000 | 541 |
| Commercial mortgage pass-through securities | $1,524,000 | 739 |
| Other commercial mortgage-backed securities | $7,416,000 | 379 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $60,244,000 | 1,858 |
| Total debt securities | $60,244,000 | 2,012 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $44,701,000 | 2,543 |
| U.S. Government securities | $14,416,000 | 3,343 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $14,416,000 | 3,219 |
| Securities issued by states & political subdivisions | $30,285,000 | 1,307 |
| 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 | $44,701,000 | 1,174 |
| Mortgage-backed securities | $13,449,000 | 2,445 |
| Certificates of participation in pools of residential mortgages | $2,498,000 | 3,432 |
| Issued or guaranteed by U.S. | $2,498,000 | 3,428 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,120,000 | 1,714 |
| CMOs issued by government agencies or sponsored agencies | $4,120,000 | 1,654 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $6,831,000 | 610 |
| Commercial mortgage pass-through securities | $1,527,000 | 721 |
| Other commercial mortgage-backed securities | $5,304,000 | 415 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $44,701,000 | 2,331 |
| Total debt securities | $44,701,000 | 2,525 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $43,706,000 | 2,616 |
| U.S. Government securities | $15,122,000 | 3,321 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $15,122,000 | 3,195 |
| Securities issued by states & political subdivisions | $28,584,000 | 1,400 |
| 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 | $43,706,000 | 1,205 |
| Mortgage-backed securities | $14,107,000 | 2,429 |
| Certificates of participation in pools of residential mortgages | $2,696,000 | 3,434 |
| Issued or guaranteed by U.S. | $2,696,000 | 3,430 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,609,000 | 1,647 |
| CMOs issued by government agencies or sponsored agencies | $4,609,000 | 1,594 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $6,802,000 | 601 |
| Commercial mortgage pass-through securities | $1,520,000 | 693 |
| Other commercial mortgage-backed securities | $5,282,000 | 413 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $43,706,000 | 2,391 |
| Total debt securities | $43,706,000 | 2,603 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $41,133,000 | 2,699 |
| U.S. Government securities | $14,853,000 | 3,316 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $14,853,000 | 3,192 |
| Securities issued by states & political subdivisions | $26,280,000 | 1,499 |
| 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 | $41,133,000 | 1,253 |
| Mortgage-backed securities | $13,797,000 | 2,440 |
| Certificates of participation in pools of residential mortgages | $2,910,000 | 3,392 |
| Issued or guaranteed by U.S. | $2,910,000 | 3,387 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,095,000 | 1,558 |
| CMOs issued by government agencies or sponsored agencies | $5,095,000 | 1,498 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $5,792,000 | 613 |
| Commercial mortgage pass-through securities | $1,527,000 | 664 |
| Other commercial mortgage-backed securities | $4,265,000 | 436 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $41,133,000 | 2,469 |
| Total debt securities | $41,133,000 | 2,681 |
| 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 | $45,581,000 | 2,541 |
| U.S. Government securities | $16,013,000 | 3,207 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $16,013,000 | 3,105 |
| Securities issued by states & political subdivisions | $29,568,000 | 1,359 |
| 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 | $45,581,000 | 1,159 |
| Mortgage-backed securities | $14,922,000 | 2,358 |
| Certificates of participation in pools of residential mortgages | $3,205,000 | 3,365 |
| Issued or guaranteed by U.S. | $3,205,000 | 3,363 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,681,000 | 1,502 |
| CMOs issued by government agencies or sponsored agencies | $5,681,000 | 1,443 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $6,036,000 | 571 |
| Commercial mortgage pass-through securities | $1,594,000 | 604 |
| Other commercial mortgage-backed securities | $4,442,000 | 422 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $45,581,000 | 2,307 |
| Total debt securities | $45,581,000 | 2,518 |
| 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 | $45,805,000 | 2,575 |
| U.S. Government securities | $16,963,000 | 3,210 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $16,963,000 | 3,097 |
| Securities issued by states & political subdivisions | $28,842,000 | 1,392 |
| 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 | $45,805,000 | 1,187 |
| Mortgage-backed securities | $15,840,000 | 2,325 |
| Certificates of participation in pools of residential mortgages | $3,518,000 | 3,331 |
| Issued or guaranteed by U.S. | $3,518,000 | 3,326 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,254,000 | 1,464 |
| CMOs issued by government agencies or sponsored agencies | $6,254,000 | 1,396 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $6,068,000 | 548 |
| Commercial mortgage pass-through securities | $1,607,000 | 550 |
| Other commercial mortgage-backed securities | $4,461,000 | 411 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $45,805,000 | 2,336 |
| Total debt securities | $45,805,000 | 2,552 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $40,283,000 | 2,807 |
| U.S. Government securities | $14,206,000 | 3,560 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $14,206,000 | 3,435 |
| Securities issued by states & political subdivisions | $26,077,000 | 1,498 |
| 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 | $40,283,000 | 1,326 |
| Mortgage-backed securities | $14,206,000 | 2,443 |
| Certificates of participation in pools of residential mortgages | $3,790,000 | 3,300 |
| Issued or guaranteed by U.S. | $3,790,000 | 3,298 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,754,000 | 1,435 |
| CMOs issued by government agencies or sponsored agencies | $6,754,000 | 1,373 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $3,662,000 | 659 |
| Commercial mortgage pass-through securities | $1,575,000 | 537 |
| Other commercial mortgage-backed securities | $2,087,000 | 526 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $40,283,000 | 2,556 |
| Total debt securities | $40,283,000 | 2,786 |
| 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 | $36,389,000 | 3,010 |
| U.S. Government securities | $13,218,000 | 3,710 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $13,218,000 | 3,579 |
| Securities issued by states & political subdivisions | $23,171,000 | 1,681 |
| 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 | $36,389,000 | 1,421 |
| Mortgage-backed securities | $13,218,000 | 2,547 |
| Certificates of participation in pools of residential mortgages | $4,038,000 | 3,251 |
| Issued or guaranteed by U.S. | $4,038,000 | 3,248 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,178,000 | 1,399 |
| CMOs issued by government agencies or sponsored agencies | $7,178,000 | 1,343 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $2,002,000 | 763 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $2,002,000 | 500 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $36,389,000 | 2,743 |
| Total debt securities | $36,389,000 | 2,990 |
| 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 | $37,675,000 | 2,979 |
| U.S. Government securities | $14,226,000 | 3,688 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $14,226,000 | 3,567 |
| Securities issued by states & political subdivisions | $23,449,000 | 1,655 |
| 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 | $37,675,000 | 1,381 |
| Mortgage-backed securities | $14,226,000 | 2,481 |
| Certificates of participation in pools of residential mortgages | $4,358,000 | 3,213 |
| Issued or guaranteed by U.S. | $4,358,000 | 3,210 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $7,825,000 | 1,360 |
| CMOs issued by government agencies or sponsored agencies | $7,825,000 | 1,299 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $2,043,000 | 727 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $2,043,000 | 482 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $37,675,000 | 2,724 |
| Total debt securities | $37,675,000 | 2,952 |
| 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 | $38,500,000 | 2,983 |
| U.S. Government securities | $15,211,000 | 3,671 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $15,211,000 | 3,556 |
| Securities issued by states & political subdivisions | $23,289,000 | 1,630 |
| 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 | $38,500,000 | 1,383 |
| Mortgage-backed securities | $15,211,000 | 2,460 |
| Certificates of participation in pools of residential mortgages | $4,700,000 | 3,205 |
| Issued or guaranteed by U.S. | $4,700,000 | 3,203 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,499,000 | 1,364 |
| CMOs issued by government agencies or sponsored agencies | $8,499,000 | 1,300 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $2,012,000 | 700 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $2,012,000 | 467 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $38,500,000 | 2,727 |
| Total debt securities | $38,500,000 | 2,960 |
| 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 | $40,373,000 | 2,931 |
| U.S. Government securities | $16,645,000 | 3,595 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $16,645,000 | 3,479 |
| Securities issued by states & political subdivisions | $23,728,000 | 1,584 |
| 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 | $40,373,000 | 1,350 |
| Mortgage-backed securities | $16,645,000 | 2,398 |
| Certificates of participation in pools of residential mortgages | $5,102,000 | 3,191 |
| Issued or guaranteed by U.S. | $5,102,000 | 3,189 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $9,485,000 | 1,332 |
| CMOs issued by government agencies or sponsored agencies | $9,485,000 | 1,271 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $2,058,000 | 671 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $2,058,000 | 444 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $40,373,000 | 2,682 |
| Total debt securities | $40,373,000 | 2,906 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $43,308,000 | 2,839 |
| U.S. Government securities | $17,876,000 | 3,536 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $17,876,000 | 3,424 |
| Securities issued by states & political subdivisions | $25,432,000 | 1,490 |
| 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 | $43,308,000 | 1,293 |
| Mortgage-backed securities | $17,876,000 | 2,349 |
| Certificates of participation in pools of residential mortgages | $5,437,000 | 3,193 |
| Issued or guaranteed by U.S. | $5,437,000 | 3,190 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $10,425,000 | 1,293 |
| CMOs issued by government agencies or sponsored agencies | $10,425,000 | 1,234 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $2,014,000 | 666 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $2,014,000 | 435 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $43,308,000 | 2,592 |
| Total debt securities | $43,308,000 | 2,822 |
| 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 | $45,687,000 | 2,805 |
| U.S. Government securities | $19,196,000 | 3,489 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $19,196,000 | 3,381 |
| Securities issued by states & political subdivisions | $25,487,000 | 1,495 |
| Other domestic debt securities | $1,004,000 | 1,739 |
| 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 | $1,004,000 | 1,374 |
| 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 | $45,687,000 | 1,255 |
| Mortgage-backed securities | $19,196,000 | 2,340 |
| Certificates of participation in pools of residential mortgages | $5,841,000 | 3,205 |
| Issued or guaranteed by U.S. | $5,841,000 | 3,202 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $11,376,000 | 1,244 |
| CMOs issued by government agencies or sponsored agencies | $11,376,000 | 1,184 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $1,979,000 | 651 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $1,979,000 | 405 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $45,687,000 | 2,553 |
| Total debt securities | $45,687,000 | 2,779 |
| 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 | $47,760,000 | 2,768 |
| U.S. Government securities | $20,431,000 | 3,433 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $20,431,000 | 3,336 |
| Securities issued by states & political subdivisions | $25,312,000 | 1,518 |
| Other domestic debt securities | $2,017,000 | 1,425 |
| 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 | $2,017,000 | 1,096 |
| 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 | $47,760,000 | 1,218 |
| Mortgage-backed securities | $20,431,000 | 2,308 |
| Certificates of participation in pools of residential mortgages | $6,280,000 | 3,189 |
| Issued or guaranteed by U.S. | $6,280,000 | 3,187 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $12,155,000 | 1,220 |
| CMOs issued by government agencies or sponsored agencies | $12,155,000 | 1,163 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $1,996,000 | 642 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $1,996,000 | 387 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $47,760,000 | 2,515 |
| Total debt securities | $47,760,000 | 2,738 |
| 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 | $61,280,000 | 2,309 |
| U.S. Government securities | $21,540,000 | 3,366 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $21,540,000 | 3,271 |
| Securities issued by states & political subdivisions | $30,694,000 | 1,260 |
| Other domestic debt securities | $9,046,000 | 686 |
| Privately issued residential mortgage-backed securities | $2,300,000 | 320 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $6,746,000 | 577 |
| 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 | $59,097,000 | 1,021 |
| Mortgage-backed securities | $23,840,000 | 2,108 |
| Certificates of participation in pools of residential mortgages | $6,675,000 | 3,141 |
| Issued or guaranteed by U.S. | $6,675,000 | 3,141 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $15,226,000 | 1,079 |
| CMOs issued by government agencies or sponsored agencies | $12,926,000 | 1,124 |
| Privately issued | $2,300,000 | 307 |
| Commercial mortgage-backed securities | $1,939,000 | 628 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $1,939,000 | 373 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $61,280,000 | 2,080 |
| Total debt securities | $61,280,000 | 2,288 |
| 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 | $61,987,000 | 2,261 |
| U.S. Government securities | $22,761,000 | 3,231 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $22,761,000 | 3,151 |
| Securities issued by states & political subdivisions | $30,028,000 | 1,294 |
| Other domestic debt securities | $9,198,000 | 714 |
| Privately issued residential mortgage-backed securities | $2,407,000 | 332 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $6,791,000 | 579 |
| 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 | $59,716,000 | 999 |
| Mortgage-backed securities | $25,168,000 | 2,066 |
| Certificates of participation in pools of residential mortgages | $7,067,000 | 3,090 |
| Issued or guaranteed by U.S. | $7,067,000 | 3,088 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $16,215,000 | 1,038 |
| CMOs issued by government agencies or sponsored agencies | $13,808,000 | 1,090 |
| Privately issued | $2,407,000 | 317 |
| Commercial mortgage-backed securities | $1,886,000 | 601 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $1,886,000 | 373 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $61,987,000 | 2,043 |
| Total debt securities | $61,987,000 | 2,242 |
| 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 | $66,683,000 | 2,156 |
| U.S. Government securities | $24,407,000 | 3,146 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $24,407,000 | 3,065 |
| Securities issued by states & political subdivisions | $32,835,000 | 1,180 |
| Other domestic debt securities | $9,441,000 | 723 |
| Privately issued residential mortgage-backed securities | $2,616,000 | 334 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $6,825,000 | 592 |
| 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 | $63,264,000 | 927 |
| Mortgage-backed securities | $27,023,000 | 1,987 |
| Certificates of participation in pools of residential mortgages | $7,640,000 | 3,005 |
| Issued or guaranteed by U.S. | $7,640,000 | 3,002 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $17,474,000 | 1,019 |
| CMOs issued by government agencies or sponsored agencies | $14,858,000 | 1,053 |
| Privately issued | $2,616,000 | 317 |
| Commercial mortgage-backed securities | $1,909,000 | 582 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $1,909,000 | 361 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $66,683,000 | 1,945 |
| Total debt securities | $66,683,000 | 2,130 |
| 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 | $61,467,000 | 2,279 |
| U.S. Government securities | $20,867,000 | 3,427 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $20,867,000 | 3,341 |
| Securities issued by states & political subdivisions | $30,852,000 | 1,236 |
| Other domestic debt securities | $9,748,000 | 714 |
| Privately issued residential mortgage-backed securities | $2,914,000 | 331 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $6,834,000 | 608 |
| 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 | $57,560,000 | 990 |
| Mortgage-backed securities | $23,781,000 | 2,133 |
| Certificates of participation in pools of residential mortgages | $7,369,000 | 3,017 |
| Issued or guaranteed by U.S. | $7,369,000 | 3,015 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $14,501,000 | 1,160 |
| CMOs issued by government agencies or sponsored agencies | $11,587,000 | 1,223 |
| Privately issued | $2,914,000 | 314 |
| Commercial mortgage-backed securities | $1,911,000 | 567 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $1,911,000 | 334 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $61,467,000 | 2,079 |
| Total debt securities | $61,467,000 | 2,255 |
| 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 | $64,188,000 | 2,221 |
| U.S. Government securities | $22,282,000 | 3,329 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $22,282,000 | 3,251 |
| Securities issued by states & political subdivisions | $30,991,000 | 1,221 |
| Other domestic debt securities | $10,915,000 | 675 |
| Privately issued residential mortgage-backed securities | $3,237,000 | 339 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $7,678,000 | 560 |
| 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 | $61,163,000 | 963 |
| Mortgage-backed securities | $25,519,000 | 2,095 |
| Certificates of participation in pools of residential mortgages | $8,340,000 | 2,910 |
| Issued or guaranteed by U.S. | $8,340,000 | 2,909 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $17,179,000 | 1,095 |
| CMOs issued by government agencies or sponsored agencies | $13,942,000 | 1,146 |
| Privately issued | $3,237,000 | 326 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $64,188,000 | 2,036 |
| Total debt securities | $64,188,000 | 2,200 |
| 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 | $70,396,000 | 2,031 |
| U.S. Government securities | $26,931,000 | 2,933 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $26,931,000 | 2,866 |
| Securities issued by states & political subdivisions | $31,524,000 | 1,176 |
| Other domestic debt securities | $11,941,000 | 619 |
| Privately issued residential mortgage-backed securities | $3,585,000 | 338 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $8,356,000 | 509 |
| 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 | $67,049,000 | 867 |
| Mortgage-backed securities | $30,516,000 | 1,862 |
| Certificates of participation in pools of residential mortgages | $9,339,000 | 2,749 |
| Issued or guaranteed by U.S. | $9,339,000 | 2,747 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $21,177,000 | 972 |
| CMOs issued by government agencies or sponsored agencies | $17,592,000 | 1,027 |
| Privately issued | $3,585,000 | 326 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $70,396,000 | 1,844 |
| Total debt securities | $70,396,000 | 2,010 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $77,231,000 | 1,883 |
| U.S. Government securities | $32,746,000 | 2,641 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $32,746,000 | 2,582 |
| Securities issued by states & political subdivisions | $32,182,000 | 1,117 |
| Other domestic debt securities | $12,303,000 | 642 |
| Privately issued residential mortgage-backed securities | $3,907,000 | 362 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $8,396,000 | 531 |
| 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 | $73,590,000 | 800 |
| Mortgage-backed securities | $36,653,000 | 1,735 |
| Certificates of participation in pools of residential mortgages | $10,408,000 | 2,725 |
| Issued or guaranteed by U.S. | $10,408,000 | 2,722 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $26,245,000 | 894 |
| CMOs issued by government agencies or sponsored agencies | $22,338,000 | 919 |
| Privately issued | $3,907,000 | 347 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $77,231,000 | 1,715 |
| Total debt securities | $77,231,000 | 1,863 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $83,980,000 | 1,746 |
| U.S. Government securities | $39,491,000 | 2,331 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $39,491,000 | 2,281 |
| Securities issued by states & political subdivisions | $31,798,000 | 1,097 |
| Other domestic debt securities | $12,691,000 | 622 |
| Privately issued residential mortgage-backed securities | $4,442,000 | 361 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $8,249,000 | 548 |
| 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 | $76,874,000 | 793 |
| Mortgage-backed securities | $43,933,000 | 1,520 |
| Certificates of participation in pools of residential mortgages | $11,263,000 | 2,679 |
| Issued or guaranteed by U.S. | $11,263,000 | 2,678 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $32,670,000 | 775 |
| CMOs issued by government agencies or sponsored agencies | $28,228,000 | 796 |
| Privately issued | $4,442,000 | 350 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $83,980,000 | 1,588 |
| Total debt securities | $83,980,000 | 1,725 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $88,227,000 | 1,666 |
| U.S. Government securities | $36,904,000 | 2,488 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $36,904,000 | 2,433 |
| Securities issued by states & political subdivisions | $38,095,000 | 857 |
| Other domestic debt securities | $13,228,000 | 605 |
| Privately issued residential mortgage-backed securities | $4,920,000 | 357 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $8,308,000 | 537 |
| 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 | $81,176,000 | 761 |
| Mortgage-backed securities | $41,824,000 | 1,591 |
| Certificates of participation in pools of residential mortgages | $13,559,000 | 2,402 |
| Issued or guaranteed by U.S. | $13,559,000 | 2,398 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $28,265,000 | 873 |
| CMOs issued by government agencies or sponsored agencies | $23,345,000 | 914 |
| Privately issued | $4,920,000 | 345 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $88,227,000 | 1,510 |
| Total debt securities | $88,227,000 | 1,643 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $94,279,000 | 1,523 |
| U.S. Government securities | $40,123,000 | 2,218 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $40,123,000 | 2,166 |
| Securities issued by states & political subdivisions | $35,643,000 | 899 |
| Other domestic debt securities | $18,513,000 | 510 |
| Privately issued residential mortgage-backed securities | $5,027,000 | 414 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $13,486,000 | 360 |
| 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 | $87,396,000 | 654 |
| Mortgage-backed securities | $41,375,000 | 1,532 |
| Certificates of participation in pools of residential mortgages | $13,015,000 | 2,369 |
| Issued or guaranteed by U.S. | $13,015,000 | 2,364 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $28,360,000 | 862 |
| CMOs issued by government agencies or sponsored agencies | $23,333,000 | 853 |
| Privately issued | $5,027,000 | 399 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $94,279,000 | 1,380 |
| Total debt securities | $94,279,000 | 1,510 |
| 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 | $95,513,000 | 1,481 |
| U.S. Government securities | $42,493,000 | 2,091 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $42,493,000 | 2,036 |
| Securities issued by states & political subdivisions | $33,899,000 | 900 |
| Other domestic debt securities | $19,121,000 | 485 |
| Privately issued residential mortgage-backed securities | $5,618,000 | 413 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $13,503,000 | 340 |
| 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 | $83,315,000 | 660 |
| Mortgage-backed securities | $44,360,000 | 1,382 |
| Certificates of participation in pools of residential mortgages | $15,359,000 | 2,079 |
| Issued or guaranteed by U.S. | $15,359,000 | 2,073 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $29,001,000 | 824 |
| CMOs issued by government agencies or sponsored agencies | $23,383,000 | 829 |
| Privately issued | $5,618,000 | 396 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $95,513,000 | 1,332 |
| Total debt securities | $95,513,000 | 1,460 |
| 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 | $91,449,000 | 1,537 |
| U.S. Government securities | $46,318,000 | 1,964 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $46,318,000 | 1,905 |
| Securities issued by states & political subdivisions | $23,552,000 | 1,265 |
| Other domestic debt securities | $21,579,000 | 432 |
| Privately issued residential mortgage-backed securities | $7,639,000 | 389 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $13,940,000 | 313 |
| 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 | $83,699,000 | 669 |
| Mortgage-backed securities | $40,045,000 | 1,469 |
| Certificates of participation in pools of residential mortgages | $15,287,000 | 2,030 |
| Issued or guaranteed by U.S. | $15,287,000 | 2,028 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $24,746,000 | 907 |
| CMOs issued by government agencies or sponsored agencies | $17,107,000 | 1,006 |
| Privately issued | $7,639,000 | 373 |
| Commercial mortgage-backed securities | $12,000 | 461 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $12,000 | 154 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $91,449,000 | 1,382 |
| Total debt securities | $91,449,000 | 1,513 |
| 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 | $69,446,000 | 1,921 |
| U.S. Government securities | $35,280,000 | 2,459 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $35,280,000 | 2,384 |
| Securities issued by states & political subdivisions | $23,313,000 | 1,244 |
| Other domestic debt securities | $10,853,000 | 680 |
| Privately issued residential mortgage-backed securities | $8,389,000 | 389 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $2,464,000 | 942 |
| 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 | $60,987,000 | 876 |
| Mortgage-backed securities | $41,172,000 | 1,403 |
| Certificates of participation in pools of residential mortgages | $14,906,000 | 2,006 |
| Issued or guaranteed by U.S. | $14,906,000 | 2,003 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $26,243,000 | 858 |
| CMOs issued by government agencies or sponsored agencies | $17,854,000 | 946 |
| Privately issued | $8,389,000 | 374 |
| Commercial mortgage-backed securities | $23,000 | 434 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $23,000 | 151 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $69,446,000 | 1,735 |
| Total debt securities | $69,446,000 | 1,905 |
| 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 | $62,233,000 | 2,019 |
| U.S. Government securities | $28,282,000 | 2,771 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $28,282,000 | 2,686 |
| Securities issued by states & political subdivisions | $22,886,000 | 1,252 |
| Other domestic debt securities | $11,065,000 | 713 |
| Privately issued residential mortgage-backed securities | $8,551,000 | 407 |
| Commercial mortgage-backed securities - Total | $65,000 | 372 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $2,449,000 | 948 |
| 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 | $53,630,000 | 965 |
| Mortgage-backed securities | $36,898,000 | 1,480 |
| Certificates of participation in pools of residential mortgages | $11,588,000 | 2,265 |
| Issued or guaranteed by U.S. | $11,588,000 | 2,259 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $25,245,000 | 880 |
| CMOs issued by government agencies or sponsored agencies | $16,694,000 | 965 |
| Privately issued | $8,551,000 | 390 |
| Commercial mortgage-backed securities | $65,000 | 372 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $65,000 | 117 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $62,233,000 | 1,829 |
| Total debt securities | $62,233,000 | 2,000 |
| 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 | $63,177,000 | 1,962 |
| U.S. Government securities | $30,893,000 | 2,579 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $30,893,000 | 2,491 |
| Securities issued by states & political subdivisions | $20,511,000 | 1,348 |
| Other domestic debt securities | $11,773,000 | 677 |
| Privately issued residential mortgage-backed securities | $9,207,000 | 416 |
| Commercial mortgage-backed securities - Total | $122,000 | 334 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $2,444,000 | 934 |
| 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 | $53,975,000 | 951 |
| Mortgage-backed securities | $40,222,000 | 1,358 |
| Certificates of participation in pools of residential mortgages | $12,756,000 | 2,093 |
| Issued or guaranteed by U.S. | $12,756,000 | 2,087 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $27,344,000 | 832 |
| CMOs issued by government agencies or sponsored agencies | $18,137,000 | 903 |
| Privately issued | $9,207,000 | 400 |
| Commercial mortgage-backed securities | $122,000 | 334 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $122,000 | 107 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $63,177,000 | 1,752 |
| Total debt securities | $63,177,000 | 1,944 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $48,703,000 | 2,417 |
| U.S. Government securities | $24,817,000 | 3,034 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $24,817,000 | 2,949 |
| Securities issued by states & political subdivisions | $10,540,000 | 2,195 |
| Other domestic debt securities | $13,346,000 | 645 |
| Privately issued residential mortgage-backed securities | $10,032,000 | 432 |
| Commercial mortgage-backed securities - Total | $160,000 | 317 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $3,154,000 | 784 |
| 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 | $38,698,000 | 1,315 |
| Mortgage-backed securities | $35,009,000 | 1,501 |
| Certificates of participation in pools of residential mortgages | $8,501,000 | 2,657 |
| Issued or guaranteed by U.S. | $8,501,000 | 2,650 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $26,348,000 | 820 |
| CMOs issued by government agencies or sponsored agencies | $16,316,000 | 915 |
| Privately issued | $10,032,000 | 415 |
| Commercial mortgage-backed securities | $160,000 | 317 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $160,000 | 101 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $48,703,000 | 2,164 |
| Total debt securities | $48,703,000 | 2,393 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $48,162,000 | 2,465 |
| U.S. Government securities | $23,661,000 | 3,193 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $23,661,000 | 3,116 |
| Securities issued by states & political subdivisions | $10,438,000 | 2,173 |
| Other domestic debt securities | $14,063,000 | 642 |
| Privately issued residential mortgage-backed securities | $10,736,000 | 436 |
| Commercial mortgage-backed securities - Total | $192,000 | 330 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $3,135,000 | 807 |
| 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 | $36,827,000 | 1,433 |
| Mortgage-backed securities | $34,589,000 | 1,555 |
| Certificates of participation in pools of residential mortgages | $7,878,000 | 2,839 |
| Issued or guaranteed by U.S. | $7,878,000 | 2,832 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $26,519,000 | 792 |
| CMOs issued by government agencies or sponsored agencies | $15,783,000 | 907 |
| Privately issued | $10,736,000 | 417 |
| Commercial mortgage-backed securities | $192,000 | 330 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $192,000 | 110 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $48,162,000 | 2,208 |
| Total debt securities | $48,162,000 | 2,442 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $45,393,000 | 2,575 |
| U.S. Government securities | $20,266,000 | 3,490 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $20,266,000 | 3,414 |
| Securities issued by states & political subdivisions | $10,385,000 | 2,185 |
| Other domestic debt securities | $14,742,000 | 646 |
| Privately issued residential mortgage-backed securities | $11,470,000 | 444 |
| Commercial mortgage-backed securities - Total | $237,000 | 310 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $3,035,000 | 835 |
| 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 | $33,988,000 | 1,510 |
| Mortgage-backed securities | $31,973,000 | 1,655 |
| Certificates of participation in pools of residential mortgages | $3,979,000 | 3,813 |
| Issued or guaranteed by U.S. | $3,979,000 | 3,806 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $27,757,000 | 775 |
| CMOs issued by government agencies or sponsored agencies | $16,287,000 | 873 |
| Privately issued | $11,470,000 | 425 |
| Commercial mortgage-backed securities | $237,000 | 310 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $237,000 | 104 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $45,393,000 | 2,294 |
| Total debt securities | $45,393,000 | 2,549 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $45,931,000 | 2,547 |
| U.S. Government securities | $21,714,000 | 3,309 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $21,714,000 | 3,238 |
| Securities issued by states & political subdivisions | $7,587,000 | 2,661 |
| Other domestic debt securities | $16,630,000 | 648 |
| Privately issued residential mortgage-backed securities | $12,255,000 | 462 |
| Commercial mortgage-backed securities - Total | $314,000 | 314 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $4,061,000 | 742 |
| 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 | $35,379,000 | 1,431 |
| Mortgage-backed securities | $34,032,000 | 1,630 |
| Certificates of participation in pools of residential mortgages | $4,282,000 | 3,817 |
| Issued or guaranteed by U.S. | $4,282,000 | 3,807 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $29,436,000 | 735 |
| CMOs issued by government agencies or sponsored agencies | $17,181,000 | 814 |
| Privately issued | $12,255,000 | 443 |
| Commercial mortgage-backed securities | $314,000 | 314 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $314,000 | 117 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $45,931,000 | 2,255 |
| Total debt securities | $45,931,000 | 2,519 |
| 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 | $57,204,000 | 2,091 |
| U.S. Government securities | $22,729,000 | 3,184 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $22,729,000 | 3,117 |
| Securities issued by states & political subdivisions | $10,805,000 | 2,103 |
| Other domestic debt securities | $23,670,000 | 531 |
| Privately issued residential mortgage-backed securities | $16,437,000 | 398 |
| Commercial mortgage-backed securities - Total | $357,000 | 255 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $6,876,000 | 523 |
| 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 | $44,549,000 | 1,172 |
| Mortgage-backed securities | $39,523,000 | 1,465 |
| Certificates of participation in pools of residential mortgages | $4,086,000 | 3,927 |
| Issued or guaranteed by U.S. | $4,086,000 | 3,913 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $35,080,000 | 636 |
| CMOs issued by government agencies or sponsored agencies | $18,643,000 | 748 |
| Privately issued | $16,437,000 | 383 |
| Commercial mortgage-backed securities | $357,000 | 255 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $357,000 | 111 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $57,204,000 | 1,833 |
| Total debt securities | $57,104,000 | 2,070 |
| 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 | $58,813,000 | 2,032 |
| U.S. Government securities | $24,150,000 | 3,099 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $24,150,000 | 3,041 |
| Securities issued by states & political subdivisions | $11,073,000 | 1,976 |
| Other domestic debt securities | $23,590,000 | 509 |
| Privately issued residential mortgage-backed securities | $16,872,000 | 395 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,718,000 | 540 |
| 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 | $47,178,000 | 1,148 |
| Mortgage-backed securities | $41,022,000 | 1,436 |
| Certificates of participation in pools of residential mortgages | $4,407,000 | 3,934 |
| Issued or guaranteed by U.S. | $4,407,000 | 3,922 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $36,615,000 | 610 |
| CMOs issued by government agencies or sponsored agencies | $19,743,000 | 694 |
| Privately issued | $16,872,000 | 377 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $58,813,000 | 1,782 |
| Total debt securities | $58,313,000 | 2,026 |
| 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 | $90,751,000 | 1,343 |
| U.S. Government securities | $28,098,000 | 2,804 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $28,098,000 | 2,746 |
| Securities issued by states & political subdivisions | $17,359,000 | 1,304 |
| Other domestic debt securities | $45,294,000 | 321 |
| Privately issued residential mortgage-backed securities | $14,099,000 | 424 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $31,195,000 | 153 |
| 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 | $54,549,000 | 1,027 |
| Mortgage-backed securities | $41,195,000 | 1,375 |
| Certificates of participation in pools of residential mortgages | $5,256,000 | 3,667 |
| Issued or guaranteed by U.S. | $5,256,000 | 3,653 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $35,939,000 | 599 |
| CMOs issued by government agencies or sponsored agencies | $21,840,000 | 629 |
| Privately issued | $14,099,000 | 406 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $90,751,000 | 1,168 |
| Total debt securities | $90,751,000 | 1,329 |
| 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 | $78,115,000 | 1,521 |
| U.S. Government securities | $28,029,000 | 2,735 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $28,029,000 | 2,683 |
| Securities issued by states & political subdivisions | $17,032,000 | 1,300 |
| Other domestic debt securities | $33,054,000 | 396 |
| Privately issued residential mortgage-backed securities | $618,000 | 1,250 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $32,436,000 | 148 |
| 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 | $51,839,000 | 1,048 |
| Mortgage-backed securities | $27,645,000 | 1,793 |
| Certificates of participation in pools of residential mortgages | $5,171,000 | 3,602 |
| Issued or guaranteed by U.S. | $5,171,000 | 3,590 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $22,474,000 | 775 |
| CMOs issued by government agencies or sponsored agencies | $21,856,000 | 581 |
| Privately issued | $618,000 | 1,196 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $78,115,000 | 1,312 |
| Total debt securities | $78,115,000 | 1,492 |
| 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 | $80,585,000 | 1,489 |
| U.S. Government securities | $28,844,000 | 2,702 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $28,844,000 | 2,653 |
| Securities issued by states & political subdivisions | $17,548,000 | 1,276 |
| Other domestic debt securities | $34,193,000 | 390 |
| Privately issued residential mortgage-backed securities | $650,000 | 1,228 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $33,543,000 | 159 |
| 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 | $46,387,000 | 1,117 |
| Mortgage-backed securities | $28,494,000 | 1,740 |
| Certificates of participation in pools of residential mortgages | $5,324,000 | 3,563 |
| Issued or guaranteed by U.S. | $5,324,000 | 3,547 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $23,170,000 | 737 |
| CMOs issued by government agencies or sponsored agencies | $22,520,000 | 558 |
| Privately issued | $650,000 | 1,169 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $80,585,000 | 1,289 |
| Total debt securities | $80,585,000 | 1,463 |
| 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 | $86,388,000 | 1,393 |
| U.S. Government securities | $29,327,000 | 2,672 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $29,327,000 | 2,623 |
| Securities issued by states & political subdivisions | $18,178,000 | 1,236 |
| Other domestic debt securities | $38,883,000 | 363 |
| Privately issued residential mortgage-backed securities | $679,000 | 1,202 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $38,204,000 | 151 |
| 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 | $37,431,000 | 1,327 |
| Mortgage-backed securities | $30,006,000 | 1,598 |
| Certificates of participation in pools of residential mortgages | $5,580,000 | 3,386 |
| Issued or guaranteed by U.S. | $5,580,000 | 3,368 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $24,426,000 | 697 |
| CMOs issued by government agencies or sponsored agencies | $23,747,000 | 532 |
| Privately issued | $679,000 | 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 | 3,628 |
| Available-for-sale securities (fair market value) | $86,388,000 | 1,220 |
| Total debt securities | $86,388,000 | 1,356 |
| 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 | $104,126,000 | 1,158 |
| U.S. Government securities | $32,439,000 | 2,504 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $32,439,000 | 2,447 |
| Securities issued by states & political subdivisions | $18,032,000 | 1,221 |
| Other domestic debt securities | $53,655,000 | 300 |
| Privately issued residential mortgage-backed securities | $733,000 | 1,093 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $52,922,000 | 126 |
| 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 | $41,276,000 | 1,209 |
| Mortgage-backed securities | $24,257,000 | 1,678 |
| Certificates of participation in pools of residential mortgages | $5,786,000 | 3,044 |
| Issued or guaranteed by U.S. | $5,786,000 | 3,029 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $18,471,000 | 766 |
| CMOs issued by government agencies or sponsored agencies | $17,738,000 | 602 |
| Privately issued | $733,000 | 1,041 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $104,126,000 | 1,015 |
| Total debt securities | $104,126,000 | 1,134 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,799 |
| Fair value | $750,000 | 1,808 |
| 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 | $65,415,000 | 1,794 |
| U.S. Government securities | $33,635,000 | 2,439 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $33,635,000 | 2,388 |
| Securities issued by states & political subdivisions | $8,919,000 | 2,220 |
| Other domestic debt securities | $22,861,000 | 447 |
| Privately issued residential mortgage-backed securities | $764,000 | 1,045 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,097,000 | 225 |
| 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 | $41,661,000 | 1,159 |
| Mortgage-backed securities | $24,098,000 | 1,568 |
| Certificates of participation in pools of residential mortgages | $5,974,000 | 2,851 |
| Issued or guaranteed by U.S. | $5,974,000 | 2,837 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $18,124,000 | 755 |
| CMOs issued by government agencies or sponsored agencies | $17,360,000 | 591 |
| Privately issued | $764,000 | 993 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $65,415,000 | 1,547 |
| Total debt securities | $65,415,000 | 1,753 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,021 |
| Fair value | $743,000 | 2,048 |
| 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 | $63,781,000 | 1,814 |
| U.S. Government securities | $34,161,000 | 2,395 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $34,161,000 | 2,331 |
| Securities issued by states & political subdivisions | $8,802,000 | 2,219 |
| Other domestic debt securities | $20,818,000 | 462 |
| Privately issued residential mortgage-backed securities | $818,000 | 983 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,000,000 | 229 |
| 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 | $42,083,000 | 1,140 |
| Mortgage-backed securities | $24,855,000 | 1,511 |
| Certificates of participation in pools of residential mortgages | $6,146,000 | 2,726 |
| Issued or guaranteed by U.S. | $6,146,000 | 2,712 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $18,709,000 | 724 |
| CMOs issued by government agencies or sponsored agencies | $17,891,000 | 578 |
| Privately issued | $818,000 | 928 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $63,781,000 | 1,573 |
| Total debt securities | $63,781,000 | 1,777 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,116 |
| Fair value | $727,000 | 2,145 |
| 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 | $72,697,000 | 1,628 |
| U.S. Government securities | $36,689,000 | 2,279 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $36,689,000 | 2,212 |
| Securities issued by states & political subdivisions | $9,004,000 | 2,198 |
| Other domestic debt securities | $27,004,000 | 412 |
| Privately issued residential mortgage-backed securities | $863,000 | 944 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,141,000 | 195 |
| 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 | $44,767,000 | 1,090 |
| Mortgage-backed securities | $25,352,000 | 1,477 |
| Certificates of participation in pools of residential mortgages | $6,533,000 | 2,635 |
| Issued or guaranteed by U.S. | $6,533,000 | 2,626 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $18,819,000 | 706 |
| CMOs issued by government agencies or sponsored agencies | $17,956,000 | 575 |
| Privately issued | $863,000 | 885 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $72,697,000 | 1,402 |
| Total debt securities | $72,697,000 | 1,588 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,185 |
| Fair value | $733,000 | 2,214 |
| 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 | $87,203,000 | 1,392 |
| U.S. Government securities | $39,003,000 | 2,180 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $39,003,000 | 2,120 |
| Securities issued by states & political subdivisions | $8,251,000 | 2,327 |
| Other domestic debt securities | $39,949,000 | 319 |
| Privately issued residential mortgage-backed securities | $910,000 | 909 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $39,039,000 | 155 |
| 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 | $46,279,000 | 1,066 |
| Mortgage-backed securities | $26,020,000 | 1,470 |
| Certificates of participation in pools of residential mortgages | $6,747,000 | 2,597 |
| Issued or guaranteed by U.S. | $6,747,000 | 2,583 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $19,273,000 | 716 |
| CMOs issued by government agencies or sponsored agencies | $18,363,000 | 586 |
| Privately issued | $910,000 | 858 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $87,203,000 | 1,209 |
| Total debt securities | $87,203,000 | 1,359 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,283 |
| Fair value | $728,000 | 2,316 |
| 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 | $60,261,000 | 1,980 |
| U.S. Government securities | $36,408,000 | 2,361 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $36,408,000 | 2,292 |
| Securities issued by states & political subdivisions | $6,191,000 | 2,770 |
| Other domestic debt securities | $17,662,000 | 528 |
| 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 | $17,662,000 | 277 |
| 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 | $42,095,000 | 1,142 |
| Mortgage-backed securities | $19,192,000 | 1,811 |
| Certificates of participation in pools of residential mortgages | $6,098,000 | 2,740 |
| Issued or guaranteed by U.S. | $6,098,000 | 2,727 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $13,094,000 | 886 |
| CMOs issued by government agencies or sponsored agencies | $13,094,000 | 716 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $60,261,000 | 1,696 |
| Total debt securities | $60,261,000 | 1,936 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,398 |
| Fair value | $727,000 | 2,438 |
| 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 | $52,299,000 | 2,250 |
| U.S. Government securities | $32,655,000 | 2,585 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $32,655,000 | 2,509 |
| Securities issued by states & political subdivisions | $4,658,000 | 3,173 |
| Other domestic debt securities | $14,986,000 | 570 |
| 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 | $14,986,000 | 308 |
| 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 | $40,315,000 | 1,172 |
| Mortgage-backed securities | $15,671,000 | 2,054 |
| Certificates of participation in pools of residential mortgages | $6,279,000 | 2,726 |
| Issued or guaranteed by U.S. | $6,279,000 | 2,713 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $9,392,000 | 1,059 |
| CMOs issued by government agencies or sponsored agencies | $9,392,000 | 872 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $52,299,000 | 1,920 |
| Total debt securities | $52,299,000 | 2,205 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,462 |
| Fair value | $711,000 | 2,500 |
| 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 | $49,564,000 | 2,383 |
| U.S. Government securities | $33,773,000 | 2,540 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $33,773,000 | 2,474 |
| Securities issued by states & political subdivisions | $2,153,000 | 4,230 |
| Other domestic debt securities | $13,638,000 | 599 |
| 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 | $13,638,000 | 345 |
| 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 | $40,599,000 | 1,169 |
| Mortgage-backed securities | $16,691,000 | 2,015 |
| Certificates of participation in pools of residential mortgages | $6,682,000 | 2,699 |
| Issued or guaranteed by U.S. | $6,682,000 | 2,685 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $10,009,000 | 1,020 |
| CMOs issued by government agencies or sponsored agencies | $10,009,000 | 835 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $49,564,000 | 2,042 |
| Total debt securities | $49,561,000 | 2,334 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 2,008 |
| Fair value | $1,190,000 | 2,040 |
| 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 | $48,686,000 | 2,424 |
| U.S. Government securities | $24,012,000 | 3,321 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $24,012,000 | 3,211 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $24,674,000 | 450 |
| 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 | $24,674,000 | 237 |
| 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 | $28,647,000 | 1,571 |
| Mortgage-backed securities | $12,796,000 | 2,374 |
| Certificates of participation in pools of residential mortgages | $7,079,000 | 2,641 |
| Issued or guaranteed by U.S. | $7,079,000 | 2,631 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $5,717,000 | 1,375 |
| CMOs issued by government agencies or sponsored agencies | $5,717,000 | 1,178 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $48,686,000 | 2,068 |
| Total debt securities | $48,688,000 | 2,381 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,997 |
| Fair value | $1,206,000 | 2,021 |
| 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 | $52,957,000 | 2,210 |
| U.S. Government securities | $24,655,000 | 3,223 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $24,655,000 | 3,109 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $28,302,000 | 407 |
| 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 | $28,302,000 | 204 |
| 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 | $32,742,000 | 1,374 |
| Mortgage-backed securities | $13,886,000 | 2,262 |
| Certificates of participation in pools of residential mortgages | $7,447,000 | 2,593 |
| Issued or guaranteed by U.S. | $7,447,000 | 2,581 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,439,000 | 1,303 |
| CMOs issued by government agencies or sponsored agencies | $6,439,000 | 1,114 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $52,957,000 | 1,858 |
| Total debt securities | $52,957,000 | 2,171 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,039 |
| Fair value | $968,000 | 2,317 |
| 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 | $41,443,000 | 2,757 |
| U.S. Government securities | $25,714,000 | 3,159 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $25,714,000 | 3,045 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $15,729,000 | 592 |
| 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 | $15,729,000 | 347 |
| 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 | $33,990,000 | 1,318 |
| Mortgage-backed securities | $15,802,000 | 2,149 |
| Certificates of participation in pools of residential mortgages | $7,956,000 | 2,559 |
| Issued or guaranteed by U.S. | $7,956,000 | 2,550 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $7,846,000 | 1,208 |
| CMOs issued by government agencies or sponsored agencies | $7,846,000 | 1,037 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $41,443,000 | 2,355 |
| Total debt securities | $41,443,000 | 2,711 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,035 |
| Fair value | $983,000 | 2,290 |
| 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 | $30,963,000 | 3,541 |
| U.S. Government securities | $22,098,000 | 3,607 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $22,098,000 | 3,482 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $8,865,000 | 824 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,865,000 | 552 |
| 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 | $30,147,000 | 1,479 |
| Mortgage-backed securities | $17,322,000 | 2,085 |
| Certificates of participation in pools of residential mortgages | $8,147,000 | 2,602 |
| Issued or guaranteed by U.S. | $8,147,000 | 2,594 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $9,175,000 | 1,142 |
| CMOs issued by government agencies or sponsored agencies | $9,175,000 | 979 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $30,963,000 | 3,047 |
| Total debt securities | $30,963,000 | 3,487 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,033 |
| Fair value | $960,000 | 2,304 |
| 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 | $41,419,000 | 2,820 |
| U.S. Government securities | $23,322,000 | 3,466 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $23,322,000 | 3,346 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $18,060,000 | 572 |
| 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 | $18,060,000 | 337 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $37,000 | 1,998 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,548,000 | 1,400 |
| Mortgage-backed securities | $18,448,000 | 2,030 |
| Certificates of participation in pools of residential mortgages | $8,551,000 | 2,564 |
| Issued or guaranteed by U.S. | $8,551,000 | 2,557 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $9,897,000 | 1,109 |
| CMOs issued by government agencies or sponsored agencies | $9,897,000 | 962 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $41,419,000 | 2,414 |
| Total debt securities | $41,383,000 | 2,767 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,982 |
| Fair value | $973,000 | 2,245 |
| 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 | $33,648,000 | 3,332 |
| U.S. Government securities | $18,454,000 | 4,039 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $18,454,000 | 3,894 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $14,575,000 | 654 |
| 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 | $14,575,000 | 421 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $619,000 | 1,402 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,529,000 | 1,544 |
| Mortgage-backed securities | $13,083,000 | 2,532 |
| Certificates of participation in pools of residential mortgages | $3,792,000 | 3,733 |
| Issued or guaranteed by U.S. | $3,792,000 | 3,727 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $9,291,000 | 1,138 |
| CMOs issued by government agencies or sponsored agencies | $9,291,000 | 996 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $33,648,000 | 2,856 |
| Total debt securities | $33,029,000 | 3,311 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,717 |
| Fair value | $1,464,000 | 1,820 |
| 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 | $38,840,000 | 3,024 |
| U.S. Government securities | $16,117,000 | 4,481 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $16,117,000 | 4,329 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $21,190,000 | 526 |
| 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 | $21,190,000 | 314 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $1,533,000 | 1,070 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,538,000 | 1,767 |
| Mortgage-backed securities | $11,896,000 | 2,715 |
| Certificates of participation in pools of residential mortgages | $3,931,000 | 3,751 |
| Issued or guaranteed by U.S. | $3,931,000 | 3,742 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,965,000 | 1,247 |
| CMOs issued by government agencies or sponsored agencies | $7,965,000 | 1,096 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $38,840,000 | 2,582 |
| Total debt securities | $37,308,000 | 3,049 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,635 |
| Fair value | $1,629,000 | 1,667 |
| 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 | $27,647,000 | 3,884 |
| U.S. Government securities | $3,949,000 | 7,500 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $3,949,000 | 7,345 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $10,631,000 | 834 |
| Privately issued residential mortgage-backed securities | $1,350,000 | 685 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,281,000 | 634 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $13,067,000 | 316 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,049,000 | 2,750 |
| Mortgage-backed securities | $1,350,000 | 5,539 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,350,000 | 2,593 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $1,350,000 | 641 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $27,647,000 | 3,362 |
| Total debt securities | $14,581,000 | 5,564 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,444 |
| Fair value | $1,724,000 | 1,460 |
| 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 | $16,750,000 | 5,316 |
| U.S. Government securities | $3,966,000 | 7,571 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $3,966,000 | 7,396 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $12,762,000 | 741 |
| Privately issued residential mortgage-backed securities | $1,356,000 | 565 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,406,000 | 591 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $22,000 | 2,186 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $1,356,000 | 5,535 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,356,000 | 2,575 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $1,356,000 | 494 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $16,750,000 | 4,635 |
| Total debt securities | $16,728,000 | 5,230 |
| 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 | $24,055,000 | 4,254 |
| U.S. Government securities | $7,279,000 | 6,384 |
| U.S. Treasury securities | $299,000 | 2,024 |
| U.S. Government agency obligations | $6,980,000 | 6,294 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $13,154,000 | 743 |
| Privately issued residential mortgage-backed securities | $1,820,000 | 544 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,334,000 | 622 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $3,622,000 | 814 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $1,820,000 | 5,297 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,820,000 | 2,416 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $1,820,000 | 480 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,933,000 | 2,280 |
| Available-for-sale securities (fair market value) | $20,122,000 | 4,117 |
| Total debt securities | $20,431,000 | 4,603 |
| Structured notes | ||
| Amortized cost | $697,000 | 1,701 |
| Fair value | $717,000 | 1,685 |
| 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 | $29,153,000 | 3,630 |
| U.S. Government securities | $13,385,000 | 4,817 |
| U.S. Treasury securities | $299,000 | 2,048 |
| U.S. Government agency obligations | $13,086,000 | 4,710 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $12,989,000 | 779 |
| Privately issued residential mortgage-backed securities | $821,000 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,168,000 | 609 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $2,779,000 | 955 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $3,069,000 | 4,797 |
| Certificates of participation in pools of residential mortgages | $609,000 | 5,718 |
| Issued or guaranteed by U.S. | $609,000 | 5,697 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,460,000 | 2,334 |
| CMOs issued by government agencies or sponsored agencies | $1,639,000 | 2,528 |
| Privately issued | $821,000 | 640 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,392,000 | 2,203 |
| Available-for-sale securities (fair market value) | $24,761,000 | 3,522 |
| Total debt securities | $26,373,000 | 3,825 |
| Structured notes | ||
| Amortized cost | $697,000 | 1,510 |
| Fair value | $717,000 | 1,492 |
| 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 | $17,615,000 | 5,040 |
| U.S. Government securities | $10,209,000 | 5,531 |
| U.S. Treasury securities | $299,000 | 2,101 |
| U.S. Government agency obligations | $9,910,000 | 5,416 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $285,000 | 3,550 |
| 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 | $285,000 | 3,142 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $7,121,000 | 552 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $840,000 | 6,060 |
| Certificates of participation in pools of residential mortgages | $840,000 | 5,522 |
| Issued or guaranteed by U.S. | $840,000 | 5,501 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,324,000 | 1,914 |
| Available-for-sale securities (fair market value) | $11,291,000 | 5,465 |
| Total debt securities | $10,493,000 | 6,296 |
| Structured notes | ||
| Amortized cost | $697,000 | 1,234 |
| Fair value | $708,000 | 1,227 |
| 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 | $18,358,000 | 4,894 |
| U.S. Government securities | $16,264,000 | 4,242 |
| U.S. Treasury securities | $299,000 | 2,242 |
| U.S. Government agency obligations | $15,965,000 | 4,125 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $836,000 | 2,968 |
| 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 | $836,000 | 2,625 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,258,000 | 1,281 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $1,005,000 | 5,933 |
| Certificates of participation in pools of residential mortgages | $1,005,000 | 5,347 |
| Issued or guaranteed by U.S. | $1,005,000 | 5,328 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,532,000 | 1,455 |
| Available-for-sale securities (fair market value) | $7,826,000 | 6,241 |
| Total debt securities | $17,099,000 | 5,016 |
| Structured notes | ||
| Amortized cost | $1,192,000 | 714 |
| Fair value | $1,202,000 | 712 |
| 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 | $3,919,000 | 8,277 |
| U.S. Government securities | $25,000 | 9,279 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $25,000 | 9,149 |
| Securities issued by states & political subdivisions | $2,250,000 | 4,145 |
| Other domestic debt securities | $1,644,000 | 2,443 |
| 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 | $1,644,000 | 2,085 |
| 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 | $0 | 7,583 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,669,000 | 3,389 |
| Available-for-sale securities (fair market value) | $2,250,000 | 7,841 |
| Total debt securities | $3,919,000 | 8,180 |
| 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 |