Home > First Commerce Bank > Securities
First Commerce Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $56,454,000 | 2,451 |
| U.S. Government securities | $28,294,000 | 2,549 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $28,294,000 | 2,218 |
| Securities issued by states & political subdivisions | $28,160,000 | 1,441 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,454,000 | 1,380 |
| Mortgage-backed securities | $17,196,000 | 2,163 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $16,432,000 | 1,638 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $764,000 | 1,150 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $56,454,000 | 2,229 |
| Total debt securities | $56,454,000 | 2,432 |
| 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 | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $51,824,000 | 2,527 |
| U.S. Government securities | $27,562,000 | 2,563 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $27,562,000 | 2,209 |
| Securities issued by states & political subdivisions | $24,262,000 | 1,572 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,824,000 | 1,400 |
| Mortgage-backed securities | $16,788,000 | 2,146 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $16,072,000 | 1,629 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $716,000 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $51,824,000 | 2,298 |
| Total debt securities | $51,824,000 | 2,514 |
| 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 | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $58,494,000 | 2,449 |
| U.S. Government securities | $33,065,000 | 2,395 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $33,065,000 | 2,077 |
| Securities issued by states & political subdivisions | $25,429,000 | 1,587 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,494,000 | 1,264 |
| Mortgage-backed securities | $17,880,000 | 2,132 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,128,000 | 1,625 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $752,000 | 1,152 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $58,494,000 | 2,220 |
| Total debt securities | $58,494,000 | 2,433 |
| 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 | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $59,340,000 | 2,506 |
| U.S. Government securities | $34,176,000 | 2,434 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $34,176,000 | 2,053 |
| Securities issued by states & political subdivisions | $25,164,000 | 1,638 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,340,000 | 1,210 |
| Mortgage-backed securities | $18,761,000 | 2,147 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,990,000 | 1,623 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $771,000 | 1,161 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $59,340,000 | 2,269 |
| Total debt securities | $59,341,000 | 2,486 |
| 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 | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $60,072,000 | 2,527 |
| U.S. Government securities | $34,200,000 | 2,444 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $34,200,000 | 2,058 |
| Securities issued by states & political subdivisions | $25,872,000 | 1,662 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,644,000 | 1,121 |
| Mortgage-backed securities | $19,001,000 | 2,150 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $18,239,000 | 1,635 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $762,000 | 1,159 |
| Held to maturity securities (book value) | $11,257,000 | 1,018 |
| Available-for-sale securities (fair market value) | $48,815,000 | 2,554 |
| Total debt securities | $60,072,000 | 2,510 |
| 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 | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $55,677,000 | 2,614 |
| U.S. Government securities | $32,242,000 | 2,554 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $32,242,000 | 2,140 |
| Securities issued by states & political subdivisions | $23,435,000 | 1,767 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,676,000 | 1,102 |
| Mortgage-backed securities | $18,559,000 | 2,180 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,797,000 | 1,672 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $762,000 | 1,198 |
| Held to maturity securities (book value) | $11,261,000 | 1,005 |
| Available-for-sale securities (fair market value) | $44,416,000 | 2,671 |
| Total debt securities | $55,677,000 | 2,596 |
| 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 | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $52,446,000 | 2,719 |
| U.S. Government securities | $29,000,000 | 2,715 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $29,000,000 | 2,283 |
| Securities issued by states & political subdivisions | $23,446,000 | 1,822 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,445,000 | 1,140 |
| Mortgage-backed securities | $19,858,000 | 2,180 |
| Certificates of participation in pools of residential mortgages | $19,054,000 | 1,702 |
| Issued or guaranteed by U.S. | $19,054,000 | 1,665 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $804,000 | 1,794 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $804,000 | 1,269 |
| Held to maturity securities (book value) | $11,264,000 | 929 |
| Available-for-sale securities (fair market value) | $41,182,000 | 2,832 |
| Total debt securities | $52,446,000 | 2,706 |
| 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 | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $52,074,000 | 2,709 |
| U.S. Government securities | $31,426,000 | 2,558 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $31,426,000 | 2,201 |
| Securities issued by states & political subdivisions | $20,648,000 | 1,969 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,074,000 | 1,111 |
| Mortgage-backed securities | $21,965,000 | 2,116 |
| Certificates of participation in pools of residential mortgages | $21,084,000 | 1,651 |
| Issued or guaranteed by U.S. | $21,084,000 | 1,623 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $881,000 | 1,755 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $881,000 | 1,242 |
| Held to maturity securities (book value) | $11,267,000 | 845 |
| Available-for-sale securities (fair market value) | $40,807,000 | 2,838 |
| Total debt securities | $52,074,000 | 2,693 |
| 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 | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $55,042,000 | 2,565 |
| U.S. Government securities | $34,064,000 | 2,325 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $34,064,000 | 2,096 |
| Securities issued by states & political subdivisions | $20,978,000 | 1,999 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,042,000 | 1,070 |
| Mortgage-backed securities | $24,177,000 | 2,042 |
| Certificates of participation in pools of residential mortgages | $23,186,000 | 1,573 |
| Issued or guaranteed by U.S. | $23,186,000 | 1,540 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $991,000 | 1,690 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $991,000 | 1,185 |
| Held to maturity securities (book value) | $11,271,000 | 731 |
| Available-for-sale securities (fair market value) | $43,771,000 | 2,705 |
| Total debt securities | $55,042,000 | 2,548 |
| 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 | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $51,059,000 | 2,586 |
| U.S. Government securities | $28,426,000 | 2,455 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $28,426,000 | 2,266 |
| Securities issued by states & political subdivisions | $21,619,000 | 1,935 |
| Other domestic debt securities | $1,014,000 | 1,792 |
| Privately issued residential mortgage-backed securities | $1,014,000 | 432 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,046,000 | 1,120 |
| Mortgage-backed securities | $21,456,000 | 2,134 |
| Certificates of participation in pools of residential mortgages | $20,442,000 | 1,658 |
| Issued or guaranteed by U.S. | $20,442,000 | 1,620 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,014,000 | 2,305 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $1,014,000 | 292 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $11,274,000 | 704 |
| Available-for-sale securities (fair market value) | $39,785,000 | 2,758 |
| Total debt securities | $51,061,000 | 2,569 |
| 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 | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $52,758,000 | 2,485 |
| U.S. Government securities | $29,392,000 | 2,351 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $29,392,000 | 2,174 |
| Securities issued by states & political subdivisions | $23,366,000 | 1,825 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,758,000 | 1,070 |
| Mortgage-backed securities | $21,415,000 | 2,096 |
| Certificates of participation in pools of residential mortgages | $21,415,000 | 1,575 |
| Issued or guaranteed by U.S. | $21,415,000 | 1,536 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $11,958,000 | 666 |
| Available-for-sale securities (fair market value) | $40,800,000 | 2,670 |
| Total debt securities | $52,758,000 | 2,472 |
| 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 | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $39,740,000 | 2,764 |
| U.S. Government securities | $12,087,000 | 3,257 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $12,087,000 | 3,072 |
| Securities issued by states & political subdivisions | $27,653,000 | 1,590 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,739,000 | 1,265 |
| Mortgage-backed securities | $6,083,000 | 3,061 |
| Certificates of participation in pools of residential mortgages | $6,083,000 | 2,613 |
| Issued or guaranteed by U.S. | $6,083,000 | 2,537 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $12,712,000 | 622 |
| Available-for-sale securities (fair market value) | $27,028,000 | 3,036 |
| Total debt securities | $39,740,000 | 2,743 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $38,349,000 | 2,691 |
| U.S. Government securities | $9,231,000 | 3,357 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $9,231,000 | 3,204 |
| Securities issued by states & political subdivisions | $29,118,000 | 1,469 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,348,000 | 1,278 |
| Mortgage-backed securities | $7,215,000 | 2,915 |
| Certificates of participation in pools of residential mortgages | $7,215,000 | 2,386 |
| Issued or guaranteed by U.S. | $7,215,000 | 2,317 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $12,716,000 | 591 |
| Available-for-sale securities (fair market value) | $25,633,000 | 2,972 |
| Total debt securities | $38,347,000 | 2,669 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $41,690,000 | 2,491 |
| U.S. Government securities | $12,592,000 | 3,025 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $12,592,000 | 2,880 |
| Securities issued by states & political subdivisions | $29,098,000 | 1,360 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,690,000 | 1,173 |
| Mortgage-backed securities | $8,557,000 | 2,769 |
| Certificates of participation in pools of residential mortgages | $8,557,000 | 2,207 |
| Issued or guaranteed by U.S. | $8,557,000 | 2,142 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $12,720,000 | 593 |
| Available-for-sale securities (fair market value) | $28,970,000 | 2,763 |
| Total debt securities | $41,690,000 | 2,469 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $46,750,000 | 2,266 |
| U.S. Government securities | $14,867,000 | 2,834 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $14,867,000 | 2,700 |
| Securities issued by states & political subdivisions | $31,883,000 | 1,184 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,089,000 | 1,098 |
| Mortgage-backed securities | $9,811,000 | 2,644 |
| Certificates of participation in pools of residential mortgages | $9,811,000 | 2,060 |
| Issued or guaranteed by U.S. | $9,811,000 | 2,005 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $12,724,000 | 594 |
| Available-for-sale securities (fair market value) | $34,026,000 | 2,525 |
| Total debt securities | $46,750,000 | 2,243 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $51,663,000 | 2,061 |
| U.S. Government securities | $20,378,000 | 2,476 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $20,378,000 | 2,354 |
| Securities issued by states & political subdivisions | $31,285,000 | 1,097 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,005,000 | 973 |
| Mortgage-backed securities | $10,302,000 | 2,618 |
| Certificates of participation in pools of residential mortgages | $10,302,000 | 2,019 |
| Issued or guaranteed by U.S. | $10,302,000 | 1,961 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $12,727,000 | 610 |
| Available-for-sale securities (fair market value) | $38,936,000 | 2,298 |
| Total debt securities | $51,663,000 | 2,042 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $51,505,000 | 2,054 |
| U.S. Government securities | $18,529,000 | 2,676 |
| U.S. Treasury securities | $2,003,000 | 936 |
| U.S. Government agency obligations | $16,526,000 | 2,648 |
| Securities issued by states & political subdivisions | $32,976,000 | 1,006 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,613,000 | 1,111 |
| Mortgage-backed securities | $0 | 4,283 |
| Certificates of participation in pools of residential mortgages | $0 | 4,141 |
| Issued or guaranteed by U.S. | $0 | 4,080 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $12,731,000 | 643 |
| Available-for-sale securities (fair market value) | $38,774,000 | 2,311 |
| Total debt securities | $51,505,000 | 2,034 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $54,430,000 | 1,974 |
| U.S. Government securities | $21,496,000 | 2,518 |
| U.S. Treasury securities | $7,996,000 | 525 |
| U.S. Government agency obligations | $13,500,000 | 2,935 |
| Securities issued by states & political subdivisions | $32,934,000 | 982 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,899,000 | 1,051 |
| Mortgage-backed securities | $0 | 4,333 |
| Certificates of participation in pools of residential mortgages | $0 | 4,185 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $12,735,000 | 675 |
| Available-for-sale securities (fair market value) | $41,695,000 | 2,218 |
| Total debt securities | $54,430,000 | 1,952 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $64,269,000 | 1,764 |
| U.S. Government securities | $30,962,000 | 2,069 |
| U.S. Treasury securities | $15,464,000 | 344 |
| U.S. Government agency obligations | $15,498,000 | 2,811 |
| Securities issued by states & political subdivisions | $33,307,000 | 990 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,322,000 | 917 |
| Mortgage-backed securities | $0 | 4,365 |
| Certificates of participation in pools of residential mortgages | $0 | 4,219 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $12,739,000 | 707 |
| Available-for-sale securities (fair market value) | $51,530,000 | 1,917 |
| Total debt securities | $64,269,000 | 1,748 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $63,023,000 | 1,821 |
| U.S. Government securities | $29,831,000 | 2,143 |
| U.S. Treasury securities | $15,393,000 | 345 |
| U.S. Government agency obligations | $14,438,000 | 2,914 |
| Securities issued by states & political subdivisions | $33,192,000 | 1,029 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,082,000 | 956 |
| Mortgage-backed securities | $0 | 4,413 |
| Certificates of participation in pools of residential mortgages | $0 | 4,262 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $12,743,000 | 725 |
| Available-for-sale securities (fair market value) | $50,280,000 | 1,989 |
| Total debt securities | $63,024,000 | 1,805 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $59,112,000 | 1,920 |
| U.S. Government securities | $27,219,000 | 2,266 |
| U.S. Treasury securities | $6,972,000 | 553 |
| U.S. Government agency obligations | $20,247,000 | 2,524 |
| Securities issued by states & political subdivisions | $31,893,000 | 1,109 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,759,000 | 1,021 |
| Mortgage-backed securities | $1,323,000 | 3,810 |
| Certificates of participation in pools of residential mortgages | $1,323,000 | 3,480 |
| Issued or guaranteed by U.S. | $1,323,000 | 3,410 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $12,747,000 | 761 |
| Available-for-sale securities (fair market value) | $46,365,000 | 2,133 |
| Total debt securities | $59,112,000 | 1,907 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $58,001,000 | 1,961 |
| U.S. Government securities | $26,229,000 | 2,339 |
| U.S. Treasury securities | $1,000,000 | 1,142 |
| U.S. Government agency obligations | $25,229,000 | 2,276 |
| Securities issued by states & political subdivisions | $31,772,000 | 1,118 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,483,000 | 1,142 |
| Mortgage-backed securities | $1,397,000 | 3,834 |
| Certificates of participation in pools of residential mortgages | $1,397,000 | 3,503 |
| Issued or guaranteed by U.S. | $1,397,000 | 3,473 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $12,751,000 | 773 |
| Available-for-sale securities (fair market value) | $45,250,000 | 2,183 |
| Total debt securities | $58,000,000 | 1,944 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $62,702,000 | 1,891 |
| U.S. Government securities | $30,365,000 | 2,138 |
| U.S. Treasury securities | $7,996,000 | 483 |
| U.S. Government agency obligations | $22,369,000 | 2,430 |
| Securities issued by states & political subdivisions | $32,337,000 | 1,134 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,071,000 | 1,077 |
| Mortgage-backed securities | $1,512,000 | 3,854 |
| Certificates of participation in pools of residential mortgages | $1,512,000 | 3,520 |
| Issued or guaranteed by U.S. | $1,512,000 | 3,357 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $12,755,000 | 784 |
| Available-for-sale securities (fair market value) | $49,947,000 | 2,051 |
| Total debt securities | $62,702,000 | 1,876 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $60,273,000 | 1,970 |
| U.S. Government securities | $27,454,000 | 2,324 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $27,454,000 | 2,228 |
| Securities issued by states & political subdivisions | $32,819,000 | 1,135 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,944,000 | 1,131 |
| Mortgage-backed securities | $1,620,000 | 3,857 |
| Certificates of participation in pools of residential mortgages | $1,620,000 | 3,525 |
| Issued or guaranteed by U.S. | $1,620,000 | 3,519 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $12,759,000 | 798 |
| Available-for-sale securities (fair market value) | $47,514,000 | 2,148 |
| Total debt securities | $60,274,000 | 1,952 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $55,368,000 | 2,137 |
| U.S. Government securities | $21,663,000 | 2,680 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $21,663,000 | 2,558 |
| Securities issued by states & political subdivisions | $33,705,000 | 1,154 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,040,000 | 1,285 |
| Mortgage-backed securities | $1,755,000 | 3,869 |
| Certificates of participation in pools of residential mortgages | $1,755,000 | 3,535 |
| Issued or guaranteed by U.S. | $1,755,000 | 3,529 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $12,763,000 | 818 |
| Available-for-sale securities (fair market value) | $42,605,000 | 2,364 |
| Total debt securities | $55,368,000 | 2,119 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $59,437,000 | 2,054 |
| U.S. Government securities | $24,851,000 | 2,511 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $24,851,000 | 2,406 |
| Securities issued by states & political subdivisions | $34,586,000 | 1,134 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,779,000 | 1,208 |
| Mortgage-backed securities | $1,903,000 | 3,882 |
| Certificates of participation in pools of residential mortgages | $1,903,000 | 3,544 |
| Issued or guaranteed by U.S. | $1,903,000 | 3,539 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $12,767,000 | 850 |
| Available-for-sale securities (fair market value) | $46,670,000 | 2,245 |
| Total debt securities | $59,436,000 | 2,037 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $59,532,000 | 2,085 |
| U.S. Government securities | $25,983,000 | 2,505 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $25,983,000 | 2,404 |
| Securities issued by states & political subdivisions | $33,549,000 | 1,183 |
| 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 | $44,159,000 | 1,186 |
| Mortgage-backed securities | $2,038,000 | 3,893 |
| Certificates of participation in pools of residential mortgages | $2,038,000 | 3,557 |
| Issued or guaranteed by U.S. | $2,038,000 | 3,551 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $11,078,000 | 909 |
| Available-for-sale securities (fair market value) | $48,454,000 | 2,209 |
| Total debt securities | $59,531,000 | 2,060 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $57,346,000 | 2,168 |
| U.S. Government securities | $24,152,000 | 2,646 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $24,152,000 | 2,537 |
| Securities issued by states & political subdivisions | $33,194,000 | 1,205 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,789,000 | 1,265 |
| Mortgage-backed securities | $2,163,000 | 3,914 |
| Certificates of participation in pools of residential mortgages | $2,163,000 | 3,571 |
| Issued or guaranteed by U.S. | $2,163,000 | 3,566 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $9,922,000 | 978 |
| Available-for-sale securities (fair market value) | $47,424,000 | 2,264 |
| Total debt securities | $57,346,000 | 2,149 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $52,899,000 | 2,277 |
| U.S. Government securities | $21,313,000 | 2,812 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $21,313,000 | 2,681 |
| Securities issued by states & political subdivisions | $31,586,000 | 1,275 |
| 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 | $36,289,000 | 1,388 |
| Mortgage-backed securities | $2,325,000 | 3,909 |
| Certificates of participation in pools of residential mortgages | $2,325,000 | 3,537 |
| Issued or guaranteed by U.S. | $2,325,000 | 3,531 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $8,020,000 | 1,052 |
| Available-for-sale securities (fair market value) | $44,879,000 | 2,323 |
| Total debt securities | $52,899,000 | 2,253 |
| 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 | $55,189,000 | 2,197 |
| U.S. Government securities | $23,619,000 | 2,633 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $23,619,000 | 2,540 |
| Securities issued by states & political subdivisions | $31,570,000 | 1,281 |
| 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 | $36,055,000 | 1,418 |
| Mortgage-backed securities | $2,578,000 | 3,901 |
| Certificates of participation in pools of residential mortgages | $2,578,000 | 3,515 |
| Issued or guaranteed by U.S. | $2,578,000 | 3,511 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $7,263,000 | 1,090 |
| Available-for-sale securities (fair market value) | $47,926,000 | 2,229 |
| Total debt securities | $55,189,000 | 2,172 |
| 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 | $56,736,000 | 2,192 |
| U.S. Government securities | $24,823,000 | 2,632 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $24,823,000 | 2,531 |
| Securities issued by states & political subdivisions | $31,913,000 | 1,257 |
| 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 | $37,329,000 | 1,396 |
| Mortgage-backed securities | $2,765,000 | 3,897 |
| Certificates of participation in pools of residential mortgages | $2,765,000 | 3,519 |
| Issued or guaranteed by U.S. | $2,765,000 | 3,513 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $5,973,000 | 1,219 |
| Available-for-sale securities (fair market value) | $50,763,000 | 2,169 |
| Total debt securities | $56,736,000 | 2,167 |
| 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 | $54,170,000 | 2,291 |
| U.S. Government securities | $25,011,000 | 2,689 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $25,011,000 | 2,597 |
| Securities issued by states & political subdivisions | $29,159,000 | 1,360 |
| 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 | $37,246,000 | 1,414 |
| Mortgage-backed securities | $2,950,000 | 3,886 |
| Certificates of participation in pools of residential mortgages | $2,950,000 | 3,502 |
| Issued or guaranteed by U.S. | $2,950,000 | 3,499 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $7,203,000 | 1,165 |
| Available-for-sale securities (fair market value) | $46,967,000 | 2,319 |
| Total debt securities | $54,170,000 | 2,266 |
| 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 | $51,950,000 | 2,392 |
| U.S. Government securities | $25,202,000 | 2,702 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $25,202,000 | 2,604 |
| Securities issued by states & political subdivisions | $26,748,000 | 1,467 |
| 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 | $35,325,000 | 1,453 |
| Mortgage-backed securities | $3,121,000 | 3,872 |
| Certificates of participation in pools of residential mortgages | $3,121,000 | 3,467 |
| Issued or guaranteed by U.S. | $3,121,000 | 3,463 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $4,997,000 | 1,340 |
| Available-for-sale securities (fair market value) | $46,953,000 | 2,350 |
| Total debt securities | $51,951,000 | 2,365 |
| 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 | $53,011,000 | 2,394 |
| U.S. Government securities | $27,497,000 | 2,618 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $27,497,000 | 2,529 |
| Securities issued by states & political subdivisions | $25,514,000 | 1,536 |
| 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 | $35,616,000 | 1,445 |
| Mortgage-backed securities | $3,353,000 | 3,876 |
| Certificates of participation in pools of residential mortgages | $3,353,000 | 3,450 |
| Issued or guaranteed by U.S. | $3,353,000 | 3,445 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $4,997,000 | 1,354 |
| Available-for-sale securities (fair market value) | $48,014,000 | 2,337 |
| Total debt securities | $53,011,000 | 2,371 |
| 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 | $54,725,000 | 2,367 |
| U.S. Government securities | $28,801,000 | 2,618 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $28,801,000 | 2,529 |
| Securities issued by states & political subdivisions | $25,924,000 | 1,487 |
| 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 | $37,735,000 | 1,403 |
| Mortgage-backed securities | $3,622,000 | 3,894 |
| Certificates of participation in pools of residential mortgages | $3,622,000 | 3,470 |
| Issued or guaranteed by U.S. | $3,622,000 | 3,467 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $4,997,000 | 1,370 |
| Available-for-sale securities (fair market value) | $49,728,000 | 2,319 |
| Total debt securities | $54,725,000 | 2,342 |
| 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 | $50,493,000 | 2,546 |
| U.S. Government securities | $28,100,000 | 2,707 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $28,100,000 | 2,619 |
| Securities issued by states & political subdivisions | $22,393,000 | 1,660 |
| 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 | $38,263,000 | 1,405 |
| Mortgage-backed securities | $3,963,000 | 3,900 |
| Certificates of participation in pools of residential mortgages | $3,963,000 | 3,469 |
| Issued or guaranteed by U.S. | $3,963,000 | 3,467 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $4,997,000 | 1,384 |
| Available-for-sale securities (fair market value) | $45,496,000 | 2,488 |
| Total debt securities | $50,493,000 | 2,522 |
| 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 | $50,228,000 | 2,581 |
| U.S. Government securities | $27,353,000 | 2,770 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $27,353,000 | 2,675 |
| Securities issued by states & political subdivisions | $22,875,000 | 1,637 |
| 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 | $37,774,000 | 1,427 |
| Mortgage-backed securities | $4,217,000 | 3,912 |
| Certificates of participation in pools of residential mortgages | $4,217,000 | 3,471 |
| Issued or guaranteed by U.S. | $4,217,000 | 3,466 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $4,997,000 | 1,406 |
| Available-for-sale securities (fair market value) | $45,231,000 | 2,532 |
| Total debt securities | $50,227,000 | 2,559 |
| 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 | $51,384,000 | 2,590 |
| U.S. Government securities | $28,578,000 | 2,786 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $28,578,000 | 2,701 |
| Securities issued by states & political subdivisions | $22,806,000 | 1,640 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,003,000 | 1,392 |
| Mortgage-backed securities | $4,467,000 | 3,937 |
| Certificates of participation in pools of residential mortgages | $4,467,000 | 3,487 |
| Issued or guaranteed by U.S. | $4,467,000 | 3,486 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $4,997,000 | 1,415 |
| Available-for-sale securities (fair market value) | $46,387,000 | 2,528 |
| Total debt securities | $51,384,000 | 2,566 |
| 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 | $52,260,000 | 2,587 |
| U.S. Government securities | $29,947,000 | 2,745 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $29,947,000 | 2,659 |
| Securities issued by states & political subdivisions | $22,313,000 | 1,675 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,657,000 | 1,368 |
| Mortgage-backed securities | $4,818,000 | 3,927 |
| Certificates of participation in pools of residential mortgages | $4,818,000 | 3,472 |
| Issued or guaranteed by U.S. | $4,818,000 | 3,472 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $4,997,000 | 1,431 |
| Available-for-sale securities (fair market value) | $47,263,000 | 2,533 |
| Total debt securities | $52,260,000 | 2,567 |
| 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 | $52,513,000 | 2,587 |
| U.S. Government securities | $31,007,000 | 2,706 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $31,007,000 | 2,631 |
| Securities issued by states & political subdivisions | $21,506,000 | 1,736 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,133,000 | 1,381 |
| Mortgage-backed securities | $10,051,000 | 3,188 |
| Certificates of participation in pools of residential mortgages | $10,051,000 | 2,648 |
| Issued or guaranteed by U.S. | $10,051,000 | 2,648 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $5,041,000 | 1,433 |
| Available-for-sale securities (fair market value) | $47,472,000 | 2,541 |
| Total debt securities | $52,512,000 | 2,567 |
| 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 | $51,153,000 | 2,631 |
| U.S. Government securities | $30,585,000 | 2,712 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $30,585,000 | 2,642 |
| Securities issued by states & political subdivisions | $20,568,000 | 1,801 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,273,000 | 1,405 |
| Mortgage-backed securities | $10,672,000 | 3,118 |
| Certificates of participation in pools of residential mortgages | $10,672,000 | 2,569 |
| Issued or guaranteed by U.S. | $10,672,000 | 2,569 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $5,046,000 | 1,417 |
| Available-for-sale securities (fair market value) | $46,107,000 | 2,587 |
| Total debt securities | $51,155,000 | 2,605 |
| 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 | $53,674,000 | 2,549 |
| U.S. Government securities | $33,394,000 | 2,573 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $33,394,000 | 2,507 |
| Securities issued by states & political subdivisions | $20,280,000 | 1,831 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,305,000 | 1,346 |
| Mortgage-backed securities | $11,455,000 | 3,052 |
| Certificates of participation in pools of residential mortgages | $11,455,000 | 2,478 |
| Issued or guaranteed by U.S. | $11,455,000 | 2,476 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $5,056,000 | 1,386 |
| Available-for-sale securities (fair market value) | $48,618,000 | 2,511 |
| Total debt securities | $53,674,000 | 2,520 |
| 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 | $54,207,000 | 2,522 |
| U.S. Government securities | $34,847,000 | 2,497 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $34,847,000 | 2,429 |
| Securities issued by states & political subdivisions | $19,360,000 | 1,891 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,211,000 | 1,273 |
| Mortgage-backed securities | $12,870,000 | 2,918 |
| Certificates of participation in pools of residential mortgages | $12,870,000 | 2,319 |
| Issued or guaranteed by U.S. | $12,870,000 | 2,318 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $5,071,000 | 1,322 |
| Available-for-sale securities (fair market value) | $49,136,000 | 2,478 |
| Total debt securities | $54,209,000 | 2,497 |
| 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 | $56,224,000 | 2,468 |
| U.S. Government securities | $34,818,000 | 2,536 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $34,818,000 | 2,474 |
| Securities issued by states & political subdivisions | $21,406,000 | 1,713 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,016,000 | 1,266 |
| Mortgage-backed securities | $14,749,000 | 2,786 |
| Certificates of participation in pools of residential mortgages | $14,749,000 | 2,189 |
| Issued or guaranteed by U.S. | $14,749,000 | 2,189 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $5,084,000 | 1,296 |
| Available-for-sale securities (fair market value) | $51,140,000 | 2,458 |
| Total debt securities | $56,225,000 | 2,443 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,189 |
| Fair value | $2,001,000 | 1,221 |
| 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 | $57,757,000 | 2,362 |
| U.S. Government securities | $34,804,000 | 2,494 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $34,804,000 | 2,433 |
| Securities issued by states & political subdivisions | $22,953,000 | 1,587 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,449,000 | 1,266 |
| Mortgage-backed securities | $16,709,000 | 2,640 |
| Certificates of participation in pools of residential mortgages | $16,709,000 | 2,013 |
| Issued or guaranteed by U.S. | $16,709,000 | 2,011 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $105,000 | 2,409 |
| Available-for-sale securities (fair market value) | $57,652,000 | 2,172 |
| Total debt securities | $57,757,000 | 2,337 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 848 |
| Fair value | $4,006,000 | 865 |
| 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 | $58,048,000 | 2,376 |
| U.S. Government securities | $34,109,000 | 2,579 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $34,109,000 | 2,524 |
| Securities issued by states & political subdivisions | $23,939,000 | 1,480 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,791,000 | 1,272 |
| Mortgage-backed securities | $19,000,000 | 2,592 |
| Certificates of participation in pools of residential mortgages | $19,000,000 | 1,921 |
| Issued or guaranteed by U.S. | $19,000,000 | 1,920 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $122,000 | 2,445 |
| Available-for-sale securities (fair market value) | $57,926,000 | 2,179 |
| Total debt securities | $58,049,000 | 2,355 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 900 |
| Fair value | $3,998,000 | 937 |
| 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 | $61,817,000 | 2,258 |
| U.S. Government securities | $38,192,000 | 2,408 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $38,192,000 | 2,355 |
| Securities issued by states & political subdivisions | $23,625,000 | 1,457 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,799,000 | 1,228 |
| Mortgage-backed securities | $21,062,000 | 2,455 |
| Certificates of participation in pools of residential mortgages | $21,062,000 | 1,805 |
| Issued or guaranteed by U.S. | $21,062,000 | 1,803 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $138,000 | 2,460 |
| Available-for-sale securities (fair market value) | $61,679,000 | 2,069 |
| Total debt securities | $61,817,000 | 2,240 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,219 |
| Fair value | $3,005,000 | 1,249 |
| 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 | $59,929,000 | 2,326 |
| U.S. Government securities | $39,225,000 | 2,358 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $39,225,000 | 2,301 |
| Securities issued by states & political subdivisions | $20,704,000 | 1,598 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,434,000 | 1,217 |
| Mortgage-backed securities | $23,188,000 | 2,357 |
| Certificates of participation in pools of residential mortgages | $23,188,000 | 1,686 |
| Issued or guaranteed by U.S. | $23,188,000 | 1,684 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $1,152,000 | 1,955 |
| Available-for-sale securities (fair market value) | $58,777,000 | 2,146 |
| Total debt securities | $59,931,000 | 2,305 |
| Structured notes | ||
| Amortized cost | $2,400,000 | 1,585 |
| Fair value | $2,402,000 | 1,590 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $54,680,000 | 2,440 |
| U.S. Government securities | $32,842,000 | 2,617 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $32,842,000 | 2,561 |
| Securities issued by states & political subdivisions | $21,838,000 | 1,475 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,177,000 | 1,226 |
| Mortgage-backed securities | $22,817,000 | 2,271 |
| Certificates of participation in pools of residential mortgages | $22,817,000 | 1,614 |
| Issued or guaranteed by U.S. | $22,817,000 | 1,610 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $2,172,000 | 1,744 |
| Available-for-sale securities (fair market value) | $52,508,000 | 2,283 |
| Total debt securities | $54,680,000 | 2,420 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,344 |
| Fair value | $3,005,000 | 1,374 |
| 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 | $57,344,000 | 2,268 |
| U.S. Government securities | $36,413,000 | 2,358 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $36,413,000 | 2,297 |
| Securities issued by states & political subdivisions | $20,931,000 | 1,486 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,040,000 | 1,166 |
| Mortgage-backed securities | $25,345,000 | 2,063 |
| Certificates of participation in pools of residential mortgages | $25,345,000 | 1,431 |
| Issued or guaranteed by U.S. | $25,345,000 | 1,427 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $1,194,000 | 2,044 |
| Available-for-sale securities (fair market value) | $56,150,000 | 2,094 |
| Total debt securities | $57,344,000 | 2,248 |
| Structured notes | ||
| Amortized cost | $5,001,000 | 1,014 |
| Fair value | $5,016,000 | 1,027 |
| 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 | $57,241,000 | 2,283 |
| U.S. Government securities | $36,518,000 | 2,398 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $36,518,000 | 2,331 |
| Securities issued by states & political subdivisions | $20,723,000 | 1,453 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,029,000 | 1,169 |
| Mortgage-backed securities | $25,469,000 | 2,031 |
| Certificates of participation in pools of residential mortgages | $25,469,000 | 1,395 |
| Issued or guaranteed by U.S. | $25,469,000 | 1,391 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $1,215,000 | 2,059 |
| Available-for-sale securities (fair market value) | $56,026,000 | 2,105 |
| Total debt securities | $57,239,000 | 2,257 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,342 |
| Fair value | $4,004,000 | 1,376 |
| 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 | $57,361,000 | 2,252 |
| U.S. Government securities | $37,092,000 | 2,343 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $37,092,000 | 2,274 |
| Securities issued by states & political subdivisions | $20,269,000 | 1,430 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,284,000 | 1,224 |
| Mortgage-backed securities | $25,213,000 | 2,016 |
| Certificates of participation in pools of residential mortgages | $25,213,000 | 1,359 |
| Issued or guaranteed by U.S. | $25,213,000 | 1,352 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $1,241,000 | 2,063 |
| Available-for-sale securities (fair market value) | $56,120,000 | 2,075 |
| Total debt securities | $57,360,000 | 2,227 |
| Structured notes | ||
| Amortized cost | $5,991,000 | 1,097 |
| Fair value | $5,952,000 | 1,089 |
| 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 | $58,790,000 | 2,126 |
| U.S. Government securities | $40,055,000 | 2,098 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $40,055,000 | 2,026 |
| Securities issued by states & political subdivisions | $18,735,000 | 1,504 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,882,000 | 1,273 |
| Mortgage-backed securities | $27,221,000 | 1,859 |
| Certificates of participation in pools of residential mortgages | $27,221,000 | 1,251 |
| Issued or guaranteed by U.S. | $27,221,000 | 1,238 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $1,274,000 | 2,074 |
| Available-for-sale securities (fair market value) | $57,516,000 | 1,957 |
| Total debt securities | $58,791,000 | 2,100 |
| Structured notes | ||
| Amortized cost | $6,991,000 | 887 |
| Fair value | $6,927,000 | 878 |
| 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 | $58,585,000 | 2,094 |
| U.S. Government securities | $38,481,000 | 2,149 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $38,481,000 | 2,076 |
| Securities issued by states & political subdivisions | $20,104,000 | 1,371 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,144,000 | 1,210 |
| Mortgage-backed securities | $27,404,000 | 1,830 |
| Certificates of participation in pools of residential mortgages | $27,404,000 | 1,217 |
| Issued or guaranteed by U.S. | $27,404,000 | 1,208 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $1,332,000 | 2,094 |
| Available-for-sale securities (fair market value) | $57,253,000 | 1,909 |
| Total debt securities | $58,584,000 | 2,066 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 1,103 |
| Fair value | $5,022,000 | 1,125 |
| 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 | $61,135,000 | 2,010 |
| U.S. Government securities | $41,615,000 | 2,059 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $41,615,000 | 1,989 |
| Securities issued by states & political subdivisions | $19,520,000 | 1,322 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,903,000 | 1,204 |
| Mortgage-backed securities | $29,554,000 | 1,716 |
| Certificates of participation in pools of residential mortgages | $29,554,000 | 1,135 |
| Issued or guaranteed by U.S. | $29,554,000 | 1,127 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $1,394,000 | 2,149 |
| Available-for-sale securities (fair market value) | $59,741,000 | 1,831 |
| Total debt securities | $61,135,000 | 1,990 |
| 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 | $64,697,000 | 1,946 |
| U.S. Government securities | $45,166,000 | 1,954 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $45,166,000 | 1,894 |
| Securities issued by states & political subdivisions | $19,531,000 | 1,306 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,290,000 | 1,287 |
| Mortgage-backed securities | $31,251,000 | 1,672 |
| Certificates of participation in pools of residential mortgages | $31,251,000 | 1,157 |
| Issued or guaranteed by U.S. | $31,251,000 | 1,150 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $467,000 | 2,616 |
| Available-for-sale securities (fair market value) | $64,230,000 | 1,748 |
| Total debt securities | $64,698,000 | 1,918 |
| 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 | $57,854,000 | 2,118 |
| U.S. Government securities | $39,381,000 | 2,137 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $39,381,000 | 2,074 |
| Securities issued by states & political subdivisions | $18,473,000 | 1,362 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,521,000 | 1,321 |
| Mortgage-backed securities | $27,604,000 | 1,846 |
| Certificates of participation in pools of residential mortgages | $27,604,000 | 1,322 |
| Issued or guaranteed by U.S. | $27,604,000 | 1,315 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $577,000 | 2,583 |
| Available-for-sale securities (fair market value) | $57,277,000 | 1,898 |
| Total debt securities | $57,856,000 | 2,091 |
| 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 | $54,497,000 | 2,217 |
| U.S. Government securities | $35,385,000 | 2,334 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $35,385,000 | 2,271 |
| Securities issued by states & political subdivisions | $19,112,000 | 1,306 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,302,000 | 1,376 |
| Mortgage-backed securities | $26,384,000 | 1,948 |
| Certificates of participation in pools of residential mortgages | $26,384,000 | 1,402 |
| Issued or guaranteed by U.S. | $26,384,000 | 1,394 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $735,000 | 2,563 |
| Available-for-sale securities (fair market value) | $53,762,000 | 1,987 |
| Total debt securities | $54,497,000 | 2,189 |
| 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 | $44,006,000 | 2,585 |
| U.S. Government securities | $29,146,000 | 2,686 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $29,146,000 | 2,621 |
| Securities issued by states & political subdivisions | $14,860,000 | 1,617 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,470,000 | 1,934 |
| Mortgage-backed securities | $27,632,000 | 1,898 |
| Certificates of participation in pools of residential mortgages | $27,632,000 | 1,380 |
| Issued or guaranteed by U.S. | $27,632,000 | 1,370 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $881,000 | 2,543 |
| Available-for-sale securities (fair market value) | $43,125,000 | 2,326 |
| Total debt securities | $44,006,000 | 2,556 |
| 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 | $48,921,000 | 2,380 |
| U.S. Government securities | $34,049,000 | 2,367 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $34,049,000 | 2,320 |
| Securities issued by states & political subdivisions | $14,792,000 | 1,558 |
| Other domestic debt securities | $80,000 | 3,226 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $80,000 | 2,446 |
| 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 | $22,555,000 | 2,074 |
| Mortgage-backed securities | $21,757,000 | 2,272 |
| Certificates of participation in pools of residential mortgages | $21,757,000 | 1,703 |
| Issued or guaranteed by U.S. | $21,757,000 | 1,692 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,117,000 | 2,143 |
| Available-for-sale securities (fair market value) | $46,804,000 | 2,183 |
| Total debt securities | $48,922,000 | 2,349 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $50,005,000 | 2,311 |
| U.S. Government securities | $38,322,000 | 2,163 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $38,322,000 | 2,121 |
| Securities issued by states & political subdivisions | $11,568,000 | 1,859 |
| Other domestic debt securities | $115,000 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $115,000 | 2,310 |
| 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 | $20,330,000 | 2,266 |
| Mortgage-backed securities | $22,795,000 | 2,160 |
| Certificates of participation in pools of residential mortgages | $22,795,000 | 1,613 |
| Issued or guaranteed by U.S. | $22,795,000 | 1,603 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,181,000 | 2,143 |
| Available-for-sale securities (fair market value) | $47,824,000 | 2,110 |
| Total debt securities | $50,004,000 | 2,284 |
| 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 | $49,090,000 | 2,295 |
| U.S. Government securities | $38,303,000 | 2,101 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $38,303,000 | 2,054 |
| Securities issued by states & political subdivisions | $10,672,000 | 1,952 |
| Other domestic debt securities | $115,000 | 3,049 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $115,000 | 2,272 |
| 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 | $21,148,000 | 2,170 |
| Mortgage-backed securities | $22,085,000 | 2,108 |
| Certificates of participation in pools of residential mortgages | $22,085,000 | 1,581 |
| Issued or guaranteed by U.S. | $22,085,000 | 1,571 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,598,000 | 2,317 |
| Available-for-sale securities (fair market value) | $47,492,000 | 2,066 |
| Total debt securities | $49,091,000 | 2,268 |
| 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 | $50,532,000 | 2,294 |
| U.S. Government securities | $39,684,000 | 2,081 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $39,684,000 | 2,039 |
| Securities issued by states & political subdivisions | $10,676,000 | 1,959 |
| Other domestic debt securities | $172,000 | 2,977 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $172,000 | 2,244 |
| 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 | $21,064,000 | 2,160 |
| Mortgage-backed securities | $22,103,000 | 2,097 |
| Certificates of participation in pools of residential mortgages | $22,103,000 | 1,561 |
| Issued or guaranteed by U.S. | $22,103,000 | 1,553 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,616,000 | 2,323 |
| Available-for-sale securities (fair market value) | $48,916,000 | 2,078 |
| Total debt securities | $50,533,000 | 2,242 |
| 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 | $50,335,000 | 2,304 |
| U.S. Government securities | $40,975,000 | 2,007 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $40,975,000 | 1,969 |
| Securities issued by states & political subdivisions | $9,185,000 | 2,199 |
| Other domestic debt securities | $175,000 | 2,939 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $175,000 | 2,203 |
| 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 | $19,741,000 | 2,239 |
| Mortgage-backed securities | $23,988,000 | 1,902 |
| Certificates of participation in pools of residential mortgages | $23,988,000 | 1,406 |
| Issued or guaranteed by U.S. | $23,988,000 | 1,395 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,634,000 | 2,365 |
| Available-for-sale securities (fair market value) | $48,701,000 | 2,082 |
| Total debt securities | $50,334,000 | 2,252 |
| 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 | $48,752,000 | 2,349 |
| U.S. Government securities | $41,381,000 | 1,999 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $41,381,000 | 1,957 |
| Securities issued by states & political subdivisions | $7,196,000 | 2,572 |
| Other domestic debt securities | $175,000 | 2,768 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $175,000 | 2,070 |
| 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 | $17,959,000 | 2,392 |
| Mortgage-backed securities | $20,743,000 | 1,874 |
| Certificates of participation in pools of residential mortgages | $20,743,000 | 1,368 |
| Issued or guaranteed by U.S. | $20,743,000 | 1,360 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,049,000 | 2,283 |
| Available-for-sale securities (fair market value) | $46,703,000 | 2,128 |
| Total debt securities | $48,753,000 | 2,298 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $51,249,000 | 2,250 |
| U.S. Government securities | $44,372,000 | 1,892 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $44,372,000 | 1,852 |
| Securities issued by states & political subdivisions | $6,877,000 | 2,606 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,700,000 | 2,213 |
| Mortgage-backed securities | $20,060,000 | 1,801 |
| Certificates of participation in pools of residential mortgages | $20,060,000 | 1,332 |
| Issued or guaranteed by U.S. | $20,060,000 | 1,321 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,460,000 | 2,228 |
| Available-for-sale securities (fair market value) | $48,789,000 | 2,024 |
| Total debt securities | $51,249,000 | 2,201 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $44,317,000 | 2,531 |
| U.S. Government securities | $39,606,000 | 2,093 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $39,606,000 | 2,038 |
| Securities issued by states & political subdivisions | $4,711,000 | 3,163 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,382,000 | 2,245 |
| Mortgage-backed securities | $15,322,000 | 2,091 |
| Certificates of participation in pools of residential mortgages | $15,322,000 | 1,560 |
| Issued or guaranteed by U.S. | $15,322,000 | 1,554 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,479,000 | 2,246 |
| Available-for-sale securities (fair market value) | $41,838,000 | 2,328 |
| Total debt securities | $44,317,000 | 2,485 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $41,976,000 | 2,687 |
| U.S. Government securities | $40,833,000 | 2,065 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $40,833,000 | 2,006 |
| Securities issued by states & political subdivisions | $1,143,000 | 4,833 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,297,000 | 2,426 |
| Mortgage-backed securities | $9,829,000 | 2,674 |
| Certificates of participation in pools of residential mortgages | $9,580,000 | 2,121 |
| Issued or guaranteed by U.S. | $9,580,000 | 2,113 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $249,000 | 3,139 |
| CMOs issued by government agencies or sponsored agencies | $249,000 | 2,845 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,499,000 | 2,274 |
| Available-for-sale securities (fair market value) | $39,477,000 | 2,446 |
| Total debt securities | $41,975,000 | 2,639 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $43,855,000 | 2,603 |
| U.S. Government securities | $42,705,000 | 2,009 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $42,705,000 | 1,945 |
| Securities issued by states & political subdivisions | $1,150,000 | 4,855 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,070,000 | 2,456 |
| Mortgage-backed securities | $10,292,000 | 2,612 |
| Certificates of participation in pools of residential mortgages | $10,020,000 | 2,079 |
| Issued or guaranteed by U.S. | $10,020,000 | 2,068 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $272,000 | 3,109 |
| CMOs issued by government agencies or sponsored agencies | $272,000 | 2,819 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,520,000 | 2,312 |
| Available-for-sale securities (fair market value) | $41,335,000 | 2,372 |
| Total debt securities | $43,855,000 | 2,563 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $44,006,000 | 2,610 |
| U.S. Government securities | $44,006,000 | 1,987 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $44,006,000 | 1,924 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,794,000 | 2,583 |
| Mortgage-backed securities | $10,758,000 | 2,543 |
| Certificates of participation in pools of residential mortgages | $10,462,000 | 2,045 |
| Issued or guaranteed by U.S. | $10,462,000 | 2,031 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $296,000 | 3,049 |
| CMOs issued by government agencies or sponsored agencies | $296,000 | 2,765 |
| 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) | $2,534,000 | 2,362 |
| Available-for-sale securities (fair market value) | $41,472,000 | 2,354 |
| Total debt securities | $44,007,000 | 2,568 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $43,526,000 | 2,637 |
| U.S. Government securities | $43,526,000 | 2,008 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $43,526,000 | 1,944 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,052,000 | 2,554 |
| Mortgage-backed securities | $11,995,000 | 2,388 |
| Certificates of participation in pools of residential mortgages | $11,674,000 | 1,917 |
| Issued or guaranteed by U.S. | $11,674,000 | 1,906 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $321,000 | 3,018 |
| CMOs issued by government agencies or sponsored agencies | $321,000 | 2,716 |
| 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) | $2,556,000 | 2,383 |
| Available-for-sale securities (fair market value) | $40,970,000 | 2,372 |
| Total debt securities | $43,525,000 | 2,599 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $44,040,000 | 2,631 |
| U.S. Government securities | $44,040,000 | 2,023 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $44,040,000 | 1,957 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,554,000 | 2,492 |
| Mortgage-backed securities | $12,763,000 | 2,354 |
| Certificates of participation in pools of residential mortgages | $12,413,000 | 1,881 |
| Issued or guaranteed by U.S. | $12,413,000 | 1,869 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $350,000 | 3,000 |
| CMOs issued by government agencies or sponsored agencies | $350,000 | 2,698 |
| 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) | $2,576,000 | 2,411 |
| Available-for-sale securities (fair market value) | $41,464,000 | 2,384 |
| Total debt securities | $44,040,000 | 2,588 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $36,386,000 | 3,053 |
| U.S. Government securities | $36,386,000 | 2,369 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $36,386,000 | 2,299 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,150,000 | 2,418 |
| Mortgage-backed securities | $12,962,000 | 2,352 |
| Certificates of participation in pools of residential mortgages | $12,576,000 | 1,883 |
| Issued or guaranteed by U.S. | $12,576,000 | 1,871 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $386,000 | 2,969 |
| CMOs issued by government agencies or sponsored agencies | $386,000 | 2,678 |
| 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) | $2,596,000 | 2,449 |
| Available-for-sale securities (fair market value) | $33,790,000 | 2,786 |
| Total debt securities | $36,387,000 | 3,008 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $37,014,000 | 2,989 |
| U.S. Government securities | $37,014,000 | 2,323 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $37,014,000 | 2,257 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,710,000 | 2,314 |
| Mortgage-backed securities | $13,334,000 | 2,330 |
| Certificates of participation in pools of residential mortgages | $12,902,000 | 1,873 |
| Issued or guaranteed by U.S. | $12,902,000 | 1,858 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $432,000 | 2,943 |
| CMOs issued by government agencies or sponsored agencies | $432,000 | 2,646 |
| 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) | $2,622,000 | 2,463 |
| Available-for-sale securities (fair market value) | $34,392,000 | 2,740 |
| Total debt securities | $37,015,000 | 2,941 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $32,478,000 | 3,388 |
| U.S. Government securities | $32,478,000 | 2,629 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $32,478,000 | 2,535 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,350,000 | 2,244 |
| Mortgage-backed securities | $11,725,000 | 2,584 |
| Certificates of participation in pools of residential mortgages | $11,244,000 | 2,115 |
| Issued or guaranteed by U.S. | $11,244,000 | 2,103 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $481,000 | 2,941 |
| CMOs issued by government agencies or sponsored agencies | $481,000 | 2,665 |
| 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) | $1,650,000 | 2,861 |
| Available-for-sale securities (fair market value) | $30,828,000 | 3,051 |
| Total debt securities | $32,478,000 | 3,338 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $33,500,000 | 3,344 |
| U.S. Government securities | $33,500,000 | 2,609 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $33,500,000 | 2,514 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,535,000 | 2,318 |
| Mortgage-backed securities | $11,362,000 | 2,703 |
| Certificates of participation in pools of residential mortgages | $10,840,000 | 2,219 |
| Issued or guaranteed by U.S. | $10,840,000 | 2,209 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $522,000 | 2,926 |
| CMOs issued by government agencies or sponsored agencies | $522,000 | 2,657 |
| 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) | $2,677,000 | 2,520 |
| Available-for-sale securities (fair market value) | $30,823,000 | 3,061 |
| Total debt securities | $33,500,000 | 3,293 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $25,384,000 | 4,085 |
| U.S. Government securities | $25,384,000 | 3,236 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $25,384,000 | 3,102 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,718,000 | 2,741 |
| Mortgage-backed securities | $11,005,000 | 2,794 |
| Certificates of participation in pools of residential mortgages | $10,439,000 | 2,307 |
| Issued or guaranteed by U.S. | $10,439,000 | 2,300 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $566,000 | 2,935 |
| CMOs issued by government agencies or sponsored agencies | $566,000 | 2,674 |
| 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) | $2,705,000 | 2,542 |
| Available-for-sale securities (fair market value) | $22,679,000 | 3,810 |
| Total debt securities | $25,383,000 | 4,018 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $23,924,000 | 4,231 |
| U.S. Government securities | $23,924,000 | 3,393 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $23,924,000 | 3,269 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,900,000 | 2,817 |
| Mortgage-backed securities | $11,116,000 | 2,782 |
| Certificates of participation in pools of residential mortgages | $10,515,000 | 2,301 |
| Issued or guaranteed by U.S. | $10,515,000 | 2,291 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $601,000 | 2,938 |
| CMOs issued by government agencies or sponsored agencies | $601,000 | 2,682 |
| 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) | $2,126,000 | 2,773 |
| Available-for-sale securities (fair market value) | $21,798,000 | 3,873 |
| Total debt securities | $23,924,000 | 4,159 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $15,514,000 | 5,474 |
| U.S. Government securities | $15,514,000 | 4,600 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $15,514,000 | 4,439 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,097,000 | 2,764 |
| Mortgage-backed securities | $10,627,000 | 2,890 |
| Certificates of participation in pools of residential mortgages | $10,013,000 | 2,412 |
| Issued or guaranteed by U.S. | $10,013,000 | 2,404 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $614,000 | 2,967 |
| CMOs issued by government agencies or sponsored agencies | $614,000 | 2,714 |
| 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) | $2,149,000 | 2,773 |
| Available-for-sale securities (fair market value) | $13,365,000 | 5,158 |
| Total debt securities | $15,514,000 | 5,403 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $12,433,000 | 6,040 |
| U.S. Government securities | $12,433,000 | 5,137 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $12,433,000 | 5,000 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,033,000 | 3,067 |
| Mortgage-backed securities | $10,633,000 | 2,930 |
| Certificates of participation in pools of residential mortgages | $9,982,000 | 2,411 |
| Issued or guaranteed by U.S. | $9,982,000 | 2,400 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $651,000 | 3,012 |
| CMOs issued by government agencies or sponsored agencies | $651,000 | 2,750 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,375,000 | 3,104 |
| Available-for-sale securities (fair market value) | $11,058,000 | 5,618 |
| Total debt securities | $12,433,000 | 5,961 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $11,363,000 | 6,328 |
| U.S. Government securities | $11,363,000 | 5,448 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $11,363,000 | 5,285 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,522,000 | 3,724 |
| Mortgage-backed securities | $10,963,000 | 2,860 |
| Certificates of participation in pools of residential mortgages | $10,310,000 | 2,385 |
| Issued or guaranteed by U.S. | $10,310,000 | 2,373 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $653,000 | 3,030 |
| CMOs issued by government agencies or sponsored agencies | $653,000 | 2,886 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $994,000 | 3,399 |
| Available-for-sale securities (fair market value) | $10,369,000 | 5,785 |
| Total debt securities | $11,363,000 | 6,244 |
| 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 | $8,973,000 | 6,769 |
| U.S. Government securities | $8,324,000 | 6,085 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $8,324,000 | 5,898 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $649,000 | 2,993 |
| Privately issued residential mortgage-backed securities | $649,000 | 729 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,893,000 | 4,133 |
| Mortgage-backed securities | $8,723,000 | 3,200 |
| Certificates of participation in pools of residential mortgages | $8,074,000 | 2,719 |
| Issued or guaranteed by U.S. | $8,074,000 | 2,706 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $649,000 | 3,084 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $649,000 | 644 |
| 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) | $250,000 | 4,136 |
| Available-for-sale securities (fair market value) | $8,723,000 | 6,062 |
| Total debt securities | $8,973,000 | 6,677 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $11,376,000 | 6,174 |
| U.S. Government securities | $11,376,000 | 5,225 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $11,376,000 | 5,061 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,178,000 | 4,729 |
| Mortgage-backed securities | $8,123,000 | 3,375 |
| Certificates of participation in pools of residential mortgages | $7,458,000 | 2,832 |
| Issued or guaranteed by U.S. | $7,458,000 | 2,820 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $665,000 | 3,285 |
| CMOs issued by government agencies or sponsored agencies | $665,000 | 3,127 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $250,000 | 4,191 |
| Available-for-sale securities (fair market value) | $11,126,000 | 5,475 |
| Total debt securities | $11,377,000 | 6,085 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $3,462,000 | 8,235 |
| U.S. Government securities | $3,462,000 | 7,722 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $3,462,000 | 7,521 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,100,000 | 5,788 |
| Mortgage-backed securities | $1,712,000 | 5,494 |
| Certificates of participation in pools of residential mortgages | $1,456,000 | 5,002 |
| Issued or guaranteed by U.S. | $1,456,000 | 4,987 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $256,000 | 3,820 |
| CMOs issued by government agencies or sponsored agencies | $256,000 | 3,650 |
| 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) | $500,000 | 3,942 |
| Available-for-sale securities (fair market value) | $2,962,000 | 7,531 |
| Total debt securities | $3,462,000 | 8,160 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $500,000 | 9,050 |
| U.S. Government securities | $500,000 | 8,854 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $500,000 | 8,712 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $500,000 | 6,352 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $500,000 | 3,615 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 3,464 |
| 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) | $500,000 | 4,040 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $500,000 | 8,982 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |