Home > First Community Bank of East Tennessee > Securities
First Community Bank of East Tennessee, Securities
| 2023-12-31 | Rank | |
| Total securities | $18,117,000 | 3,659 |
| U.S. Government securities | $16,303,000 | 3,187 |
| U.S. Treasury securities | $7,643,000 | 1,558 |
| U.S. Government agency obligations | $8,660,000 | 3,351 |
| Securities issued by states & political subdivisions | $1,814,000 | 3,365 |
| 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 | $18,117,000 | 2,456 |
| Mortgage-backed securities | $4,476,000 | 3,057 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,296,000 | 2,801 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $728,000 | 2,250 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $452,000 | 1,410 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $18,117,000 | 3,412 |
| Total debt securities | $18,117,000 | 3,638 |
| 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 | $17,730,000 | 3,692 |
| U.S. Government securities | $16,013,000 | 3,222 |
| U.S. Treasury securities | $7,497,000 | 1,628 |
| U.S. Government agency obligations | $8,516,000 | 3,357 |
| Securities issued by states & political subdivisions | $1,717,000 | 3,394 |
| 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 | $17,730,000 | 2,446 |
| Mortgage-backed securities | $4,486,000 | 3,051 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,268,000 | 2,810 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $735,000 | 2,228 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $483,000 | 1,363 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $17,730,000 | 3,431 |
| Total debt securities | $17,730,000 | 3,670 |
| 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 | $19,220,000 | 3,663 |
| U.S. Government securities | $17,435,000 | 3,176 |
| U.S. Treasury securities | $8,521,000 | 1,570 |
| U.S. Government agency obligations | $8,914,000 | 3,372 |
| Securities issued by states & political subdivisions | $1,785,000 | 3,434 |
| 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 | $19,220,000 | 2,367 |
| Mortgage-backed securities | $4,764,000 | 3,046 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,496,000 | 2,804 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $781,000 | 2,215 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $487,000 | 1,349 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $19,220,000 | 3,408 |
| Total debt securities | $19,222,000 | 3,642 |
| 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 | $19,625,000 | 3,728 |
| U.S. Government securities | $17,808,000 | 3,235 |
| U.S. Treasury securities | $8,545,000 | 1,645 |
| U.S. Government agency obligations | $9,263,000 | 3,365 |
| Securities issued by states & political subdivisions | $1,817,000 | 3,482 |
| 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 | $19,625,000 | 2,277 |
| Mortgage-backed securities | $5,054,000 | 3,069 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,669,000 | 2,822 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $836,000 | 2,234 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $549,000 | 1,354 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $19,625,000 | 3,467 |
| Total debt securities | $19,624,000 | 3,705 |
| 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 | $17,854,000 | 3,832 |
| U.S. Government securities | $15,813,000 | 3,362 |
| U.S. Treasury securities | $6,503,000 | 1,856 |
| U.S. Government agency obligations | $9,310,000 | 3,373 |
| Securities issued by states & political subdivisions | $2,041,000 | 3,489 |
| 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 | $17,854,000 | 2,238 |
| Mortgage-backed securities | $5,162,000 | 3,097 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,764,000 | 2,830 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $857,000 | 2,244 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $541,000 | 1,349 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $17,854,000 | 3,563 |
| Total debt securities | $17,855,000 | 3,809 |
| 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 | $18,005,000 | 3,841 |
| U.S. Government securities | $15,991,000 | 3,361 |
| U.S. Treasury securities | $6,482,000 | 1,884 |
| U.S. Government agency obligations | $9,509,000 | 3,357 |
| Securities issued by states & political subdivisions | $2,014,000 | 3,535 |
| 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 | $18,005,000 | 2,179 |
| Mortgage-backed securities | $5,391,000 | 3,099 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,884,000 | 2,831 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $900,000 | 2,246 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $607,000 | 1,347 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $18,005,000 | 3,563 |
| Total debt securities | $18,006,000 | 3,815 |
| 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 | $18,952,000 | 3,823 |
| U.S. Government securities | $16,844,000 | 3,342 |
| U.S. Treasury securities | $5,664,000 | 1,947 |
| U.S. Government agency obligations | $11,180,000 | 3,260 |
| Securities issued by states & political subdivisions | $2,108,000 | 3,566 |
| 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 | $18,952,000 | 2,112 |
| Mortgage-backed securities | $5,858,000 | 3,103 |
| Certificates of participation in pools of residential mortgages | $4,246,000 | 2,895 |
| Issued or guaranteed by U.S. | $4,246,000 | 2,812 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $976,000 | 2,312 |
| CMOs issued by government agencies or sponsored agencies | $976,000 | 2,241 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $636,000 | 1,838 |
| Commercial mortgage pass-through securities | $636,000 | 1,337 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $18,952,000 | 3,570 |
| Total debt securities | $18,950,000 | 3,807 |
| 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 | $21,118,000 | 3,697 |
| U.S. Government securities | $18,710,000 | 3,160 |
| U.S. Treasury securities | $5,763,000 | 1,730 |
| U.S. Government agency obligations | $12,947,000 | 3,119 |
| Securities issued by states & political subdivisions | $2,408,000 | 3,517 |
| 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 | $20,138,000 | 2,005 |
| Mortgage-backed securities | $5,417,000 | 3,146 |
| Certificates of participation in pools of residential mortgages | $4,658,000 | 2,849 |
| Issued or guaranteed by U.S. | $4,658,000 | 2,770 |
| 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 | $759,000 | 1,786 |
| Commercial mortgage pass-through securities | $759,000 | 1,289 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $21,118,000 | 3,450 |
| Total debt securities | $21,117,000 | 3,676 |
| 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 | $18,744,000 | 3,730 |
| U.S. Government securities | $16,184,000 | 3,176 |
| U.S. Treasury securities | $2,973,000 | 1,626 |
| U.S. Government agency obligations | $13,211,000 | 3,059 |
| Securities issued by states & political subdivisions | $2,560,000 | 3,536 |
| 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 | $18,744,000 | 2,082 |
| Mortgage-backed securities | $6,033,000 | 3,091 |
| Certificates of participation in pools of residential mortgages | $5,236,000 | 2,759 |
| Issued or guaranteed by U.S. | $5,236,000 | 2,674 |
| 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 | $797,000 | 1,765 |
| Commercial mortgage pass-through securities | $797,000 | 1,281 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $18,744,000 | 3,515 |
| Total debt securities | $18,746,000 | 3,710 |
| 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 | $17,350,000 | 3,773 |
| U.S. Government securities | $14,783,000 | 3,200 |
| U.S. Treasury securities | $1,999,000 | 1,575 |
| U.S. Government agency obligations | $12,784,000 | 3,103 |
| Securities issued by states & political subdivisions | $2,567,000 | 3,557 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,120,000 | 2,200 |
| Mortgage-backed securities | $5,515,000 | 3,173 |
| Certificates of participation in pools of residential mortgages | $4,595,000 | 2,879 |
| Issued or guaranteed by U.S. | $4,595,000 | 2,802 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $920,000 | 1,751 |
| Commercial mortgage pass-through securities | $920,000 | 1,262 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $17,350,000 | 3,552 |
| Total debt securities | $17,350,000 | 3,749 |
| 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 | $16,098,000 | 3,812 |
| U.S. Government securities | $12,963,000 | 3,290 |
| U.S. Treasury securities | $2,009,000 | 1,455 |
| U.S. Government agency obligations | $10,954,000 | 3,226 |
| Securities issued by states & political subdivisions | $3,135,000 | 3,479 |
| 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 | $16,098,000 | 2,181 |
| Mortgage-backed securities | $4,616,000 | 3,257 |
| Certificates of participation in pools of residential mortgages | $3,691,000 | 3,000 |
| Issued or guaranteed by U.S. | $3,691,000 | 2,907 |
| 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 | $925,000 | 1,738 |
| Commercial mortgage pass-through securities | $925,000 | 1,259 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $16,098,000 | 3,588 |
| Total debt securities | $16,099,000 | 3,790 |
| 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 | $16,691,000 | 3,694 |
| U.S. Government securities | $13,372,000 | 3,154 |
| U.S. Treasury securities | $1,989,000 | 1,164 |
| U.S. Government agency obligations | $11,383,000 | 3,123 |
| Securities issued by states & political subdivisions | $3,318,000 | 3,443 |
| 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 | $16,690,000 | 2,121 |
| Mortgage-backed securities | $5,052,000 | 3,176 |
| Certificates of participation in pools of residential mortgages | $4,048,000 | 2,905 |
| Issued or guaranteed by U.S. | $4,048,000 | 2,811 |
| 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 | $1,004,000 | 1,681 |
| Commercial mortgage pass-through securities | $1,004,000 | 1,204 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $16,691,000 | 3,472 |
| Total debt securities | $16,689,000 | 3,669 |
| 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 | $16,688,000 | 3,607 |
| U.S. Government securities | $13,280,000 | 2,996 |
| U.S. Treasury securities | $1,075,000 | 912 |
| U.S. Government agency obligations | $12,205,000 | 2,958 |
| Securities issued by states & political subdivisions | $3,408,000 | 3,415 |
| 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 | $16,688,000 | 2,102 |
| Mortgage-backed securities | $5,583,000 | 3,079 |
| Certificates of participation in pools of residential mortgages | $4,563,000 | 2,776 |
| Issued or guaranteed by U.S. | $4,563,000 | 2,698 |
| 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 | $1,020,000 | 1,639 |
| Commercial mortgage pass-through securities | $1,020,000 | 1,163 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $16,688,000 | 3,390 |
| Total debt securities | $16,689,000 | 3,585 |
| 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 | $16,224,000 | 3,578 |
| U.S. Government securities | $12,814,000 | 3,004 |
| U.S. Treasury securities | $1,082,000 | 914 |
| U.S. Government agency obligations | $11,732,000 | 2,951 |
| Securities issued by states & political subdivisions | $3,410,000 | 3,350 |
| 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 | $15,259,000 | 2,180 |
| Mortgage-backed securities | $6,027,000 | 3,030 |
| Certificates of participation in pools of residential mortgages | $4,907,000 | 2,700 |
| Issued or guaranteed by U.S. | $4,907,000 | 2,618 |
| 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 | $1,120,000 | 1,578 |
| Commercial mortgage pass-through securities | $1,120,000 | 1,097 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $16,224,000 | 3,354 |
| Total debt securities | $16,222,000 | 3,556 |
| 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 | $17,743,000 | 3,453 |
| U.S. Government securities | $16,165,000 | 2,732 |
| U.S. Treasury securities | $1,086,000 | 953 |
| U.S. Government agency obligations | $15,079,000 | 2,684 |
| Securities issued by states & political subdivisions | $1,578,000 | 3,705 |
| 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 | $17,743,000 | 2,018 |
| Mortgage-backed securities | $6,331,000 | 2,997 |
| Certificates of participation in pools of residential mortgages | $5,226,000 | 2,632 |
| Issued or guaranteed by U.S. | $5,226,000 | 2,558 |
| 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 | $1,105,000 | 1,562 |
| Commercial mortgage pass-through securities | $1,105,000 | 1,102 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $17,743,000 | 3,238 |
| Total debt securities | $17,744,000 | 3,427 |
| 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 | $18,331,000 | 3,406 |
| U.S. Government securities | $16,013,000 | 2,759 |
| U.S. Treasury securities | $1,084,000 | 1,001 |
| U.S. Government agency obligations | $14,929,000 | 2,715 |
| Securities issued by states & political subdivisions | $2,318,000 | 3,490 |
| 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 | $18,331,000 | 1,929 |
| Mortgage-backed securities | $5,112,000 | 3,143 |
| Certificates of participation in pools of residential mortgages | $3,905,000 | 2,853 |
| Issued or guaranteed by U.S. | $3,905,000 | 2,758 |
| 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 | $1,207,000 | 1,531 |
| Commercial mortgage pass-through securities | $1,207,000 | 1,043 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $18,331,000 | 3,184 |
| Total debt securities | $18,331,000 | 3,379 |
| 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 | $19,405,000 | 3,398 |
| U.S. Government securities | $17,020,000 | 2,778 |
| U.S. Treasury securities | $2,042,000 | 905 |
| U.S. Government agency obligations | $14,978,000 | 2,768 |
| Securities issued by states & political subdivisions | $2,385,000 | 3,473 |
| 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 | $19,405,000 | 1,872 |
| Mortgage-backed securities | $5,251,000 | 3,113 |
| Certificates of participation in pools of residential mortgages | $4,067,000 | 2,771 |
| Issued or guaranteed by U.S. | $4,067,000 | 2,687 |
| 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 | $1,184,000 | 1,506 |
| Commercial mortgage pass-through securities | $1,184,000 | 1,039 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $19,405,000 | 3,168 |
| Total debt securities | $19,404,000 | 3,376 |
| 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 | $19,901,000 | 3,410 |
| U.S. Government securities | $17,515,000 | 2,777 |
| U.S. Treasury securities | $2,047,000 | 914 |
| U.S. Government agency obligations | $15,468,000 | 2,763 |
| Securities issued by states & political subdivisions | $2,386,000 | 3,503 |
| 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 | $19,901,000 | 1,844 |
| Mortgage-backed securities | $5,674,000 | 3,048 |
| Certificates of participation in pools of residential mortgages | $4,385,000 | 2,703 |
| Issued or guaranteed by U.S. | $4,385,000 | 2,617 |
| 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 | $1,289,000 | 1,471 |
| Commercial mortgage pass-through securities | $1,289,000 | 1,027 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $19,901,000 | 3,174 |
| Total debt securities | $19,902,000 | 3,386 |
| 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 | $22,192,000 | 3,319 |
| U.S. Government securities | $19,805,000 | 2,662 |
| U.S. Treasury securities | $2,040,000 | 934 |
| U.S. Government agency obligations | $17,765,000 | 2,650 |
| Securities issued by states & political subdivisions | $2,387,000 | 3,554 |
| 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 | $22,192,000 | 1,776 |
| Mortgage-backed securities | $5,936,000 | 3,026 |
| Certificates of participation in pools of residential mortgages | $4,658,000 | 2,646 |
| Issued or guaranteed by U.S. | $4,658,000 | 2,575 |
| 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 | $1,278,000 | 1,465 |
| Commercial mortgage pass-through securities | $1,278,000 | 1,019 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $22,192,000 | 3,080 |
| Total debt securities | $22,187,000 | 3,296 |
| 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 | $23,590,000 | 3,293 |
| U.S. Government securities | $20,038,000 | 2,681 |
| U.S. Treasury securities | $2,017,000 | 967 |
| U.S. Government agency obligations | $18,021,000 | 2,665 |
| Securities issued by states & political subdivisions | $3,552,000 | 3,395 |
| 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 | $23,590,000 | 1,740 |
| Mortgage-backed securities | $6,230,000 | 3,004 |
| Certificates of participation in pools of residential mortgages | $4,892,000 | 2,627 |
| Issued or guaranteed by U.S. | $4,892,000 | 2,558 |
| 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 | $1,338,000 | 1,378 |
| Commercial mortgage pass-through securities | $1,338,000 | 997 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $23,590,000 | 3,049 |
| Total debt securities | $23,589,000 | 3,274 |
| 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 | $23,844,000 | 3,312 |
| U.S. Government securities | $20,318,000 | 2,659 |
| U.S. Treasury securities | $1,995,000 | 987 |
| U.S. Government agency obligations | $18,323,000 | 2,659 |
| Securities issued by states & political subdivisions | $3,526,000 | 3,461 |
| 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 | $23,843,000 | 1,734 |
| Mortgage-backed securities | $6,486,000 | 2,981 |
| Certificates of participation in pools of residential mortgages | $5,161,000 | 2,593 |
| Issued or guaranteed by U.S. | $5,161,000 | 2,549 |
| 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 | $1,325,000 | 1,358 |
| Commercial mortgage pass-through securities | $1,325,000 | 995 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $23,844,000 | 3,062 |
| Total debt securities | $23,845,000 | 3,292 |
| 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 | $23,695,000 | 3,349 |
| U.S. Government securities | $19,789,000 | 2,731 |
| U.S. Treasury securities | $983,000 | 1,215 |
| U.S. Government agency obligations | $18,806,000 | 2,656 |
| Securities issued by states & political subdivisions | $3,906,000 | 3,428 |
| 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 | $23,695,000 | 1,720 |
| Mortgage-backed securities | $7,025,000 | 2,936 |
| Certificates of participation in pools of residential mortgages | $5,608,000 | 2,562 |
| Issued or guaranteed by U.S. | $5,608,000 | 2,547 |
| 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 | $1,417,000 | 1,315 |
| Commercial mortgage pass-through securities | $1,417,000 | 954 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $23,695,000 | 3,093 |
| Total debt securities | $23,695,000 | 3,328 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 558 |
| Fair value | $1,000,000 | 555 |
| 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 | $23,818,000 | 3,383 |
| U.S. Government securities | $19,890,000 | 2,722 |
| U.S. Treasury securities | $983,000 | 1,180 |
| U.S. Government agency obligations | $18,907,000 | 2,655 |
| Securities issued by states & political subdivisions | $3,928,000 | 3,466 |
| 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 | $23,818,000 | 1,748 |
| Mortgage-backed securities | $7,516,000 | 2,910 |
| Certificates of participation in pools of residential mortgages | $6,067,000 | 2,540 |
| Issued or guaranteed by U.S. | $6,067,000 | 2,418 |
| 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 | $1,449,000 | 1,275 |
| Commercial mortgage pass-through securities | $1,449,000 | 921 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $23,818,000 | 3,120 |
| Total debt securities | $23,817,000 | 3,359 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 563 |
| Fair value | $997,000 | 573 |
| 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 | $23,546,000 | 3,441 |
| U.S. Government securities | $16,581,000 | 3,050 |
| U.S. Treasury securities | $984,000 | 1,144 |
| U.S. Government agency obligations | $15,597,000 | 2,990 |
| Securities issued by states & political subdivisions | $6,965,000 | 2,991 |
| 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 | $23,546,000 | 1,776 |
| Mortgage-backed securities | $5,560,000 | 3,155 |
| Certificates of participation in pools of residential mortgages | $5,560,000 | 2,659 |
| Issued or guaranteed by U.S. | $5,560,000 | 2,657 |
| 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) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $23,546,000 | 3,171 |
| Total debt securities | $23,545,000 | 3,421 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 551 |
| Fair value | $995,000 | 558 |
| 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 | $24,088,000 | 3,452 |
| U.S. Government securities | $17,091,000 | 3,015 |
| U.S. Treasury securities | $989,000 | 1,098 |
| U.S. Government agency obligations | $16,102,000 | 2,972 |
| Securities issued by states & political subdivisions | $6,997,000 | 3,063 |
| 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 | $24,088,000 | 1,794 |
| Mortgage-backed securities | $5,924,000 | 3,134 |
| Certificates of participation in pools of residential mortgages | $5,924,000 | 2,636 |
| Issued or guaranteed by U.S. | $5,924,000 | 2,634 |
| 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) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $24,088,000 | 3,183 |
| Total debt securities | $24,088,000 | 3,427 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 554 |
| Fair value | $997,000 | 567 |
| 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 | $24,779,000 | 3,447 |
| U.S. Government securities | $17,739,000 | 2,991 |
| U.S. Treasury securities | $997,000 | 1,073 |
| U.S. Government agency obligations | $16,742,000 | 2,964 |
| Securities issued by states & political subdivisions | $7,040,000 | 3,093 |
| 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 | $24,779,000 | 1,783 |
| Mortgage-backed securities | $6,270,000 | 3,128 |
| Certificates of participation in pools of residential mortgages | $6,270,000 | 2,633 |
| Issued or guaranteed by U.S. | $6,270,000 | 2,632 |
| 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) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $24,779,000 | 3,180 |
| Total debt securities | $24,779,000 | 3,423 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 587 |
| Fair value | $1,000,000 | 589 |
| 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 | $23,374,000 | 3,594 |
| U.S. Government securities | $16,320,000 | 3,175 |
| U.S. Treasury securities | $999,000 | 1,072 |
| U.S. Government agency obligations | $15,321,000 | 3,136 |
| Securities issued by states & political subdivisions | $7,054,000 | 3,130 |
| 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 | $22,255,000 | 1,953 |
| Mortgage-backed securities | $6,767,000 | 3,106 |
| Certificates of participation in pools of residential mortgages | $6,767,000 | 2,603 |
| Issued or guaranteed by U.S. | $6,767,000 | 2,602 |
| 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) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $23,374,000 | 3,310 |
| Total debt securities | $23,372,000 | 3,568 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 446 |
| Fair value | $2,002,000 | 446 |
| 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 | $24,218,000 | 3,571 |
| U.S. Government securities | $14,796,000 | 3,343 |
| U.S. Treasury securities | $998,000 | 1,111 |
| U.S. Government agency obligations | $13,798,000 | 3,306 |
| Securities issued by states & political subdivisions | $9,422,000 | 2,843 |
| 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 | $24,218,000 | 1,855 |
| Mortgage-backed securities | $7,255,000 | 3,087 |
| Certificates of participation in pools of residential mortgages | $7,255,000 | 2,578 |
| Issued or guaranteed by U.S. | $7,255,000 | 2,578 |
| 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) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $24,218,000 | 3,289 |
| Total debt securities | $24,217,000 | 3,545 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 472 |
| Fair value | $2,000,000 | 472 |
| 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 | $22,613,000 | 3,690 |
| U.S. Government securities | $13,212,000 | 3,477 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $13,212,000 | 3,347 |
| Securities issued by states & political subdivisions | $9,401,000 | 2,875 |
| 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 | $22,613,000 | 1,926 |
| Mortgage-backed securities | $7,689,000 | 3,034 |
| Certificates of participation in pools of residential mortgages | $7,689,000 | 2,525 |
| Issued or guaranteed by U.S. | $7,689,000 | 2,522 |
| 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) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $22,613,000 | 3,390 |
| Total debt securities | $22,614,000 | 3,662 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 635 |
| Fair value | $999,000 | 646 |
| 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 | $24,571,000 | 3,550 |
| U.S. Government securities | $15,133,000 | 3,290 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $15,133,000 | 3,173 |
| Securities issued by states & political subdivisions | $9,438,000 | 2,882 |
| 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 | $21,976,000 | 1,984 |
| Mortgage-backed securities | $8,321,000 | 2,970 |
| Certificates of participation in pools of residential mortgages | $8,321,000 | 2,475 |
| Issued or guaranteed by U.S. | $8,321,000 | 2,473 |
| 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) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $24,571,000 | 3,271 |
| Total debt securities | $24,571,000 | 3,521 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 621 |
| Fair value | $1,000,000 | 653 |
| 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 | $25,725,000 | 3,540 |
| U.S. Government securities | $18,125,000 | 3,112 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $18,125,000 | 3,002 |
| Securities issued by states & political subdivisions | $7,600,000 | 3,113 |
| 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 | $25,487,000 | 1,822 |
| Mortgage-backed securities | $8,808,000 | 2,953 |
| Certificates of participation in pools of residential mortgages | $8,808,000 | 2,458 |
| Issued or guaranteed by U.S. | $8,808,000 | 2,454 |
| 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) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $25,725,000 | 3,253 |
| Total debt securities | $25,725,000 | 3,516 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 724 |
| Fair value | $1,000,000 | 780 |
| 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 | $28,198,000 | 3,440 |
| U.S. Government securities | $23,141,000 | 2,807 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $23,141,000 | 2,703 |
| Securities issued by states & political subdivisions | $5,057,000 | 3,537 |
| 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 | $26,130,000 | 1,812 |
| Mortgage-backed securities | $7,506,000 | 3,128 |
| Certificates of participation in pools of residential mortgages | $7,506,000 | 2,625 |
| Issued or guaranteed by U.S. | $7,506,000 | 2,622 |
| 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) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $28,198,000 | 3,152 |
| Total debt securities | $28,198,000 | 3,415 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 864 |
| Fair value | $998,000 | 966 |
| 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 | $29,772,000 | 3,377 |
| U.S. Government securities | $25,417,000 | 2,687 |
| U.S. Treasury securities | $996,000 | 1,084 |
| U.S. Government agency obligations | $24,421,000 | 2,655 |
| Securities issued by states & political subdivisions | $4,355,000 | 3,711 |
| 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 | $22,389,000 | 2,003 |
| Mortgage-backed securities | $5,555,000 | 3,406 |
| Certificates of participation in pools of residential mortgages | $5,555,000 | 2,935 |
| Issued or guaranteed by U.S. | $5,555,000 | 2,934 |
| 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) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $29,772,000 | 3,095 |
| Total debt securities | $29,772,000 | 3,350 |
| 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 | $33,245,000 | 3,222 |
| U.S. Government securities | $29,985,000 | 2,485 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $29,985,000 | 2,396 |
| Securities issued by states & political subdivisions | $3,260,000 | 3,987 |
| 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 | $26,404,000 | 1,820 |
| Mortgage-backed securities | $4,407,000 | 3,661 |
| Certificates of participation in pools of residential mortgages | $4,407,000 | 3,201 |
| Issued or guaranteed by U.S. | $4,407,000 | 3,198 |
| 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) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $33,245,000 | 2,944 |
| Total debt securities | $33,245,000 | 3,198 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $39,539,000 | 2,932 |
| U.S. Government securities | $36,294,000 | 2,258 |
| U.S. Treasury securities | $1,996,000 | 848 |
| U.S. Government agency obligations | $34,298,000 | 2,264 |
| Securities issued by states & political subdivisions | $3,245,000 | 4,013 |
| 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 | $34,155,000 | 1,510 |
| Mortgage-backed securities | $4,591,000 | 3,707 |
| Certificates of participation in pools of residential mortgages | $4,591,000 | 3,234 |
| Issued or guaranteed by U.S. | $4,591,000 | 3,232 |
| 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) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $39,539,000 | 2,680 |
| Total debt securities | $39,539,000 | 2,911 |
| 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 | $33,405,000 | 3,330 |
| U.S. Government securities | $31,194,000 | 2,523 |
| U.S. Treasury securities | $2,001,000 | 818 |
| U.S. Government agency obligations | $29,193,000 | 2,553 |
| Securities issued by states & political subdivisions | $2,211,000 | 4,291 |
| 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 | $33,405,000 | 1,558 |
| Mortgage-backed securities | $4,854,000 | 3,725 |
| Certificates of participation in pools of residential mortgages | $4,854,000 | 3,257 |
| Issued or guaranteed by U.S. | $4,854,000 | 3,254 |
| 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) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $33,405,000 | 3,038 |
| Total debt securities | $33,405,000 | 3,303 |
| 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 | $28,642,000 | 3,642 |
| U.S. Government securities | $26,446,000 | 2,819 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $26,446,000 | 2,729 |
| Securities issued by states & political subdivisions | $2,196,000 | 4,361 |
| 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 | $28,232,000 | 1,772 |
| Mortgage-backed securities | $508,000 | 4,878 |
| Certificates of participation in pools of residential mortgages | $508,000 | 4,638 |
| Issued or guaranteed by U.S. | $508,000 | 4,633 |
| 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) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $28,642,000 | 3,323 |
| Total debt securities | $28,642,000 | 3,619 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $32,505,000 | 3,478 |
| U.S. Government securities | $30,304,000 | 2,683 |
| U.S. Treasury securities | $4,751,000 | 580 |
| U.S. Government agency obligations | $25,553,000 | 2,882 |
| Securities issued by states & political subdivisions | $2,201,000 | 4,402 |
| 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 | $32,505,000 | 1,593 |
| Mortgage-backed securities | $102,000 | 5,187 |
| Certificates of participation in pools of residential mortgages | $102,000 | 4,983 |
| Issued or guaranteed by U.S. | $102,000 | 4,979 |
| 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) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $32,505,000 | 3,177 |
| Total debt securities | $32,506,000 | 3,451 |
| 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 | $38,215,000 | 3,212 |
| U.S. Government securities | $34,972,000 | 2,479 |
| U.S. Treasury securities | $6,596,000 | 442 |
| U.S. Government agency obligations | $28,376,000 | 2,749 |
| Securities issued by states & political subdivisions | $3,243,000 | 4,133 |
| 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 | $37,715,000 | 1,440 |
| Mortgage-backed securities | $960,000 | 4,856 |
| Certificates of participation in pools of residential mortgages | $960,000 | 4,569 |
| Issued or guaranteed by U.S. | $960,000 | 4,566 |
| 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) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $38,215,000 | 2,923 |
| Total debt securities | $38,215,000 | 3,183 |
| 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 | $38,642,000 | 3,198 |
| U.S. Government securities | $35,193,000 | 2,490 |
| U.S. Treasury securities | $6,509,000 | 414 |
| U.S. Government agency obligations | $28,684,000 | 2,757 |
| Securities issued by states & political subdivisions | $3,449,000 | 4,117 |
| 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 | $32,480,000 | 1,610 |
| Mortgage-backed securities | $1,015,000 | 4,879 |
| Certificates of participation in pools of residential mortgages | $1,015,000 | 4,580 |
| Issued or guaranteed by U.S. | $1,015,000 | 4,576 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $38,642,000 | 2,918 |
| Total debt securities | $38,642,000 | 3,168 |
| 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 | $39,465,000 | 3,149 |
| U.S. Government securities | $36,045,000 | 2,424 |
| U.S. Treasury securities | $6,394,000 | 397 |
| U.S. Government agency obligations | $29,651,000 | 2,695 |
| Securities issued by states & political subdivisions | $3,420,000 | 4,141 |
| 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 | $33,709,000 | 1,557 |
| Mortgage-backed securities | $2,653,000 | 4,459 |
| Certificates of participation in pools of residential mortgages | $2,653,000 | 4,067 |
| Issued or guaranteed by U.S. | $2,653,000 | 4,062 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $39,465,000 | 2,868 |
| Total debt securities | $39,465,000 | 3,117 |
| 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 | $41,048,000 | 3,087 |
| U.S. Government securities | $37,617,000 | 2,364 |
| U.S. Treasury securities | $6,470,000 | 393 |
| U.S. Government agency obligations | $31,147,000 | 2,637 |
| Securities issued by states & political subdivisions | $3,431,000 | 4,150 |
| 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 | $35,054,000 | 1,501 |
| Mortgage-backed securities | $2,804,000 | 4,461 |
| Certificates of participation in pools of residential mortgages | $2,804,000 | 4,048 |
| Issued or guaranteed by U.S. | $2,804,000 | 4,041 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $41,048,000 | 2,830 |
| Total debt securities | $41,047,000 | 3,055 |
| 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 | $41,354,000 | 3,050 |
| U.S. Government securities | $37,931,000 | 2,341 |
| U.S. Treasury securities | $6,560,000 | 388 |
| U.S. Government agency obligations | $31,371,000 | 2,611 |
| Securities issued by states & political subdivisions | $3,423,000 | 4,152 |
| 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 | $35,723,000 | 1,457 |
| Mortgage-backed securities | $3,259,000 | 4,370 |
| Certificates of participation in pools of residential mortgages | $3,259,000 | 3,906 |
| Issued or guaranteed by U.S. | $3,259,000 | 3,900 |
| 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) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $41,354,000 | 2,803 |
| Total debt securities | $41,354,000 | 3,017 |
| 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 | $37,574,000 | 3,283 |
| U.S. Government securities | $33,198,000 | 2,619 |
| U.S. Treasury securities | $2,958,000 | 600 |
| U.S. Government agency obligations | $30,240,000 | 2,735 |
| Securities issued by states & political subdivisions | $4,376,000 | 3,912 |
| 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 | $34,089,000 | 1,536 |
| Mortgage-backed securities | $5,014,000 | 4,069 |
| Certificates of participation in pools of residential mortgages | $5,014,000 | 3,519 |
| Issued or guaranteed by U.S. | $5,014,000 | 3,517 |
| 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) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $37,574,000 | 3,033 |
| Total debt securities | $37,575,000 | 3,252 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $33,117,000 | 3,486 |
| U.S. Government securities | $28,716,000 | 2,818 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $28,716,000 | 2,751 |
| Securities issued by states & political subdivisions | $4,401,000 | 3,899 |
| 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 | $28,420,000 | 1,746 |
| Mortgage-backed securities | $5,371,000 | 4,004 |
| Certificates of participation in pools of residential mortgages | $5,371,000 | 3,442 |
| Issued or guaranteed by U.S. | $5,371,000 | 3,440 |
| 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) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $33,117,000 | 3,226 |
| Total debt securities | $33,118,000 | 3,454 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,008 |
| Fair value | $500,000 | 2,083 |
| 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 | $35,501,000 | 3,375 |
| U.S. Government securities | $30,706,000 | 2,764 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $30,706,000 | 2,707 |
| Securities issued by states & political subdivisions | $4,795,000 | 3,782 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,199,000 | 1,658 |
| Mortgage-backed securities | $5,776,000 | 4,068 |
| Certificates of participation in pools of residential mortgages | $5,776,000 | 3,516 |
| Issued or guaranteed by U.S. | $5,776,000 | 3,516 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $35,501,000 | 3,118 |
| Total debt securities | $35,501,000 | 3,351 |
| Structured notes | ||
| Amortized cost | $501,000 | 2,187 |
| Fair value | $501,000 | 2,254 |
| 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 | $37,364,000 | 3,268 |
| U.S. Government securities | $32,774,000 | 2,676 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $32,774,000 | 2,628 |
| Securities issued by states & political subdivisions | $4,590,000 | 3,789 |
| 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 | $36,540,000 | 1,452 |
| Mortgage-backed securities | $6,156,000 | 4,036 |
| Certificates of participation in pools of residential mortgages | $6,156,000 | 3,454 |
| Issued or guaranteed by U.S. | $6,156,000 | 3,453 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $37,364,000 | 3,021 |
| Total debt securities | $37,364,000 | 3,247 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $39,225,000 | 3,206 |
| U.S. Government securities | $35,934,000 | 2,541 |
| U.S. Treasury securities | $1,472,000 | 760 |
| U.S. Government agency obligations | $34,462,000 | 2,566 |
| Securities issued by states & political subdivisions | $3,291,000 | 4,064 |
| 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 | $38,726,000 | 1,389 |
| Mortgage-backed securities | $6,444,000 | 4,024 |
| Certificates of participation in pools of residential mortgages | $6,444,000 | 3,394 |
| Issued or guaranteed by U.S. | $6,444,000 | 3,392 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $39,225,000 | 2,952 |
| Total debt securities | $39,225,000 | 3,177 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $33,711,000 | 3,423 |
| U.S. Government securities | $25,593,000 | 3,124 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $25,593,000 | 3,050 |
| Securities issued by states & political subdivisions | $8,118,000 | 2,926 |
| 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 | $33,210,000 | 1,476 |
| Mortgage-backed securities | $289,000 | 5,534 |
| Certificates of participation in pools of residential mortgages | $289,000 | 5,226 |
| Issued or guaranteed by U.S. | $289,000 | 5,213 |
| 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) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $33,711,000 | 3,152 |
| Total debt securities | $33,710,000 | 3,396 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $34,301,000 | 3,341 |
| U.S. Government securities | $21,482,000 | 3,414 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $21,482,000 | 3,334 |
| Securities issued by states & political subdivisions | $12,819,000 | 2,209 |
| 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 | $33,962,000 | 1,418 |
| Mortgage-backed securities | $323,000 | 5,542 |
| Certificates of participation in pools of residential mortgages | $323,000 | 5,211 |
| Issued or guaranteed by U.S. | $323,000 | 5,195 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $34,301,000 | 3,057 |
| Total debt securities | $34,301,000 | 3,310 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $35,861,000 | 3,254 |
| U.S. Government securities | $23,940,000 | 3,264 |
| U.S. Treasury securities | $3,000,000 | 612 |
| U.S. Government agency obligations | $20,940,000 | 3,476 |
| Securities issued by states & political subdivisions | $11,921,000 | 2,259 |
| 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 | $35,608,000 | 1,399 |
| Mortgage-backed securities | $382,000 | 5,525 |
| Certificates of participation in pools of residential mortgages | $382,000 | 5,186 |
| Issued or guaranteed by U.S. | $382,000 | 5,172 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $35,861,000 | 2,965 |
| Total debt securities | $35,861,000 | 3,227 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $27,660,000 | 3,792 |
| U.S. Government securities | $16,010,000 | 4,104 |
| U.S. Treasury securities | $1,874,000 | 784 |
| U.S. Government agency obligations | $14,136,000 | 4,237 |
| Securities issued by states & political subdivisions | $11,650,000 | 2,264 |
| 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 | $24,216,000 | 1,901 |
| Mortgage-backed securities | $421,000 | 5,477 |
| Certificates of participation in pools of residential mortgages | $421,000 | 5,124 |
| Issued or guaranteed by U.S. | $421,000 | 5,113 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $27,660,000 | 3,493 |
| Total debt securities | $27,659,000 | 3,761 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $24,073,000 | 4,005 |
| U.S. Government securities | $13,182,000 | 4,363 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $13,182,000 | 4,239 |
| Securities issued by states & political subdivisions | $10,891,000 | 2,336 |
| 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 | $20,873,000 | 2,071 |
| Mortgage-backed securities | $525,000 | 5,415 |
| Certificates of participation in pools of residential mortgages | $525,000 | 4,997 |
| Issued or guaranteed by U.S. | $525,000 | 4,984 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $24,073,000 | 3,678 |
| Total debt securities | $24,073,000 | 3,968 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $20,706,000 | 4,273 |
| U.S. Government securities | $10,896,000 | 4,673 |
| U.S. Treasury securities | $4,699,000 | 478 |
| U.S. Government agency obligations | $6,197,000 | 5,498 |
| Securities issued by states & political subdivisions | $9,810,000 | 2,408 |
| 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 | $19,483,000 | 2,164 |
| Mortgage-backed securities | $638,000 | 5,395 |
| Certificates of participation in pools of residential mortgages | $638,000 | 4,937 |
| Issued or guaranteed by U.S. | $638,000 | 4,925 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $20,706,000 | 3,917 |
| Total debt securities | $20,705,000 | 4,238 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $23,805,000 | 3,997 |
| U.S. Government securities | $15,240,000 | 4,062 |
| U.S. Treasury securities | $4,084,000 | 491 |
| U.S. Government agency obligations | $11,156,000 | 4,604 |
| Securities issued by states & political subdivisions | $8,565,000 | 2,486 |
| 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 | $22,785,000 | 1,978 |
| Mortgage-backed securities | $740,000 | 5,361 |
| Certificates of participation in pools of residential mortgages | $740,000 | 4,918 |
| Issued or guaranteed by U.S. | $740,000 | 4,910 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $23,805,000 | 3,655 |
| Total debt securities | $23,805,000 | 3,962 |
| Structured notes | ||
| Amortized cost | $250,000 | 3,106 |
| Fair value | $250,000 | 3,131 |
| 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 | $18,186,000 | 4,647 |
| U.S. Government securities | $10,390,000 | 4,924 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $10,390,000 | 4,819 |
| Securities issued by states & political subdivisions | $7,796,000 | 2,598 |
| 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 | $17,640,000 | 2,407 |
| Mortgage-backed securities | $1,620,000 | 5,061 |
| Certificates of participation in pools of residential mortgages | $1,620,000 | 4,582 |
| Issued or guaranteed by U.S. | $1,620,000 | 4,571 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $18,186,000 | 4,216 |
| Total debt securities | $18,186,000 | 4,601 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,540 |
| Fair value | $751,000 | 2,543 |
| 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 | $17,344,000 | 4,702 |
| U.S. Government securities | $9,114,000 | 5,146 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $9,114,000 | 5,047 |
| Securities issued by states & political subdivisions | $8,230,000 | 2,538 |
| 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 | $13,369,000 | 2,873 |
| Mortgage-backed securities | $2,436,000 | 4,847 |
| Certificates of participation in pools of residential mortgages | $2,436,000 | 4,337 |
| Issued or guaranteed by U.S. | $2,436,000 | 4,330 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $17,344,000 | 4,280 |
| Total debt securities | $17,343,000 | 4,663 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,427 |
| Fair value | $2,217,000 | 1,434 |
| 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 | $17,088,000 | 4,781 |
| U.S. Government securities | $10,940,000 | 4,821 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $10,940,000 | 4,732 |
| Securities issued by states & political subdivisions | $6,148,000 | 2,952 |
| 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 | $13,150,000 | 2,878 |
| Mortgage-backed securities | $2,667,000 | 4,864 |
| Certificates of participation in pools of residential mortgages | $2,667,000 | 4,349 |
| Issued or guaranteed by U.S. | $2,667,000 | 4,342 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $17,088,000 | 4,352 |
| Total debt securities | $17,086,000 | 4,735 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,317 |
| Fair value | $1,482,000 | 1,380 |
| 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 | $17,325,000 | 4,761 |
| U.S. Government securities | $11,275,000 | 4,755 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $11,275,000 | 4,660 |
| Securities issued by states & political subdivisions | $6,050,000 | 2,942 |
| 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 | $16,088,000 | 2,581 |
| Mortgage-backed securities | $3,017,000 | 4,809 |
| Certificates of participation in pools of residential mortgages | $3,017,000 | 4,298 |
| Issued or guaranteed by U.S. | $3,017,000 | 4,284 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $17,325,000 | 4,308 |
| Total debt securities | $17,325,000 | 4,715 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 931 |
| Fair value | $1,465,000 | 979 |
| 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 | $18,806,000 | 4,579 |
| U.S. Government securities | $12,652,000 | 4,591 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $12,652,000 | 4,509 |
| Securities issued by states & political subdivisions | $6,154,000 | 2,862 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,865,000 | 2,737 |
| Mortgage-backed securities | $3,332,000 | 4,777 |
| Certificates of participation in pools of residential mortgages | $3,332,000 | 4,265 |
| Issued or guaranteed by U.S. | $3,332,000 | 4,253 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $18,806,000 | 4,129 |
| Total debt securities | $18,806,000 | 4,546 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 737 |
| Fair value | $1,504,000 | 737 |
| 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 | $22,966,000 | 4,092 |
| U.S. Government securities | $16,186,000 | 4,071 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $16,186,000 | 3,998 |
| Securities issued by states & political subdivisions | $6,780,000 | 2,670 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,343,000 | 2,535 |
| Mortgage-backed securities | $3,547,000 | 4,707 |
| Certificates of participation in pools of residential mortgages | $3,547,000 | 4,174 |
| Issued or guaranteed by U.S. | $3,547,000 | 4,161 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $22,966,000 | 3,650 |
| Total debt securities | $22,966,000 | 4,056 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 780 |
| Fair value | $1,508,000 | 792 |
| 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 | $17,882,000 | 4,640 |
| U.S. Government securities | $12,541,000 | 4,624 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $12,541,000 | 4,537 |
| Securities issued by states & political subdivisions | $5,341,000 | 2,999 |
| Other domestic debt securities | $0 | 3,233 |
| 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 | $0 | 2,412 |
| 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 | $16,433,000 | 2,592 |
| Mortgage-backed securities | $3,722,000 | 4,575 |
| Certificates of participation in pools of residential mortgages | $3,722,000 | 4,045 |
| Issued or guaranteed by U.S. | $3,722,000 | 4,033 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $17,882,000 | 4,157 |
| Total debt securities | $17,882,000 | 4,602 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 761 |
| Fair value | $1,472,000 | 782 |
| 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 | $19,160,000 | 4,555 |
| U.S. Government securities | $13,721,000 | 4,439 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $13,721,000 | 4,364 |
| Securities issued by states & political subdivisions | $5,439,000 | 2,996 |
| Other domestic debt securities | $0 | 3,200 |
| 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 | $0 | 2,402 |
| 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 | $18,666,000 | 2,339 |
| Mortgage-backed securities | $3,918,000 | 4,516 |
| Certificates of participation in pools of residential mortgages | $3,918,000 | 3,997 |
| Issued or guaranteed by U.S. | $3,918,000 | 3,982 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $19,160,000 | 4,092 |
| Total debt securities | $19,161,000 | 4,501 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 803 |
| Fair value | $1,469,000 | 826 |
| 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 | $20,149,000 | 4,411 |
| U.S. Government securities | $15,074,000 | 4,225 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $15,074,000 | 4,151 |
| Securities issued by states & political subdivisions | $5,075,000 | 3,109 |
| Other domestic debt securities | $0 | 3,172 |
| 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 | $0 | 2,362 |
| 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 | $19,546,000 | 2,258 |
| Mortgage-backed securities | $4,285,000 | 4,320 |
| Certificates of participation in pools of residential mortgages | $4,285,000 | 3,746 |
| Issued or guaranteed by U.S. | $4,285,000 | 3,730 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $20,149,000 | 3,955 |
| Total debt securities | $20,149,000 | 4,347 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 872 |
| Fair value | $1,505,000 | 882 |
| 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 | $16,309,000 | 4,969 |
| U.S. Government securities | $11,686,000 | 4,922 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $11,686,000 | 4,828 |
| Securities issued by states & political subdivisions | $4,623,000 | 3,215 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,017,000 | 2,792 |
| Mortgage-backed securities | $4,479,000 | 3,988 |
| Certificates of participation in pools of residential mortgages | $4,479,000 | 3,384 |
| Issued or guaranteed by U.S. | $4,479,000 | 3,370 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $16,309,000 | 4,424 |
| Total debt securities | $16,309,000 | 4,923 |
| 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 | $15,394,000 | 5,114 |
| U.S. Government securities | $11,597,000 | 5,034 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $11,597,000 | 4,944 |
| Securities issued by states & political subdivisions | $3,797,000 | 3,472 |
| 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 | $15,102,000 | 2,667 |
| Mortgage-backed securities | $4,653,000 | 3,783 |
| Certificates of participation in pools of residential mortgages | $4,653,000 | 3,163 |
| Issued or guaranteed by U.S. | $4,653,000 | 3,148 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $15,394,000 | 4,550 |
| Total debt securities | $15,394,000 | 5,070 |
| Structured notes | ||
| Amortized cost | $125,000 | 2,611 |
| Fair value | $125,000 | 2,612 |
| 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 | $16,985,000 | 4,885 |
| U.S. Government securities | $12,734,000 | 4,838 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $12,734,000 | 4,722 |
| Securities issued by states & political subdivisions | $4,251,000 | 3,319 |
| 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 | $14,506,000 | 2,726 |
| Mortgage-backed securities | $4,859,000 | 3,676 |
| Certificates of participation in pools of residential mortgages | $4,859,000 | 3,042 |
| Issued or guaranteed by U.S. | $4,859,000 | 3,028 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $16,985,000 | 4,320 |
| Total debt securities | $16,984,000 | 4,843 |
| Structured notes | ||
| Amortized cost | $125,000 | 2,688 |
| Fair value | $124,000 | 2,688 |
| 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 | $16,585,000 | 4,988 |
| U.S. Government securities | $12,262,000 | 4,957 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $12,262,000 | 4,837 |
| Securities issued by states & political subdivisions | $4,323,000 | 3,306 |
| 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 | $16,585,000 | 2,493 |
| Mortgage-backed securities | $5,215,000 | 3,574 |
| Certificates of participation in pools of residential mortgages | $5,215,000 | 2,951 |
| Issued or guaranteed by U.S. | $5,215,000 | 2,936 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $16,585,000 | 4,398 |
| Total debt securities | $16,585,000 | 4,944 |
| Structured notes | ||
| Amortized cost | $125,000 | 2,760 |
| Fair value | $124,000 | 2,762 |
| 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 | $17,441,000 | 4,920 |
| U.S. Government securities | $13,009,000 | 4,851 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $13,009,000 | 4,721 |
| Securities issued by states & political subdivisions | $4,432,000 | 3,285 |
| 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 | $16,785,000 | 2,477 |
| Mortgage-backed securities | $5,479,000 | 3,492 |
| Certificates of participation in pools of residential mortgages | $5,479,000 | 2,888 |
| Issued or guaranteed by U.S. | $5,479,000 | 2,875 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $17,441,000 | 4,339 |
| Total debt securities | $17,439,000 | 4,873 |
| Structured notes | ||
| Amortized cost | $125,000 | 2,856 |
| Fair value | $124,000 | 2,856 |
| 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 | $18,433,000 | 4,799 |
| U.S. Government securities | $14,017,000 | 4,705 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $14,017,000 | 4,571 |
| Securities issued by states & political subdivisions | $4,416,000 | 3,266 |
| 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 | $15,462,000 | 2,628 |
| Mortgage-backed securities | $5,757,000 | 3,418 |
| Certificates of participation in pools of residential mortgages | $5,757,000 | 2,819 |
| Issued or guaranteed by U.S. | $5,757,000 | 2,806 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $18,433,000 | 4,198 |
| Total debt securities | $18,434,000 | 4,748 |
| Structured notes | ||
| Amortized cost | $125,000 | 2,980 |
| Fair value | $123,000 | 2,979 |
| 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 | $17,782,000 | 4,880 |
| U.S. Government securities | $13,129,000 | 4,877 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $13,129,000 | 4,743 |
| Securities issued by states & political subdivisions | $4,653,000 | 3,177 |
| 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 | $16,779,000 | 2,469 |
| Mortgage-backed securities | $5,957,000 | 3,373 |
| Certificates of participation in pools of residential mortgages | $5,957,000 | 2,792 |
| Issued or guaranteed by U.S. | $5,957,000 | 2,779 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $17,782,000 | 4,254 |
| Total debt securities | $17,783,000 | 4,829 |
| Structured notes | ||
| Amortized cost | $125,000 | 3,043 |
| Fair value | $122,000 | 3,042 |
| 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 | $18,071,000 | 4,886 |
| U.S. Government securities | $13,361,000 | 4,871 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $13,361,000 | 4,742 |
| Securities issued by states & political subdivisions | $4,710,000 | 3,169 |
| 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 | $16,322,000 | 2,521 |
| Mortgage-backed securities | $6,410,000 | 3,301 |
| Certificates of participation in pools of residential mortgages | $6,410,000 | 2,743 |
| Issued or guaranteed by U.S. | $6,410,000 | 2,729 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $18,071,000 | 4,252 |
| Total debt securities | $18,072,000 | 4,829 |
| Structured notes | ||
| Amortized cost | $125,000 | 3,031 |
| Fair value | $123,000 | 3,031 |
| 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 | $16,454,000 | 5,142 |
| U.S. Government securities | $11,743,000 | 5,181 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $11,743,000 | 5,033 |
| Securities issued by states & political subdivisions | $4,711,000 | 3,179 |
| 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 | $12,326,000 | 3,004 |
| Mortgage-backed securities | $6,783,000 | 3,265 |
| Certificates of participation in pools of residential mortgages | $6,783,000 | 2,697 |
| Issued or guaranteed by U.S. | $6,783,000 | 2,686 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $16,454,000 | 4,473 |
| Total debt securities | $16,455,000 | 5,095 |
| Structured notes | ||
| Amortized cost | $125,000 | 3,025 |
| Fair value | $123,000 | 3,026 |
| 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 | $14,510,000 | 5,453 |
| U.S. Government securities | $12,097,000 | 5,075 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $12,097,000 | 4,929 |
| Securities issued by states & political subdivisions | $2,413,000 | 4,111 |
| 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 | $12,456,000 | 2,950 |
| Mortgage-backed securities | $7,349,000 | 3,167 |
| Certificates of participation in pools of residential mortgages | $7,349,000 | 2,612 |
| Issued or guaranteed by U.S. | $7,349,000 | 2,600 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $14,510,000 | 4,781 |
| Total debt securities | $14,511,000 | 5,400 |
| Structured notes | ||
| Amortized cost | $125,000 | 2,975 |
| Fair value | $124,000 | 2,975 |
| 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 | $15,198,000 | 5,375 |
| U.S. Government securities | $12,789,000 | 4,979 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $12,789,000 | 4,835 |
| Securities issued by states & political subdivisions | $2,409,000 | 4,105 |
| 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 | $14,314,000 | 2,690 |
| Mortgage-backed securities | $8,022,000 | 3,109 |
| Certificates of participation in pools of residential mortgages | $8,022,000 | 2,544 |
| Issued or guaranteed by U.S. | $8,022,000 | 2,535 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $15,198,000 | 4,700 |
| Total debt securities | $15,198,000 | 5,316 |
| Structured notes | ||
| Amortized cost | $125,000 | 2,952 |
| Fair value | $125,000 | 2,951 |
| 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 | $14,950,000 | 5,485 |
| U.S. Government securities | $13,178,000 | 4,959 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $13,178,000 | 4,816 |
| Securities issued by states & political subdivisions | $1,772,000 | 4,499 |
| 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 | $13,891,000 | 2,738 |
| Mortgage-backed securities | $8,450,000 | 3,119 |
| Certificates of participation in pools of residential mortgages | $8,450,000 | 2,550 |
| Issued or guaranteed by U.S. | $8,450,000 | 2,542 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $14,950,000 | 4,806 |
| Total debt securities | $14,950,000 | 5,421 |
| Structured notes | ||
| Amortized cost | $125,000 | 2,911 |
| Fair value | $124,000 | 2,910 |
| 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 | $15,691,000 | 5,379 |
| U.S. Government securities | $13,906,000 | 4,845 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $13,906,000 | 4,697 |
| Securities issued by states & political subdivisions | $1,785,000 | 4,509 |
| 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 | $15,630,000 | 2,493 |
| Mortgage-backed securities | $9,104,000 | 3,085 |
| Certificates of participation in pools of residential mortgages | $9,104,000 | 2,497 |
| Issued or guaranteed by U.S. | $9,104,000 | 2,489 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $15,691,000 | 4,701 |
| Total debt securities | $15,691,000 | 5,310 |
| Structured notes | ||
| Amortized cost | $125,000 | 2,846 |
| Fair value | $125,000 | 2,844 |
| 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 | $17,726,000 | 5,059 |
| U.S. Government securities | $15,929,000 | 4,443 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $15,929,000 | 4,306 |
| Securities issued by states & political subdivisions | $1,797,000 | 4,506 |
| 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 | $17,211,000 | 2,285 |
| Mortgage-backed securities | $9,722,000 | 2,999 |
| Certificates of participation in pools of residential mortgages | $9,722,000 | 2,416 |
| Issued or guaranteed by U.S. | $9,722,000 | 2,407 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $17,726,000 | 4,406 |
| Total debt securities | $17,726,000 | 4,984 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,417 |
| Fair value | $501,000 | 2,450 |
| 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 | $21,799,000 | 4,559 |
| U.S. Government securities | $19,479,000 | 3,966 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $19,479,000 | 3,821 |
| Securities issued by states & political subdivisions | $2,320,000 | 4,166 |
| 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 | $19,604,000 | 2,059 |
| Mortgage-backed securities | $10,840,000 | 2,847 |
| Certificates of participation in pools of residential mortgages | $10,840,000 | 2,290 |
| Issued or guaranteed by U.S. | $10,840,000 | 2,281 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $21,799,000 | 3,949 |
| Total debt securities | $21,799,000 | 4,486 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,383 |
| Fair value | $492,000 | 2,489 |
| 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 | $19,309,000 | 4,875 |
| U.S. Government securities | $17,047,000 | 4,288 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $17,047,000 | 4,140 |
| Securities issued by states & political subdivisions | $2,262,000 | 4,201 |
| 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 | $12,856,000 | 2,786 |
| Mortgage-backed securities | $11,651,000 | 2,789 |
| Certificates of participation in pools of residential mortgages | $11,651,000 | 2,203 |
| Issued or guaranteed by U.S. | $11,651,000 | 2,194 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $19,309,000 | 4,264 |
| Total debt securities | $19,309,000 | 4,800 |
| 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 | $14,515,000 | 5,710 |
| U.S. Government securities | $12,370,000 | 5,234 |
| U.S. Treasury securities | $999,000 | 1,524 |
| U.S. Government agency obligations | $11,371,000 | 5,282 |
| Securities issued by states & political subdivisions | $2,145,000 | 4,303 |
| 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 | $7,570,000 | 3,713 |
| Mortgage-backed securities | $11,371,000 | 2,802 |
| Certificates of participation in pools of residential mortgages | $11,371,000 | 2,248 |
| Issued or guaranteed by U.S. | $11,371,000 | 2,234 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $14,515,000 | 4,977 |
| Total debt securities | $14,515,000 | 5,624 |
| 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 | $15,338,000 | 5,488 |
| U.S. Government securities | $13,204,000 | 4,873 |
| U.S. Treasury securities | $997,000 | 1,588 |
| U.S. Government agency obligations | $12,207,000 | 4,957 |
| Securities issued by states & political subdivisions | $2,134,000 | 4,323 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,446,000 | 2,999 |
| Mortgage-backed securities | $12,207,000 | 2,678 |
| Certificates of participation in pools of residential mortgages | $12,207,000 | 2,135 |
| Issued or guaranteed by U.S. | $12,207,000 | 2,127 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $15,338,000 | 4,794 |
| Total debt securities | $15,337,000 | 5,403 |
| 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 | $16,006,000 | 5,301 |
| U.S. Government securities | $13,816,000 | 4,733 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $13,816,000 | 4,584 |
| Securities issued by states & political subdivisions | $2,190,000 | 4,251 |
| 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 | $10,722,000 | 2,906 |
| Mortgage-backed securities | $13,816,000 | 2,572 |
| Certificates of participation in pools of residential mortgages | $13,816,000 | 1,957 |
| Issued or guaranteed by U.S. | $13,816,000 | 1,948 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $16,006,000 | 4,626 |
| Total debt securities | $16,006,000 | 5,201 |
| 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 | $12,340,000 | 6,006 |
| U.S. Government securities | $10,785,000 | 5,422 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $10,785,000 | 5,244 |
| Securities issued by states & political subdivisions | $1,555,000 | 4,624 |
| 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 | $7,898,000 | 3,523 |
| Mortgage-backed securities | $8,730,000 | 3,282 |
| Certificates of participation in pools of residential mortgages | $8,730,000 | 2,572 |
| Issued or guaranteed by U.S. | $8,730,000 | 2,556 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $12,340,000 | 5,257 |
| Total debt securities | $12,340,000 | 5,908 |
| 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 | $8,991,000 | 6,757 |
| U.S. Government securities | $8,241,000 | 6,093 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $8,241,000 | 5,889 |
| Securities issued by states & political subdivisions | $750,000 | 5,465 |
| 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 | $7,221,000 | 3,678 |
| Mortgage-backed securities | $3,664,000 | 4,605 |
| Certificates of participation in pools of residential mortgages | $3,664,000 | 3,862 |
| Issued or guaranteed by U.S. | $3,664,000 | 3,848 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $8,991,000 | 5,954 |
| Total debt securities | $8,991,000 | 6,658 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $10,518,000 | 6,387 |
| U.S. Government securities | $9,324,000 | 5,704 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $9,324,000 | 5,468 |
| Securities issued by states & political subdivisions | $1,194,000 | 5,019 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,512,000 | 3,299 |
| Mortgage-backed securities | $1,997,000 | 5,271 |
| Certificates of participation in pools of residential mortgages | $1,997,000 | 4,490 |
| Issued or guaranteed by U.S. | $1,997,000 | 4,470 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $10,518,000 | 5,503 |
| Total debt securities | $10,518,000 | 6,290 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $9,599,000 | 6,923 |
| U.S. Government securities | $7,261,000 | 6,801 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $7,261,000 | 6,426 |
| Securities issued by states & political subdivisions | $971,000 | 5,399 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,367,000 | 2,041 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,232,000 | 3,605 |
| Mortgage-backed securities | $172,000 | 6,701 |
| Certificates of participation in pools of residential mortgages | $172,000 | 6,152 |
| Issued or guaranteed by U.S. | $172,000 | 6,130 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $9,599,000 | 5,832 |
| Total debt securities | $8,232,000 | 7,181 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $8,847,000 | 7,415 |
| U.S. Government securities | $6,633,000 | 7,321 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $6,633,000 | 6,794 |
| Securities issued by states & political subdivisions | $938,000 | 5,723 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,276,000 | 2,041 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,743,000 | 5,876 |
| Mortgage-backed securities | $248,000 | 6,871 |
| Certificates of participation in pools of residential mortgages | $248,000 | 6,246 |
| Issued or guaranteed by U.S. | $248,000 | 6,230 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $8,847,000 | 6,198 |
| Total debt securities | $7,571,000 | 7,675 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $3,321,000 | 9,368 |
| U.S. Government securities | $1,918,000 | 9,489 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $1,918,000 | 8,818 |
| Securities issued by states & political subdivisions | $480,000 | 6,628 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $923,000 | 2,464 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,398,000 | 5,842 |
| Mortgage-backed securities | $1,918,000 | 5,381 |
| Certificates of participation in pools of residential mortgages | $1,918,000 | 4,458 |
| Issued or guaranteed by U.S. | $1,918,000 | 4,439 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $3,321,000 | 7,987 |
| Total debt securities | $2,398,000 | 9,575 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $10,758,000 | 7,169 |
| U.S. Government securities | $8,337,000 | 7,108 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $8,337,000 | 5,832 |
| Securities issued by states & political subdivisions | $1,561,000 | 5,060 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $860,000 | 2,583 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,890,000 | 3,195 |
| Mortgage-backed securities | $4,820,000 | 3,891 |
| Certificates of participation in pools of residential mortgages | $4,820,000 | 2,967 |
| Issued or guaranteed by U.S. | $4,820,000 | 2,951 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $10,758,000 | 5,514 |
| Total debt securities | $9,898,000 | 7,321 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $14,683,000 | 6,513 |
| U.S. Government securities | $13,894,000 | 5,778 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $13,894,000 | 4,426 |
| Securities issued by states & political subdivisions | $460,000 | 7,170 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $329,000 | 4,333 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,355,000 | 2,172 |
| Mortgage-backed securities | $5,849,000 | 3,887 |
| Certificates of participation in pools of residential mortgages | $5,849,000 | 2,944 |
| Issued or guaranteed by U.S. | $5,849,000 | 2,922 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $14,683,000 | 4,772 |
| Total debt securities | $14,354,000 | 6,462 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $11,145,000 | 7,873 |
| U.S. Government securities | $11,145,000 | 6,867 |
| U.S. Treasury securities | $3,009,000 | 6,048 |
| U.S. Government agency obligations | $8,136,000 | 6,209 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,824,000 | 3,232 |
| Mortgage-backed securities | $2,172,000 | 6,116 |
| Certificates of participation in pools of residential mortgages | $2,172,000 | 4,766 |
| Issued or guaranteed by U.S. | $2,172,000 | 4,739 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $11,145,000 | 5,811 |
| Total debt securities | $11,145,000 | 7,749 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,027 |
| Fair value | $1,487,000 | 2,074 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $12,333,000 | 7,945 |
| U.S. Government securities | $12,333,000 | 6,855 |
| U.S. Treasury securities | $6,473,000 | 4,694 |
| U.S. Government agency obligations | $5,860,000 | 7,237 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,652,000 | 3,293 |
| Mortgage-backed securities | $901,000 | 7,902 |
| Certificates of participation in pools of residential mortgages | $901,000 | 6,590 |
| Issued or guaranteed by U.S. | $901,000 | 6,569 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,895,000 | 5,703 |
| Available-for-sale securities (fair market value) | $2,438,000 | 8,530 |
| Total debt securities | $12,333,000 | 7,823 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $8,013,000 | 9,885 |
| U.S. Government securities | $8,013,000 | 8,882 |
| U.S. Treasury securities | $4,513,000 | 6,060 |
| U.S. Government agency obligations | $3,500,000 | 8,976 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,200,000 | 6,751 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $8,013,000 | 9,726 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |