Home > Heritage Bank > Securities
Heritage Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $36,218,000 | 2,982 |
| U.S. Government securities | $14,040,000 | 3,317 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $14,040,000 | 2,954 |
| Securities issued by states & political subdivisions | $16,219,000 | 2,001 |
| Other domestic debt securities | $5,959,000 | 1,271 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,959,000 | 300 |
| 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 | $19,752,000 | 2,385 |
| Mortgage-backed securities | $14,040,000 | 2,315 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,448,000 | 2,622 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,601,000 | 1,136 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $991,000 | 1,096 |
| Held to maturity securities (book value) | $3,030,000 | 1,289 |
| Available-for-sale securities (fair market value) | $33,188,000 | 2,859 |
| Total debt securities | $36,218,000 | 2,964 |
| 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 | $36,595,000 | 2,970 |
| U.S. Government securities | $14,732,000 | 3,291 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $14,732,000 | 2,902 |
| Securities issued by states & political subdivisions | $15,503,000 | 2,032 |
| Other domestic debt securities | $6,360,000 | 1,237 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,360,000 | 291 |
| 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 | $19,833,000 | 2,347 |
| Mortgage-backed securities | $14,732,000 | 2,258 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,967,000 | 2,571 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,751,000 | 1,103 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $1,014,000 | 1,090 |
| Held to maturity securities (book value) | $3,031,000 | 1,312 |
| Available-for-sale securities (fair market value) | $33,564,000 | 2,829 |
| Total debt securities | $36,595,000 | 2,951 |
| 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 | $38,633,000 | 2,964 |
| U.S. Government securities | $15,884,000 | 3,274 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $15,884,000 | 2,885 |
| Securities issued by states & political subdivisions | $16,002,000 | 2,056 |
| Other domestic debt securities | $6,747,000 | 1,226 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,747,000 | 288 |
| 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 | $15,488,000 | 2,541 |
| Mortgage-backed securities | $15,884,000 | 2,231 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,634,000 | 2,518 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,207,000 | 1,089 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $1,043,000 | 1,081 |
| Held to maturity securities (book value) | $3,032,000 | 1,326 |
| Available-for-sale securities (fair market value) | $35,601,000 | 2,811 |
| Total debt securities | $38,633,000 | 2,945 |
| 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 | $40,162,000 | 3,007 |
| U.S. Government securities | $16,953,000 | 3,293 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $16,953,000 | 2,827 |
| Securities issued by states & political subdivisions | $16,023,000 | 2,105 |
| Other domestic debt securities | $7,186,000 | 1,247 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,186,000 | 284 |
| 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 | $18,164,000 | 2,339 |
| Mortgage-backed securities | $16,953,000 | 2,232 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,159,000 | 2,510 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,726,000 | 1,099 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $1,068,000 | 1,094 |
| Held to maturity securities (book value) | $3,032,000 | 1,370 |
| Available-for-sale securities (fair market value) | $37,130,000 | 2,842 |
| Total debt securities | $40,162,000 | 2,986 |
| 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 |
| 2022-09-30 | Rank | |
| Total securities | $41,980,000 | 2,995 |
| U.S. Government securities | $18,571,000 | 3,217 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $18,571,000 | 2,746 |
| Securities issued by states & political subdivisions | $15,568,000 | 2,186 |
| Other domestic debt securities | $7,841,000 | 1,177 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,841,000 | 274 |
| 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 | $16,638,000 | 2,248 |
| Mortgage-backed securities | $18,571,000 | 2,178 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,203,000 | 2,452 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,219,000 | 1,102 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $1,149,000 | 1,117 |
| Held to maturity securities (book value) | $3,033,000 | 1,369 |
| Available-for-sale securities (fair market value) | $38,947,000 | 2,837 |
| Total debt securities | $41,980,000 | 2,974 |
| 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 | $44,257,000 | 2,962 |
| U.S. Government securities | $20,075,000 | 3,151 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $20,075,000 | 2,699 |
| Securities issued by states & political subdivisions | $16,253,000 | 2,201 |
| Other domestic debt securities | $7,929,000 | 1,106 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,929,000 | 277 |
| 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 | $17,654,000 | 2,187 |
| Mortgage-backed securities | $20,075,000 | 2,171 |
| Certificates of participation in pools of residential mortgages | $7,748,000 | 2,488 |
| Issued or guaranteed by U.S. | $7,748,000 | 2,421 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $10,939,000 | 1,160 |
| CMOs issued by government agencies or sponsored agencies | $10,939,000 | 1,093 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,388,000 | 1,633 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $1,388,000 | 1,150 |
| Held to maturity securities (book value) | $2,927,000 | 1,315 |
| Available-for-sale securities (fair market value) | $41,330,000 | 2,826 |
| Total debt securities | $44,256,000 | 2,946 |
| 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 | $47,308,000 | 2,839 |
| U.S. Government securities | $21,956,000 | 2,977 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $21,956,000 | 2,591 |
| Securities issued by states & political subdivisions | $17,162,000 | 2,158 |
| Other domestic debt securities | $8,190,000 | 1,067 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,190,000 | 280 |
| 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 | $20,062,000 | 2,010 |
| Mortgage-backed securities | $21,956,000 | 2,118 |
| Certificates of participation in pools of residential mortgages | $8,422,000 | 2,427 |
| Issued or guaranteed by U.S. | $8,422,000 | 2,368 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $11,941,000 | 1,108 |
| CMOs issued by government agencies or sponsored agencies | $11,941,000 | 1,049 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $1,593,000 | 1,583 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $1,593,000 | 1,112 |
| Held to maturity securities (book value) | $2,424,000 | 1,255 |
| Available-for-sale securities (fair market value) | $44,884,000 | 2,705 |
| Total debt securities | $47,308,000 | 2,821 |
| 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 | $50,153,000 | 2,681 |
| U.S. Government securities | $24,443,000 | 2,701 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $24,443,000 | 2,452 |
| Securities issued by states & political subdivisions | $17,300,000 | 2,203 |
| Other domestic debt securities | $8,410,000 | 1,029 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,410,000 | 282 |
| 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 | $24,186,000 | 1,836 |
| Mortgage-backed securities | $24,443,000 | 2,034 |
| Certificates of participation in pools of residential mortgages | $9,341,000 | 2,343 |
| Issued or guaranteed by U.S. | $9,341,000 | 2,277 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $13,277,000 | 1,029 |
| CMOs issued by government agencies or sponsored agencies | $13,277,000 | 985 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $1,825,000 | 1,524 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $1,825,000 | 1,070 |
| Held to maturity securities (book value) | $1,927,000 | 1,217 |
| Available-for-sale securities (fair market value) | $48,226,000 | 2,565 |
| Total debt securities | $50,153,000 | 2,662 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $51,652,000 | 2,570 |
| U.S. Government securities | $26,809,000 | 2,525 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $26,809,000 | 2,330 |
| Securities issued by states & political subdivisions | $16,284,000 | 2,228 |
| Other domestic debt securities | $8,559,000 | 972 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,559,000 | 279 |
| 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 | $24,232,000 | 1,798 |
| Mortgage-backed securities | $26,809,000 | 1,949 |
| Certificates of participation in pools of residential mortgages | $10,072,000 | 2,289 |
| Issued or guaranteed by U.S. | $10,072,000 | 2,233 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $14,271,000 | 978 |
| CMOs issued by government agencies or sponsored agencies | $14,271,000 | 937 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $2,466,000 | 1,415 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $2,466,000 | 979 |
| Held to maturity securities (book value) | $1,261,000 | 1,298 |
| Available-for-sale securities (fair market value) | $50,391,000 | 2,455 |
| Total debt securities | $51,651,000 | 2,553 |
| 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 | $53,368,000 | 2,470 |
| U.S. Government securities | $28,775,000 | 2,373 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $28,775,000 | 2,201 |
| Securities issued by states & political subdivisions | $15,063,000 | 2,286 |
| Other domestic debt securities | $9,530,000 | 891 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,530,000 | 266 |
| 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 | $24,400,000 | 1,773 |
| Mortgage-backed securities | $28,775,000 | 1,841 |
| Certificates of participation in pools of residential mortgages | $10,571,000 | 2,208 |
| Issued or guaranteed by U.S. | $10,571,000 | 2,151 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $15,339,000 | 905 |
| CMOs issued by government agencies or sponsored agencies | $15,339,000 | 871 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $2,865,000 | 1,357 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $2,865,000 | 916 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $53,368,000 | 2,328 |
| Total debt securities | $53,368,000 | 2,456 |
| 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 | $55,264,000 | 2,287 |
| U.S. Government securities | $30,691,000 | 2,158 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $30,691,000 | 2,024 |
| Securities issued by states & political subdivisions | $14,844,000 | 2,240 |
| Other domestic debt securities | $9,729,000 | 846 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,729,000 | 260 |
| 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 | $18,856,000 | 1,995 |
| Mortgage-backed securities | $30,691,000 | 1,708 |
| Certificates of participation in pools of residential mortgages | $11,235,000 | 2,101 |
| Issued or guaranteed by U.S. | $11,235,000 | 2,041 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $16,283,000 | 853 |
| CMOs issued by government agencies or sponsored agencies | $16,283,000 | 816 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $3,173,000 | 1,297 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $3,173,000 | 859 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $55,264,000 | 2,152 |
| Total debt securities | $55,264,000 | 2,270 |
| 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 | $57,477,000 | 2,126 |
| U.S. Government securities | $32,323,000 | 1,985 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $32,323,000 | 1,878 |
| Securities issued by states & political subdivisions | $15,384,000 | 2,173 |
| Other domestic debt securities | $9,770,000 | 809 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,770,000 | 250 |
| 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 | $19,344,000 | 1,954 |
| Mortgage-backed securities | $32,323,000 | 1,592 |
| Certificates of participation in pools of residential mortgages | $11,563,000 | 1,951 |
| Issued or guaranteed by U.S. | $11,563,000 | 1,902 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $17,360,000 | 829 |
| CMOs issued by government agencies or sponsored agencies | $17,360,000 | 792 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $3,400,000 | 1,220 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $3,400,000 | 808 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $57,477,000 | 1,995 |
| Total debt securities | $57,477,000 | 2,109 |
| 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 | $60,881,000 | 1,947 |
| U.S. Government securities | $34,288,000 | 1,841 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $34,288,000 | 1,754 |
| Securities issued by states & political subdivisions | $15,441,000 | 2,061 |
| Other domestic debt securities | $11,152,000 | 703 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,152,000 | 228 |
| 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 | $15,917,000 | 2,125 |
| Mortgage-backed securities | $34,288,000 | 1,498 |
| Certificates of participation in pools of residential mortgages | $12,591,000 | 1,859 |
| Issued or guaranteed by U.S. | $12,591,000 | 1,808 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $18,100,000 | 817 |
| CMOs issued by government agencies or sponsored agencies | $18,100,000 | 777 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $3,597,000 | 1,166 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $3,597,000 | 762 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $60,881,000 | 1,824 |
| Total debt securities | $60,880,000 | 1,933 |
| 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 | $61,886,000 | 1,867 |
| U.S. Government securities | $35,672,000 | 1,799 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $35,672,000 | 1,701 |
| Securities issued by states & political subdivisions | $15,136,000 | 2,010 |
| Other domestic debt securities | $11,078,000 | 678 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,078,000 | 202 |
| 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 | $14,710,000 | 2,232 |
| Mortgage-backed securities | $35,672,000 | 1,441 |
| Certificates of participation in pools of residential mortgages | $13,039,000 | 1,799 |
| Issued or guaranteed by U.S. | $13,039,000 | 1,749 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $18,886,000 | 822 |
| CMOs issued by government agencies or sponsored agencies | $18,886,000 | 785 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $3,747,000 | 1,128 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $3,747,000 | 727 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $61,886,000 | 1,742 |
| Total debt securities | $61,885,000 | 1,852 |
| 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 | $61,350,000 | 1,813 |
| U.S. Government securities | $35,956,000 | 1,808 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $35,956,000 | 1,712 |
| Securities issued by states & political subdivisions | $14,462,000 | 1,933 |
| Other domestic debt securities | $10,932,000 | 652 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,932,000 | 182 |
| 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 | $10,641,000 | 2,490 |
| Mortgage-backed securities | $35,956,000 | 1,424 |
| Certificates of participation in pools of residential mortgages | $12,887,000 | 1,790 |
| Issued or guaranteed by U.S. | $12,887,000 | 1,741 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $19,277,000 | 820 |
| CMOs issued by government agencies or sponsored agencies | $19,277,000 | 793 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $3,792,000 | 1,100 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $3,792,000 | 708 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $61,350,000 | 1,685 |
| Total debt securities | $61,350,000 | 1,800 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $51,169,000 | 2,067 |
| U.S. Government securities | $40,883,000 | 1,688 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $40,883,000 | 1,591 |
| Securities issued by states & political subdivisions | $6,195,000 | 2,798 |
| Other domestic debt securities | $4,091,000 | 981 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $4,091,000 | 262 |
| 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 | $10,821,000 | 2,513 |
| Mortgage-backed securities | $40,883,000 | 1,290 |
| Certificates of participation in pools of residential mortgages | $15,879,000 | 1,538 |
| Issued or guaranteed by U.S. | $15,879,000 | 1,495 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $19,394,000 | 819 |
| CMOs issued by government agencies or sponsored agencies | $19,394,000 | 790 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $5,610,000 | 928 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $5,610,000 | 584 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $51,169,000 | 1,925 |
| Total debt securities | $51,169,000 | 2,047 |
| 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 | $53,118,000 | 2,007 |
| U.S. Government securities | $42,584,000 | 1,639 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $42,584,000 | 1,555 |
| Securities issued by states & political subdivisions | $6,306,000 | 2,800 |
| Other domestic debt securities | $4,228,000 | 961 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $4,228,000 | 249 |
| 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 | $11,299,000 | 2,505 |
| Mortgage-backed securities | $42,584,000 | 1,240 |
| Certificates of participation in pools of residential mortgages | $16,516,000 | 1,472 |
| Issued or guaranteed by U.S. | $16,516,000 | 1,430 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $20,432,000 | 797 |
| CMOs issued by government agencies or sponsored agencies | $20,432,000 | 770 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $5,636,000 | 907 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $5,636,000 | 561 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $53,118,000 | 1,856 |
| Total debt securities | $53,119,000 | 1,986 |
| 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 | $67,789,000 | 1,701 |
| U.S. Government securities | $59,449,000 | 1,280 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $59,449,000 | 1,212 |
| Securities issued by states & political subdivisions | $7,202,000 | 2,729 |
| Other domestic debt securities | $1,138,000 | 1,467 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $1,138,000 | 324 |
| 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 | $12,044,000 | 2,495 |
| Mortgage-backed securities | $57,921,000 | 973 |
| Certificates of participation in pools of residential mortgages | $22,602,000 | 1,167 |
| Issued or guaranteed by U.S. | $22,602,000 | 1,155 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $32,392,000 | 559 |
| CMOs issued by government agencies or sponsored agencies | $32,392,000 | 530 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $2,927,000 | 1,161 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $2,927,000 | 688 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $67,789,000 | 1,565 |
| Total debt securities | $67,788,000 | 1,680 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $63,027,000 | 1,820 |
| U.S. Government securities | $55,297,000 | 1,361 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $55,297,000 | 1,292 |
| Securities issued by states & political subdivisions | $7,730,000 | 2,704 |
| 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 | $10,017,000 | 2,731 |
| Mortgage-backed securities | $53,782,000 | 1,008 |
| Certificates of participation in pools of residential mortgages | $14,420,000 | 1,615 |
| Issued or guaranteed by U.S. | $14,420,000 | 1,584 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $34,057,000 | 524 |
| CMOs issued by government agencies or sponsored agencies | $34,057,000 | 495 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $5,305,000 | 859 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $5,305,000 | 499 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $63,027,000 | 1,682 |
| Total debt securities | $63,027,000 | 1,804 |
| 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 | $51,616,000 | 2,127 |
| U.S. Government securities | $44,036,000 | 1,645 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $44,036,000 | 1,560 |
| Securities issued by states & political subdivisions | $7,580,000 | 2,789 |
| 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 | $9,932,000 | 2,752 |
| Mortgage-backed securities | $42,540,000 | 1,196 |
| Certificates of participation in pools of residential mortgages | $14,654,000 | 1,605 |
| Issued or guaranteed by U.S. | $14,654,000 | 1,589 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $22,647,000 | 698 |
| CMOs issued by government agencies or sponsored agencies | $22,647,000 | 666 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $5,239,000 | 847 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $5,239,000 | 494 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $51,616,000 | 1,963 |
| Total debt securities | $51,616,000 | 2,113 |
| 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 | $41,260,000 | 2,521 |
| U.S. Government securities | $33,794,000 | 2,010 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $33,794,000 | 1,897 |
| Securities issued by states & political subdivisions | $7,466,000 | 2,841 |
| 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 | $10,458,000 | 2,698 |
| Mortgage-backed securities | $32,310,000 | 1,434 |
| Certificates of participation in pools of residential mortgages | $14,937,000 | 1,615 |
| Issued or guaranteed by U.S. | $14,937,000 | 1,609 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $12,142,000 | 1,029 |
| CMOs issued by government agencies or sponsored agencies | $12,142,000 | 990 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $5,231,000 | 842 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $5,231,000 | 491 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $41,260,000 | 2,322 |
| Total debt securities | $41,261,000 | 2,502 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $36,806,000 | 2,727 |
| U.S. Government securities | $29,259,000 | 2,187 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $29,259,000 | 2,087 |
| Securities issued by states & political subdivisions | $7,547,000 | 2,875 |
| 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 | $10,639,000 | 2,717 |
| Mortgage-backed securities | $27,766,000 | 1,601 |
| Certificates of participation in pools of residential mortgages | $12,651,000 | 1,830 |
| Issued or guaranteed by U.S. | $12,651,000 | 1,755 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $9,853,000 | 1,164 |
| CMOs issued by government agencies or sponsored agencies | $9,853,000 | 1,123 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $5,262,000 | 826 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $5,262,000 | 479 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $36,806,000 | 2,527 |
| Total debt securities | $36,806,000 | 2,711 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $35,023,000 | 2,839 |
| U.S. Government securities | $28,883,000 | 2,260 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $28,883,000 | 2,161 |
| Securities issued by states & political subdivisions | $6,140,000 | 3,119 |
| 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 | $10,921,000 | 2,736 |
| Mortgage-backed securities | $27,382,000 | 1,594 |
| Certificates of participation in pools of residential mortgages | $12,067,000 | 1,924 |
| Issued or guaranteed by U.S. | $12,067,000 | 1,922 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $10,020,000 | 1,138 |
| CMOs issued by government agencies or sponsored agencies | $10,020,000 | 1,094 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $5,295,000 | 716 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $5,295,000 | 466 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $35,023,000 | 2,627 |
| Total debt securities | $35,022,000 | 2,819 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $37,226,000 | 2,765 |
| U.S. Government securities | $30,946,000 | 2,174 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $30,946,000 | 2,083 |
| Securities issued by states & political subdivisions | $6,280,000 | 3,174 |
| 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 | $10,867,000 | 2,775 |
| Mortgage-backed securities | $28,913,000 | 1,548 |
| Certificates of participation in pools of residential mortgages | $13,160,000 | 1,866 |
| Issued or guaranteed by U.S. | $13,160,000 | 1,865 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $10,358,000 | 1,112 |
| CMOs issued by government agencies or sponsored agencies | $10,358,000 | 1,075 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $5,395,000 | 701 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $5,395,000 | 441 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $37,226,000 | 2,558 |
| Total debt securities | $37,226,000 | 2,743 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $36,362,000 | 2,842 |
| U.S. Government securities | $29,739,000 | 2,258 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $29,739,000 | 2,160 |
| Securities issued by states & political subdivisions | $6,623,000 | 3,159 |
| 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 | $10,815,000 | 2,804 |
| Mortgage-backed securities | $27,679,000 | 1,595 |
| Certificates of participation in pools of residential mortgages | $13,692,000 | 1,848 |
| Issued or guaranteed by U.S. | $13,692,000 | 1,847 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $8,520,000 | 1,224 |
| CMOs issued by government agencies or sponsored agencies | $8,520,000 | 1,178 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $5,467,000 | 681 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $5,467,000 | 420 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $36,362,000 | 2,619 |
| Total debt securities | $36,362,000 | 2,821 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $31,548,000 | 3,127 |
| U.S. Government securities | $28,900,000 | 2,357 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $28,900,000 | 2,258 |
| Securities issued by states & political subdivisions | $2,648,000 | 3,909 |
| 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 | $8,874,000 | 3,070 |
| Mortgage-backed securities | $26,838,000 | 1,667 |
| Certificates of participation in pools of residential mortgages | $14,809,000 | 1,805 |
| Issued or guaranteed by U.S. | $14,809,000 | 1,804 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,539,000 | 1,393 |
| CMOs issued by government agencies or sponsored agencies | $6,539,000 | 1,342 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $5,490,000 | 658 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $5,490,000 | 406 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $31,548,000 | 2,876 |
| Total debt securities | $31,548,000 | 3,103 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $34,181,000 | 3,027 |
| U.S. Government securities | $26,144,000 | 2,521 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $26,144,000 | 2,422 |
| Securities issued by states & political subdivisions | $6,443,000 | 3,257 |
| Other domestic debt securities | $1,594,000 | 1,377 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $1,594,000 | 224 |
| 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 | $6,780,000 | 3,393 |
| Mortgage-backed securities | $24,095,000 | 1,816 |
| Certificates of participation in pools of residential mortgages | $14,437,000 | 1,857 |
| Issued or guaranteed by U.S. | $14,437,000 | 1,856 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,208,000 | 1,722 |
| CMOs issued by government agencies or sponsored agencies | $4,208,000 | 1,663 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $5,450,000 | 652 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $5,450,000 | 404 |
| Held to maturity securities (book value) | $5,919,000 | 1,181 |
| Available-for-sale securities (fair market value) | $28,262,000 | 3,054 |
| Total debt securities | $34,181,000 | 3,007 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $28,047,000 | 3,322 |
| U.S. Government securities | $19,502,000 | 2,940 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $19,502,000 | 2,811 |
| Securities issued by states & political subdivisions | $6,797,000 | 3,229 |
| Other domestic debt securities | $1,748,000 | 1,343 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $1,748,000 | 221 |
| 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 | $4,912,000 | 3,753 |
| Mortgage-backed securities | $17,454,000 | 2,182 |
| Certificates of participation in pools of residential mortgages | $13,415,000 | 1,942 |
| Issued or guaranteed by U.S. | $13,415,000 | 1,940 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,039,000 | 1,729 |
| CMOs issued by government agencies or sponsored agencies | $4,039,000 | 1,666 |
| 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) | $6,255,000 | 1,160 |
| Available-for-sale securities (fair market value) | $21,792,000 | 3,438 |
| Total debt securities | $28,046,000 | 3,298 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $32,702,000 | 3,070 |
| U.S. Government securities | $23,777,000 | 2,622 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $23,777,000 | 2,528 |
| Securities issued by states & political subdivisions | $7,028,000 | 3,206 |
| Other domestic debt securities | $1,897,000 | 1,312 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $1,897,000 | 213 |
| 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 | $8,883,000 | 3,140 |
| Mortgage-backed securities | $18,201,000 | 2,128 |
| Certificates of participation in pools of residential mortgages | $11,662,000 | 2,113 |
| Issued or guaranteed by U.S. | $11,662,000 | 2,113 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,539,000 | 1,411 |
| CMOs issued by government agencies or sponsored agencies | $6,539,000 | 1,348 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $6,259,000 | 1,172 |
| Available-for-sale securities (fair market value) | $26,443,000 | 3,158 |
| Total debt securities | $32,702,000 | 3,052 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $34,367,000 | 3,045 |
| U.S. Government securities | $25,283,000 | 2,605 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $25,283,000 | 2,510 |
| Securities issued by states & political subdivisions | $7,035,000 | 3,203 |
| Other domestic debt securities | $2,049,000 | 1,280 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $2,049,000 | 209 |
| 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 | $10,455,000 | 2,971 |
| Mortgage-backed securities | $19,691,000 | 2,068 |
| Certificates of participation in pools of residential mortgages | $12,287,000 | 2,090 |
| Issued or guaranteed by U.S. | $12,287,000 | 2,086 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $7,404,000 | 1,357 |
| CMOs issued by government agencies or sponsored agencies | $7,404,000 | 1,291 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $6,263,000 | 1,201 |
| Available-for-sale securities (fair market value) | $28,104,000 | 3,109 |
| Total debt securities | $34,367,000 | 3,025 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $39,751,000 | 2,832 |
| U.S. Government securities | $30,534,000 | 2,394 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $30,534,000 | 2,302 |
| Securities issued by states & political subdivisions | $7,042,000 | 3,191 |
| Other domestic debt securities | $2,175,000 | 1,258 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $2,175,000 | 203 |
| 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 | $6,787,000 | 3,554 |
| Mortgage-backed securities | $21,480,000 | 1,986 |
| Certificates of participation in pools of residential mortgages | $12,824,000 | 2,053 |
| Issued or guaranteed by U.S. | $12,824,000 | 2,051 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,656,000 | 1,269 |
| CMOs issued by government agencies or sponsored agencies | $8,656,000 | 1,204 |
| 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) | $6,267,000 | 1,238 |
| Available-for-sale securities (fair market value) | $33,484,000 | 2,869 |
| Total debt securities | $39,751,000 | 2,816 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $41,217,000 | 2,794 |
| U.S. Government securities | $31,117,000 | 2,383 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $31,117,000 | 2,298 |
| Securities issued by states & political subdivisions | $7,758,000 | 3,122 |
| Other domestic debt securities | $2,342,000 | 1,207 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $2,342,000 | 211 |
| 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 | $19,596,000 | 2,198 |
| Mortgage-backed securities | $22,178,000 | 1,963 |
| Certificates of participation in pools of residential mortgages | $13,151,000 | 2,020 |
| Issued or guaranteed by U.S. | $13,151,000 | 2,018 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,027,000 | 1,245 |
| CMOs issued by government agencies or sponsored agencies | $9,027,000 | 1,185 |
| 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) | $6,591,000 | 1,228 |
| Available-for-sale securities (fair market value) | $34,626,000 | 2,841 |
| Total debt securities | $41,211,000 | 2,775 |
| 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 | $47,344,000 | 2,584 |
| U.S. Government securities | $37,051,000 | 2,151 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $37,051,000 | 2,070 |
| Securities issued by states & political subdivisions | $7,764,000 | 3,149 |
| Other domestic debt securities | $2,529,000 | 1,191 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $2,529,000 | 217 |
| 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 | $22,563,000 | 2,013 |
| Mortgage-backed securities | $23,546,000 | 1,891 |
| Certificates of participation in pools of residential mortgages | $13,858,000 | 1,989 |
| Issued or guaranteed by U.S. | $13,858,000 | 1,988 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $9,688,000 | 1,211 |
| CMOs issued by government agencies or sponsored agencies | $9,688,000 | 1,157 |
| 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) | $6,592,000 | 1,225 |
| Available-for-sale securities (fair market value) | $40,752,000 | 2,601 |
| Total debt securities | $47,344,000 | 2,564 |
| 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 | $50,024,000 | 2,526 |
| U.S. Government securities | $39,366,000 | 2,130 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $39,366,000 | 2,048 |
| Securities issued by states & political subdivisions | $7,931,000 | 3,132 |
| Other domestic debt securities | $2,727,000 | 1,162 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $2,727,000 | 213 |
| 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 | $20,720,000 | 2,166 |
| Mortgage-backed securities | $24,935,000 | 1,879 |
| Certificates of participation in pools of residential mortgages | $14,414,000 | 2,000 |
| Issued or guaranteed by U.S. | $14,414,000 | 2,000 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $10,521,000 | 1,214 |
| CMOs issued by government agencies or sponsored agencies | $10,521,000 | 1,163 |
| 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) | $6,483,000 | 1,251 |
| Available-for-sale securities (fair market value) | $43,541,000 | 2,527 |
| Total debt securities | $50,019,000 | 2,503 |
| 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 | $52,540,000 | 2,466 |
| U.S. Government securities | $41,383,000 | 2,095 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $41,383,000 | 2,013 |
| Securities issued by states & political subdivisions | $8,269,000 | 3,073 |
| Other domestic debt securities | $2,888,000 | 1,149 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $2,888,000 | 221 |
| 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 | $17,389,000 | 2,438 |
| Mortgage-backed securities | $26,818,000 | 1,830 |
| Certificates of participation in pools of residential mortgages | $15,207,000 | 1,965 |
| Issued or guaranteed by U.S. | $15,207,000 | 1,964 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $11,611,000 | 1,191 |
| CMOs issued by government agencies or sponsored agencies | $11,611,000 | 1,137 |
| 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) | $6,392,000 | 1,277 |
| Available-for-sale securities (fair market value) | $46,148,000 | 2,459 |
| Total debt securities | $52,541,000 | 2,445 |
| 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 | $53,859,000 | 2,448 |
| U.S. Government securities | $41,991,000 | 2,102 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $41,991,000 | 2,013 |
| Securities issued by states & political subdivisions | $8,810,000 | 3,006 |
| Other domestic debt securities | $3,058,000 | 1,107 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $3,058,000 | 211 |
| 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 | $17,718,000 | 2,423 |
| Mortgage-backed securities | $27,567,000 | 1,828 |
| Certificates of participation in pools of residential mortgages | $15,631,000 | 1,980 |
| Issued or guaranteed by U.S. | $15,631,000 | 1,977 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $11,936,000 | 1,199 |
| CMOs issued by government agencies or sponsored agencies | $11,936,000 | 1,142 |
| 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) | $53,859,000 | 2,219 |
| Total debt securities | $53,860,000 | 2,427 |
| 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 | $54,403,000 | 2,483 |
| U.S. Government securities | $42,363,000 | 2,155 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $42,363,000 | 2,063 |
| Securities issued by states & political subdivisions | $8,820,000 | 3,041 |
| Other domestic debt securities | $3,220,000 | 1,120 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $3,220,000 | 210 |
| 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 | $17,556,000 | 2,439 |
| Mortgage-backed securities | $28,002,000 | 1,872 |
| Certificates of participation in pools of residential mortgages | $16,065,000 | 2,005 |
| Issued or guaranteed by U.S. | $16,065,000 | 2,004 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $11,937,000 | 1,213 |
| CMOs issued by government agencies or sponsored agencies | $11,937,000 | 1,154 |
| 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) | $54,403,000 | 2,250 |
| Total debt securities | $54,403,000 | 2,460 |
| 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 | $57,176,000 | 2,409 |
| U.S. Government securities | $45,168,000 | 2,041 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $45,168,000 | 1,968 |
| Securities issued by states & political subdivisions | $8,629,000 | 3,112 |
| Other domestic debt securities | $3,379,000 | 1,138 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $3,379,000 | 224 |
| 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 | $17,889,000 | 2,409 |
| Mortgage-backed securities | $28,788,000 | 1,887 |
| Certificates of participation in pools of residential mortgages | $16,676,000 | 1,989 |
| Issued or guaranteed by U.S. | $16,676,000 | 1,989 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $12,112,000 | 1,225 |
| CMOs issued by government agencies or sponsored agencies | $12,112,000 | 1,167 |
| 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) | $57,176,000 | 2,183 |
| Total debt securities | $57,177,000 | 2,387 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $61,023,000 | 2,314 |
| U.S. Government securities | $48,880,000 | 1,913 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $48,880,000 | 1,859 |
| Securities issued by states & political subdivisions | $8,635,000 | 3,119 |
| Other domestic debt securities | $3,508,000 | 1,154 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $3,508,000 | 230 |
| 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 | $21,767,000 | 2,135 |
| Mortgage-backed securities | $27,598,000 | 1,962 |
| Certificates of participation in pools of residential mortgages | $15,209,000 | 2,122 |
| Issued or guaranteed by U.S. | $15,209,000 | 2,120 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $12,389,000 | 1,214 |
| CMOs issued by government agencies or sponsored agencies | $12,389,000 | 1,152 |
| 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) | $61,023,000 | 2,085 |
| Total debt securities | $61,023,000 | 2,295 |
| 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 | $78,398,000 | 1,869 |
| U.S. Government securities | $65,332,000 | 1,470 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $65,332,000 | 1,424 |
| Securities issued by states & political subdivisions | $9,426,000 | 2,982 |
| Other domestic debt securities | $3,640,000 | 1,174 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $3,640,000 | 229 |
| 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 | $27,342,000 | 1,805 |
| Mortgage-backed securities | $28,199,000 | 1,935 |
| Certificates of participation in pools of residential mortgages | $15,604,000 | 2,106 |
| Issued or guaranteed by U.S. | $15,604,000 | 2,104 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $12,595,000 | 1,200 |
| CMOs issued by government agencies or sponsored agencies | $12,595,000 | 1,138 |
| 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) | $78,398,000 | 1,672 |
| Total debt securities | $78,398,000 | 1,847 |
| 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 | $73,880,000 | 1,975 |
| U.S. Government securities | $66,179,000 | 1,483 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $66,179,000 | 1,441 |
| Securities issued by states & political subdivisions | $3,890,000 | 4,032 |
| Other domestic debt securities | $3,811,000 | 1,181 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $3,811,000 | 222 |
| 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 | $27,692,000 | 1,783 |
| Mortgage-backed securities | $29,007,000 | 1,908 |
| Certificates of participation in pools of residential mortgages | $16,230,000 | 2,055 |
| Issued or guaranteed by U.S. | $16,230,000 | 2,051 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $12,777,000 | 1,212 |
| CMOs issued by government agencies or sponsored agencies | $12,777,000 | 1,144 |
| 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) | $73,880,000 | 1,782 |
| Total debt securities | $73,880,000 | 1,947 |
| 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 | $77,545,000 | 1,885 |
| U.S. Government securities | $69,677,000 | 1,418 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $69,677,000 | 1,376 |
| Securities issued by states & political subdivisions | $3,897,000 | 4,031 |
| Other domestic debt securities | $3,971,000 | 1,179 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $3,971,000 | 222 |
| 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 | $27,883,000 | 1,753 |
| Mortgage-backed securities | $31,471,000 | 1,796 |
| Certificates of participation in pools of residential mortgages | $17,040,000 | 1,993 |
| Issued or guaranteed by U.S. | $17,040,000 | 1,992 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $14,431,000 | 1,164 |
| CMOs issued by government agencies or sponsored agencies | $14,431,000 | 1,091 |
| 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) | $77,545,000 | 1,700 |
| Total debt securities | $77,545,000 | 1,859 |
| 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 | $107,159,000 | 1,420 |
| U.S. Government securities | $99,269,000 | 1,047 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $99,269,000 | 1,003 |
| Securities issued by states & political subdivisions | $3,923,000 | 4,018 |
| Other domestic debt securities | $3,967,000 | 1,186 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $3,967,000 | 214 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,658,000 | 1,556 |
| Mortgage-backed securities | $34,117,000 | 1,739 |
| Certificates of participation in pools of residential mortgages | $18,236,000 | 1,927 |
| Issued or guaranteed by U.S. | $18,236,000 | 1,927 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $15,881,000 | 1,141 |
| CMOs issued by government agencies or sponsored agencies | $15,881,000 | 1,072 |
| 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) | $107,159,000 | 1,288 |
| Total debt securities | $107,158,000 | 1,404 |
| 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 | $100,510,000 | 1,469 |
| U.S. Government securities | $92,594,000 | 1,079 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $92,594,000 | 1,035 |
| Securities issued by states & political subdivisions | $3,956,000 | 4,013 |
| Other domestic debt securities | $3,960,000 | 1,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $3,960,000 | 191 |
| 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 | $34,056,000 | 1,522 |
| Mortgage-backed securities | $29,259,000 | 1,911 |
| Certificates of participation in pools of residential mortgages | $9,857,000 | 2,676 |
| Issued or guaranteed by U.S. | $9,857,000 | 2,673 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $19,402,000 | 1,029 |
| CMOs issued by government agencies or sponsored agencies | $19,402,000 | 957 |
| 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) | $100,510,000 | 1,333 |
| Total debt securities | $100,510,000 | 1,454 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $129,677,000 | 1,181 |
| U.S. Government securities | $111,624,000 | 934 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $111,624,000 | 903 |
| Securities issued by states & political subdivisions | $14,102,000 | 2,282 |
| Other domestic debt securities | $3,951,000 | 1,188 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $3,951,000 | 181 |
| 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 | $17,042,000 | 2,464 |
| Mortgage-backed securities | $29,913,000 | 1,975 |
| Certificates of participation in pools of residential mortgages | $6,231,000 | 3,421 |
| Issued or guaranteed by U.S. | $6,231,000 | 3,421 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $23,682,000 | 957 |
| CMOs issued by government agencies or sponsored agencies | $23,682,000 | 886 |
| 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) | $129,677,000 | 1,071 |
| Total debt securities | $129,678,000 | 1,167 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $156,363,000 | 989 |
| U.S. Government securities | $138,358,000 | 769 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $138,358,000 | 746 |
| Securities issued by states & political subdivisions | $14,069,000 | 2,245 |
| Other domestic debt securities | $3,936,000 | 1,207 |
| Privately issued residential mortgage-backed securities | $3,936,000 | 383 |
| 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 | $20,655,000 | 2,207 |
| Mortgage-backed securities | $38,050,000 | 1,710 |
| Certificates of participation in pools of residential mortgages | $6,602,000 | 3,372 |
| Issued or guaranteed by U.S. | $6,602,000 | 3,371 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $31,448,000 | 796 |
| CMOs issued by government agencies or sponsored agencies | $27,512,000 | 813 |
| Privately issued | $3,936,000 | 371 |
| 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) | $156,363,000 | 881 |
| Total debt securities | $156,363,000 | 979 |
| 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 | $148,480,000 | 1,045 |
| U.S. Government securities | $134,285,000 | 835 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $134,285,000 | 805 |
| Securities issued by states & political subdivisions | $14,195,000 | 2,165 |
| 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 | $21,206,000 | 2,187 |
| Mortgage-backed securities | $35,473,000 | 1,786 |
| Certificates of participation in pools of residential mortgages | $7,303,000 | 3,239 |
| Issued or guaranteed by U.S. | $7,303,000 | 3,237 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $28,170,000 | 875 |
| CMOs issued by government agencies or sponsored agencies | $28,170,000 | 812 |
| 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) | $148,480,000 | 925 |
| Total debt securities | $148,480,000 | 1,032 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 1,443 |
| Fair value | $3,003,000 | 1,401 |
| 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 | $176,186,000 | 856 |
| U.S. Government securities | $161,820,000 | 657 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $161,820,000 | 637 |
| Securities issued by states & political subdivisions | $14,366,000 | 2,105 |
| 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 | $21,686,000 | 2,043 |
| Mortgage-backed securities | $39,397,000 | 1,587 |
| Certificates of participation in pools of residential mortgages | $7,819,000 | 3,038 |
| Issued or guaranteed by U.S. | $7,819,000 | 3,038 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $31,578,000 | 807 |
| CMOs issued by government agencies or sponsored agencies | $31,578,000 | 712 |
| 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) | $176,186,000 | 749 |
| Total debt securities | $176,187,000 | 843 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 1,400 |
| Fair value | $3,007,000 | 1,370 |
| 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 | $80,287,000 | 1,706 |
| U.S. Government securities | $65,905,000 | 1,458 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $65,905,000 | 1,410 |
| Securities issued by states & political subdivisions | $14,382,000 | 2,027 |
| 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 | $6,404,000 | 3,832 |
| Mortgage-backed securities | $23,775,000 | 2,149 |
| Certificates of participation in pools of residential mortgages | $8,314,000 | 2,913 |
| Issued or guaranteed by U.S. | $8,314,000 | 2,909 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $15,461,000 | 1,251 |
| CMOs issued by government agencies or sponsored agencies | $15,461,000 | 1,107 |
| 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) | $80,287,000 | 1,547 |
| Total debt securities | $80,286,000 | 1,687 |
| Structured notes | ||
| Amortized cost | $3,998,000 | 1,233 |
| Fair value | $4,010,000 | 1,223 |
| 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 | $38,541,000 | 3,097 |
| U.S. Government securities | $27,567,000 | 2,981 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $27,567,000 | 2,894 |
| Securities issued by states & political subdivisions | $10,974,000 | 2,384 |
| 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 | $7,054,000 | 3,753 |
| Mortgage-backed securities | $8,871,000 | 3,493 |
| Certificates of participation in pools of residential mortgages | $6,075,000 | 3,286 |
| Issued or guaranteed by U.S. | $6,075,000 | 3,278 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,796,000 | 2,508 |
| CMOs issued by government agencies or sponsored agencies | $2,796,000 | 2,292 |
| 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) | $38,541,000 | 2,826 |
| Total debt securities | $38,542,000 | 3,076 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,953 |
| Fair value | $2,002,000 | 2,018 |
| 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 | $37,620,000 | 3,107 |
| U.S. Government securities | $27,063,000 | 2,995 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $27,063,000 | 2,900 |
| Securities issued by states & political subdivisions | $10,557,000 | 2,403 |
| 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 | $7,784,000 | 3,620 |
| Mortgage-backed securities | $9,803,000 | 3,298 |
| Certificates of participation in pools of residential mortgages | $6,447,000 | 3,151 |
| Issued or guaranteed by U.S. | $6,447,000 | 3,144 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,356,000 | 2,290 |
| CMOs issued by government agencies or sponsored agencies | $3,356,000 | 2,081 |
| 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) | $37,620,000 | 2,834 |
| Total debt securities | $37,620,000 | 3,082 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,483 |
| Fair value | $994,000 | 2,584 |
| 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 | $37,689,000 | 3,025 |
| U.S. Government securities | $28,299,000 | 2,770 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $28,299,000 | 2,685 |
| Securities issued by states & political subdivisions | $9,390,000 | 2,548 |
| 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 | $9,001,000 | 3,348 |
| Mortgage-backed securities | $11,182,000 | 3,016 |
| Certificates of participation in pools of residential mortgages | $6,980,000 | 2,937 |
| Issued or guaranteed by U.S. | $6,980,000 | 2,929 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,202,000 | 2,101 |
| CMOs issued by government agencies or sponsored agencies | $4,202,000 | 1,887 |
| 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) | $37,689,000 | 2,748 |
| Total debt securities | $37,688,000 | 3,005 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,331 |
| Fair value | $985,000 | 2,472 |
| 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 | $22,000,000 | 4,134 |
| U.S. Government securities | $19,286,000 | 3,508 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $19,286,000 | 3,410 |
| Securities issued by states & political subdivisions | $2,714,000 | 4,063 |
| 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 | $10,253,000 | 3,176 |
| Mortgage-backed securities | $12,321,000 | 2,864 |
| Certificates of participation in pools of residential mortgages | $7,653,000 | 2,775 |
| Issued or guaranteed by U.S. | $7,653,000 | 2,767 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,668,000 | 2,032 |
| CMOs issued by government agencies or sponsored agencies | $4,668,000 | 1,805 |
| 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) | $22,000,000 | 3,796 |
| Total debt securities | $22,000,000 | 4,094 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,995 |
| Fair value | $2,010,000 | 1,925 |
| 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 | $22,708,000 | 4,097 |
| U.S. Government securities | $19,936,000 | 3,504 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $19,936,000 | 3,417 |
| Securities issued by states & political subdivisions | $2,772,000 | 3,987 |
| 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 | $11,362,000 | 3,015 |
| Mortgage-backed securities | $13,099,000 | 2,773 |
| Certificates of participation in pools of residential mortgages | $8,173,000 | 2,712 |
| Issued or guaranteed by U.S. | $8,173,000 | 2,704 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $4,926,000 | 1,927 |
| CMOs issued by government agencies or sponsored agencies | $4,926,000 | 1,678 |
| 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) | $22,708,000 | 3,742 |
| Total debt securities | $22,708,000 | 4,057 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 1,677 |
| Fair value | $3,016,000 | 1,643 |
| 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 | $24,990,000 | 3,920 |
| U.S. Government securities | $22,823,000 | 3,262 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $22,823,000 | 3,180 |
| Securities issued by states & political subdivisions | $2,167,000 | 4,221 |
| 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 | $9,016,000 | 3,496 |
| Mortgage-backed securities | $14,125,000 | 2,745 |
| Certificates of participation in pools of residential mortgages | $8,921,000 | 2,679 |
| Issued or guaranteed by U.S. | $8,921,000 | 2,671 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,204,000 | 1,822 |
| CMOs issued by government agencies or sponsored agencies | $5,204,000 | 1,570 |
| 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) | $24,990,000 | 3,561 |
| Total debt securities | $24,990,000 | 3,888 |
| Structured notes | ||
| Amortized cost | $6,998,000 | 745 |
| Fair value | $6,955,000 | 750 |
| 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 | $30,156,000 | 3,475 |
| U.S. Government securities | $28,524,000 | 2,775 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $28,524,000 | 2,707 |
| Securities issued by states & political subdivisions | $1,632,000 | 4,503 |
| 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 | $9,098,000 | 3,490 |
| Mortgage-backed securities | $14,775,000 | 2,740 |
| Certificates of participation in pools of residential mortgages | $9,534,000 | 2,646 |
| Issued or guaranteed by U.S. | $9,534,000 | 2,638 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $5,241,000 | 1,815 |
| CMOs issued by government agencies or sponsored agencies | $5,241,000 | 1,546 |
| 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) | $30,156,000 | 3,151 |
| Total debt securities | $30,157,000 | 3,443 |
| Structured notes | ||
| Amortized cost | $10,996,000 | 390 |
| Fair value | $10,911,000 | 385 |
| 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 | $27,966,000 | 3,657 |
| U.S. Government securities | $26,312,000 | 2,922 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $26,312,000 | 2,860 |
| Securities issued by states & political subdivisions | $1,654,000 | 4,544 |
| 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 | $10,965,000 | 3,197 |
| Mortgage-backed securities | $18,202,000 | 2,484 |
| Certificates of participation in pools of residential mortgages | $10,352,000 | 2,624 |
| Issued or guaranteed by U.S. | $10,352,000 | 2,616 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $7,850,000 | 1,543 |
| CMOs issued by government agencies or sponsored agencies | $7,850,000 | 1,269 |
| 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) | $27,966,000 | 3,305 |
| Total debt securities | $27,966,000 | 3,615 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 872 |
| Fair value | $3,010,000 | 843 |
| 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 | $26,822,000 | 3,719 |
| U.S. Government securities | $25,223,000 | 2,978 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $25,223,000 | 2,911 |
| Securities issued by states & political subdivisions | $1,599,000 | 4,538 |
| 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 | $11,711,000 | 3,090 |
| Mortgage-backed securities | $18,742,000 | 2,450 |
| Certificates of participation in pools of residential mortgages | $11,083,000 | 2,562 |
| Issued or guaranteed by U.S. | $11,083,000 | 2,552 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $7,659,000 | 1,547 |
| CMOs issued by government agencies or sponsored agencies | $7,659,000 | 1,254 |
| 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) | $26,822,000 | 3,345 |
| Total debt securities | $26,821,000 | 3,677 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,123 |
| Fair value | $988,000 | 1,249 |
| 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 | $26,265,000 | 3,781 |
| U.S. Government securities | $24,594,000 | 3,054 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $24,594,000 | 2,997 |
| Securities issued by states & political subdivisions | $1,671,000 | 4,435 |
| 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 | $8,117,000 | 3,735 |
| Mortgage-backed securities | $16,317,000 | 2,699 |
| Certificates of participation in pools of residential mortgages | $7,636,000 | 3,158 |
| Issued or guaranteed by U.S. | $7,636,000 | 3,147 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $8,681,000 | 1,468 |
| CMOs issued by government agencies or sponsored agencies | $8,681,000 | 1,166 |
| 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) | $26,265,000 | 3,401 |
| Total debt securities | $26,264,000 | 3,751 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,280 |
| Fair value | $485,000 | 1,396 |
| 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 | $15,694,000 | 5,016 |
| U.S. Government securities | $14,884,000 | 4,261 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $14,884,000 | 4,185 |
| Securities issued by states & political subdivisions | $810,000 | 4,957 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,499,000 | 5,025 |
| Mortgage-backed securities | $8,338,000 | 3,632 |
| Certificates of participation in pools of residential mortgages | $1,856,000 | 4,804 |
| Issued or guaranteed by U.S. | $1,856,000 | 4,789 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $6,482,000 | 1,610 |
| CMOs issued by government agencies or sponsored agencies | $6,482,000 | 1,311 |
| 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) | $15,694,000 | 4,525 |
| Total debt securities | $15,694,000 | 4,979 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $10,453,000 | 5,790 |
| U.S. Government securities | $9,664,000 | 5,166 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $9,664,000 | 5,080 |
| Securities issued by states & political subdivisions | $789,000 | 4,975 |
| 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 | $3,218,000 | 5,141 |
| Mortgage-backed securities | $2,815,000 | 4,848 |
| Certificates of participation in pools of residential mortgages | $897,000 | 5,238 |
| Issued or guaranteed by U.S. | $897,000 | 5,222 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,918,000 | 2,383 |
| CMOs issued by government agencies or sponsored agencies | $1,918,000 | 2,058 |
| 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) | $10,453,000 | 5,258 |
| Total debt securities | $10,453,000 | 5,741 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $12,226,000 | 5,543 |
| U.S. Government securities | $11,464,000 | 4,840 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $11,464,000 | 4,754 |
| Securities issued by states & political subdivisions | $762,000 | 5,030 |
| 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 | $3,473,000 | 5,042 |
| Mortgage-backed securities | $2,849,000 | 4,860 |
| Certificates of participation in pools of residential mortgages | $926,000 | 5,237 |
| Issued or guaranteed by U.S. | $926,000 | 5,216 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,923,000 | 2,386 |
| CMOs issued by government agencies or sponsored agencies | $1,923,000 | 2,064 |
| 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) | $12,226,000 | 5,054 |
| Total debt securities | $12,226,000 | 5,484 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $13,403,000 | 5,352 |
| U.S. Government securities | $12,595,000 | 4,637 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $12,595,000 | 4,553 |
| Securities issued by states & political subdivisions | $808,000 | 5,013 |
| 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 | $4,276,000 | 4,719 |
| Mortgage-backed securities | $3,005,000 | 4,699 |
| Certificates of participation in pools of residential mortgages | $988,000 | 5,142 |
| Issued or guaranteed by U.S. | $988,000 | 5,115 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,017,000 | 2,333 |
| CMOs issued by government agencies or sponsored agencies | $2,017,000 | 2,004 |
| 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) | $13,403,000 | 4,850 |
| Total debt securities | $13,403,000 | 5,290 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,797 |
| Fair value | $252,000 | 1,807 |
| 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 | $12,820,000 | 5,540 |
| U.S. Government securities | $11,931,000 | 4,891 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $11,931,000 | 4,794 |
| Securities issued by states & political subdivisions | $889,000 | 4,973 |
| 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 | $8,079,000 | 3,755 |
| Mortgage-backed securities | $3,257,000 | 4,389 |
| Certificates of participation in pools of residential mortgages | $1,078,000 | 4,877 |
| Issued or guaranteed by U.S. | $1,078,000 | 4,857 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,179,000 | 2,184 |
| CMOs issued by government agencies or sponsored agencies | $2,179,000 | 1,883 |
| 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) | $12,820,000 | 4,979 |
| Total debt securities | $12,821,000 | 5,480 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,284 |
| Fair value | $252,000 | 2,289 |
| 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 | $15,446,000 | 5,104 |
| U.S. Government securities | $14,578,000 | 4,459 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $14,578,000 | 4,361 |
| Securities issued by states & political subdivisions | $868,000 | 5,008 |
| 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 | $10,213,000 | 3,391 |
| Mortgage-backed securities | $3,473,000 | 4,163 |
| Certificates of participation in pools of residential mortgages | $1,278,000 | 4,610 |
| Issued or guaranteed by U.S. | $1,278,000 | 4,597 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,195,000 | 2,125 |
| CMOs issued by government agencies or sponsored agencies | $2,195,000 | 1,828 |
| 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) | $15,446,000 | 4,541 |
| Total debt securities | $15,446,000 | 5,059 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,161 |
| Fair value | $499,000 | 2,252 |
| 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 | $16,400,000 | 4,975 |
| U.S. Government securities | $15,542,000 | 4,308 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $15,542,000 | 4,201 |
| Securities issued by states & political subdivisions | $858,000 | 5,033 |
| 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 | $10,425,000 | 3,343 |
| Mortgage-backed securities | $3,405,000 | 4,156 |
| Certificates of participation in pools of residential mortgages | $1,139,000 | 4,686 |
| Issued or guaranteed by U.S. | $1,139,000 | 4,672 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,266,000 | 2,078 |
| CMOs issued by government agencies or sponsored agencies | $2,266,000 | 1,798 |
| 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) | $16,400,000 | 4,407 |
| Total debt securities | $16,401,000 | 4,933 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,252 |
| Fair value | $494,000 | 2,368 |
| 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 | $13,223,000 | 5,540 |
| U.S. Government securities | $12,336,000 | 4,943 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $12,336,000 | 4,820 |
| Securities issued by states & political subdivisions | $887,000 | 5,046 |
| 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 | $10,677,000 | 3,309 |
| Mortgage-backed securities | $2,797,000 | 4,370 |
| Certificates of participation in pools of residential mortgages | $1,222,000 | 4,641 |
| Issued or guaranteed by U.S. | $1,222,000 | 4,624 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,575,000 | 2,256 |
| CMOs issued by government agencies or sponsored agencies | $1,575,000 | 1,980 |
| 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) | $13,223,000 | 4,933 |
| Total debt securities | $13,225,000 | 5,493 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,315 |
| Fair value | $497,000 | 2,398 |
| 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 | $13,552,000 | 5,520 |
| U.S. Government securities | $12,128,000 | 5,021 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $12,128,000 | 4,899 |
| Securities issued by states & political subdivisions | $1,202,000 | 4,813 |
| Other domestic debt securities | $97,000 | 2,843 |
| 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 | $97,000 | 2,214 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $125,000 | 1,600 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,166,000 | 3,225 |
| Mortgage-backed securities | $2,858,000 | 4,340 |
| Certificates of participation in pools of residential mortgages | $1,251,000 | 4,621 |
| Issued or guaranteed by U.S. | $1,251,000 | 4,606 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,607,000 | 2,238 |
| CMOs issued by government agencies or sponsored agencies | $1,607,000 | 1,969 |
| 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) | $13,552,000 | 4,910 |
| Total debt securities | $13,427,000 | 5,495 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,745 |
| Fair value | $249,000 | 2,756 |
| 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 | $13,274,000 | 5,606 |
| U.S. Government securities | $11,697,000 | 5,151 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $11,697,000 | 5,035 |
| Securities issued by states & political subdivisions | $1,271,000 | 4,788 |
| Other domestic debt securities | $192,000 | 2,767 |
| 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 | $192,000 | 2,154 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $114,000 | 1,656 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,252,000 | 3,049 |
| Mortgage-backed securities | $2,464,000 | 4,493 |
| Certificates of participation in pools of residential mortgages | $1,310,000 | 4,592 |
| Issued or guaranteed by U.S. | $1,310,000 | 4,567 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,154,000 | 2,399 |
| CMOs issued by government agencies or sponsored agencies | $1,154,000 | 2,128 |
| 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) | $13,274,000 | 4,964 |
| Total debt securities | $13,161,000 | 5,576 |
| Structured notes | ||
| Amortized cost | $1,226,000 | 1,977 |
| Fair value | $1,230,000 | 1,967 |
| 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 | $13,113,000 | 5,674 |
| U.S. Government securities | $11,681,000 | 5,187 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $11,681,000 | 5,052 |
| Securities issued by states & political subdivisions | $1,111,000 | 4,937 |
| Other domestic debt securities | $191,000 | 2,826 |
| 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 | $191,000 | 2,219 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $130,000 | 1,672 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,791,000 | 3,858 |
| Mortgage-backed securities | $2,075,000 | 4,686 |
| Certificates of participation in pools of residential mortgages | $1,408,000 | 4,545 |
| Issued or guaranteed by U.S. | $1,408,000 | 4,524 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $667,000 | 2,709 |
| CMOs issued by government agencies or sponsored agencies | $667,000 | 2,428 |
| 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) | $13,113,000 | 5,007 |
| Total debt securities | $12,983,000 | 5,641 |
| Structured notes | ||
| Amortized cost | $1,222,000 | 2,038 |
| Fair value | $1,212,000 | 2,027 |
| 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 | $9,928,000 | 6,300 |
| U.S. Government securities | $8,921,000 | 5,865 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $8,921,000 | 5,723 |
| Securities issued by states & political subdivisions | $623,000 | 5,409 |
| Other domestic debt securities | $252,000 | 2,772 |
| 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 | $252,000 | 2,202 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $132,000 | 1,694 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,923,000 | 3,822 |
| Mortgage-backed securities | $1,225,000 | 5,211 |
| Certificates of participation in pools of residential mortgages | $1,034,000 | 4,860 |
| Issued or guaranteed by U.S. | $1,034,000 | 4,840 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $191,000 | 3,175 |
| CMOs issued by government agencies or sponsored agencies | $191,000 | 2,871 |
| 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) | $9,928,000 | 5,605 |
| Total debt securities | $9,796,000 | 6,268 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,915 |
| Fair value | $247,000 | 2,934 |
| 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 | $10,506,000 | 6,217 |
| U.S. Government securities | $9,061,000 | 5,812 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $9,061,000 | 5,661 |
| Securities issued by states & political subdivisions | $1,050,000 | 5,038 |
| Other domestic debt securities | $252,000 | 2,854 |
| 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 | $252,000 | 2,314 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $143,000 | 1,703 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,329,000 | 3,935 |
| Mortgage-backed securities | $1,330,000 | 5,190 |
| Certificates of participation in pools of residential mortgages | $1,330,000 | 4,674 |
| Issued or guaranteed by U.S. | $1,330,000 | 4,653 |
| 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) | $10,506,000 | 5,506 |
| Total debt securities | $10,363,000 | 6,186 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,450 |
| Fair value | $743,000 | 2,451 |
| 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 | $10,870,000 | 6,164 |
| U.S. Government securities | $8,580,000 | 5,914 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $8,580,000 | 5,771 |
| Securities issued by states & political subdivisions | $1,716,000 | 4,550 |
| Other domestic debt securities | $444,000 | 2,708 |
| 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 | $444,000 | 2,223 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $130,000 | 1,725 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,950,000 | 3,370 |
| Mortgage-backed securities | $322,000 | 6,068 |
| Certificates of participation in pools of residential mortgages | $322,000 | 5,663 |
| Issued or guaranteed by U.S. | $322,000 | 5,641 |
| 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) | $10,870,000 | 5,440 |
| Total debt securities | $10,739,000 | 6,122 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,953 |
| Fair value | $1,243,000 | 1,957 |
| 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 | $10,934,000 | 6,180 |
| U.S. Government securities | $8,542,000 | 5,969 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $8,542,000 | 5,828 |
| Securities issued by states & political subdivisions | $1,721,000 | 4,543 |
| Other domestic debt securities | $541,000 | 2,558 |
| 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 | $541,000 | 2,083 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $130,000 | 1,750 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,765,000 | 3,404 |
| Mortgage-backed securities | $364,000 | 6,080 |
| Certificates of participation in pools of residential mortgages | $364,000 | 5,665 |
| Issued or guaranteed by U.S. | $364,000 | 5,638 |
| 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) | $10,934,000 | 5,445 |
| Total debt securities | $10,803,000 | 6,145 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,941 |
| Fair value | $1,247,000 | 1,948 |
| 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 | $10,338,000 | 6,378 |
| U.S. Government securities | $7,399,000 | 6,351 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,399,000 | 6,207 |
| Securities issued by states & political subdivisions | $2,268,000 | 4,187 |
| Other domestic debt securities | $541,000 | 2,628 |
| 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 | $541,000 | 2,173 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $130,000 | 1,783 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,581,000 | 3,886 |
| Mortgage-backed securities | $394,000 | 6,113 |
| Certificates of participation in pools of residential mortgages | $394,000 | 5,690 |
| Issued or guaranteed by U.S. | $394,000 | 5,671 |
| 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) | $10,338,000 | 5,637 |
| Total debt securities | $10,208,000 | 6,337 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,674 |
| Fair value | $1,792,000 | 1,673 |
| 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 | $11,860,000 | 6,110 |
| U.S. Government securities | $8,013,000 | 6,163 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,013,000 | 6,023 |
| Securities issued by states & political subdivisions | $2,868,000 | 3,892 |
| Other domestic debt securities | $849,000 | 2,445 |
| 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 | $849,000 | 2,042 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $130,000 | 1,821 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,449,000 | 4,164 |
| Mortgage-backed securities | $443,000 | 6,105 |
| Certificates of participation in pools of residential mortgages | $443,000 | 5,665 |
| Issued or guaranteed by U.S. | $443,000 | 5,648 |
| 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) | $11,860,000 | 5,348 |
| Total debt securities | $11,724,000 | 6,067 |
| Structured notes | ||
| Amortized cost | $1,895,000 | 1,626 |
| Fair value | $1,901,000 | 1,621 |
| 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 | $9,159,000 | 6,689 |
| U.S. Government securities | $7,301,000 | 6,417 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $7,301,000 | 6,252 |
| Securities issued by states & political subdivisions | $1,858,000 | 4,459 |
| 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 | $6,290,000 | 4,174 |
| Mortgage-backed securities | $998,000 | 5,641 |
| Certificates of participation in pools of residential mortgages | $496,000 | 5,628 |
| Issued or guaranteed by U.S. | $496,000 | 5,612 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $502,000 | 3,017 |
| CMOs issued by government agencies or sponsored agencies | $502,000 | 2,756 |
| 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) | $9,159,000 | 5,925 |
| Total debt securities | $9,158,000 | 6,624 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,638 |
| Fair value | $1,808,000 | 1,637 |
| 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 | $10,112,000 | 6,562 |
| U.S. Government securities | $8,264,000 | 6,211 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $8,264,000 | 6,055 |
| Securities issued by states & political subdivisions | $1,848,000 | 4,468 |
| 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 | $7,124,000 | 3,927 |
| Mortgage-backed securities | $1,055,000 | 5,665 |
| Certificates of participation in pools of residential mortgages | $561,000 | 5,605 |
| Issued or guaranteed by U.S. | $561,000 | 5,589 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $494,000 | 3,079 |
| CMOs issued by government agencies or sponsored agencies | $494,000 | 2,831 |
| 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) | $10,112,000 | 5,804 |
| Total debt securities | $10,112,000 | 6,488 |
| Structured notes | ||
| Amortized cost | $1,801,000 | 1,620 |
| Fair value | $1,801,000 | 1,615 |
| 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 | $8,449,000 | 6,892 |
| U.S. Government securities | $6,566,000 | 6,651 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,566,000 | 6,491 |
| Securities issued by states & political subdivisions | $1,883,000 | 4,439 |
| 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 | $5,345,000 | 4,419 |
| Mortgage-backed securities | $553,000 | 6,133 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $553,000 | 3,080 |
| CMOs issued by government agencies or sponsored agencies | $553,000 | 2,813 |
| 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) | $8,449,000 | 6,133 |
| Total debt securities | $8,448,000 | 6,820 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 1,622 |
| Fair value | $1,320,000 | 1,622 |
| 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 | $6,475,000 | 7,450 |
| U.S. Government securities | $4,061,000 | 7,527 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $4,061,000 | 7,353 |
| Securities issued by states & political subdivisions | $2,414,000 | 4,144 |
| 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 | $6,269,000 | 4,041 |
| Mortgage-backed securities | $816,000 | 5,921 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $816,000 | 2,926 |
| CMOs issued by government agencies or sponsored agencies | $816,000 | 2,783 |
| 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) | $6,475,000 | 6,632 |
| Total debt securities | $6,474,000 | 7,372 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 1,509 |
| Fair value | $1,325,000 | 1,503 |
| 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 | $10,771,000 | 6,381 |
| U.S. Government securities | $6,520,000 | 6,623 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $6,520,000 | 6,445 |
| Securities issued by states & political subdivisions | $2,676,000 | 4,034 |
| Other domestic debt securities | $1,575,000 | 2,319 |
| 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 | $1,575,000 | 2,034 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,133,000 | 6,422 |
| Mortgage-backed securities | $2,253,000 | 5,062 |
| Certificates of participation in pools of residential mortgages | $586,000 | 5,708 |
| Issued or guaranteed by U.S. | $586,000 | 5,686 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,667,000 | 2,477 |
| CMOs issued by government agencies or sponsored agencies | $1,667,000 | 2,343 |
| 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) | $10,771,000 | 5,653 |
| Total debt securities | $10,769,000 | 6,287 |
| Structured notes | ||
| Amortized cost | $2,300,000 | 952 |
| Fair value | $2,334,000 | 948 |
| 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 | $9,499,000 | 6,603 |
| U.S. Government securities | $7,620,000 | 6,220 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $7,620,000 | 6,043 |
| Securities issued by states & political subdivisions | $1,879,000 | 4,460 |
| 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 | $2,141,000 | 5,735 |
| Mortgage-backed securities | $4,181,000 | 4,382 |
| Certificates of participation in pools of residential mortgages | $873,000 | 5,478 |
| Issued or guaranteed by U.S. | $873,000 | 5,457 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $3,308,000 | 2,065 |
| CMOs issued by government agencies or sponsored agencies | $3,308,000 | 1,952 |
| 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) | $9,499,000 | 5,849 |
| Total debt securities | $9,500,000 | 6,501 |
| Structured notes | ||
| Amortized cost | $2,300,000 | 766 |
| Fair value | $2,354,000 | 764 |
| 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 | $13,393,000 | 5,788 |
| U.S. Government securities | $11,486,000 | 5,240 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $11,486,000 | 5,059 |
| Securities issued by states & political subdivisions | $1,800,000 | 4,446 |
| Other domestic debt securities | $107,000 | 3,806 |
| 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 | $107,000 | 3,374 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,348,000 | 5,669 |
| Mortgage-backed securities | $7,570,000 | 3,501 |
| Certificates of participation in pools of residential mortgages | $1,197,000 | 5,198 |
| Issued or guaranteed by U.S. | $1,197,000 | 5,180 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $6,373,000 | 1,599 |
| CMOs issued by government agencies or sponsored agencies | $6,373,000 | 1,495 |
| 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) | $13,393,000 | 5,066 |
| Total debt securities | $13,392,000 | 5,693 |
| Structured notes | ||
| Amortized cost | $2,800,000 | 500 |
| Fair value | $2,838,000 | 499 |
| 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 | $13,088,000 | 5,834 |
| U.S. Government securities | $10,178,000 | 5,544 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $10,178,000 | 5,347 |
| Securities issued by states & political subdivisions | $1,789,000 | 4,439 |
| Other domestic debt securities | $104,000 | 3,860 |
| 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 | $104,000 | 3,409 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,017,000 | 1,377 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,838,000 | 5,414 |
| Mortgage-backed securities | $5,700,000 | 3,934 |
| Certificates of participation in pools of residential mortgages | $2,289,000 | 4,484 |
| Issued or guaranteed by U.S. | $2,289,000 | 4,470 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,411,000 | 2,152 |
| CMOs issued by government agencies or sponsored agencies | $3,411,000 | 2,053 |
| 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) | $13,088,000 | 5,056 |
| Total debt securities | $12,070,000 | 5,955 |
| Structured notes | ||
| Amortized cost | $3,350,000 | 316 |
| Fair value | $3,392,000 | 317 |
| 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 | $12,510,000 | 5,901 |
| U.S. Government securities | $4,556,000 | 7,414 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $4,556,000 | 7,156 |
| Securities issued by states & political subdivisions | $7,340,000 | 2,225 |
| Other domestic debt securities | $99,000 | 3,961 |
| 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 | $99,000 | 3,432 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $515,000 | 1,555 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,776,000 | 4,489 |
| Mortgage-backed securities | $3,052,000 | 4,696 |
| Certificates of participation in pools of residential mortgages | $1,715,000 | 4,686 |
| Issued or guaranteed by U.S. | $1,715,000 | 4,660 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,337,000 | 3,076 |
| CMOs issued by government agencies or sponsored agencies | $1,337,000 | 2,912 |
| 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) | $12,510,000 | 5,054 |
| Total debt securities | $11,995,000 | 5,921 |
| 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 | $20,189,000 | 4,593 |
| U.S. Government securities | $8,875,000 | 6,225 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $8,875,000 | 5,873 |
| Securities issued by states & political subdivisions | $9,051,000 | 1,799 |
| Other domestic debt securities | $1,435,000 | 2,213 |
| 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 | $1,435,000 | 1,913 |
| Foreign debt securities | NA | NA |
| Equity securities | $828,000 | 2,847 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,870,000 | 3,216 |
| Mortgage-backed securities | $2,265,000 | 4,615 |
| Certificates of participation in pools of residential mortgages | $1,768,000 | 4,141 |
| Issued or guaranteed by U.S. | $1,768,000 | 4,115 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $497,000 | 3,337 |
| CMOs issued by government agencies or sponsored agencies | $497,000 | 3,172 |
| 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) | $100,000 | 5,451 |
| Available-for-sale securities (fair market value) | $20,089,000 | 3,765 |
| Total debt securities | $19,261,000 | 4,629 |
| Structured notes | ||
| Amortized cost | $98,000 | 911 |
| Fair value | $98,000 | 902 |
| 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 | $20,017,000 | 4,857 |
| U.S. Government securities | $9,306,000 | 6,345 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $9,306,000 | 5,814 |
| Securities issued by states & political subdivisions | $9,112,000 | 1,833 |
| Other domestic debt securities | $919,000 | 2,456 |
| 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 | $919,000 | 2,078 |
| Foreign debt securities | NA | NA |
| Equity securities | $680,000 | 3,106 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,085,000 | 3,373 |
| Mortgage-backed securities | $2,663,000 | 4,667 |
| Certificates of participation in pools of residential mortgages | $2,179,000 | 4,086 |
| Issued or guaranteed by U.S. | $2,179,000 | 4,070 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $484,000 | 3,564 |
| CMOs issued by government agencies or sponsored agencies | $484,000 | 3,408 |
| 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) | $115,000 | 5,849 |
| Available-for-sale securities (fair market value) | $19,902,000 | 3,909 |
| Total debt securities | $19,337,000 | 4,846 |
| Structured notes | ||
| Amortized cost | $115,000 | 1,271 |
| Fair value | $115,000 | 1,272 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $15,077,000 | 5,804 |
| U.S. Government securities | $8,631,000 | 6,523 |
| U.S. Treasury securities | $1,552,000 | 4,291 |
| U.S. Government agency obligations | $7,079,000 | 6,258 |
| Securities issued by states & political subdivisions | $6,046,000 | 2,594 |
| 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 | $400,000 | 4,034 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,818,000 | 5,525 |
| Mortgage-backed securities | $1,665,000 | 5,548 |
| Certificates of participation in pools of residential mortgages | $1,004,000 | 5,263 |
| Issued or guaranteed by U.S. | $1,004,000 | 5,245 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $661,000 | 3,609 |
| CMOs issued by government agencies or sponsored agencies | $661,000 | 3,459 |
| 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) | $240,000 | 6,193 |
| Available-for-sale securities (fair market value) | $14,837,000 | 4,678 |
| Total debt securities | $14,677,000 | 5,753 |
| Structured notes | ||
| Amortized cost | $240,000 | 1,441 |
| Fair value | $240,000 | 1,430 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $11,835,000 | 6,861 |
| U.S. Government securities | $3,393,000 | 9,360 |
| U.S. Treasury securities | $1,525,000 | 5,619 |
| U.S. Government agency obligations | $1,868,000 | 9,139 |
| Securities issued by states & political subdivisions | $7,972,000 | 1,859 |
| 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 | $470,000 | 3,758 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,612,000 | 5,928 |
| Mortgage-backed securities | $741,000 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $741,000 | 3,698 |
| CMOs issued by government agencies or sponsored agencies | $741,000 | 3,568 |
| 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) | $264,000 | 6,991 |
| Available-for-sale securities (fair market value) | $11,571,000 | 5,289 |
| Total debt securities | $11,365,000 | 6,866 |
| Structured notes | ||
| Amortized cost | $150,000 | 2,788 |
| Fair value | $150,000 | 2,789 |
| 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 | $14,770,000 | 6,484 |
| U.S. Government securities | $4,240,000 | 9,559 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $4,240,000 | 8,069 |
| Securities issued by states & political subdivisions | $10,047,000 | 1,456 |
| 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 | $483,000 | 3,598 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,195,000 | 5,697 |
| Mortgage-backed securities | $3,578,000 | 4,898 |
| Certificates of participation in pools of residential mortgages | $377,000 | 6,971 |
| Issued or guaranteed by U.S. | $377,000 | 6,951 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $3,201,000 | 2,480 |
| CMOs issued by government agencies or sponsored agencies | $3,201,000 | 2,371 |
| 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) | $769,000 | 7,201 |
| Available-for-sale securities (fair market value) | $14,001,000 | 4,942 |
| Total debt securities | $14,287,000 | 6,488 |
| Structured notes | ||
| Amortized cost | $150,000 | 3,503 |
| Fair value | $150,000 | 3,505 |
| 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 | $17,606,000 | 6,084 |
| U.S. Government securities | $5,494,000 | 9,312 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $5,494,000 | 7,437 |
| Securities issued by states & political subdivisions | $11,753,000 | 1,224 |
| 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 | $359,000 | 3,917 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,580,000 | 4,397 |
| Mortgage-backed securities | $2,206,000 | 6,087 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,206,000 | 3,283 |
| CMOs issued by government agencies or sponsored agencies | $2,206,000 | 3,131 |
| 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) | $279,000 | 8,050 |
| Available-for-sale securities (fair market value) | $17,327,000 | 4,423 |
| Total debt securities | $17,247,000 | 6,026 |
| Structured notes | ||
| Amortized cost | $1,650,000 | 1,958 |
| Fair value | $1,637,000 | 1,949 |
| 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 | $13,501,000 | 7,539 |
| U.S. Government securities | $7,630,000 | 8,828 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $7,630,000 | 6,344 |
| Securities issued by states & political subdivisions | $5,012,000 | 2,926 |
| Other domestic debt securities | $500,000 | 3,553 |
| 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 | $500,000 | 2,847 |
| Foreign debt securities | NA | NA |
| Equity securities | $359,000 | 3,708 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,991,000 | 3,866 |
| Mortgage-backed securities | $3,860,000 | 5,296 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $3,860,000 | 2,672 |
| CMOs issued by government agencies or sponsored agencies | $3,860,000 | 2,536 |
| 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) | $6,012,000 | 7,435 |
| Available-for-sale securities (fair market value) | $7,489,000 | 5,662 |
| Total debt securities | $13,142,000 | 7,542 |
| 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 | $14,213,000 | 7,655 |
| U.S. Government securities | $9,879,000 | 8,076 |
| U.S. Treasury securities | $1,240,000 | 9,539 |
| U.S. Government agency obligations | $8,639,000 | 6,102 |
| Securities issued by states & political subdivisions | $3,606,000 | 3,837 |
| Other domestic debt securities | $500,000 | 4,262 |
| 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 | $500,000 | 3,270 |
| Foreign debt securities | NA | NA |
| Equity securities | $228,000 | 4,330 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,124,000 | 3,601 |
| Mortgage-backed securities | $4,874,000 | 5,331 |
| Certificates of participation in pools of residential mortgages | $414,000 | 8,332 |
| Issued or guaranteed by U.S. | $414,000 | 8,276 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $4,460,000 | 2,811 |
| CMOs issued by government agencies or sponsored agencies | $4,460,000 | 2,652 |
| 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 | $13,985,000 | 7,564 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $8,317,000 | 9,872 |
| U.S. Government securities | $8,123,000 | 8,935 |
| U.S. Treasury securities | $2,024,000 | 8,691 |
| U.S. Government agency obligations | $6,099,000 | 7,286 |
| Securities issued by states & political subdivisions | $129,000 | 9,101 |
| Other domestic debt securities | $10,000 | 7,367 |
| Privately issued residential mortgage-backed securities | $10,000 | 4,036 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $55,000 | 6,200 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,259,000 | 4,354 |
| Mortgage-backed securities | $3,502,000 | 6,397 |
| Certificates of participation in pools of residential mortgages | $2,902,000 | 5,267 |
| Issued or guaranteed by U.S. | $2,902,000 | 5,210 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $600,000 | 5,634 |
| CMOs issued by government agencies or sponsored agencies | $590,000 | 5,232 |
| Privately issued | $10,000 | 3,466 |
| 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 | $8,262,000 | 9,771 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |