Home > Home Bank SB > Securities
Home Bank SB, Securities
| 2023-12-31 | Rank | |
| Total securities | $157,491,000 | 1,206 |
| U.S. Government securities | $65,025,000 | 1,582 |
| U.S. Treasury securities | $14,653,000 | 1,108 |
| U.S. Government agency obligations | $50,372,000 | 1,599 |
| Securities issued by states & political subdivisions | $92,466,000 | 499 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,564,000 | 1,289 |
| Mortgage-backed securities | $48,437,000 | 1,293 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $27,212,000 | 1,258 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $126,000 | 2,545 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $21,099,000 | 313 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $157,491,000 | 1,044 |
| Total debt securities | $157,491,000 | 1,190 |
| 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 | $150,421,000 | 1,241 |
| U.S. Government securities | $64,754,000 | 1,590 |
| U.S. Treasury securities | $14,466,000 | 1,166 |
| U.S. Government agency obligations | $50,288,000 | 1,580 |
| Securities issued by states & political subdivisions | $85,667,000 | 519 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,514,000 | 1,290 |
| Mortgage-backed securities | $48,416,000 | 1,269 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $26,323,000 | 1,260 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $161,000 | 2,517 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $21,932,000 | 306 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $150,421,000 | 1,083 |
| Total debt securities | $150,419,000 | 1,226 |
| 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 | $157,991,000 | 1,231 |
| U.S. Government securities | $67,197,000 | 1,582 |
| U.S. Treasury securities | $14,380,000 | 1,177 |
| U.S. Government agency obligations | $52,817,000 | 1,569 |
| Securities issued by states & political subdivisions | $90,794,000 | 513 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,790,000 | 1,230 |
| Mortgage-backed securities | $50,832,000 | 1,271 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $28,127,000 | 1,251 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $197,000 | 2,490 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $22,508,000 | 306 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $157,991,000 | 1,072 |
| Total debt securities | $157,992,000 | 1,215 |
| 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 | $170,256,000 | 1,210 |
| U.S. Government securities | $68,700,000 | 1,620 |
| U.S. Treasury securities | $14,436,000 | 1,249 |
| U.S. Government agency obligations | $54,264,000 | 1,559 |
| Securities issued by states & political subdivisions | $101,556,000 | 464 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,128,000 | 1,167 |
| Mortgage-backed securities | $52,188,000 | 1,302 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $29,091,000 | 1,267 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,060,000 | 1,714 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $20,037,000 | 352 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $170,256,000 | 1,050 |
| Total debt securities | $170,257,000 | 1,194 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $168,823,000 | 1,238 |
| U.S. Government securities | $68,817,000 | 1,631 |
| U.S. Treasury securities | $14,294,000 | 1,304 |
| U.S. Government agency obligations | $54,523,000 | 1,545 |
| Securities issued by states & political subdivisions | $100,006,000 | 493 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,623,000 | 1,988 |
| Mortgage-backed securities | $52,516,000 | 1,302 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $29,305,000 | 1,276 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,325,000 | 1,689 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $19,886,000 | 351 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $168,823,000 | 1,079 |
| Total debt securities | $168,821,000 | 1,223 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $166,459,000 | 1,269 |
| U.S. Government securities | $69,381,000 | 1,643 |
| U.S. Treasury securities | $14,256,000 | 1,325 |
| U.S. Government agency obligations | $55,125,000 | 1,548 |
| Securities issued by states & political subdivisions | $97,078,000 | 529 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,770,000 | 1,911 |
| Mortgage-backed securities | $53,097,000 | 1,311 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $29,671,000 | 1,273 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,503,000 | 1,676 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $19,923,000 | 377 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $166,459,000 | 1,108 |
| Total debt securities | $166,459,000 | 1,254 |
| 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 | $177,645,000 | 1,218 |
| U.S. Government securities | $74,361,000 | 1,588 |
| U.S. Treasury securities | $14,564,000 | 1,304 |
| U.S. Government agency obligations | $59,797,000 | 1,498 |
| Securities issued by states & political subdivisions | $103,284,000 | 516 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,380,000 | 2,331 |
| Mortgage-backed securities | $57,588,000 | 1,290 |
| Certificates of participation in pools of residential mortgages | $32,593,000 | 1,272 |
| Issued or guaranteed by U.S. | $32,593,000 | 1,246 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $3,894,000 | 1,716 |
| CMOs issued by government agencies or sponsored agencies | $3,894,000 | 1,645 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $21,101,000 | 606 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $21,101,000 | 408 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $177,645,000 | 1,077 |
| Total debt securities | $177,646,000 | 1,204 |
| 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 | $185,444,000 | 1,150 |
| U.S. Government securities | $73,242,000 | 1,562 |
| U.S. Treasury securities | $14,770,000 | 1,146 |
| U.S. Government agency obligations | $58,472,000 | 1,534 |
| Securities issued by states & political subdivisions | $112,202,000 | 480 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,460,000 | 2,206 |
| Mortgage-backed securities | $55,761,000 | 1,342 |
| Certificates of participation in pools of residential mortgages | $32,468,000 | 1,305 |
| Issued or guaranteed by U.S. | $32,468,000 | 1,284 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $466,000 | 2,519 |
| CMOs issued by government agencies or sponsored agencies | $466,000 | 2,448 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $22,827,000 | 570 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $22,827,000 | 383 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $185,444,000 | 1,034 |
| Total debt securities | $185,444,000 | 1,137 |
| 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 | $166,334,000 | 1,214 |
| U.S. Government securities | $46,089,000 | 1,967 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $46,089,000 | 1,758 |
| Securities issued by states & political subdivisions | $120,245,000 | 464 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,474,000 | 3,703 |
| Mortgage-backed securities | $42,916,000 | 1,516 |
| Certificates of participation in pools of residential mortgages | $17,406,000 | 1,815 |
| Issued or guaranteed by U.S. | $17,406,000 | 1,770 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $565,000 | 2,461 |
| CMOs issued by government agencies or sponsored agencies | $565,000 | 2,405 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $24,945,000 | 544 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $24,945,000 | 364 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $166,334,000 | 1,110 |
| Total debt securities | $166,334,000 | 1,198 |
| 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 | $160,209,000 | 1,184 |
| U.S. Government securities | $40,260,000 | 2,044 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $40,260,000 | 1,875 |
| Securities issued by states & political subdivisions | $119,949,000 | 437 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,540,000 | 3,710 |
| Mortgage-backed securities | $37,041,000 | 1,629 |
| Certificates of participation in pools of residential mortgages | $15,135,000 | 1,923 |
| Issued or guaranteed by U.S. | $15,135,000 | 1,870 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $669,000 | 2,456 |
| CMOs issued by government agencies or sponsored agencies | $669,000 | 2,396 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $21,237,000 | 577 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $21,237,000 | 387 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $160,209,000 | 1,100 |
| Total debt securities | $160,211,000 | 1,171 |
| 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 | $151,700,000 | 1,197 |
| U.S. Government securities | $30,938,000 | 2,289 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $30,938,000 | 2,116 |
| Securities issued by states & political subdivisions | $120,762,000 | 412 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,647,000 | 3,707 |
| Mortgage-backed securities | $28,417,000 | 1,850 |
| Certificates of participation in pools of residential mortgages | $11,681,000 | 2,125 |
| Issued or guaranteed by U.S. | $11,681,000 | 2,067 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $869,000 | 2,364 |
| CMOs issued by government agencies or sponsored agencies | $869,000 | 2,315 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $15,867,000 | 683 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $15,867,000 | 446 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $151,700,000 | 1,097 |
| Total debt securities | $151,700,000 | 1,180 |
| 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 | $133,259,000 | 1,233 |
| U.S. Government securities | $28,594,000 | 2,258 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $28,594,000 | 2,118 |
| Securities issued by states & political subdivisions | $104,665,000 | 455 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,833,000 | 3,670 |
| Mortgage-backed securities | $26,078,000 | 1,850 |
| Certificates of participation in pools of residential mortgages | $11,884,000 | 2,048 |
| Issued or guaranteed by U.S. | $11,884,000 | 1,990 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,204,000 | 2,197 |
| CMOs issued by government agencies or sponsored agencies | $1,204,000 | 2,153 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $12,990,000 | 715 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $12,990,000 | 464 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $133,259,000 | 1,140 |
| Total debt securities | $133,260,000 | 1,215 |
| 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 | $99,095,000 | 1,435 |
| U.S. Government securities | $12,448,000 | 3,079 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $12,448,000 | 2,932 |
| Securities issued by states & political subdivisions | $86,647,000 | 547 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,059,000 | 3,621 |
| Mortgage-backed securities | $10,460,000 | 2,607 |
| Certificates of participation in pools of residential mortgages | $828,000 | 3,579 |
| Issued or guaranteed by U.S. | $828,000 | 3,494 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,745,000 | 2,094 |
| CMOs issued by government agencies or sponsored agencies | $1,745,000 | 2,047 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $7,887,000 | 884 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $7,887,000 | 579 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $99,095,000 | 1,338 |
| Total debt securities | $99,093,000 | 1,422 |
| 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 | $101,827,000 | 1,337 |
| U.S. Government securities | $22,955,000 | 2,328 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $22,955,000 | 2,204 |
| Securities issued by states & political subdivisions | $78,872,000 | 531 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,895,000 | 3,497 |
| Mortgage-backed securities | $20,779,000 | 1,963 |
| Certificates of participation in pools of residential mortgages | $9,152,000 | 2,145 |
| Issued or guaranteed by U.S. | $9,152,000 | 2,082 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,769,000 | 1,882 |
| CMOs issued by government agencies or sponsored agencies | $2,769,000 | 1,832 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $8,858,000 | 819 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $8,858,000 | 527 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $101,827,000 | 1,250 |
| Total debt securities | $101,827,000 | 1,326 |
| 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 | $92,343,000 | 1,386 |
| U.S. Government securities | $27,134,000 | 2,121 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $27,134,000 | 2,013 |
| Securities issued by states & political subdivisions | $65,209,000 | 613 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,118,000 | 3,483 |
| Mortgage-backed securities | $24,849,000 | 1,792 |
| Certificates of participation in pools of residential mortgages | $10,838,000 | 1,967 |
| Issued or guaranteed by U.S. | $10,838,000 | 1,916 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,197,000 | 1,711 |
| CMOs issued by government agencies or sponsored agencies | $4,197,000 | 1,670 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $9,814,000 | 752 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $9,814,000 | 481 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $92,343,000 | 1,284 |
| Total debt securities | $92,343,000 | 1,374 |
| 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 | $83,055,000 | 1,451 |
| U.S. Government securities | $30,464,000 | 1,989 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $30,464,000 | 1,892 |
| Securities issued by states & political subdivisions | $52,591,000 | 684 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,254,000 | 3,662 |
| Mortgage-backed securities | $28,062,000 | 1,657 |
| Certificates of participation in pools of residential mortgages | $12,471,000 | 1,828 |
| Issued or guaranteed by U.S. | $12,471,000 | 1,777 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $5,716,000 | 1,535 |
| CMOs issued by government agencies or sponsored agencies | $5,716,000 | 1,493 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $9,875,000 | 739 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $9,875,000 | 479 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $83,055,000 | 1,350 |
| Total debt securities | $83,055,000 | 1,439 |
| 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 | $78,191,000 | 1,530 |
| U.S. Government securities | $30,475,000 | 2,036 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $30,475,000 | 1,924 |
| Securities issued by states & political subdivisions | $47,716,000 | 695 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,381,000 | 3,715 |
| Mortgage-backed securities | $27,784,000 | 1,626 |
| Certificates of participation in pools of residential mortgages | $11,915,000 | 1,826 |
| Issued or guaranteed by U.S. | $11,915,000 | 1,777 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $6,635,000 | 1,430 |
| CMOs issued by government agencies or sponsored agencies | $6,635,000 | 1,392 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $9,234,000 | 736 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $9,234,000 | 468 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $78,191,000 | 1,416 |
| Total debt securities | $78,192,000 | 1,516 |
| 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 | $83,518,000 | 1,451 |
| U.S. Government securities | $36,020,000 | 1,847 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $36,020,000 | 1,755 |
| Securities issued by states & political subdivisions | $47,498,000 | 702 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,570,000 | 3,739 |
| Mortgage-backed securities | $33,133,000 | 1,431 |
| Certificates of participation in pools of residential mortgages | $15,437,000 | 1,541 |
| Issued or guaranteed by U.S. | $15,437,000 | 1,494 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $7,920,000 | 1,327 |
| CMOs issued by government agencies or sponsored agencies | $7,920,000 | 1,290 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $9,776,000 | 716 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $9,776,000 | 450 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $83,518,000 | 1,335 |
| Total debt securities | $83,519,000 | 1,438 |
| 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 | $85,943,000 | 1,439 |
| U.S. Government securities | $36,522,000 | 1,873 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $36,522,000 | 1,761 |
| Securities issued by states & political subdivisions | $46,792,000 | 723 |
| Other domestic debt securities | $2,629,000 | 1,153 |
| Privately issued residential mortgage-backed securities | $2,629,000 | 279 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,747,000 | 3,760 |
| Mortgage-backed securities | $36,053,000 | 1,350 |
| Certificates of participation in pools of residential mortgages | $16,739,000 | 1,453 |
| Issued or guaranteed by U.S. | $16,739,000 | 1,431 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $8,915,000 | 1,242 |
| CMOs issued by government agencies or sponsored agencies | $6,286,000 | 1,420 |
| Privately issued | $2,629,000 | 179 |
| Commercial mortgage-backed securities | $10,399,000 | 671 |
| Commercial mortgage pass-through securities | $3,008,000 | 769 |
| Other commercial mortgage-backed securities | $7,391,000 | 486 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $85,943,000 | 1,318 |
| Total debt securities | $85,944,000 | 1,424 |
| 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 | $78,171,000 | 1,556 |
| U.S. Government securities | $33,770,000 | 1,975 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $33,770,000 | 1,862 |
| Securities issued by states & political subdivisions | $41,622,000 | 833 |
| Other domestic debt securities | $2,779,000 | 1,140 |
| Privately issued residential mortgage-backed securities | $2,779,000 | 285 |
| 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 | $2,918,000 | 3,780 |
| Mortgage-backed securities | $33,266,000 | 1,396 |
| Certificates of participation in pools of residential mortgages | $13,206,000 | 1,705 |
| Issued or guaranteed by U.S. | $13,206,000 | 1,674 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $9,507,000 | 1,208 |
| CMOs issued by government agencies or sponsored agencies | $6,728,000 | 1,375 |
| Privately issued | $2,779,000 | 183 |
| Commercial mortgage-backed securities | $10,553,000 | 618 |
| Commercial mortgage pass-through securities | $2,938,000 | 767 |
| Other commercial mortgage-backed securities | $7,615,000 | 436 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $78,171,000 | 1,431 |
| Total debt securities | $78,172,000 | 1,538 |
| 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 | $63,835,000 | 1,816 |
| U.S. Government securities | $16,313,000 | 2,958 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $16,313,000 | 2,793 |
| Securities issued by states & political subdivisions | $44,621,000 | 804 |
| Other domestic debt securities | $2,901,000 | 1,105 |
| Privately issued residential mortgage-backed securities | $2,901,000 | 250 |
| 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 | $3,036,000 | 3,777 |
| Mortgage-backed securities | $15,697,000 | 2,155 |
| Certificates of participation in pools of residential mortgages | $3,139,000 | 3,010 |
| Issued or guaranteed by U.S. | $3,139,000 | 2,947 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,859,000 | 1,484 |
| CMOs issued by government agencies or sponsored agencies | $2,958,000 | 1,859 |
| Privately issued | $2,901,000 | 175 |
| Commercial mortgage-backed securities | $6,699,000 | 765 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $6,699,000 | 452 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $63,835,000 | 1,675 |
| Total debt securities | $63,835,000 | 1,802 |
| 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 | $64,347,000 | 1,820 |
| U.S. Government securities | $16,958,000 | 2,924 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $16,958,000 | 2,770 |
| Securities issued by states & political subdivisions | $44,421,000 | 814 |
| Other domestic debt securities | $2,968,000 | 1,053 |
| Privately issued residential mortgage-backed securities | $2,968,000 | 203 |
| 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 | $3,165,000 | 3,788 |
| Mortgage-backed securities | $16,380,000 | 2,120 |
| Certificates of participation in pools of residential mortgages | $3,255,000 | 3,030 |
| Issued or guaranteed by U.S. | $3,255,000 | 3,005 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $6,085,000 | 1,438 |
| CMOs issued by government agencies or sponsored agencies | $3,117,000 | 1,812 |
| Privately issued | $2,968,000 | 170 |
| Commercial mortgage-backed securities | $7,040,000 | 737 |
| Commercial mortgage pass-through securities | $110,000 | 1,330 |
| Other commercial mortgage-backed securities | $6,930,000 | 446 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $64,347,000 | 1,677 |
| Total debt securities | $64,348,000 | 1,802 |
| 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 | $65,115,000 | 1,829 |
| U.S. Government securities | $18,464,000 | 2,822 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $18,464,000 | 2,685 |
| Securities issued by states & political subdivisions | $45,603,000 | 811 |
| Other domestic debt securities | $1,048,000 | 1,594 |
| Privately issued residential mortgage-backed securities | $1,048,000 | 478 |
| 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 | $3,639,000 | 3,728 |
| Mortgage-backed securities | $15,743,000 | 2,209 |
| Certificates of participation in pools of residential mortgages | $3,474,000 | 3,034 |
| Issued or guaranteed by U.S. | $3,474,000 | 2,879 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $4,439,000 | 1,645 |
| CMOs issued by government agencies or sponsored agencies | $3,391,000 | 1,771 |
| Privately issued | $1,048,000 | 242 |
| Commercial mortgage-backed securities | $7,830,000 | 688 |
| Commercial mortgage pass-through securities | $110,000 | 1,293 |
| Other commercial mortgage-backed securities | $7,720,000 | 411 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $65,115,000 | 1,685 |
| Total debt securities | $65,113,000 | 1,812 |
| 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 | $63,982,000 | 1,875 |
| U.S. Government securities | $18,790,000 | 2,876 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $18,790,000 | 2,744 |
| Securities issued by states & political subdivisions | $45,192,000 | 838 |
| 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 | $3,639,000 | 3,771 |
| Mortgage-backed securities | $14,798,000 | 2,276 |
| Certificates of participation in pools of residential mortgages | $3,697,000 | 3,032 |
| Issued or guaranteed by U.S. | $3,697,000 | 3,025 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,707,000 | 1,762 |
| CMOs issued by government agencies or sponsored agencies | $3,707,000 | 1,710 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $7,394,000 | 622 |
| Commercial mortgage pass-through securities | $110,000 | 1,039 |
| Other commercial mortgage-backed securities | $7,284,000 | 404 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $63,982,000 | 1,732 |
| Total debt securities | $63,981,000 | 1,858 |
| 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 | $66,100,000 | 1,863 |
| U.S. Government securities | $19,691,000 | 2,825 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $19,691,000 | 2,691 |
| Securities issued by states & political subdivisions | $46,409,000 | 858 |
| 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 | $3,888,000 | 3,786 |
| Mortgage-backed securities | $15,550,000 | 2,238 |
| Certificates of participation in pools of residential mortgages | $3,949,000 | 3,019 |
| Issued or guaranteed by U.S. | $3,949,000 | 3,016 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $4,045,000 | 1,694 |
| CMOs issued by government agencies or sponsored agencies | $4,045,000 | 1,641 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $7,556,000 | 606 |
| Commercial mortgage pass-through securities | $110,000 | 1,038 |
| Other commercial mortgage-backed securities | $7,446,000 | 385 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $66,100,000 | 1,728 |
| Total debt securities | $66,096,000 | 1,848 |
| 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 | $64,238,000 | 1,917 |
| U.S. Government securities | $18,528,000 | 2,920 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $18,528,000 | 2,810 |
| Securities issued by states & political subdivisions | $45,710,000 | 883 |
| 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 | $4,120,000 | 3,788 |
| Mortgage-backed securities | $16,345,000 | 2,221 |
| Certificates of participation in pools of residential mortgages | $4,205,000 | 3,022 |
| Issued or guaranteed by U.S. | $4,205,000 | 3,020 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $4,405,000 | 1,650 |
| CMOs issued by government agencies or sponsored agencies | $4,405,000 | 1,595 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $7,735,000 | 590 |
| Commercial mortgage pass-through securities | $111,000 | 1,029 |
| Other commercial mortgage-backed securities | $7,624,000 | 375 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $64,238,000 | 1,770 |
| Total debt securities | $64,239,000 | 1,898 |
| 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 | $61,498,000 | 2,036 |
| U.S. Government securities | $16,863,000 | 3,135 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $16,863,000 | 3,013 |
| Securities issued by states & political subdivisions | $44,635,000 | 919 |
| 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 | $4,415,000 | 3,769 |
| Mortgage-backed securities | $14,584,000 | 2,362 |
| Certificates of participation in pools of residential mortgages | $4,458,000 | 3,007 |
| Issued or guaranteed by U.S. | $4,458,000 | 3,005 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,842,000 | 1,616 |
| CMOs issued by government agencies or sponsored agencies | $4,842,000 | 1,562 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $5,284,000 | 668 |
| Commercial mortgage pass-through securities | $111,000 | 1,002 |
| Other commercial mortgage-backed securities | $5,173,000 | 422 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $61,498,000 | 1,870 |
| Total debt securities | $61,500,000 | 2,015 |
| 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 | $58,063,000 | 2,154 |
| U.S. Government securities | $15,579,000 | 3,280 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $15,579,000 | 3,155 |
| Securities issued by states & political subdivisions | $42,484,000 | 978 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,600,000 | 3,763 |
| Mortgage-backed securities | $13,247,000 | 2,510 |
| Certificates of participation in pools of residential mortgages | $4,693,000 | 3,017 |
| Issued or guaranteed by U.S. | $4,693,000 | 3,012 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,226,000 | 1,555 |
| CMOs issued by government agencies or sponsored agencies | $5,226,000 | 1,497 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $3,328,000 | 789 |
| Commercial mortgage pass-through securities | $111,000 | 959 |
| Other commercial mortgage-backed securities | $3,217,000 | 493 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $58,063,000 | 1,978 |
| Total debt securities | $58,063,000 | 2,136 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $59,219,000 | 2,107 |
| U.S. Government securities | $16,439,000 | 3,178 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $16,439,000 | 3,050 |
| Securities issued by states & political subdivisions | $42,780,000 | 960 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,872,000 | 3,760 |
| Mortgage-backed securities | $13,990,000 | 2,419 |
| Certificates of participation in pools of residential mortgages | $4,956,000 | 2,983 |
| Issued or guaranteed by U.S. | $4,956,000 | 2,977 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,637,000 | 1,485 |
| CMOs issued by government agencies or sponsored agencies | $5,637,000 | 1,427 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $3,397,000 | 761 |
| Commercial mortgage pass-through securities | $111,000 | 927 |
| Other commercial mortgage-backed securities | $3,286,000 | 477 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $59,219,000 | 1,932 |
| Total debt securities | $59,220,000 | 2,086 |
| 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 | $62,398,000 | 2,013 |
| U.S. Government securities | $17,638,000 | 3,064 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $17,638,000 | 2,957 |
| Securities issued by states & political subdivisions | $44,760,000 | 913 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,614,000 | 4,573 |
| Mortgage-backed securities | $15,123,000 | 2,344 |
| Certificates of participation in pools of residential mortgages | $5,392,000 | 2,923 |
| Issued or guaranteed by U.S. | $5,392,000 | 2,923 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,242,000 | 1,432 |
| CMOs issued by government agencies or sponsored agencies | $6,242,000 | 1,376 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $3,489,000 | 713 |
| Commercial mortgage pass-through securities | $113,000 | 851 |
| Other commercial mortgage-backed securities | $3,376,000 | 460 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $62,398,000 | 1,851 |
| Total debt securities | $62,399,000 | 1,991 |
| 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 | $66,292,000 | 1,959 |
| U.S. Government securities | $25,340,000 | 2,602 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $25,340,000 | 2,507 |
| Securities issued by states & political subdivisions | $40,952,000 | 993 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,726,000 | 4,626 |
| Mortgage-backed securities | $20,681,000 | 2,020 |
| Certificates of participation in pools of residential mortgages | $7,958,000 | 2,558 |
| Issued or guaranteed by U.S. | $7,958,000 | 2,554 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $9,162,000 | 1,224 |
| CMOs issued by government agencies or sponsored agencies | $9,162,000 | 1,162 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $3,561,000 | 676 |
| Commercial mortgage pass-through securities | $114,000 | 807 |
| Other commercial mortgage-backed securities | $3,447,000 | 456 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $66,292,000 | 1,772 |
| Total debt securities | $66,292,000 | 1,936 |
| 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 | $62,093,000 | 2,094 |
| U.S. Government securities | $26,505,000 | 2,613 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $26,505,000 | 2,516 |
| Securities issued by states & political subdivisions | $35,588,000 | 1,117 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,776,000 | 4,656 |
| Mortgage-backed securities | $21,766,000 | 1,976 |
| Certificates of participation in pools of residential mortgages | $8,428,000 | 2,519 |
| Issued or guaranteed by U.S. | $8,428,000 | 2,517 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,753,000 | 1,181 |
| CMOs issued by government agencies or sponsored agencies | $9,753,000 | 1,121 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $3,585,000 | 661 |
| Commercial mortgage pass-through securities | $113,000 | 792 |
| Other commercial mortgage-backed securities | $3,472,000 | 438 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $62,093,000 | 1,897 |
| Total debt securities | $62,095,000 | 2,065 |
| 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 | $53,174,000 | 2,353 |
| U.S. Government securities | $24,327,000 | 2,756 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $24,327,000 | 2,660 |
| Securities issued by states & political subdivisions | $28,847,000 | 1,380 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,795,000 | 4,691 |
| Mortgage-backed securities | $19,554,000 | 2,087 |
| Certificates of participation in pools of residential mortgages | $7,340,000 | 2,670 |
| Issued or guaranteed by U.S. | $7,340,000 | 2,665 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,697,000 | 1,272 |
| CMOs issued by government agencies or sponsored agencies | $8,697,000 | 1,213 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $3,517,000 | 621 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $3,517,000 | 399 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $53,174,000 | 2,145 |
| Total debt securities | $53,175,000 | 2,332 |
| 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 | $52,258,000 | 2,415 |
| U.S. Government securities | $28,171,000 | 2,574 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $28,171,000 | 2,487 |
| Securities issued by states & political subdivisions | $24,087,000 | 1,623 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,100,000 | 4,140 |
| Mortgage-backed securities | $23,318,000 | 1,902 |
| Certificates of participation in pools of residential mortgages | $10,029,000 | 2,355 |
| Issued or guaranteed by U.S. | $10,029,000 | 2,353 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $9,432,000 | 1,232 |
| CMOs issued by government agencies or sponsored agencies | $9,432,000 | 1,175 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $3,857,000 | 575 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $3,857,000 | 365 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $52,258,000 | 2,186 |
| Total debt securities | $52,258,000 | 2,393 |
| 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 | $53,607,000 | 2,407 |
| U.S. Government securities | $29,579,000 | 2,576 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $29,579,000 | 2,488 |
| Securities issued by states & political subdivisions | $24,028,000 | 1,591 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,163,000 | 4,188 |
| Mortgage-backed securities | $24,680,000 | 1,898 |
| Certificates of participation in pools of residential mortgages | $8,235,000 | 2,656 |
| Issued or guaranteed by U.S. | $8,235,000 | 2,652 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $10,223,000 | 1,231 |
| CMOs issued by government agencies or sponsored agencies | $10,223,000 | 1,179 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $6,222,000 | 449 |
| Commercial mortgage pass-through securities | $2,310,000 | 403 |
| Other commercial mortgage-backed securities | $3,912,000 | 356 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $53,607,000 | 2,190 |
| Total debt securities | $53,608,000 | 2,379 |
| 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 | $56,449,000 | 2,358 |
| U.S. Government securities | $32,090,000 | 2,486 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $32,090,000 | 2,407 |
| Securities issued by states & political subdivisions | $24,359,000 | 1,549 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,232,000 | 4,228 |
| Mortgage-backed securities | $26,069,000 | 1,872 |
| Certificates of participation in pools of residential mortgages | $8,773,000 | 2,632 |
| Issued or guaranteed by U.S. | $8,773,000 | 2,629 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $11,027,000 | 1,219 |
| CMOs issued by government agencies or sponsored agencies | $11,027,000 | 1,166 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $6,269,000 | 431 |
| Commercial mortgage pass-through securities | $2,298,000 | 382 |
| Other commercial mortgage-backed securities | $3,971,000 | 350 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $56,449,000 | 2,137 |
| Total debt securities | $56,451,000 | 2,337 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,342 |
| Fair value | $1,000,000 | 1,402 |
| 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 | $58,406,000 | 2,318 |
| U.S. Government securities | $35,350,000 | 2,382 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $35,350,000 | 2,298 |
| Securities issued by states & political subdivisions | $23,056,000 | 1,624 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,251,000 | 4,289 |
| Mortgage-backed securities | $27,260,000 | 1,838 |
| Certificates of participation in pools of residential mortgages | $9,253,000 | 2,612 |
| Issued or guaranteed by U.S. | $9,253,000 | 2,607 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $11,724,000 | 1,213 |
| CMOs issued by government agencies or sponsored agencies | $11,724,000 | 1,154 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $6,283,000 | 421 |
| Commercial mortgage pass-through securities | $2,284,000 | 381 |
| Other commercial mortgage-backed securities | $3,999,000 | 321 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $58,406,000 | 2,100 |
| Total debt securities | $58,406,000 | 2,297 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 861 |
| Fair value | $2,994,000 | 876 |
| 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 | $59,474,000 | 2,322 |
| U.S. Government securities | $37,446,000 | 2,329 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $37,446,000 | 2,249 |
| Securities issued by states & political subdivisions | $22,028,000 | 1,679 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,271,000 | 4,333 |
| Mortgage-backed securities | $28,542,000 | 1,852 |
| Certificates of participation in pools of residential mortgages | $9,742,000 | 2,620 |
| Issued or guaranteed by U.S. | $9,742,000 | 2,617 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $12,499,000 | 1,188 |
| CMOs issued by government agencies or sponsored agencies | $12,499,000 | 1,131 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $6,301,000 | 411 |
| Commercial mortgage pass-through securities | $2,273,000 | 385 |
| Other commercial mortgage-backed securities | $4,028,000 | 300 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $59,474,000 | 2,093 |
| Total debt securities | $59,475,000 | 2,303 |
| Structured notes | ||
| Amortized cost | $2,667,000 | 1,034 |
| Fair value | $3,650,000 | 876 |
| 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 | $60,053,000 | 2,309 |
| U.S. Government securities | $39,282,000 | 2,279 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $39,282,000 | 2,210 |
| Securities issued by states & political subdivisions | $20,771,000 | 1,782 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,284,000 | 4,376 |
| Mortgage-backed securities | $30,246,000 | 1,827 |
| Certificates of participation in pools of residential mortgages | $10,372,000 | 2,587 |
| Issued or guaranteed by U.S. | $10,372,000 | 2,587 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $13,496,000 | 1,156 |
| CMOs issued by government agencies or sponsored agencies | $13,496,000 | 1,099 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $6,378,000 | 404 |
| Commercial mortgage pass-through securities | $2,283,000 | 394 |
| Other commercial mortgage-backed securities | $4,095,000 | 287 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $60,053,000 | 2,083 |
| Total debt securities | $60,055,000 | 2,290 |
| Structured notes | ||
| Amortized cost | $4,667,000 | 774 |
| Fair value | $4,632,000 | 764 |
| 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 | $54,776,000 | 2,496 |
| U.S. Government securities | $36,419,000 | 2,430 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $36,419,000 | 2,364 |
| Securities issued by states & political subdivisions | $18,357,000 | 1,977 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $27,311,000 | 1,971 |
| Certificates of participation in pools of residential mortgages | $10,886,000 | 2,544 |
| Issued or guaranteed by U.S. | $10,886,000 | 2,544 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $12,277,000 | 1,224 |
| CMOs issued by government agencies or sponsored agencies | $12,277,000 | 1,161 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $4,148,000 | 464 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $4,148,000 | 268 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $54,776,000 | 2,274 |
| Total debt securities | $54,775,000 | 2,478 |
| Structured notes | ||
| Amortized cost | $4,667,000 | 788 |
| Fair value | $4,558,000 | 775 |
| 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 | $49,864,000 | 2,692 |
| U.S. Government securities | $32,564,000 | 2,614 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $32,564,000 | 2,544 |
| Securities issued by states & political subdivisions | $17,300,000 | 2,059 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $22,453,000 | 2,192 |
| Certificates of participation in pools of residential mortgages | $8,156,000 | 2,923 |
| Issued or guaranteed by U.S. | $8,156,000 | 2,921 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $11,575,000 | 1,263 |
| CMOs issued by government agencies or sponsored agencies | $11,575,000 | 1,195 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $2,722,000 | 513 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $2,722,000 | 306 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $49,864,000 | 2,446 |
| Total debt securities | $49,864,000 | 2,669 |
| Structured notes | ||
| Amortized cost | $4,667,000 | 774 |
| Fair value | $4,480,000 | 764 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $53,410,000 | 2,562 |
| U.S. Government securities | $34,227,000 | 2,526 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $34,227,000 | 2,462 |
| Securities issued by states & political subdivisions | $17,193,000 | 2,083 |
| Other domestic debt securities | $1,990,000 | 1,568 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,990,000 | 1,215 |
| 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 | $0 | 5,888 |
| Mortgage-backed securities | $23,941,000 | 2,129 |
| Certificates of participation in pools of residential mortgages | $8,685,000 | 2,847 |
| Issued or guaranteed by U.S. | $8,685,000 | 2,844 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $12,500,000 | 1,229 |
| CMOs issued by government agencies or sponsored agencies | $12,500,000 | 1,160 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $2,756,000 | 502 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $2,756,000 | 305 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $53,410,000 | 2,323 |
| Total debt securities | $53,410,000 | 2,535 |
| Structured notes | ||
| Amortized cost | $4,667,000 | 767 |
| Fair value | $4,489,000 | 757 |
| 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 | $49,308,000 | 2,706 |
| U.S. Government securities | $32,713,000 | 2,603 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $32,713,000 | 2,532 |
| Securities issued by states & political subdivisions | $14,357,000 | 2,342 |
| Other domestic debt securities | $2,238,000 | 1,513 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $2,238,000 | 1,153 |
| 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 | $0 | 5,912 |
| Mortgage-backed securities | $22,109,000 | 2,230 |
| Certificates of participation in pools of residential mortgages | $7,404,000 | 3,010 |
| Issued or guaranteed by U.S. | $7,404,000 | 3,008 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $13,671,000 | 1,192 |
| CMOs issued by government agencies or sponsored agencies | $13,671,000 | 1,115 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $1,034,000 | 657 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $1,034,000 | 377 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $49,308,000 | 2,469 |
| Total debt securities | $49,309,000 | 2,678 |
| Structured notes | ||
| Amortized cost | $4,667,000 | 762 |
| Fair value | $4,573,000 | 758 |
| 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 | $49,675,000 | 2,715 |
| U.S. Government securities | $31,267,000 | 2,740 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $31,267,000 | 2,676 |
| Securities issued by states & political subdivisions | $14,415,000 | 2,317 |
| Other domestic debt securities | $3,993,000 | 1,183 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $3,993,000 | 845 |
| 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 | $0 | 5,985 |
| Mortgage-backed securities | $21,051,000 | 2,334 |
| Certificates of participation in pools of residential mortgages | $5,865,000 | 3,333 |
| Issued or guaranteed by U.S. | $5,865,000 | 3,330 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $15,186,000 | 1,180 |
| CMOs issued by government agencies or sponsored agencies | $15,186,000 | 1,105 |
| 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) | $49,675,000 | 2,513 |
| Total debt securities | $49,677,000 | 2,688 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 805 |
| Fair value | $3,984,000 | 843 |
| 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 | $50,056,000 | 2,646 |
| U.S. Government securities | $30,241,000 | 2,719 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $30,241,000 | 2,651 |
| Securities issued by states & political subdivisions | $14,358,000 | 2,286 |
| Other domestic debt securities | $5,457,000 | 973 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $5,457,000 | 671 |
| 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 | $0 | 6,039 |
| Mortgage-backed securities | $22,987,000 | 2,227 |
| Certificates of participation in pools of residential mortgages | $6,455,000 | 3,213 |
| Issued or guaranteed by U.S. | $6,455,000 | 3,211 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $16,532,000 | 1,138 |
| CMOs issued by government agencies or sponsored agencies | $16,532,000 | 1,065 |
| 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) | $50,056,000 | 2,440 |
| Total debt securities | $50,056,000 | 2,623 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,019 |
| Fair value | $2,983,000 | 1,060 |
| 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 | $46,680,000 | 2,829 |
| U.S. Government securities | $28,292,000 | 2,901 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $28,292,000 | 2,845 |
| Securities issued by states & political subdivisions | $12,416,000 | 2,488 |
| Other domestic debt securities | $5,972,000 | 956 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $5,972,000 | 667 |
| 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 | $0 | 6,124 |
| Mortgage-backed securities | $23,890,000 | 2,266 |
| Certificates of participation in pools of residential mortgages | $7,128,000 | 3,251 |
| Issued or guaranteed by U.S. | $7,128,000 | 3,249 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $16,762,000 | 1,184 |
| CMOs issued by government agencies or sponsored agencies | $16,762,000 | 1,110 |
| 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) | $46,680,000 | 2,601 |
| Total debt securities | $46,681,000 | 2,802 |
| 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 | $39,601,000 | 3,159 |
| U.S. Government securities | $23,655,000 | 3,290 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $23,655,000 | 3,223 |
| Securities issued by states & political subdivisions | $9,803,000 | 2,787 |
| Other domestic debt securities | $6,143,000 | 954 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $6,143,000 | 658 |
| 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 | $0 | 6,201 |
| Mortgage-backed securities | $20,443,000 | 2,506 |
| Certificates of participation in pools of residential mortgages | $5,307,000 | 3,624 |
| Issued or guaranteed by U.S. | $5,307,000 | 3,621 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $15,136,000 | 1,276 |
| CMOs issued by government agencies or sponsored agencies | $15,136,000 | 1,190 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $39,601,000 | 2,918 |
| Total debt securities | $39,601,000 | 3,134 |
| 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 | $37,956,000 | 3,266 |
| U.S. Government securities | $20,611,000 | 3,659 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $20,611,000 | 3,577 |
| Securities issued by states & political subdivisions | $8,720,000 | 2,862 |
| Other domestic debt securities | $8,625,000 | 793 |
| 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 | $8,625,000 | 524 |
| 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 | $0 | 6,234 |
| Mortgage-backed securities | $18,533,000 | 2,657 |
| Certificates of participation in pools of residential mortgages | $4,618,000 | 3,793 |
| Issued or guaranteed by U.S. | $4,618,000 | 3,789 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $13,915,000 | 1,384 |
| CMOs issued by government agencies or sponsored agencies | $13,915,000 | 1,276 |
| 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) | $24,999,000 | 576 |
| Available-for-sale securities (fair market value) | $12,957,000 | 4,973 |
| Total debt securities | $37,956,000 | 3,242 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $36,395,000 | 3,258 |
| U.S. Government securities | $18,991,000 | 3,742 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $18,991,000 | 3,671 |
| Securities issued by states & political subdivisions | $7,023,000 | 3,134 |
| Other domestic debt securities | $10,381,000 | 708 |
| 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 | $10,381,000 | 432 |
| 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 | $0 | 5,916 |
| Mortgage-backed securities | $18,488,000 | 2,584 |
| Certificates of participation in pools of residential mortgages | $2,753,000 | 4,214 |
| Issued or guaranteed by U.S. | $2,753,000 | 4,207 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $15,735,000 | 1,253 |
| CMOs issued by government agencies or sponsored agencies | $15,735,000 | 1,113 |
| 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) | $28,869,000 | 529 |
| Available-for-sale securities (fair market value) | $7,526,000 | 5,630 |
| Total debt securities | $36,395,000 | 3,236 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $39,897,000 | 3,004 |
| U.S. Government securities | $21,199,000 | 3,441 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $21,199,000 | 3,362 |
| Securities issued by states & political subdivisions | $7,309,000 | 3,016 |
| Other domestic debt securities | $11,389,000 | 653 |
| 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 | $11,389,000 | 385 |
| 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 | $0 | 5,942 |
| Mortgage-backed securities | $20,692,000 | 2,376 |
| Certificates of participation in pools of residential mortgages | $3,032,000 | 4,065 |
| Issued or guaranteed by U.S. | $3,032,000 | 4,050 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $17,660,000 | 1,157 |
| CMOs issued by government agencies or sponsored agencies | $17,660,000 | 1,027 |
| 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) | $32,081,000 | 479 |
| Available-for-sale securities (fair market value) | $7,816,000 | 5,589 |
| Total debt securities | $39,897,000 | 2,974 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $30,745,000 | 3,582 |
| U.S. Government securities | $20,236,000 | 3,636 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,236,000 | 3,540 |
| Securities issued by states & political subdivisions | $6,567,000 | 3,116 |
| Other domestic debt securities | $3,942,000 | 1,135 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,942,000 | 709 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,641,000 | 2,381 |
| Certificates of participation in pools of residential mortgages | $3,322,000 | 3,953 |
| Issued or guaranteed by U.S. | $3,322,000 | 3,938 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $16,319,000 | 1,186 |
| CMOs issued by government agencies or sponsored agencies | $16,319,000 | 1,033 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $23,673,000 | 604 |
| Available-for-sale securities (fair market value) | $7,072,000 | 5,771 |
| Total debt securities | $30,745,000 | 3,556 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $26,593,000 | 3,893 |
| U.S. Government securities | $13,940,000 | 4,393 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,940,000 | 4,267 |
| Securities issued by states & political subdivisions | $6,215,000 | 3,157 |
| Other domestic debt securities | $6,438,000 | 916 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,438,000 | 514 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,477,000 | 2,828 |
| Certificates of participation in pools of residential mortgages | $1,523,000 | 4,538 |
| Issued or guaranteed by U.S. | $1,523,000 | 4,530 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $11,954,000 | 1,386 |
| CMOs issued by government agencies or sponsored agencies | $11,954,000 | 1,202 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,870,000 | 675 |
| Available-for-sale securities (fair market value) | $6,723,000 | 5,828 |
| Total debt securities | $26,593,000 | 3,860 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $25,074,000 | 3,916 |
| U.S. Government securities | $11,500,000 | 4,609 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,500,000 | 4,488 |
| Securities issued by states & political subdivisions | $5,568,000 | 3,300 |
| Other domestic debt securities | $8,006,000 | 867 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,006,000 | 445 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,241,000 | 3,008 |
| Certificates of participation in pools of residential mortgages | $1,747,000 | 4,350 |
| Issued or guaranteed by U.S. | $1,747,000 | 4,345 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $9,494,000 | 1,540 |
| CMOs issued by government agencies or sponsored agencies | $9,494,000 | 1,352 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,996,000 | 695 |
| Available-for-sale securities (fair market value) | $6,078,000 | 5,856 |
| Total debt securities | $25,074,000 | 3,883 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $27,250,000 | 3,689 |
| U.S. Government securities | $13,291,000 | 4,279 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,291,000 | 4,168 |
| Securities issued by states & political subdivisions | $4,876,000 | 3,395 |
| Other domestic debt securities | $9,083,000 | 835 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,083,000 | 402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,214,000 | 2,884 |
| Certificates of participation in pools of residential mortgages | $1,994,000 | 4,238 |
| Issued or guaranteed by U.S. | $1,994,000 | 4,231 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $10,220,000 | 1,457 |
| CMOs issued by government agencies or sponsored agencies | $10,220,000 | 1,265 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,414,000 | 648 |
| Available-for-sale securities (fair market value) | $5,836,000 | 5,901 |
| Total debt securities | $27,250,000 | 3,657 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $23,702,000 | 4,003 |
| U.S. Government securities | $11,783,000 | 4,605 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,783,000 | 4,503 |
| Securities issued by states & political subdivisions | $3,856,000 | 3,603 |
| Other domestic debt securities | $8,063,000 | 881 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,063,000 | 398 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,810,000 | 3,033 |
| Certificates of participation in pools of residential mortgages | $2,108,000 | 4,252 |
| Issued or guaranteed by U.S. | $2,108,000 | 4,243 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $8,702,000 | 1,518 |
| CMOs issued by government agencies or sponsored agencies | $8,702,000 | 1,306 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,883,000 | 737 |
| Available-for-sale securities (fair market value) | $4,819,000 | 6,164 |
| Total debt securities | $23,702,000 | 3,968 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $20,858,000 | 4,354 |
| U.S. Government securities | $10,131,000 | 4,976 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,131,000 | 4,876 |
| Securities issued by states & political subdivisions | $3,953,000 | 3,560 |
| Other domestic debt securities | $6,774,000 | 1,013 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,774,000 | 476 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,163,000 | 3,332 |
| Certificates of participation in pools of residential mortgages | $2,563,000 | 4,195 |
| Issued or guaranteed by U.S. | $2,563,000 | 4,189 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $6,600,000 | 1,671 |
| CMOs issued by government agencies or sponsored agencies | $6,600,000 | 1,433 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,037,000 | 826 |
| Available-for-sale securities (fair market value) | $4,821,000 | 6,236 |
| Total debt securities | $20,858,000 | 4,320 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $19,591,000 | 4,449 |
| U.S. Government securities | $10,293,000 | 4,931 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,293,000 | 4,829 |
| Securities issued by states & political subdivisions | $3,597,000 | 3,704 |
| Other domestic debt securities | $5,701,000 | 1,154 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,701,000 | 558 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,321,000 | 3,358 |
| Certificates of participation in pools of residential mortgages | $2,866,000 | 4,185 |
| Issued or guaranteed by U.S. | $2,866,000 | 4,178 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $6,455,000 | 1,674 |
| CMOs issued by government agencies or sponsored agencies | $6,455,000 | 1,412 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,106,000 | 863 |
| Available-for-sale securities (fair market value) | $4,485,000 | 6,313 |
| Total debt securities | $19,591,000 | 4,414 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $20,404,000 | 4,390 |
| U.S. Government securities | $9,138,000 | 5,168 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,138,000 | 5,069 |
| Securities issued by states & political subdivisions | $3,678,000 | 3,678 |
| Other domestic debt securities | $7,558,000 | 1,060 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,558,000 | 469 |
| Foreign debt securities | NA | NA |
| Equity securities | $30,000 | 1,442 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,182,000 | 3,590 |
| Certificates of participation in pools of residential mortgages | $3,169,000 | 4,169 |
| Issued or guaranteed by U.S. | $3,169,000 | 4,161 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $5,013,000 | 1,838 |
| CMOs issued by government agencies or sponsored agencies | $5,013,000 | 1,537 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,936,000 | 856 |
| Available-for-sale securities (fair market value) | $4,468,000 | 6,373 |
| Total debt securities | $20,374,000 | 4,359 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $21,740,000 | 4,233 |
| U.S. Government securities | $6,870,000 | 5,673 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,870,000 | 5,587 |
| Securities issued by states & political subdivisions | $3,483,000 | 3,701 |
| Other domestic debt securities | $11,247,000 | 850 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,247,000 | 356 |
| Foreign debt securities | NA | NA |
| Equity securities | $140,000 | 1,197 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,915,000 | 4,070 |
| Certificates of participation in pools of residential mortgages | $291,000 | 5,611 |
| Issued or guaranteed by U.S. | $291,000 | 5,593 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $5,624,000 | 1,744 |
| CMOs issued by government agencies or sponsored agencies | $5,624,000 | 1,433 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,269,000 | 832 |
| Available-for-sale securities (fair market value) | $4,471,000 | 6,374 |
| Total debt securities | $21,600,000 | 4,199 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $17,358,000 | 4,758 |
| U.S. Government securities | $7,903,000 | 5,533 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,903,000 | 5,450 |
| Securities issued by states & political subdivisions | $3,491,000 | 3,627 |
| Other domestic debt securities | $5,824,000 | 1,155 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,824,000 | 590 |
| Foreign debt securities | NA | NA |
| Equity securities | $140,000 | 1,212 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,391,000 | 3,846 |
| Certificates of participation in pools of residential mortgages | $356,000 | 5,614 |
| Issued or guaranteed by U.S. | $356,000 | 5,598 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $7,035,000 | 1,606 |
| CMOs issued by government agencies or sponsored agencies | $7,035,000 | 1,279 |
| 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) | $13,355,000 | 978 |
| Available-for-sale securities (fair market value) | $4,003,000 | 6,515 |
| Total debt securities | $17,218,000 | 4,734 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $16,748,000 | 4,848 |
| U.S. Government securities | $9,181,000 | 5,328 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,181,000 | 5,244 |
| Securities issued by states & political subdivisions | $3,428,000 | 3,602 |
| Other domestic debt securities | $3,999,000 | 1,354 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,999,000 | 760 |
| Foreign debt securities | NA | NA |
| Equity securities | $140,000 | 1,186 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,663,000 | 3,568 |
| Certificates of participation in pools of residential mortgages | $425,000 | 5,560 |
| Issued or guaranteed by U.S. | $425,000 | 5,544 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $8,238,000 | 1,435 |
| CMOs issued by government agencies or sponsored agencies | $8,238,000 | 1,154 |
| 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) | $12,802,000 | 997 |
| Available-for-sale securities (fair market value) | $3,946,000 | 6,576 |
| Total debt securities | $16,608,000 | 4,830 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $21,459,000 | 4,205 |
| U.S. Government securities | $11,020,000 | 4,885 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,020,000 | 4,799 |
| Securities issued by states & political subdivisions | $3,419,000 | 3,585 |
| Other domestic debt securities | $6,880,000 | 1,008 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,880,000 | 499 |
| Foreign debt securities | NA | NA |
| Equity securities | $140,000 | 1,278 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,516,000 | 3,330 |
| Certificates of participation in pools of residential mortgages | $501,000 | 5,500 |
| Issued or guaranteed by U.S. | $501,000 | 5,485 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $9,015,000 | 1,327 |
| CMOs issued by government agencies or sponsored agencies | $9,015,000 | 1,044 |
| 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) | $17,426,000 | 821 |
| Available-for-sale securities (fair market value) | $4,033,000 | 6,550 |
| Total debt securities | $21,319,000 | 4,185 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $13,210,000 | 5,373 |
| U.S. Government securities | $3,032,000 | 7,050 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,032,000 | 6,944 |
| Securities issued by states & political subdivisions | $3,063,000 | 3,738 |
| Other domestic debt securities | $6,975,000 | 1,054 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,975,000 | 567 |
| Foreign debt securities | NA | NA |
| Equity securities | $140,000 | 1,610 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,523,000 | 4,983 |
| Certificates of participation in pools of residential mortgages | $578,000 | 5,450 |
| Issued or guaranteed by U.S. | $578,000 | 5,429 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,945,000 | 2,374 |
| CMOs issued by government agencies or sponsored agencies | $1,945,000 | 2,054 |
| 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) | $9,530,000 | 1,181 |
| Available-for-sale securities (fair market value) | $3,680,000 | 6,694 |
| Total debt securities | $13,070,000 | 5,343 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $10,167,000 | 5,910 |
| U.S. Government securities | $679,000 | 7,782 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $679,000 | 7,706 |
| Securities issued by states & political subdivisions | $3,185,000 | 3,710 |
| Other domestic debt securities | $6,163,000 | 1,091 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,163,000 | 610 |
| Foreign debt securities | NA | NA |
| Equity securities | $140,000 | 1,613 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $679,000 | 5,734 |
| Certificates of participation in pools of residential mortgages | $679,000 | 5,335 |
| Issued or guaranteed by U.S. | $679,000 | 5,309 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,995,000 | 1,415 |
| Available-for-sale securities (fair market value) | $3,172,000 | 6,825 |
| Total debt securities | $10,027,000 | 5,866 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $7,073,000 | 6,636 |
| U.S. Government securities | $783,000 | 7,864 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $783,000 | 7,763 |
| Securities issued by states & political subdivisions | $2,132,000 | 4,211 |
| Other domestic debt securities | $4,018,000 | 1,247 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,018,000 | 756 |
| Foreign debt securities | NA | NA |
| Equity securities | $140,000 | 1,570 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $783,000 | 5,517 |
| Certificates of participation in pools of residential mortgages | $783,000 | 5,085 |
| Issued or guaranteed by U.S. | $783,000 | 5,064 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,897,000 | 1,890 |
| Available-for-sale securities (fair market value) | $3,176,000 | 6,862 |
| Total debt securities | $6,933,000 | 6,602 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $8,158,000 | 6,446 |
| U.S. Government securities | $931,000 | 7,895 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $931,000 | 7,788 |
| Securities issued by states & political subdivisions | $2,113,000 | 4,206 |
| Other domestic debt securities | $4,974,000 | 1,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,974,000 | 656 |
| Foreign debt securities | NA | NA |
| Equity securities | $140,000 | 1,512 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $931,000 | 5,313 |
| Certificates of participation in pools of residential mortgages | $931,000 | 4,856 |
| Issued or guaranteed by U.S. | $931,000 | 4,841 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,981,000 | 1,758 |
| Available-for-sale securities (fair market value) | $3,177,000 | 6,887 |
| Total debt securities | $8,018,000 | 6,422 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $6,982,000 | 6,737 |
| U.S. Government securities | $1,072,000 | 7,868 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,072,000 | 7,760 |
| Securities issued by states & political subdivisions | $2,065,000 | 4,221 |
| Other domestic debt securities | $3,705,000 | 1,183 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,705,000 | 731 |
| Foreign debt securities | NA | NA |
| Equity securities | $140,000 | 1,528 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,072,000 | 5,205 |
| Certificates of participation in pools of residential mortgages | $1,072,000 | 4,733 |
| Issued or guaranteed by U.S. | $1,072,000 | 4,718 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,775,000 | 1,544 |
| Available-for-sale securities (fair market value) | $207,000 | 7,625 |
| Total debt securities | $6,842,000 | 6,723 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $9,211,000 | 6,295 |
| U.S. Government securities | $1,218,000 | 7,882 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,218,000 | 7,772 |
| Securities issued by states & political subdivisions | $2,127,000 | 4,210 |
| Other domestic debt securities | $5,726,000 | 968 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,726,000 | 595 |
| Foreign debt securities | NA | NA |
| Equity securities | $140,000 | 1,550 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,218,000 | 5,140 |
| Certificates of participation in pools of residential mortgages | $1,218,000 | 4,645 |
| Issued or guaranteed by U.S. | $1,218,000 | 4,628 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,093,000 | 1,650 |
| Available-for-sale securities (fair market value) | $3,118,000 | 6,949 |
| Total debt securities | $9,071,000 | 6,263 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $10,362,000 | 6,095 |
| U.S. Government securities | $1,389,000 | 7,898 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,389,000 | 7,789 |
| Securities issued by states & political subdivisions | $2,128,000 | 4,234 |
| Other domestic debt securities | $6,705,000 | 885 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,705,000 | 539 |
| Foreign debt securities | NA | NA |
| Equity securities | $140,000 | 1,585 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,389,000 | 5,039 |
| Certificates of participation in pools of residential mortgages | $1,389,000 | 4,532 |
| Issued or guaranteed by U.S. | $1,389,000 | 4,518 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,243,000 | 1,547 |
| Available-for-sale securities (fair market value) | $3,119,000 | 6,963 |
| Total debt securities | $10,222,000 | 6,071 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $7,298,000 | 6,816 |
| U.S. Government securities | $2,302,000 | 7,681 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,302,000 | 7,546 |
| Securities issued by states & political subdivisions | $2,134,000 | 4,223 |
| Other domestic debt securities | $2,722,000 | 1,343 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,722,000 | 904 |
| Foreign debt securities | NA | NA |
| Equity securities | $140,000 | 1,633 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,302,000 | 4,569 |
| Certificates of participation in pools of residential mortgages | $2,302,000 | 4,004 |
| Issued or guaranteed by U.S. | $2,302,000 | 3,983 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,174,000 | 2,020 |
| Available-for-sale securities (fair market value) | $3,124,000 | 7,031 |
| Total debt securities | $7,158,000 | 6,792 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $6,747,000 | 6,964 |
| U.S. Government securities | $2,728,000 | 7,594 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,728,000 | 7,462 |
| Securities issued by states & political subdivisions | $2,069,000 | 4,264 |
| Other domestic debt securities | $1,950,000 | 1,561 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,950,000 | 1,096 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,633,000 | 4,920 |
| Certificates of participation in pools of residential mortgages | $1,633,000 | 4,403 |
| Issued or guaranteed by U.S. | $1,633,000 | 4,386 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,722,000 | 2,116 |
| Available-for-sale securities (fair market value) | $3,025,000 | 7,085 |
| Total debt securities | $6,747,000 | 6,909 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $9,583,000 | 6,378 |
| U.S. Government securities | $4,835,000 | 6,991 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,835,000 | 6,846 |
| Securities issued by states & political subdivisions | $2,156,000 | 4,229 |
| Other domestic debt securities | $2,592,000 | 1,412 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,592,000 | 970 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,903,000 | 4,810 |
| Certificates of participation in pools of residential mortgages | $1,903,000 | 4,274 |
| Issued or guaranteed by U.S. | $1,903,000 | 4,259 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,489,000 | 1,726 |
| Available-for-sale securities (fair market value) | $3,094,000 | 7,122 |
| Total debt securities | $9,583,000 | 6,320 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $10,579,000 | 6,207 |
| U.S. Government securities | $5,785,000 | 6,721 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,785,000 | 6,576 |
| Securities issued by states & political subdivisions | $2,157,000 | 4,265 |
| Other domestic debt securities | $2,637,000 | 1,447 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,637,000 | 1,019 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,122,000 | 4,732 |
| Certificates of participation in pools of residential mortgages | $2,122,000 | 4,169 |
| Issued or guaranteed by U.S. | $2,122,000 | 4,153 |
| 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) | $7,464,000 | 1,646 |
| Available-for-sale securities (fair market value) | $3,115,000 | 7,136 |
| Total debt securities | $10,579,000 | 6,146 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $14,960,000 | 5,384 |
| U.S. Government securities | $10,077,000 | 5,539 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,077,000 | 5,408 |
| Securities issued by states & political subdivisions | $2,176,000 | 4,256 |
| Other domestic debt securities | $2,707,000 | 1,446 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,707,000 | 1,041 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,354,000 | 4,661 |
| Certificates of participation in pools of residential mortgages | $2,354,000 | 4,096 |
| Issued or guaranteed by U.S. | $2,354,000 | 4,083 |
| 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) | $11,768,000 | 1,314 |
| Available-for-sale securities (fair market value) | $3,192,000 | 7,149 |
| Total debt securities | $14,960,000 | 5,330 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $15,193,000 | 5,377 |
| U.S. Government securities | $12,682,000 | 4,994 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,682,000 | 4,849 |
| Securities issued by states & political subdivisions | $1,156,000 | 4,942 |
| Other domestic debt securities | $1,355,000 | 1,962 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,355,000 | 1,538 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,680,000 | 4,600 |
| Certificates of participation in pools of residential mortgages | $2,680,000 | 4,015 |
| Issued or guaranteed by U.S. | $2,680,000 | 4,001 |
| 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) | $13,013,000 | 1,248 |
| Available-for-sale securities (fair market value) | $2,180,000 | 7,414 |
| Total debt securities | $15,193,000 | 5,317 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $19,565,000 | 4,764 |
| U.S. Government securities | $16,038,000 | 4,451 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,038,000 | 4,314 |
| Securities issued by states & political subdivisions | $1,156,000 | 4,959 |
| Other domestic debt securities | $2,371,000 | 1,614 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,371,000 | 1,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,010,000 | 4,556 |
| Certificates of participation in pools of residential mortgages | $3,010,000 | 3,965 |
| Issued or guaranteed by U.S. | $3,010,000 | 3,955 |
| 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) | $17,428,000 | 1,045 |
| Available-for-sale securities (fair market value) | $2,137,000 | 7,496 |
| Total debt securities | $19,565,000 | 4,714 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $16,811,000 | 5,202 |
| U.S. Government securities | $16,382,000 | 4,387 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,382,000 | 4,254 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $429,000 | 2,871 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $429,000 | 2,432 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,401,000 | 4,458 |
| Certificates of participation in pools of residential mortgages | $3,401,000 | 3,851 |
| Issued or guaranteed by U.S. | $3,401,000 | 3,842 |
| 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) | $16,811,000 | 1,072 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $16,811,000 | 5,131 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $16,490,000 | 5,255 |
| U.S. Government securities | $15,974,000 | 4,435 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,974,000 | 4,299 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $516,000 | 2,760 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $516,000 | 2,357 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,729,000 | 4,366 |
| Certificates of participation in pools of residential mortgages | $3,729,000 | 3,760 |
| Issued or guaranteed by U.S. | $3,729,000 | 3,754 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,490,000 | 1,084 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $16,490,000 | 5,181 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $16,577,000 | 5,310 |
| U.S. Government securities | $16,021,000 | 4,495 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,021,000 | 4,341 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $556,000 | 2,794 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $556,000 | 2,393 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,181,000 | 4,297 |
| Certificates of participation in pools of residential mortgages | $4,181,000 | 3,667 |
| Issued or guaranteed by U.S. | $4,181,000 | 3,658 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,577,000 | 1,088 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $16,577,000 | 5,239 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $15,795,000 | 5,414 |
| U.S. Government securities | $12,100,000 | 5,216 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,100,000 | 5,071 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $3,695,000 | 1,490 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,695,000 | 1,152 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,759,000 | 4,146 |
| Certificates of participation in pools of residential mortgages | $4,759,000 | 3,500 |
| Issued or guaranteed by U.S. | $4,759,000 | 3,488 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,795,000 | 1,106 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $15,795,000 | 5,331 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $10,991,000 | 6,390 |
| U.S. Government securities | $6,000 | 8,879 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,000 | 8,781 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $10,985,000 | 797 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,985,000 | 599 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,000 | 7,230 |
| Certificates of participation in pools of residential mortgages | $6,000 | 6,958 |
| Issued or guaranteed by U.S. | $6,000 | 6,935 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,991,000 | 1,386 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $10,991,000 | 6,302 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $12,651,000 | 5,982 |
| U.S. Government securities | $388,000 | 8,768 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $388,000 | 8,641 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $12,263,000 | 776 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,263,000 | 589 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $388,000 | 6,388 |
| Certificates of participation in pools of residential mortgages | $7,000 | 6,986 |
| Issued or guaranteed by U.S. | $7,000 | 6,962 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $381,000 | 3,386 |
| CMOs issued by government agencies or sponsored agencies | $381,000 | 3,216 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,651,000 | 1,261 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $12,651,000 | 5,895 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $13,603,000 | 5,760 |
| U.S. Government securities | $1,110,000 | 8,525 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,110,000 | 8,375 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $12,493,000 | 802 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,493,000 | 599 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,110,000 | 5,843 |
| Certificates of participation in pools of residential mortgages | $9,000 | 6,975 |
| Issued or guaranteed by U.S. | $9,000 | 6,956 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,101,000 | 2,932 |
| CMOs issued by government agencies or sponsored agencies | $1,101,000 | 2,779 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,603,000 | 1,199 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $13,603,000 | 5,664 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $14,746,000 | 5,529 |
| U.S. Government securities | $2,629,000 | 8,028 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,629,000 | 7,839 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $12,117,000 | 823 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,117,000 | 602 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,627,000 | 5,538 |
| Certificates of participation in pools of residential mortgages | $11,000 | 6,974 |
| Issued or guaranteed by U.S. | $11,000 | 6,954 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,616,000 | 2,774 |
| CMOs issued by government agencies or sponsored agencies | $1,616,000 | 2,641 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,746,000 | 1,156 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $14,746,000 | 5,432 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $15,487,000 | 5,375 |
| U.S. Government securities | $2,869,000 | 7,993 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,869,000 | 7,791 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $12,618,000 | 803 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,618,000 | 602 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,858,000 | 5,393 |
| Certificates of participation in pools of residential mortgages | $13,000 | 6,958 |
| Issued or guaranteed by U.S. | $13,000 | 6,937 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,845,000 | 2,699 |
| CMOs issued by government agencies or sponsored agencies | $1,845,000 | 2,575 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,487,000 | 1,125 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $15,487,000 | 5,282 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $6,075,000 | 7,599 |
| U.S. Government securities | $21,000 | 9,283 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,000 | 9,154 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $6,054,000 | 1,266 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,054,000 | 1,010 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $21,000 | 7,298 |
| Certificates of participation in pools of residential mortgages | $21,000 | 6,902 |
| Issued or guaranteed by U.S. | $21,000 | 6,880 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| 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) | $6,075,000 | 2,062 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $6,075,000 | 7,497 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $34,000 | 9,793 |
| U.S. Government securities | $34,000 | 9,603 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,000 | 9,440 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $34,000 | 7,178 |
| Certificates of participation in pools of residential mortgages | $34,000 | 6,745 |
| Issued or guaranteed by U.S. | $34,000 | 6,723 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| 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) | $34,000 | 5,596 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $34,000 | 9,664 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $4,499,000 | 8,851 |
| U.S. Government securities | $51,000 | 9,947 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $51,000 | 9,739 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $4,448,000 | 1,273 |
| 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 | $4,448,000 | 1,030 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $51,000 | 7,484 |
| Certificates of participation in pools of residential mortgages | $51,000 | 6,994 |
| Issued or guaranteed by U.S. | $51,000 | 6,977 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,499,000 | 3,222 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $4,499,000 | 8,742 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $2,034,000 | 9,783 |
| U.S. Government securities | $76,000 | 10,150 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $76,000 | 9,847 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $1,958,000 | 1,767 |
| 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 | $1,958,000 | 1,451 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $76,000 | 7,608 |
| Certificates of participation in pools of residential mortgages | $76,000 | 7,107 |
| Issued or guaranteed by U.S. | $76,000 | 7,089 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,034,000 | 4,721 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $2,034,000 | 9,674 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $7,202,000 | 8,368 |
| U.S. Government securities | $950,000 | 10,430 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $950,000 | 9,739 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $6,252,000 | 751 |
| 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 | $6,252,000 | 571 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $950,000 | 6,399 |
| Certificates of participation in pools of residential mortgages | $107,000 | 7,257 |
| Issued or guaranteed by U.S. | $107,000 | 7,230 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $843,000 | 3,597 |
| CMOs issued by government agencies or sponsored agencies | $843,000 | 3,475 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,202,000 | 3,435 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $7,202,000 | 8,235 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $3,420,000 | 10,406 |
| U.S. Government securities | $2,363,000 | 10,444 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,363,000 | 9,241 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $985,000 | 2,111 |
| 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 | $985,000 | 1,602 |
| Foreign debt securities | NA | NA |
| Equity securities | $82,000 | 6,609 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $10,000 | 233 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,363,000 | 5,640 |
| Certificates of participation in pools of residential mortgages | $152,000 | 7,639 |
| Issued or guaranteed by U.S. | $152,000 | 7,620 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,211,000 | 2,939 |
| CMOs issued by government agencies or sponsored agencies | $2,211,000 | 2,818 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,420,000 | 5,446 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $3,348,000 | 10,334 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $8,326,000 | 8,875 |
| U.S. Government securities | $1,191,000 | 11,406 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $1,191,000 | 10,345 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $7,148,000 | 860 |
| 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 | $7,148,000 | 622 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $13,000 | 243 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,191,000 | 7,074 |
| Certificates of participation in pools of residential mortgages | $197,000 | 7,866 |
| Issued or guaranteed by U.S. | $197,000 | 7,835 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $994,000 | 4,263 |
| CMOs issued by government agencies or sponsored agencies | $994,000 | 4,098 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,326,000 | 3,819 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $8,339,000 | 8,747 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $2,001,000 | 12,049 |
| U.S. Government securities | $0 | 12,426 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $2,018,000 | 2,034 |
| Privately issued residential mortgage-backed securities | $245,000 | 1,716 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,773,000 | 1,704 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $17,000 | 293 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $245,000 | 9,112 |
| Certificates of participation in pools of residential mortgages | $245,000 | 8,171 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $245,000 | 390 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,001,000 | 10,027 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $2,018,000 | 11,943 |
| 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 | $1,311,000 | 12,802 |
| U.S. Government securities | $35,000 | 13,016 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $35,000 | 12,176 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $1,298,000 | 2,948 |
| Privately issued residential mortgage-backed securities | $309,000 | 2,028 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $989,000 | 2,629 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $22,000 | 246 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $344,000 | 9,567 |
| Certificates of participation in pools of residential mortgages | $309,000 | 8,608 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $309,000 | 484 |
| Collaterized mortgage obligations | $35,000 | 6,854 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 6,409 |
| Privately issued | NA | NA |
| 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 | $1,333,000 | 12,679 |
| 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 | $3,540,000 | 12,334 |
| U.S. Government securities | $956,000 | 13,257 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $956,000 | 11,665 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $2,611,000 | 2,541 |
| Privately issued residential mortgage-backed securities | $391,000 | 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 | $2,220,000 | 1,955 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $27,000 | 356 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,347,000 | 8,454 |
| Certificates of participation in pools of residential mortgages | $391,000 | 8,880 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $391,000 | 526 |
| Collaterized mortgage obligations | $956,000 | 5,170 |
| CMOs issued by government agencies or sponsored agencies | $956,000 | 4,802 |
| Privately issued | NA | NA |
| 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 | $3,567,000 | 12,202 |
| 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 |