Home > Horizon Bank, SSB > Securities
Horizon Bank, SSB, Securities
| 2023-12-31 | Rank | |
| Total securities | $641,287,000 | 347 |
| U.S. Government securities | $423,160,000 | 347 |
| U.S. Treasury securities | $91,535,000 | 279 |
| U.S. Government agency obligations | $331,625,000 | 384 |
| Securities issued by states & political subdivisions | $197,581,000 | 206 |
| Other domestic debt securities | $20,974,000 | 697 |
| 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 | $20,974,000 | 385 |
| 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 | $96,016,000 | 933 |
| Mortgage-backed securities | $327,535,000 | 319 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $308,228,000 | 212 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $19,307,000 | 750 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $395,953,000 | 166 |
| Available-for-sale securities (fair market value) | $245,762,000 | 686 |
| Total debt securities | $641,715,000 | 340 |
| 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 | $707,978,000 | 315 |
| U.S. Government securities | $498,357,000 | 312 |
| U.S. Treasury securities | $111,820,000 | 247 |
| U.S. Government agency obligations | $386,537,000 | 332 |
| Securities issued by states & political subdivisions | $191,710,000 | 202 |
| Other domestic debt securities | $18,319,000 | 733 |
| 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 | $18,319,000 | 423 |
| 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 | $219,504,000 | 473 |
| Mortgage-backed securities | $382,655,000 | 276 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $363,575,000 | 190 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $19,080,000 | 733 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $399,750,000 | 165 |
| Available-for-sale securities (fair market value) | $308,636,000 | 557 |
| Total debt securities | $708,387,000 | 311 |
| 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 | $692,687,000 | 324 |
| U.S. Government securities | $487,446,000 | 308 |
| U.S. Treasury securities | $114,346,000 | 247 |
| U.S. Government agency obligations | $373,100,000 | 346 |
| Securities issued by states & political subdivisions | $187,333,000 | 220 |
| Other domestic debt securities | $18,316,000 | 735 |
| 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 | $18,316,000 | 422 |
| 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 | $240,277,000 | 422 |
| Mortgage-backed securities | $369,113,000 | 288 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $348,719,000 | 197 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $20,394,000 | 717 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $404,121,000 | 161 |
| Available-for-sale securities (fair market value) | $288,974,000 | 602 |
| Total debt securities | $693,094,000 | 317 |
| 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 | $683,223,000 | 345 |
| U.S. Government securities | $480,639,000 | 328 |
| U.S. Treasury securities | $139,468,000 | 216 |
| U.S. Government agency obligations | $341,171,000 | 374 |
| Securities issued by states & political subdivisions | $185,000,000 | 236 |
| Other domestic debt securities | $18,264,000 | 774 |
| 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 | $18,264,000 | 443 |
| 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 | $67,093,000 | 1,100 |
| Mortgage-backed securities | $337,142,000 | 332 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $316,070,000 | 227 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $21,072,000 | 734 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $408,271,000 | 168 |
| Available-for-sale securities (fair market value) | $275,632,000 | 662 |
| Total debt securities | $683,901,000 | 338 |
| 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 | $781,586,000 | 317 |
| U.S. Government securities | $545,602,000 | 309 |
| U.S. Treasury securities | $190,417,000 | 177 |
| U.S. Government agency obligations | $355,185,000 | 355 |
| Securities issued by states & political subdivisions | $217,650,000 | 209 |
| Other domestic debt securities | $18,334,000 | 786 |
| 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 | $18,334,000 | 454 |
| 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 | $736,322,000 | 159 |
| Mortgage-backed securities | $351,233,000 | 326 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $329,439,000 | 220 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $21,794,000 | 731 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $411,698,000 | 174 |
| Available-for-sale securities (fair market value) | $369,888,000 | 511 |
| Total debt securities | $781,586,000 | 311 |
| 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 | $843,096,000 | 300 |
| U.S. Government securities | $602,118,000 | 289 |
| U.S. Treasury securities | $239,518,000 | 146 |
| U.S. Government agency obligations | $362,600,000 | 357 |
| Securities issued by states & political subdivisions | $222,649,000 | 203 |
| Other domestic debt securities | $18,329,000 | 757 |
| 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 | $18,329,000 | 458 |
| 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 | $741,686,000 | 143 |
| Mortgage-backed securities | $358,607,000 | 330 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $335,205,000 | 220 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $23,402,000 | 713 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $415,831,000 | 174 |
| Available-for-sale securities (fair market value) | $427,265,000 | 451 |
| Total debt securities | $843,096,000 | 296 |
| 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 | $884,749,000 | 299 |
| U.S. Government securities | $387,873,000 | 418 |
| U.S. Treasury securities | $242,182,000 | 144 |
| U.S. Government agency obligations | $145,691,000 | 768 |
| Securities issued by states & political subdivisions | $226,224,000 | 210 |
| Other domestic debt securities | $270,652,000 | 129 |
| Privately issued residential mortgage-backed securities | $252,298,000 | 40 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $18,354,000 | 464 |
| 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 | $266,747,000 | 320 |
| Mortgage-backed securities | $393,933,000 | 315 |
| Certificates of participation in pools of residential mortgages | $375,933,000 | 211 |
| Issued or guaranteed by U.S. | $123,635,000 | 477 |
| Privately issued | $252,298,000 | 2 |
| Collaterized mortgage obligations | $18,000,000 | 920 |
| CMOs issued by government agencies or sponsored agencies | $18,000,000 | 843 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $421,552,000 | 165 |
| Available-for-sale securities (fair market value) | $463,197,000 | 431 |
| Total debt securities | $884,750,000 | 297 |
| 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 | $706,870,000 | 358 |
| U.S. Government securities | $336,937,000 | 479 |
| U.S. Treasury securities | $250,504,000 | 127 |
| U.S. Government agency obligations | $86,433,000 | 1,179 |
| Securities issued by states & political subdivisions | $151,502,000 | 334 |
| Other domestic debt securities | $218,431,000 | 145 |
| Privately issued residential mortgage-backed securities | $202,036,000 | 47 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $16,395,000 | 499 |
| 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 | $33,221,000 | 1,515 |
| Mortgage-backed securities | $284,102,000 | 409 |
| Certificates of participation in pools of residential mortgages | $266,134,000 | 279 |
| Issued or guaranteed by U.S. | $64,098,000 | 801 |
| Privately issued | $202,036,000 | 4 |
| Collaterized mortgage obligations | $17,968,000 | 914 |
| CMOs issued by government agencies or sponsored agencies | $17,968,000 | 847 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $428,429,000 | 146 |
| Available-for-sale securities (fair market value) | $278,441,000 | 705 |
| Total debt securities | $706,870,000 | 351 |
| 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 | $306,944,000 | 715 |
| U.S. Government securities | $73,278,000 | 1,479 |
| U.S. Treasury securities | $33,431,000 | 484 |
| U.S. Government agency obligations | $39,847,000 | 1,908 |
| Securities issued by states & political subdivisions | $120,054,000 | 465 |
| Other domestic debt securities | $113,612,000 | 221 |
| Privately issued residential mortgage-backed securities | $97,219,000 | 68 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $16,393,000 | 474 |
| 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 | $32,112,000 | 1,540 |
| Mortgage-backed securities | $132,325,000 | 708 |
| Certificates of participation in pools of residential mortgages | $112,997,000 | 530 |
| Issued or guaranteed by U.S. | $15,778,000 | 1,844 |
| Privately issued | $97,219,000 | 11 |
| Collaterized mortgage obligations | $19,328,000 | 832 |
| CMOs issued by government agencies or sponsored agencies | $19,328,000 | 778 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $306,944,000 | 642 |
| Total debt securities | $306,944,000 | 703 |
| 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 | $226,340,000 | 874 |
| U.S. Government securities | $84,766,000 | 1,269 |
| U.S. Treasury securities | $43,679,000 | 305 |
| U.S. Government agency obligations | $41,087,000 | 1,855 |
| Securities issued by states & political subdivisions | $82,367,000 | 676 |
| Other domestic debt securities | $59,207,000 | 311 |
| Privately issued residential mortgage-backed securities | $55,224,000 | 91 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $3,983,000 | 997 |
| 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 | $31,717,000 | 1,511 |
| Mortgage-backed securities | $91,504,000 | 897 |
| Certificates of participation in pools of residential mortgages | $71,802,000 | 717 |
| Issued or guaranteed by U.S. | $16,578,000 | 1,792 |
| Privately issued | $55,224,000 | 18 |
| Collaterized mortgage obligations | $19,702,000 | 807 |
| CMOs issued by government agencies or sponsored agencies | $19,702,000 | 770 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $226,340,000 | 798 |
| Total debt securities | $226,340,000 | 863 |
| 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 | $223,625,000 | 852 |
| U.S. Government securities | $98,159,000 | 1,074 |
| U.S. Treasury securities | $43,566,000 | 262 |
| U.S. Government agency obligations | $54,593,000 | 1,486 |
| Securities issued by states & political subdivisions | $72,609,000 | 735 |
| Other domestic debt securities | $52,857,000 | 322 |
| Privately issued residential mortgage-backed securities | $48,711,000 | 92 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $4,146,000 | 930 |
| 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 | $30,323,000 | 1,543 |
| Mortgage-backed securities | $98,558,000 | 816 |
| Certificates of participation in pools of residential mortgages | $78,645,000 | 641 |
| Issued or guaranteed by U.S. | $29,934,000 | 1,239 |
| Privately issued | $48,711,000 | 22 |
| Collaterized mortgage obligations | $19,913,000 | 767 |
| CMOs issued by government agencies or sponsored agencies | $19,913,000 | 736 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $223,625,000 | 775 |
| Total debt securities | $223,626,000 | 839 |
| 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 | $178,082,000 | 958 |
| U.S. Government securities | $93,698,000 | 1,017 |
| U.S. Treasury securities | $80,647,000 | 117 |
| U.S. Government agency obligations | $13,051,000 | 2,997 |
| Securities issued by states & political subdivisions | $52,265,000 | 927 |
| Other domestic debt securities | $32,119,000 | 439 |
| Privately issued residential mortgage-backed securities | $29,020,000 | 112 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $3,099,000 | 976 |
| 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 | $24,656,000 | 1,725 |
| Mortgage-backed securities | $33,314,000 | 1,630 |
| Certificates of participation in pools of residential mortgages | $33,314,000 | 1,113 |
| Issued or guaranteed by U.S. | $4,294,000 | 2,781 |
| Privately issued | $29,020,000 | 35 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $178,082,000 | 880 |
| Total debt securities | $178,083,000 | 948 |
| 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 | $115,227,000 | 1,267 |
| U.S. Government securities | $40,811,000 | 1,713 |
| U.S. Treasury securities | $20,555,000 | 275 |
| U.S. Government agency obligations | $20,256,000 | 2,386 |
| Securities issued by states & political subdivisions | $67,474,000 | 714 |
| Other domestic debt securities | $6,942,000 | 936 |
| 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 | $6,942,000 | 623 |
| 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 | $31,447,000 | 1,469 |
| Mortgage-backed securities | $5,607,000 | 3,075 |
| Certificates of participation in pools of residential mortgages | $5,607,000 | 2,610 |
| Issued or guaranteed by U.S. | $5,607,000 | 2,540 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $115,227,000 | 1,180 |
| Total debt securities | $115,227,000 | 1,249 |
| 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 | $107,151,000 | 1,282 |
| U.S. Government securities | $19,429,000 | 2,523 |
| U.S. Treasury securities | $1,080,000 | 916 |
| U.S. Government agency obligations | $18,349,000 | 2,463 |
| Securities issued by states & political subdivisions | $65,279,000 | 668 |
| Other domestic debt securities | $22,443,000 | 487 |
| 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 | $22,443,000 | 299 |
| 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 | $26,371,000 | 1,596 |
| Mortgage-backed securities | $13,412,000 | 2,374 |
| Certificates of participation in pools of residential mortgages | $13,412,000 | 1,810 |
| Issued or guaranteed by U.S. | $13,412,000 | 1,761 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $107,151,000 | 1,193 |
| Total debt securities | $107,151,000 | 1,266 |
| 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 | $92,927,000 | 1,380 |
| U.S. Government securities | $11,454,000 | 3,120 |
| U.S. Treasury securities | $1,083,000 | 955 |
| U.S. Government agency obligations | $10,371,000 | 3,064 |
| Securities issued by states & political subdivisions | $62,515,000 | 637 |
| Other domestic debt securities | $18,958,000 | 506 |
| 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 | $18,958,000 | 322 |
| 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 | $21,283,000 | 1,842 |
| Mortgage-backed securities | $10,371,000 | 2,595 |
| Certificates of participation in pools of residential mortgages | $10,371,000 | 2,005 |
| Issued or guaranteed by U.S. | $10,371,000 | 1,952 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $92,927,000 | 1,279 |
| Total debt securities | $92,927,000 | 1,366 |
| 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 | $137,432,000 | 978 |
| U.S. Government securities | $38,028,000 | 1,740 |
| U.S. Treasury securities | $1,085,000 | 1,000 |
| U.S. Government agency obligations | $36,943,000 | 1,680 |
| Securities issued by states & political subdivisions | $69,761,000 | 508 |
| Other domestic debt securities | $29,643,000 | 378 |
| 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 | $29,643,000 | 216 |
| 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 | $20,617,000 | 1,815 |
| Mortgage-backed securities | $28,443,000 | 1,648 |
| Certificates of participation in pools of residential mortgages | $16,835,000 | 1,546 |
| Issued or guaranteed by U.S. | $16,835,000 | 1,504 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $11,608,000 | 1,087 |
| CMOs issued by government agencies or sponsored agencies | $11,608,000 | 1,053 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $137,432,000 | 889 |
| Total debt securities | $137,434,000 | 965 |
| Structured notes | ||
| Amortized cost | $8,496,000 | 64 |
| Fair value | $8,500,000 | 62 |
| 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 | $115,811,000 | 1,122 |
| U.S. Government securities | $70,277,000 | 1,114 |
| U.S. Treasury securities | $1,035,000 | 1,060 |
| U.S. Government agency obligations | $69,242,000 | 1,059 |
| Securities issued by states & political subdivisions | $45,534,000 | 730 |
| 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 | $22,293,000 | 1,731 |
| Mortgage-backed securities | $59,240,000 | 978 |
| Certificates of participation in pools of residential mortgages | $36,448,000 | 865 |
| Issued or guaranteed by U.S. | $36,448,000 | 847 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $22,792,000 | 746 |
| CMOs issued by government agencies or sponsored agencies | $22,792,000 | 717 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $115,811,000 | 1,013 |
| Total debt securities | $115,811,000 | 1,105 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $89,549,000 | 1,377 |
| U.S. Government securities | $67,193,000 | 1,151 |
| U.S. Treasury securities | $1,038,000 | 1,095 |
| U.S. Government agency obligations | $66,155,000 | 1,104 |
| Securities issued by states & political subdivisions | $22,356,000 | 1,399 |
| 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 | $20,728,000 | 1,796 |
| Mortgage-backed securities | $56,165,000 | 1,004 |
| Certificates of participation in pools of residential mortgages | $51,815,000 | 648 |
| Issued or guaranteed by U.S. | $51,815,000 | 631 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $4,350,000 | 1,677 |
| CMOs issued by government agencies or sponsored agencies | $4,350,000 | 1,638 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $89,549,000 | 1,261 |
| Total debt securities | $89,549,000 | 1,363 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $73,236,000 | 1,610 |
| U.S. Government securities | $50,852,000 | 1,436 |
| U.S. Treasury securities | $1,038,000 | 1,120 |
| U.S. Government agency obligations | $49,814,000 | 1,373 |
| Securities issued by states & political subdivisions | $22,384,000 | 1,431 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,233,000 | 1,773 |
| Mortgage-backed securities | $49,814,000 | 1,072 |
| Certificates of participation in pools of residential mortgages | $45,318,000 | 707 |
| Issued or guaranteed by U.S. | $45,318,000 | 700 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $4,496,000 | 1,659 |
| CMOs issued by government agencies or sponsored agencies | $4,496,000 | 1,609 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $73,236,000 | 1,488 |
| Total debt securities | $73,235,000 | 1,593 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $117,655,000 | 1,116 |
| U.S. Government securities | $69,456,000 | 1,149 |
| U.S. Treasury securities | $1,013,000 | 1,154 |
| U.S. Government agency obligations | $68,443,000 | 1,101 |
| Securities issued by states & political subdivisions | $48,199,000 | 718 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,527,000 | 2,092 |
| Mortgage-backed securities | $68,443,000 | 848 |
| Certificates of participation in pools of residential mortgages | $56,535,000 | 617 |
| Issued or guaranteed by U.S. | $56,535,000 | 614 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $9,980,000 | 1,178 |
| CMOs issued by government agencies or sponsored agencies | $9,980,000 | 1,139 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $1,928,000 | 1,255 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $1,928,000 | 738 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $117,655,000 | 1,002 |
| Total debt securities | $117,655,000 | 1,100 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $84,220,000 | 1,487 |
| U.S. Government securities | $41,762,000 | 1,725 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $41,762,000 | 1,636 |
| Securities issued by states & political subdivisions | $42,458,000 | 838 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,694,000 | 2,675 |
| Mortgage-backed securities | $41,762,000 | 1,207 |
| Certificates of participation in pools of residential mortgages | $34,307,000 | 891 |
| Issued or guaranteed by U.S. | $34,307,000 | 884 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,569,000 | 1,514 |
| CMOs issued by government agencies or sponsored agencies | $5,569,000 | 1,464 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $1,886,000 | 1,240 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $1,886,000 | 713 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $84,220,000 | 1,367 |
| Total debt securities | $84,220,000 | 1,473 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $88,627,000 | 1,432 |
| U.S. Government securities | $53,360,000 | 1,410 |
| U.S. Treasury securities | $9,838,000 | 446 |
| U.S. Government agency obligations | $43,522,000 | 1,575 |
| Securities issued by states & political subdivisions | $35,267,000 | 1,007 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,495,000 | 2,693 |
| Mortgage-backed securities | $43,522,000 | 1,169 |
| Certificates of participation in pools of residential mortgages | $35,975,000 | 869 |
| Issued or guaranteed by U.S. | $35,975,000 | 865 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,689,000 | 1,479 |
| CMOs issued by government agencies or sponsored agencies | $5,689,000 | 1,431 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $1,858,000 | 1,224 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $1,858,000 | 713 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $88,627,000 | 1,307 |
| Total debt securities | $88,627,000 | 1,412 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $72,154,000 | 1,679 |
| U.S. Government securities | $41,816,000 | 1,707 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $41,816,000 | 1,614 |
| Securities issued by states & political subdivisions | $30,338,000 | 1,205 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,744,000 | 2,711 |
| Mortgage-backed securities | $41,816,000 | 1,222 |
| Certificates of participation in pools of residential mortgages | $38,813,000 | 845 |
| Issued or guaranteed by U.S. | $38,813,000 | 829 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,147,000 | 2,338 |
| CMOs issued by government agencies or sponsored agencies | $1,147,000 | 2,286 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $1,856,000 | 1,199 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $1,856,000 | 705 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $72,154,000 | 1,550 |
| Total debt securities | $72,154,000 | 1,662 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $57,439,000 | 2,046 |
| U.S. Government securities | $41,970,000 | 1,745 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $41,970,000 | 1,658 |
| Securities issued by states & political subdivisions | $15,469,000 | 2,079 |
| 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 | $9,751,000 | 2,842 |
| Mortgage-backed securities | $41,970,000 | 1,217 |
| Certificates of participation in pools of residential mortgages | $40,106,000 | 841 |
| Issued or guaranteed by U.S. | $40,106,000 | 840 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $1,864,000 | 1,061 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $1,864,000 | 685 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $57,439,000 | 1,878 |
| Total debt securities | $57,439,000 | 2,028 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $66,081,000 | 1,864 |
| U.S. Government securities | $47,220,000 | 1,612 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $47,220,000 | 1,541 |
| Securities issued by states & political subdivisions | $18,358,000 | 1,934 |
| Other domestic debt securities | $503,000 | 1,696 |
| 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 | $503,000 | 1,392 |
| 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 | $12,540,000 | 2,606 |
| Mortgage-backed securities | $47,220,000 | 1,123 |
| Certificates of participation in pools of residential mortgages | $45,294,000 | 794 |
| Issued or guaranteed by U.S. | $45,294,000 | 794 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $1,926,000 | 1,038 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $1,926,000 | 659 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $66,081,000 | 1,729 |
| Total debt securities | $66,081,000 | 1,849 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $92,500,000 | 1,442 |
| U.S. Government securities | $67,244,000 | 1,245 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $67,244,000 | 1,186 |
| Securities issued by states & political subdivisions | $23,736,000 | 1,630 |
| Other domestic debt securities | $1,520,000 | 1,355 |
| 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 | $1,520,000 | 1,104 |
| 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 | $11,324,000 | 2,756 |
| Mortgage-backed securities | $67,244,000 | 866 |
| Certificates of participation in pools of residential mortgages | $65,320,000 | 592 |
| Issued or guaranteed by U.S. | $65,320,000 | 592 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $1,924,000 | 1,040 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $1,924,000 | 659 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $92,500,000 | 1,299 |
| Total debt securities | $92,500,000 | 1,425 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $82,887,000 | 1,614 |
| U.S. Government securities | $67,351,000 | 1,259 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $67,351,000 | 1,202 |
| Securities issued by states & political subdivisions | $14,021,000 | 2,328 |
| Other domestic debt securities | $1,515,000 | 1,378 |
| 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 | $1,515,000 | 1,128 |
| 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 | $11,100,000 | 2,788 |
| Mortgage-backed securities | $67,351,000 | 879 |
| Certificates of participation in pools of residential mortgages | $65,429,000 | 612 |
| Issued or guaranteed by U.S. | $65,429,000 | 612 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $1,922,000 | 1,013 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $1,922,000 | 643 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $82,887,000 | 1,466 |
| Total debt securities | $82,888,000 | 1,594 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $94,515,000 | 1,464 |
| U.S. Government securities | $69,838,000 | 1,244 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $69,838,000 | 1,184 |
| Securities issued by states & political subdivisions | $17,093,000 | 2,076 |
| Other domestic debt securities | $7,584,000 | 696 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $4,584,000 | 167 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $3,000,000 | 861 |
| 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 | $10,117,000 | 2,932 |
| Mortgage-backed securities | $69,838,000 | 876 |
| Certificates of participation in pools of residential mortgages | $65,400,000 | 622 |
| Issued or guaranteed by U.S. | $65,400,000 | 622 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,568,000 | 2,002 |
| CMOs issued by government agencies or sponsored agencies | $2,568,000 | 1,938 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $1,870,000 | 990 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $1,870,000 | 632 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $94,515,000 | 1,302 |
| Total debt securities | $94,515,000 | 1,446 |
| 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 | $90,305,000 | 1,519 |
| U.S. Government securities | $69,060,000 | 1,235 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $69,060,000 | 1,183 |
| Securities issued by states & political subdivisions | $16,803,000 | 2,105 |
| Other domestic debt securities | $4,442,000 | 919 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $4,442,000 | 165 |
| 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 | $8,945,000 | 3,100 |
| Mortgage-backed securities | $69,060,000 | 873 |
| Certificates of participation in pools of residential mortgages | $64,509,000 | 628 |
| Issued or guaranteed by U.S. | $64,509,000 | 628 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,693,000 | 1,971 |
| CMOs issued by government agencies or sponsored agencies | $2,693,000 | 1,904 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $1,858,000 | 951 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $1,858,000 | 605 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $90,305,000 | 1,353 |
| Total debt securities | $90,305,000 | 1,490 |
| 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 | $97,004,000 | 1,405 |
| U.S. Government securities | $73,689,000 | 1,160 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $73,689,000 | 1,113 |
| Securities issued by states & political subdivisions | $18,671,000 | 1,967 |
| Other domestic debt securities | $4,644,000 | 913 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $4,644,000 | 159 |
| 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 | $7,252,000 | 3,370 |
| Mortgage-backed securities | $73,689,000 | 837 |
| Certificates of participation in pools of residential mortgages | $68,696,000 | 597 |
| Issued or guaranteed by U.S. | $68,696,000 | 597 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,980,000 | 1,922 |
| CMOs issued by government agencies or sponsored agencies | $2,980,000 | 1,857 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $2,013,000 | 879 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $2,013,000 | 567 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $97,004,000 | 1,247 |
| Total debt securities | $97,004,000 | 1,387 |
| 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 | $49,628,000 | 2,428 |
| U.S. Government securities | $25,935,000 | 2,570 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $25,935,000 | 2,473 |
| Securities issued by states & political subdivisions | $23,693,000 | 1,664 |
| 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 | $6,843,000 | 3,490 |
| Mortgage-backed securities | $25,935,000 | 1,764 |
| Certificates of participation in pools of residential mortgages | $20,613,000 | 1,531 |
| Issued or guaranteed by U.S. | $20,613,000 | 1,527 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,292,000 | 1,888 |
| CMOs issued by government agencies or sponsored agencies | $3,292,000 | 1,822 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $2,030,000 | 819 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $2,030,000 | 557 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $49,628,000 | 2,207 |
| Total debt securities | $49,627,000 | 2,402 |
| 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 | $44,117,000 | 2,647 |
| U.S. Government securities | $11,389,000 | 3,882 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $11,389,000 | 3,751 |
| Securities issued by states & political subdivisions | $32,728,000 | 1,206 |
| 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 | $8,741,000 | 3,235 |
| Mortgage-backed securities | $11,389,000 | 2,717 |
| Certificates of participation in pools of residential mortgages | $7,950,000 | 2,572 |
| Issued or guaranteed by U.S. | $7,950,000 | 2,570 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,432,000 | 1,867 |
| CMOs issued by government agencies or sponsored agencies | $3,432,000 | 1,793 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $7,000 | 1,199 |
| Commercial mortgage pass-through securities | $7,000 | 820 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $44,117,000 | 2,410 |
| Total debt securities | $44,117,000 | 2,631 |
| 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 | $39,931,000 | 2,850 |
| U.S. Government securities | $12,316,000 | 3,805 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $12,316,000 | 3,673 |
| Securities issued by states & political subdivisions | $27,615,000 | 1,425 |
| 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 | $8,586,000 | 3,304 |
| Mortgage-backed securities | $12,316,000 | 2,627 |
| Certificates of participation in pools of residential mortgages | $8,678,000 | 2,486 |
| Issued or guaranteed by U.S. | $8,678,000 | 2,483 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,638,000 | 1,859 |
| CMOs issued by government agencies or sponsored agencies | $3,638,000 | 1,791 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $39,931,000 | 2,607 |
| Total debt securities | $39,932,000 | 2,830 |
| 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 | $49,605,000 | 2,496 |
| U.S. Government securities | $13,474,000 | 3,762 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $13,474,000 | 3,644 |
| Securities issued by states & political subdivisions | $36,131,000 | 1,099 |
| 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 | $9,045,000 | 3,268 |
| Mortgage-backed securities | $13,474,000 | 2,544 |
| Certificates of participation in pools of residential mortgages | $9,472,000 | 2,429 |
| Issued or guaranteed by U.S. | $9,472,000 | 2,427 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $4,002,000 | 1,821 |
| CMOs issued by government agencies or sponsored agencies | $4,002,000 | 1,756 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $49,605,000 | 2,275 |
| Total debt securities | $49,603,000 | 2,474 |
| 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 | $43,666,000 | 2,754 |
| U.S. Government securities | $12,637,000 | 3,972 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $12,637,000 | 3,849 |
| Securities issued by states & political subdivisions | $31,029,000 | 1,253 |
| 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 | $7,958,000 | 3,471 |
| Mortgage-backed securities | $12,637,000 | 2,689 |
| Certificates of participation in pools of residential mortgages | $4,797,000 | 3,185 |
| Issued or guaranteed by U.S. | $4,797,000 | 3,183 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,840,000 | 1,423 |
| CMOs issued by government agencies or sponsored agencies | $7,840,000 | 1,358 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $43,666,000 | 2,522 |
| Total debt securities | $43,666,000 | 2,734 |
| 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 | $44,158,000 | 2,776 |
| U.S. Government securities | $13,709,000 | 3,923 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $13,709,000 | 3,804 |
| Securities issued by states & political subdivisions | $30,449,000 | 1,267 |
| 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 | $17,813,000 | 2,401 |
| Mortgage-backed securities | $13,709,000 | 2,627 |
| Certificates of participation in pools of residential mortgages | $5,316,000 | 3,153 |
| Issued or guaranteed by U.S. | $5,316,000 | 3,151 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $8,393,000 | 1,423 |
| CMOs issued by government agencies or sponsored agencies | $8,393,000 | 1,352 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $44,158,000 | 2,543 |
| Total debt securities | $44,158,000 | 2,755 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $28,521,000 | 3,654 |
| U.S. Government securities | $14,205,000 | 3,921 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $14,205,000 | 3,794 |
| Securities issued by states & political subdivisions | $14,316,000 | 2,341 |
| 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 | $17,709,000 | 2,425 |
| Mortgage-backed securities | $14,205,000 | 2,628 |
| Certificates of participation in pools of residential mortgages | $5,537,000 | 3,175 |
| Issued or guaranteed by U.S. | $5,537,000 | 3,173 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $8,668,000 | 1,415 |
| CMOs issued by government agencies or sponsored agencies | $8,668,000 | 1,346 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $28,521,000 | 3,333 |
| Total debt securities | $28,521,000 | 3,629 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $21,699,000 | 4,239 |
| U.S. Government securities | $14,748,000 | 3,973 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $14,748,000 | 3,849 |
| Securities issued by states & political subdivisions | $6,951,000 | 3,330 |
| 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 | $18,417,000 | 2,359 |
| Mortgage-backed securities | $14,748,000 | 2,661 |
| Certificates of participation in pools of residential mortgages | $5,851,000 | 3,204 |
| Issued or guaranteed by U.S. | $5,851,000 | 3,201 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $8,897,000 | 1,430 |
| CMOs issued by government agencies or sponsored agencies | $8,897,000 | 1,353 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $21,699,000 | 3,883 |
| Total debt securities | $21,699,000 | 4,219 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $29,996,000 | 3,688 |
| U.S. Government securities | $15,292,000 | 3,955 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $15,292,000 | 3,834 |
| Securities issued by states & political subdivisions | $10,198,000 | 2,865 |
| Other domestic debt securities | $4,506,000 | 977 |
| 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 | $4,506,000 | 717 |
| 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 | $16,849,000 | 2,493 |
| Mortgage-backed securities | $15,292,000 | 2,648 |
| Certificates of participation in pools of residential mortgages | $10,382,000 | 2,585 |
| Issued or guaranteed by U.S. | $10,382,000 | 2,585 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,910,000 | 1,864 |
| CMOs issued by government agencies or sponsored agencies | $4,910,000 | 1,783 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $29,996,000 | 3,361 |
| Total debt securities | $29,997,000 | 3,659 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $39,656,000 | 3,155 |
| U.S. Government securities | $17,521,000 | 3,736 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $17,521,000 | 3,637 |
| Securities issued by states & political subdivisions | $17,654,000 | 2,049 |
| Other domestic debt securities | $4,481,000 | 1,025 |
| 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 | $4,481,000 | 757 |
| 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 | $8,967,000 | 3,438 |
| Mortgage-backed securities | $17,521,000 | 2,497 |
| Certificates of participation in pools of residential mortgages | $11,622,000 | 2,464 |
| Issued or guaranteed by U.S. | $11,622,000 | 2,463 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $5,120,000 | 1,830 |
| CMOs issued by government agencies or sponsored agencies | $5,120,000 | 1,753 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $779,000 | 817 |
| Commercial mortgage pass-through securities | $779,000 | 565 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $39,656,000 | 2,869 |
| Total debt securities | $39,656,000 | 3,123 |
| Structured notes | ||
| Amortized cost | $2,868,000 | 1,072 |
| Fair value | $2,872,000 | 1,044 |
| 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 | $41,364,000 | 3,051 |
| U.S. Government securities | $26,581,000 | 2,947 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $26,581,000 | 2,872 |
| Securities issued by states & political subdivisions | $10,329,000 | 2,844 |
| Other domestic debt securities | $4,454,000 | 1,059 |
| 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 | $4,454,000 | 776 |
| 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 | $12,407,000 | 2,965 |
| Mortgage-backed securities | $26,581,000 | 2,001 |
| Certificates of participation in pools of residential mortgages | $12,332,000 | 2,385 |
| Issued or guaranteed by U.S. | $12,332,000 | 2,385 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $13,462,000 | 1,164 |
| CMOs issued by government agencies or sponsored agencies | $13,462,000 | 1,105 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $787,000 | 762 |
| Commercial mortgage pass-through securities | $787,000 | 517 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $41,364,000 | 2,782 |
| Total debt securities | $41,364,000 | 3,017 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $47,907,000 | 2,793 |
| U.S. Government securities | $29,880,000 | 2,785 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $29,880,000 | 2,713 |
| Securities issued by states & political subdivisions | $11,542,000 | 2,681 |
| Other domestic debt securities | $6,485,000 | 876 |
| 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 | $6,485,000 | 611 |
| 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 | $12,827,000 | 2,884 |
| Mortgage-backed securities | $29,880,000 | 1,877 |
| Certificates of participation in pools of residential mortgages | $13,232,000 | 2,309 |
| Issued or guaranteed by U.S. | $13,232,000 | 2,307 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $15,808,000 | 1,087 |
| CMOs issued by government agencies or sponsored agencies | $15,808,000 | 1,024 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $840,000 | 741 |
| Commercial mortgage pass-through securities | $840,000 | 492 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $47,907,000 | 2,543 |
| Total debt securities | $47,907,000 | 2,765 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $51,302,000 | 2,626 |
| U.S. Government securities | $32,931,000 | 2,590 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $32,931,000 | 2,520 |
| Securities issued by states & political subdivisions | $11,937,000 | 2,612 |
| Other domestic debt securities | $6,434,000 | 898 |
| 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 | $6,434,000 | 628 |
| 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 | $13,725,000 | 2,774 |
| Mortgage-backed securities | $32,931,000 | 1,745 |
| Certificates of participation in pools of residential mortgages | $14,385,000 | 2,195 |
| Issued or guaranteed by U.S. | $14,385,000 | 2,193 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $17,639,000 | 1,029 |
| CMOs issued by government agencies or sponsored agencies | $17,639,000 | 962 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $907,000 | 708 |
| Commercial mortgage pass-through securities | $907,000 | 481 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $51,302,000 | 2,391 |
| Total debt securities | $51,304,000 | 2,598 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $49,000,000 | 2,743 |
| U.S. Government securities | $34,623,000 | 2,542 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $34,623,000 | 2,479 |
| Securities issued by states & political subdivisions | $12,377,000 | 2,546 |
| Other domestic debt securities | $2,000,000 | 1,605 |
| 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 | $2,000,000 | 1,213 |
| 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 | $14,961,000 | 2,669 |
| Mortgage-backed securities | $32,869,000 | 1,786 |
| Certificates of participation in pools of residential mortgages | $14,180,000 | 2,234 |
| Issued or guaranteed by U.S. | $14,180,000 | 2,234 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $17,727,000 | 1,074 |
| CMOs issued by government agencies or sponsored agencies | $17,727,000 | 1,011 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $962,000 | 627 |
| Commercial mortgage pass-through securities | $962,000 | 432 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $49,000,000 | 2,541 |
| Total debt securities | $49,000,000 | 2,717 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $41,099,000 | 3,060 |
| U.S. Government securities | $23,333,000 | 3,201 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $23,333,000 | 3,131 |
| Securities issued by states & political subdivisions | $17,766,000 | 1,980 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,774,000 | 3,891 |
| Mortgage-backed securities | $20,463,000 | 2,377 |
| Certificates of participation in pools of residential mortgages | $15,159,000 | 2,137 |
| Issued or guaranteed by U.S. | $15,159,000 | 2,135 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $4,311,000 | 2,143 |
| CMOs issued by government agencies or sponsored agencies | $4,311,000 | 2,047 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $993,000 | 515 |
| Commercial mortgage pass-through securities | $993,000 | 367 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $41,099,000 | 2,827 |
| Total debt securities | $41,099,000 | 3,035 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $44,399,000 | 2,927 |
| U.S. Government securities | $25,232,000 | 3,119 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $25,232,000 | 3,060 |
| Securities issued by states & political subdivisions | $18,667,000 | 1,861 |
| Other domestic debt securities | $500,000 | 2,387 |
| 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 | $500,000 | 1,842 |
| 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 | $12,965,000 | 2,907 |
| Mortgage-backed securities | $22,337,000 | 2,353 |
| Certificates of participation in pools of residential mortgages | $16,338,000 | 2,134 |
| Issued or guaranteed by U.S. | $16,338,000 | 2,132 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,963,000 | 2,120 |
| CMOs issued by government agencies or sponsored agencies | $4,963,000 | 2,028 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $1,036,000 | 473 |
| Commercial mortgage pass-through securities | $1,036,000 | 324 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $44,399,000 | 2,697 |
| Total debt securities | $44,398,000 | 2,903 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,199 |
| Fair value | $500,000 | 2,285 |
| 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 | $47,947,000 | 2,775 |
| U.S. Government securities | $23,781,000 | 3,275 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $23,781,000 | 3,210 |
| Securities issued by states & political subdivisions | $23,211,000 | 1,483 |
| Other domestic debt securities | $955,000 | 2,113 |
| 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 | $955,000 | 1,609 |
| 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 | $21,341,000 | 2,160 |
| Mortgage-backed securities | $20,864,000 | 2,469 |
| Certificates of participation in pools of residential mortgages | $15,259,000 | 2,266 |
| Issued or guaranteed by U.S. | $15,259,000 | 2,265 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,560,000 | 2,196 |
| CMOs issued by government agencies or sponsored agencies | $4,560,000 | 2,098 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $1,045,000 | 431 |
| Commercial mortgage pass-through securities | $1,045,000 | 285 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $47,947,000 | 2,552 |
| Total debt securities | $47,947,000 | 2,749 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $955,000 | 2,174 |
| 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 | $35,069,000 | 3,433 |
| U.S. Government securities | $12,342,000 | 4,625 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $12,342,000 | 4,533 |
| Securities issued by states & political subdivisions | $21,740,000 | 1,520 |
| Other domestic debt securities | $987,000 | 2,061 |
| 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 | $987,000 | 1,581 |
| 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 | $20,855,000 | 2,204 |
| Mortgage-backed securities | $7,404,000 | 3,878 |
| Certificates of participation in pools of residential mortgages | $2,577,000 | 4,323 |
| Issued or guaranteed by U.S. | $2,577,000 | 4,321 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,523,000 | 2,404 |
| CMOs issued by government agencies or sponsored agencies | $3,523,000 | 2,291 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $1,304,000 | 366 |
| Commercial mortgage pass-through securities | $1,304,000 | 233 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $35,069,000 | 3,174 |
| Total debt securities | $35,069,000 | 3,405 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,387 |
| Fair value | $2,991,000 | 1,428 |
| 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 | $37,542,000 | 3,201 |
| U.S. Government securities | $12,821,000 | 4,518 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $12,821,000 | 4,431 |
| Securities issued by states & political subdivisions | $23,790,000 | 1,356 |
| Other domestic debt securities | $931,000 | 2,067 |
| 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 | $931,000 | 1,521 |
| 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 | $18,742,000 | 2,246 |
| Mortgage-backed securities | $7,866,000 | 3,715 |
| Certificates of participation in pools of residential mortgages | $2,872,000 | 4,180 |
| Issued or guaranteed by U.S. | $2,872,000 | 4,173 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,621,000 | 2,353 |
| CMOs issued by government agencies or sponsored agencies | $3,621,000 | 2,172 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $1,373,000 | 297 |
| Commercial mortgage pass-through securities | $1,373,000 | 187 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $37,542,000 | 2,936 |
| Total debt securities | $37,542,000 | 3,178 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,344 |
| Fair value | $2,930,000 | 1,423 |
| 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 | $29,506,000 | 3,645 |
| U.S. Government securities | $11,923,000 | 4,606 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $11,923,000 | 4,515 |
| Securities issued by states & political subdivisions | $16,601,000 | 1,824 |
| Other domestic debt securities | $982,000 | 2,033 |
| 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 | $982,000 | 1,466 |
| 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 | $18,074,000 | 2,271 |
| Mortgage-backed securities | $8,491,000 | 3,590 |
| Certificates of participation in pools of residential mortgages | $3,103,000 | 4,049 |
| Issued or guaranteed by U.S. | $3,103,000 | 4,033 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,747,000 | 2,309 |
| CMOs issued by government agencies or sponsored agencies | $3,747,000 | 2,125 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $1,641,000 | 253 |
| Commercial mortgage pass-through securities | $1,641,000 | 163 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $29,506,000 | 3,363 |
| Total debt securities | $29,506,000 | 3,614 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,433 |
| Fair value | $2,982,000 | 1,488 |
| 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 | $27,259,000 | 3,830 |
| U.S. Government securities | $11,687,000 | 4,773 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $11,687,000 | 4,658 |
| Securities issued by states & political subdivisions | $14,570,000 | 1,966 |
| Other domestic debt securities | $1,002,000 | 1,940 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $1,002,000 | 1,351 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,800,000 | 2,330 |
| Mortgage-backed securities | $11,186,000 | 3,166 |
| Certificates of participation in pools of residential mortgages | $5,459,000 | 3,420 |
| Issued or guaranteed by U.S. | $5,459,000 | 3,411 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,899,000 | 2,243 |
| CMOs issued by government agencies or sponsored agencies | $3,899,000 | 2,056 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $1,828,000 | 226 |
| Commercial mortgage pass-through securities | $1,828,000 | 150 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $27,259,000 | 3,531 |
| Total debt securities | $27,259,000 | 3,798 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,196 |
| Fair value | $1,503,000 | 2,220 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $23,687,000 | 4,152 |
| U.S. Government securities | $9,407,000 | 5,134 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $9,407,000 | 5,014 |
| Securities issued by states & political subdivisions | $13,290,000 | 2,048 |
| Other domestic debt securities | $990,000 | 2,023 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $990,000 | 1,421 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,441,000 | 2,356 |
| Mortgage-backed securities | $9,407,000 | 3,365 |
| Certificates of participation in pools of residential mortgages | $3,477,000 | 3,840 |
| Issued or guaranteed by U.S. | $3,477,000 | 3,828 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $4,025,000 | 2,156 |
| CMOs issued by government agencies or sponsored agencies | $4,025,000 | 1,960 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $1,905,000 | 218 |
| Commercial mortgage pass-through securities | $1,905,000 | 142 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $23,687,000 | 3,824 |
| Total debt securities | $23,687,000 | 4,119 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,483 |
| Fair value | $990,000 | 2,599 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $22,259,000 | 4,155 |
| U.S. Government securities | $8,010,000 | 5,254 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $8,010,000 | 5,143 |
| Securities issued by states & political subdivisions | $11,839,000 | 2,197 |
| Other domestic debt securities | $2,410,000 | 1,564 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $1,915,000 | 189 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $495,000 | 1,721 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,159,000 | 2,998 |
| Mortgage-backed securities | $9,925,000 | 3,169 |
| Certificates of participation in pools of residential mortgages | $3,833,000 | 3,640 |
| Issued or guaranteed by U.S. | $3,833,000 | 3,629 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,177,000 | 2,114 |
| CMOs issued by government agencies or sponsored agencies | $4,177,000 | 1,897 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $1,915,000 | 189 |
| Commercial mortgage pass-through securities | $1,915,000 | 130 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $22,259,000 | 3,828 |
| Total debt securities | $22,259,000 | 4,124 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,741 |
| Fair value | $495,000 | 2,826 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $17,945,000 | 4,599 |
| U.S. Government securities | $4,195,000 | 6,101 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,195,000 | 5,981 |
| Securities issued by states & political subdivisions | $11,190,000 | 2,215 |
| Other domestic debt securities | $2,560,000 | 1,561 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $2,059,000 | 158 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $501,000 | 1,699 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,650,000 | 2,605 |
| Mortgage-backed securities | $6,254,000 | 3,758 |
| Certificates of participation in pools of residential mortgages | $4,195,000 | 3,523 |
| Issued or guaranteed by U.S. | $4,195,000 | 3,515 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $2,059,000 | 158 |
| Commercial mortgage pass-through securities | $2,059,000 | 104 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $17,945,000 | 4,200 |
| Total debt securities | $17,946,000 | 4,557 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,790 |
| Fair value | $501,000 | 2,870 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $22,019,000 | 4,169 |
| U.S. Government securities | $10,978,000 | 4,742 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $10,978,000 | 4,637 |
| Securities issued by states & political subdivisions | $8,903,000 | 2,429 |
| Other domestic debt securities | $2,138,000 | 1,665 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $2,138,000 | 149 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,975,000 | 2,405 |
| Mortgage-backed securities | $11,561,000 | 2,948 |
| Certificates of participation in pools of residential mortgages | $8,128,000 | 2,720 |
| Issued or guaranteed by U.S. | $8,128,000 | 2,712 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,295,000 | 2,766 |
| CMOs issued by government agencies or sponsored agencies | $1,295,000 | 2,463 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $2,138,000 | 149 |
| Commercial mortgage pass-through securities | $2,138,000 | 95 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $22,019,000 | 3,803 |
| Total debt securities | $22,020,000 | 4,130 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $19,587,000 | 4,499 |
| U.S. Government securities | $10,410,000 | 4,922 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $10,410,000 | 4,816 |
| Securities issued by states & political subdivisions | $9,177,000 | 2,364 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,238,000 | 2,865 |
| Mortgage-backed securities | $8,868,000 | 3,371 |
| Certificates of participation in pools of residential mortgages | $7,407,000 | 2,916 |
| Issued or guaranteed by U.S. | $7,407,000 | 2,908 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,461,000 | 2,681 |
| CMOs issued by government agencies or sponsored agencies | $1,461,000 | 2,355 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $19,587,000 | 4,094 |
| Total debt securities | $19,587,000 | 4,463 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $20,341,000 | 4,368 |
| U.S. Government securities | $11,282,000 | 4,738 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $11,282,000 | 4,634 |
| Securities issued by states & political subdivisions | $9,059,000 | 2,380 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,694,000 | 3,231 |
| Mortgage-backed securities | $9,733,000 | 3,301 |
| Certificates of participation in pools of residential mortgages | $8,101,000 | 2,871 |
| Issued or guaranteed by U.S. | $8,101,000 | 2,863 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,632,000 | 2,605 |
| CMOs issued by government agencies or sponsored agencies | $1,632,000 | 2,279 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $20,341,000 | 3,972 |
| Total debt securities | $20,341,000 | 4,337 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $17,783,000 | 4,707 |
| U.S. Government securities | $8,609,000 | 5,268 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $8,609,000 | 5,170 |
| Securities issued by states & political subdivisions | $9,174,000 | 2,393 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,522,000 | 3,266 |
| Mortgage-backed securities | $7,069,000 | 3,811 |
| Certificates of participation in pools of residential mortgages | $5,250,000 | 3,581 |
| Issued or guaranteed by U.S. | $5,250,000 | 3,570 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,819,000 | 2,543 |
| CMOs issued by government agencies or sponsored agencies | $1,819,000 | 2,194 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $17,783,000 | 4,279 |
| Total debt securities | $17,783,000 | 4,657 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $13,021,000 | 5,331 |
| U.S. Government securities | $5,989,000 | 5,901 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $5,989,000 | 5,817 |
| Securities issued by states & political subdivisions | $7,032,000 | 2,734 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $349,000 | 6,284 |
| Mortgage-backed securities | $5,989,000 | 4,056 |
| Certificates of participation in pools of residential mortgages | $3,976,000 | 3,956 |
| Issued or guaranteed by U.S. | $3,976,000 | 3,942 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,013,000 | 2,491 |
| CMOs issued by government agencies or sponsored agencies | $2,013,000 | 2,133 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $13,021,000 | 4,873 |
| Total debt securities | $13,021,000 | 5,286 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $12,187,000 | 5,513 |
| U.S. Government securities | $6,462,000 | 5,899 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $6,462,000 | 5,820 |
| Securities issued by states & political subdivisions | $5,725,000 | 2,964 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $372,000 | 6,317 |
| Mortgage-backed securities | $6,462,000 | 4,031 |
| Certificates of participation in pools of residential mortgages | $4,214,000 | 3,984 |
| Issued or guaranteed by U.S. | $4,214,000 | 3,972 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,248,000 | 2,438 |
| CMOs issued by government agencies or sponsored agencies | $2,248,000 | 2,067 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $12,187,000 | 5,029 |
| Total debt securities | $12,187,000 | 5,469 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $13,691,000 | 5,305 |
| U.S. Government securities | $13,691,000 | 4,445 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $13,691,000 | 4,362 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,462,000 | 5,433 |
| Mortgage-backed securities | $13,691,000 | 2,897 |
| Certificates of participation in pools of residential mortgages | $11,290,000 | 2,569 |
| Issued or guaranteed by U.S. | $11,290,000 | 2,554 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,401,000 | 2,302 |
| CMOs issued by government agencies or sponsored agencies | $2,401,000 | 1,987 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $13,691,000 | 4,791 |
| Total debt securities | $13,691,000 | 5,265 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $14,657,000 | 5,117 |
| U.S. Government securities | $14,657,000 | 4,253 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $14,657,000 | 4,178 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,436,000 | 5,459 |
| Mortgage-backed securities | $14,657,000 | 2,719 |
| Certificates of participation in pools of residential mortgages | $12,132,000 | 2,371 |
| Issued or guaranteed by U.S. | $12,132,000 | 2,355 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,525,000 | 2,200 |
| CMOs issued by government agencies or sponsored agencies | $2,525,000 | 1,857 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $14,657,000 | 4,602 |
| Total debt securities | $14,657,000 | 5,073 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $14,461,000 | 5,202 |
| U.S. Government securities | $14,461,000 | 4,317 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $14,461,000 | 4,245 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,668,000 | 4,331 |
| Mortgage-backed securities | $14,461,000 | 2,703 |
| Certificates of participation in pools of residential mortgages | $14,461,000 | 2,111 |
| Issued or guaranteed by U.S. | $14,461,000 | 2,100 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $14,461,000 | 4,693 |
| Total debt securities | $14,461,000 | 5,146 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $11,601,000 | 5,657 |
| U.S. Government securities | $11,601,000 | 4,824 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $11,601,000 | 4,733 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,794,000 | 5,729 |
| Mortgage-backed securities | $11,601,000 | 2,963 |
| Certificates of participation in pools of residential mortgages | $11,601,000 | 2,328 |
| Issued or guaranteed by U.S. | $11,601,000 | 2,317 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $11,601,000 | 5,146 |
| Total debt securities | $11,601,000 | 5,585 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $6,800,000 | 6,686 |
| U.S. Government securities | $6,800,000 | 6,057 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $6,800,000 | 5,943 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,991,000 | 5,710 |
| Mortgage-backed securities | $6,800,000 | 3,426 |
| Certificates of participation in pools of residential mortgages | $6,800,000 | 2,804 |
| Issued or guaranteed by U.S. | $6,800,000 | 2,791 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $6,800,000 | 6,068 |
| Total debt securities | $6,800,000 | 6,627 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $0 | 8,282 |
| U.S. Government securities | $0 | 8,160 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $0 | 8,083 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $0 | 8,239 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $0 | 8,331 |
| U.S. Government securities | $0 | 8,206 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $0 | 8,127 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $0 | 8,291 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $0 | 8,365 |
| U.S. Government securities | $0 | 8,244 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $0 | 8,164 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $0 | 8,320 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $0 | 8,416 |
| U.S. Government securities | $0 | 8,295 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $0 | 8,217 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $0 | 8,369 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $0 | 8,496 |
| U.S. Government securities | $0 | 8,377 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $0 | 8,301 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $0 | 8,450 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $0 | 8,539 |
| U.S. Government securities | $0 | 8,430 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $0 | 8,348 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $0 | 8,496 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $0 | 8,575 |
| U.S. Government securities | $0 | 8,475 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $0 | 8,395 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $0 | 8,534 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $0 | 8,634 |
| U.S. Government securities | $0 | 8,522 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $0 | 8,437 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $0 | 8,589 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $52,000 | 8,640 |
| U.S. Government securities | $52,000 | 8,519 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $52,000 | 8,431 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,000 | 7,076 |
| Mortgage-backed securities | $52,000 | 6,547 |
| Certificates of participation in pools of residential mortgages | $52,000 | 6,215 |
| Issued or guaranteed by U.S. | $52,000 | 6,196 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $52,000 | 7,973 |
| Total debt securities | $52,000 | 8,591 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $60,000 | 8,661 |
| U.S. Government securities | $60,000 | 8,543 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $60,000 | 8,448 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,000 | 7,088 |
| Mortgage-backed securities | $60,000 | 6,569 |
| Certificates of participation in pools of residential mortgages | $60,000 | 6,238 |
| Issued or guaranteed by U.S. | $60,000 | 6,219 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $60,000 | 7,990 |
| Total debt securities | $60,000 | 8,614 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $66,000 | 8,733 |
| U.S. Government securities | $66,000 | 8,613 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $66,000 | 8,513 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,000 | 7,147 |
| Mortgage-backed securities | $66,000 | 6,631 |
| Certificates of participation in pools of residential mortgages | $66,000 | 6,301 |
| Issued or guaranteed by U.S. | $66,000 | 6,283 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $66,000 | 8,065 |
| Total debt securities | $66,000 | 8,688 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $75,000 | 8,773 |
| U.S. Government securities | $75,000 | 8,638 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $75,000 | 8,547 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,000 | 7,174 |
| Mortgage-backed securities | $75,000 | 6,659 |
| Certificates of participation in pools of residential mortgages | $75,000 | 6,318 |
| Issued or guaranteed by U.S. | $75,000 | 6,302 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $75,000 | 8,085 |
| Total debt securities | $75,000 | 8,722 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $87,000 | 8,814 |
| U.S. Government securities | $87,000 | 8,677 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $87,000 | 8,582 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,000 | 7,206 |
| Mortgage-backed securities | $87,000 | 6,665 |
| Certificates of participation in pools of residential mortgages | $87,000 | 6,310 |
| Issued or guaranteed by U.S. | $87,000 | 6,297 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $87,000 | 8,125 |
| Total debt securities | $87,000 | 8,765 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $99,000 | 8,871 |
| U.S. Government securities | $99,000 | 8,736 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $99,000 | 8,638 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,000 | 7,238 |
| Mortgage-backed securities | $99,000 | 6,712 |
| Certificates of participation in pools of residential mortgages | $99,000 | 6,349 |
| Issued or guaranteed by U.S. | $99,000 | 6,332 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $99,000 | 8,173 |
| Total debt securities | $99,000 | 8,823 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $120,000 | 8,898 |
| U.S. Government securities | $120,000 | 8,740 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $120,000 | 8,638 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,000 | 7,247 |
| Mortgage-backed securities | $120,000 | 6,691 |
| Certificates of participation in pools of residential mortgages | $120,000 | 6,310 |
| Issued or guaranteed by U.S. | $120,000 | 6,289 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $120,000 | 8,185 |
| Total debt securities | $120,000 | 8,840 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $638,000 | 8,842 |
| U.S. Government securities | $638,000 | 8,660 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $638,000 | 8,534 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,000 | 7,276 |
| Mortgage-backed securities | $138,000 | 6,692 |
| Certificates of participation in pools of residential mortgages | $138,000 | 6,320 |
| Issued or guaranteed by U.S. | $138,000 | 6,296 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $638,000 | 8,083 |
| Total debt securities | $638,000 | 8,784 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $665,000 | 8,880 |
| U.S. Government securities | $665,000 | 8,674 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $665,000 | 8,541 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $165,000 | 7,214 |
| Mortgage-backed securities | $165,000 | 6,686 |
| Certificates of participation in pools of residential mortgages | $165,000 | 6,301 |
| Issued or guaranteed by U.S. | $165,000 | 6,274 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $665,000 | 8,111 |
| Total debt securities | $665,000 | 8,817 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $707,000 | 8,896 |
| U.S. Government securities | $707,000 | 8,682 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $707,000 | 8,545 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $707,000 | 6,764 |
| Mortgage-backed securities | $207,000 | 6,672 |
| Certificates of participation in pools of residential mortgages | $207,000 | 6,247 |
| Issued or guaranteed by U.S. | $207,000 | 6,225 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $707,000 | 8,121 |
| Total debt securities | $707,000 | 8,827 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $751,000 | 8,928 |
| U.S. Government securities | $751,000 | 8,710 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $751,000 | 8,566 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $751,000 | 6,770 |
| Mortgage-backed securities | $251,000 | 6,638 |
| Certificates of participation in pools of residential mortgages | $251,000 | 6,178 |
| Issued or guaranteed by U.S. | $251,000 | 6,159 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $751,000 | 8,153 |
| Total debt securities | $751,000 | 8,854 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $1,302,000 | 8,835 |
| U.S. Government securities | $1,302,000 | 8,581 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,302,000 | 8,421 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $802,000 | 6,776 |
| Mortgage-backed securities | $302,000 | 6,573 |
| Certificates of participation in pools of residential mortgages | $302,000 | 6,078 |
| Issued or guaranteed by U.S. | $302,000 | 6,060 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $1,302,000 | 8,009 |
| Total debt securities | $1,302,000 | 8,759 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $1,436,000 | 9,027 |
| U.S. Government securities | $1,436,000 | 8,724 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $1,436,000 | 8,536 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,412,000 | 6,393 |
| Mortgage-backed securities | $448,000 | 6,415 |
| Certificates of participation in pools of residential mortgages | $448,000 | 5,792 |
| Issued or guaranteed by U.S. | $448,000 | 5,769 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $1,436,000 | 8,113 |
| Total debt securities | $1,436,000 | 8,947 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $562,000 | 9,619 |
| U.S. Government securities | $559,000 | 9,437 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $559,000 | 9,228 |
| 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 | $3,000 | 8,071 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $558,000 | 7,419 |
| Mortgage-backed securities | $88,000 | 6,937 |
| Certificates of participation in pools of residential mortgages | $64,000 | 6,573 |
| Issued or guaranteed by U.S. | $64,000 | 6,552 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $24,000 | 4,129 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 3,914 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $562,000 | 8,705 |
| Total debt securities | $559,000 | 9,518 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $584,000 | 9,956 |
| U.S. Government securities | $581,000 | 9,796 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $581,000 | 9,529 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 8,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $581,000 | 7,599 |
| Mortgage-backed securities | $116,000 | 7,214 |
| Certificates of participation in pools of residential mortgages | $77,000 | 6,868 |
| Issued or guaranteed by U.S. | $77,000 | 6,850 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $39,000 | 4,362 |
| CMOs issued by government agencies or sponsored agencies | $39,000 | 4,148 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $584,000 | 8,952 |
| Total debt securities | $581,000 | 9,866 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $193,000 | 10,283 |
| U.S. Government securities | $190,000 | 10,115 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $190,000 | 9,785 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 8,070 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $193,000 | 8,211 |
| Mortgage-backed securities | $190,000 | 7,253 |
| Certificates of participation in pools of residential mortgages | $99,000 | 6,990 |
| Issued or guaranteed by U.S. | $99,000 | 6,972 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $91,000 | 4,498 |
| CMOs issued by government agencies or sponsored agencies | $91,000 | 4,306 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $193,000 | 9,366 |
| Total debt securities | $190,000 | 10,173 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $378,000 | 10,722 |
| U.S. Government securities | $375,000 | 10,575 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $375,000 | 10,071 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 8,177 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $375,000 | 8,363 |
| Mortgage-backed securities | $375,000 | 7,225 |
| Certificates of participation in pools of residential mortgages | $130,000 | 7,158 |
| Issued or guaranteed by U.S. | $130,000 | 7,132 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $245,000 | 4,449 |
| CMOs issued by government agencies or sponsored agencies | $245,000 | 4,285 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $378,000 | 9,578 |
| Total debt securities | $375,000 | 10,624 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $423,000 | 11,261 |
| U.S. Government securities | $420,000 | 11,128 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $420,000 | 10,525 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 8,333 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $420,000 | 8,716 |
| Mortgage-backed securities | $420,000 | 7,719 |
| Certificates of participation in pools of residential mortgages | $155,000 | 7,628 |
| Issued or guaranteed by U.S. | $155,000 | 7,609 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $265,000 | 4,851 |
| CMOs issued by government agencies or sponsored agencies | $265,000 | 4,669 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $423,000 | 9,877 |
| Total debt securities | $420,000 | 11,169 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $909,000 | 11,655 |
| U.S. Government securities | $906,000 | 11,507 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $906,000 | 10,574 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 8,474 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $823,000 | 8,392 |
| Mortgage-backed securities | $906,000 | 7,417 |
| Certificates of participation in pools of residential mortgages | $190,000 | 7,892 |
| Issued or guaranteed by U.S. | $190,000 | 7,860 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $716,000 | 4,593 |
| CMOs issued by government agencies or sponsored agencies | $716,000 | 4,426 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $909,000 | 10,025 |
| Total debt securities | $906,000 | 11,565 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| 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 | $1,325,000 | 12,244 |
| U.S. Government securities | $1,322,000 | 12,056 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $1,322,000 | 10,554 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 8,658 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $710,000 | 8,891 |
| Mortgage-backed securities | $1,322,000 | 7,352 |
| Certificates of participation in pools of residential mortgages | $462,000 | 7,484 |
| Issued or guaranteed by U.S. | $462,000 | 7,452 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $860,000 | 4,747 |
| CMOs issued by government agencies or sponsored agencies | $860,000 | 4,558 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $1,325,000 | 9,400 |
| Total debt securities | $1,322,000 | 12,156 |
| 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 | $1,179,000 | 12,848 |
| U.S. Government securities | $1,176,000 | 12,625 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $1,176,000 | 11,004 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 8,756 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $805,000 | 8,912 |
| Mortgage-backed securities | $1,176,000 | 8,169 |
| Certificates of participation in pools of residential mortgages | $1,176,000 | 6,786 |
| Issued or guaranteed by U.S. | $1,176,000 | 6,740 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,176,000 | 12,731 |
| 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 | $1,515,000 | 13,268 |
| U.S. Government securities | $1,512,000 | 12,972 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $1,512,000 | 11,006 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000 | 8,718 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 9,719 |
| Mortgage-backed securities | $1,512,000 | 8,218 |
| Certificates of participation in pools of residential mortgages | $1,512,000 | 6,757 |
| Issued or guaranteed by U.S. | $1,512,000 | 6,694 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| 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 | $1,512,000 | 13,158 |
| 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 |