Home > International Bank of Chicago > Securities
International Bank of Chicago, Securities
| 2023-12-31 | Rank | |
| Total securities | $123,100,000 | 1,470 |
| U.S. Government securities | $79,052,000 | 1,399 |
| U.S. Treasury securities | $3,660,000 | 2,018 |
| U.S. Government agency obligations | $75,392,000 | 1,222 |
| Securities issued by states & political subdivisions | $35,601,000 | 1,201 |
| Other domestic debt securities | $4,508,000 | 1,402 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $4,508,000 | 367 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,570,000 | 1,681 |
| Mortgage-backed securities | $65,140,000 | 1,066 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $31,389,000 | 1,146 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $18,348,000 | 768 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,059,000 | 656 |
| Other commercial mortgage-backed securities | $10,344,000 | 509 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $119,161,000 | 1,322 |
| Total debt securities | $119,162,000 | 1,495 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 747 |
| Fair value | $751,000 | 898 |
| 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 | $118,737,000 | 1,499 |
| U.S. Government securities | $77,004,000 | 1,419 |
| U.S. Treasury securities | $3,553,000 | 2,101 |
| U.S. Government agency obligations | $73,451,000 | 1,234 |
| Securities issued by states & political subdivisions | $34,000,000 | 1,214 |
| Other domestic debt securities | $4,483,000 | 1,391 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $4,483,000 | 367 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,707,000 | 1,659 |
| Mortgage-backed securities | $63,276,000 | 1,062 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $29,554,000 | 1,182 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $18,452,000 | 744 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,969,000 | 654 |
| Other commercial mortgage-backed securities | $10,301,000 | 504 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $115,487,000 | 1,339 |
| Total debt securities | $115,487,000 | 1,519 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 768 |
| Fair value | $711,000 | 920 |
| 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 | $124,812,000 | 1,486 |
| U.S. Government securities | $81,596,000 | 1,397 |
| U.S. Treasury securities | $3,601,000 | 2,131 |
| U.S. Government agency obligations | $77,995,000 | 1,213 |
| Securities issued by states & political subdivisions | $35,305,000 | 1,239 |
| Other domestic debt securities | $4,578,000 | 1,385 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $4,578,000 | 347 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,366,000 | 1,599 |
| Mortgage-backed securities | $67,399,000 | 1,046 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $31,741,000 | 1,167 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $19,465,000 | 733 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,349,000 | 632 |
| Other commercial mortgage-backed securities | $10,844,000 | 499 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $121,479,000 | 1,327 |
| Total debt securities | $121,478,000 | 1,507 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 811 |
| Fair value | $752,000 | 963 |
| 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 | $129,243,000 | 1,512 |
| U.S. Government securities | $85,446,000 | 1,419 |
| U.S. Treasury securities | $3,670,000 | 2,197 |
| U.S. Government agency obligations | $81,776,000 | 1,193 |
| Securities issued by states & political subdivisions | $35,743,000 | 1,265 |
| Other domestic debt securities | $4,688,000 | 1,432 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $4,688,000 | 342 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,848,000 | 1,513 |
| Mortgage-backed securities | $70,777,000 | 1,066 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $33,178,000 | 1,165 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $20,587,000 | 743 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,564,000 | 654 |
| Other commercial mortgage-backed securities | $11,448,000 | 494 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $125,877,000 | 1,347 |
| Total debt securities | $125,877,000 | 1,535 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 845 |
| Fair value | $757,000 | 995 |
| 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 | $129,874,000 | 1,529 |
| U.S. Government securities | $86,591,000 | 1,416 |
| U.S. Treasury securities | $3,600,000 | 2,247 |
| U.S. Government agency obligations | $82,991,000 | 1,168 |
| Securities issued by states & political subdivisions | $35,304,000 | 1,313 |
| Other domestic debt securities | $4,686,000 | 1,449 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $4,686,000 | 364 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,547,000 | 3,115 |
| Mortgage-backed securities | $71,679,000 | 1,056 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $33,640,000 | 1,174 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $20,846,000 | 747 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $5,658,000 | 646 |
| Other commercial mortgage-backed securities | $11,535,000 | 485 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $126,581,000 | 1,353 |
| Total debt securities | $126,580,000 | 1,544 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 869 |
| Fair value | $745,000 | 1,020 |
| 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 | $134,614,000 | 1,499 |
| U.S. Government securities | $87,760,000 | 1,404 |
| U.S. Treasury securities | $5,547,000 | 1,985 |
| U.S. Government agency obligations | $82,213,000 | 1,175 |
| Securities issued by states & political subdivisions | $29,488,000 | 1,499 |
| Other domestic debt securities | $14,096,000 | 877 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $14,096,000 | 174 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,577,000 | 2,867 |
| Mortgage-backed securities | $72,558,000 | 1,054 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $33,952,000 | 1,168 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $20,631,000 | 771 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,903,000 | 590 |
| Other commercial mortgage-backed securities | $11,072,000 | 516 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $131,344,000 | 1,333 |
| Total debt securities | $131,345,000 | 1,511 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 861 |
| Fair value | $744,000 | 1,006 |
| 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 | $140,154,000 | 1,461 |
| U.S. Government securities | $106,122,000 | 1,221 |
| U.S. Treasury securities | $3,782,000 | 2,220 |
| U.S. Government agency obligations | $102,340,000 | 1,020 |
| Securities issued by states & political subdivisions | $31,156,000 | 1,502 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,673,000 | 2,777 |
| Mortgage-backed securities | $91,984,000 | 923 |
| Certificates of participation in pools of residential mortgages | $35,553,000 | 1,198 |
| Issued or guaranteed by U.S. | $35,553,000 | 1,175 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $22,221,000 | 822 |
| CMOs issued by government agencies or sponsored agencies | $22,221,000 | 745 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $34,210,000 | 439 |
| Commercial mortgage pass-through securities | $7,195,000 | 595 |
| Other commercial mortgage-backed securities | $27,015,000 | 342 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $137,278,000 | 1,325 |
| Total debt securities | $137,277,000 | 1,479 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 840 |
| Fair value | $815,000 | 980 |
| 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 | $150,591,000 | 1,361 |
| U.S. Government securities | $114,587,000 | 1,133 |
| U.S. Treasury securities | $3,871,000 | 1,978 |
| U.S. Government agency obligations | $110,716,000 | 966 |
| Securities issued by states & political subdivisions | $33,038,000 | 1,464 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,028,000 | 2,708 |
| Mortgage-backed securities | $99,646,000 | 881 |
| Certificates of participation in pools of residential mortgages | $39,251,000 | 1,137 |
| Issued or guaranteed by U.S. | $39,251,000 | 1,120 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $24,195,000 | 771 |
| CMOs issued by government agencies or sponsored agencies | $24,195,000 | 704 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $36,200,000 | 430 |
| Commercial mortgage pass-through securities | $7,644,000 | 576 |
| Other commercial mortgage-backed securities | $28,556,000 | 333 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $147,625,000 | 1,247 |
| Total debt securities | $147,624,000 | 1,368 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 740 |
| Fair value | $881,000 | 870 |
| 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 | $155,322,000 | 1,294 |
| U.S. Government securities | $116,638,000 | 1,043 |
| U.S. Treasury securities | $6,014,000 | 1,287 |
| U.S. Government agency obligations | $110,624,000 | 951 |
| Securities issued by states & political subdivisions | $35,581,000 | 1,429 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,385,000 | 2,550 |
| Mortgage-backed securities | $101,928,000 | 847 |
| Certificates of participation in pools of residential mortgages | $36,275,000 | 1,191 |
| Issued or guaranteed by U.S. | $36,275,000 | 1,167 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $24,855,000 | 715 |
| CMOs issued by government agencies or sponsored agencies | $24,855,000 | 665 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $40,798,000 | 410 |
| Commercial mortgage pass-through securities | $8,214,000 | 550 |
| Other commercial mortgage-backed securities | $32,584,000 | 310 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $152,219,000 | 1,202 |
| Total debt securities | $152,219,000 | 1,291 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 656 |
| Fair value | $963,000 | 756 |
| 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 | $157,186,000 | 1,210 |
| U.S. Government securities | $118,482,000 | 966 |
| U.S. Treasury securities | $4,057,000 | 1,268 |
| U.S. Government agency obligations | $114,425,000 | 902 |
| Securities issued by states & political subdivisions | $36,083,000 | 1,382 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,116,000 | 2,408 |
| Mortgage-backed securities | $107,177,000 | 796 |
| Certificates of participation in pools of residential mortgages | $35,084,000 | 1,180 |
| Issued or guaranteed by U.S. | $35,084,000 | 1,155 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $27,088,000 | 659 |
| CMOs issued by government agencies or sponsored agencies | $27,088,000 | 622 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $45,005,000 | 385 |
| Commercial mortgage pass-through securities | $8,559,000 | 535 |
| Other commercial mortgage-backed securities | $36,446,000 | 291 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $154,565,000 | 1,126 |
| Total debt securities | $154,565,000 | 1,209 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 586 |
| Fair value | $970,000 | 677 |
| 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 | $162,301,000 | 1,123 |
| U.S. Government securities | $122,726,000 | 889 |
| U.S. Treasury securities | $4,075,000 | 1,150 |
| U.S. Government agency obligations | $118,651,000 | 840 |
| Securities issued by states & political subdivisions | $36,949,000 | 1,324 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,593,000 | 2,357 |
| Mortgage-backed securities | $110,965,000 | 742 |
| Certificates of participation in pools of residential mortgages | $34,158,000 | 1,165 |
| Issued or guaranteed by U.S. | $34,158,000 | 1,139 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $28,997,000 | 606 |
| CMOs issued by government agencies or sponsored agencies | $28,997,000 | 572 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $47,810,000 | 353 |
| Commercial mortgage pass-through securities | $8,900,000 | 513 |
| Other commercial mortgage-backed securities | $38,910,000 | 281 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $159,675,000 | 1,050 |
| Total debt securities | $159,676,000 | 1,123 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 511 |
| Fair value | $982,000 | 599 |
| 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 | $167,599,000 | 1,022 |
| U.S. Government securities | $128,097,000 | 803 |
| U.S. Treasury securities | $4,093,000 | 886 |
| U.S. Government agency obligations | $124,004,000 | 766 |
| Securities issued by states & political subdivisions | $36,891,000 | 1,270 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,802,000 | 2,317 |
| Mortgage-backed securities | $114,954,000 | 687 |
| Certificates of participation in pools of residential mortgages | $37,786,000 | 1,022 |
| Issued or guaranteed by U.S. | $37,786,000 | 998 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $27,358,000 | 606 |
| CMOs issued by government agencies or sponsored agencies | $27,358,000 | 572 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $49,810,000 | 322 |
| Commercial mortgage pass-through securities | $7,891,000 | 527 |
| Other commercial mortgage-backed securities | $41,919,000 | 247 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $164,988,000 | 954 |
| Total debt securities | $164,989,000 | 1,026 |
| 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 | $166,292,000 | 956 |
| U.S. Government securities | $125,723,000 | 727 |
| U.S. Treasury securities | $4,111,000 | 632 |
| U.S. Government agency obligations | $121,612,000 | 713 |
| Securities issued by states & political subdivisions | $37,921,000 | 1,187 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,997,000 | 2,291 |
| Mortgage-backed securities | $113,908,000 | 634 |
| Certificates of participation in pools of residential mortgages | $37,790,000 | 938 |
| Issued or guaranteed by U.S. | $37,790,000 | 919 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $27,385,000 | 610 |
| CMOs issued by government agencies or sponsored agencies | $27,385,000 | 582 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $48,733,000 | 310 |
| Commercial mortgage pass-through securities | $8,248,000 | 496 |
| Other commercial mortgage-backed securities | $40,485,000 | 239 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $163,644,000 | 875 |
| Total debt securities | $163,644,000 | 958 |
| 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 | $175,234,000 | 837 |
| U.S. Government securities | $142,643,000 | 623 |
| U.S. Treasury securities | $4,128,000 | 623 |
| U.S. Government agency obligations | $138,515,000 | 603 |
| Securities issued by states & political subdivisions | $30,346,000 | 1,307 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,140,000 | 2,265 |
| Mortgage-backed securities | $131,495,000 | 536 |
| Certificates of participation in pools of residential mortgages | $52,286,000 | 702 |
| Issued or guaranteed by U.S. | $52,286,000 | 687 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $30,098,000 | 576 |
| CMOs issued by government agencies or sponsored agencies | $30,098,000 | 541 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $49,111,000 | 297 |
| Commercial mortgage pass-through securities | $8,408,000 | 484 |
| Other commercial mortgage-backed securities | $40,703,000 | 225 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $172,989,000 | 762 |
| Total debt securities | $172,989,000 | 831 |
| 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 | $170,531,000 | 818 |
| U.S. Government securities | $138,238,000 | 617 |
| U.S. Treasury securities | $4,140,000 | 647 |
| U.S. Government agency obligations | $134,098,000 | 595 |
| Securities issued by states & political subdivisions | $30,057,000 | 1,247 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,229,000 | 2,267 |
| Mortgage-backed securities | $126,788,000 | 552 |
| Certificates of participation in pools of residential mortgages | $46,656,000 | 744 |
| Issued or guaranteed by U.S. | $46,656,000 | 728 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $31,156,000 | 577 |
| CMOs issued by government agencies or sponsored agencies | $31,156,000 | 543 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $48,976,000 | 288 |
| Commercial mortgage pass-through securities | $8,527,000 | 472 |
| Other commercial mortgage-backed securities | $40,449,000 | 221 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $168,295,000 | 756 |
| Total debt securities | $168,294,000 | 822 |
| 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 | $173,002,000 | 789 |
| U.S. Government securities | $135,430,000 | 645 |
| U.S. Treasury securities | $4,153,000 | 653 |
| U.S. Government agency obligations | $131,277,000 | 622 |
| Securities issued by states & political subdivisions | $35,365,000 | 980 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,268,000 | 2,196 |
| Mortgage-backed securities | $123,602,000 | 574 |
| Certificates of participation in pools of residential mortgages | $45,093,000 | 759 |
| Issued or guaranteed by U.S. | $45,093,000 | 742 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $31,732,000 | 593 |
| CMOs issued by government agencies or sponsored agencies | $31,732,000 | 556 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $46,777,000 | 289 |
| Commercial mortgage pass-through securities | $8,578,000 | 466 |
| Other commercial mortgage-backed securities | $38,199,000 | 228 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $170,795,000 | 739 |
| Total debt securities | $170,795,000 | 792 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $161,240,000 | 841 |
| U.S. Government securities | $118,343,000 | 729 |
| U.S. Treasury securities | $4,028,000 | 735 |
| U.S. Government agency obligations | $114,315,000 | 712 |
| Securities issued by states & political subdivisions | $40,736,000 | 821 |
| 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 | $14,016,000 | 2,221 |
| Mortgage-backed securities | $106,209,000 | 637 |
| Certificates of participation in pools of residential mortgages | $38,497,000 | 836 |
| Issued or guaranteed by U.S. | $38,497,000 | 818 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $29,645,000 | 622 |
| CMOs issued by government agencies or sponsored agencies | $29,645,000 | 588 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $38,067,000 | 324 |
| Commercial mortgage pass-through securities | $7,368,000 | 494 |
| Other commercial mortgage-backed securities | $30,699,000 | 254 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $159,079,000 | 780 |
| Total debt securities | $159,078,000 | 839 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $155,680,000 | 859 |
| U.S. Government securities | $112,516,000 | 761 |
| U.S. Treasury securities | $4,033,000 | 741 |
| U.S. Government agency obligations | $108,483,000 | 747 |
| Securities issued by states & political subdivisions | $41,005,000 | 797 |
| 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 | $14,110,000 | 2,248 |
| Mortgage-backed securities | $100,811,000 | 635 |
| Certificates of participation in pools of residential mortgages | $35,285,000 | 865 |
| Issued or guaranteed by U.S. | $35,285,000 | 841 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $30,941,000 | 600 |
| CMOs issued by government agencies or sponsored agencies | $30,941,000 | 568 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $34,585,000 | 338 |
| Commercial mortgage pass-through securities | $6,371,000 | 534 |
| Other commercial mortgage-backed securities | $28,214,000 | 260 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $153,521,000 | 782 |
| Total debt securities | $153,522,000 | 855 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $148,574,000 | 897 |
| U.S. Government securities | $105,081,000 | 826 |
| U.S. Treasury securities | $4,020,000 | 746 |
| U.S. Government agency obligations | $101,061,000 | 811 |
| Securities issued by states & political subdivisions | $41,363,000 | 803 |
| 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 | $14,139,000 | 2,301 |
| Mortgage-backed securities | $92,705,000 | 676 |
| Certificates of participation in pools of residential mortgages | $29,691,000 | 972 |
| Issued or guaranteed by U.S. | $29,691,000 | 963 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $29,345,000 | 601 |
| CMOs issued by government agencies or sponsored agencies | $29,345,000 | 576 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $33,669,000 | 342 |
| Commercial mortgage pass-through securities | $5,389,000 | 589 |
| Other commercial mortgage-backed securities | $28,280,000 | 252 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $146,444,000 | 808 |
| Total debt securities | $146,446,000 | 899 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $132,041,000 | 1,011 |
| U.S. Government securities | $91,702,000 | 929 |
| U.S. Treasury securities | $3,959,000 | 789 |
| U.S. Government agency obligations | $87,743,000 | 898 |
| Securities issued by states & political subdivisions | $38,251,000 | 894 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,006,000 | 2,737 |
| Mortgage-backed securities | $78,709,000 | 772 |
| Certificates of participation in pools of residential mortgages | $30,916,000 | 956 |
| Issued or guaranteed by U.S. | $30,916,000 | 946 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $21,249,000 | 743 |
| CMOs issued by government agencies or sponsored agencies | $21,249,000 | 706 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $26,544,000 | 385 |
| Commercial mortgage pass-through securities | $2,720,000 | 786 |
| Other commercial mortgage-backed securities | $23,824,000 | 263 |
| Held to maturity securities (book value) | $1,000,000 | 1,477 |
| Available-for-sale securities (fair market value) | $128,953,000 | 925 |
| Total debt securities | $129,953,000 | 1,018 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $128,363,000 | 1,040 |
| U.S. Government securities | $88,393,000 | 969 |
| U.S. Treasury securities | $5,812,000 | 622 |
| U.S. Government agency obligations | $82,581,000 | 958 |
| Securities issued by states & political subdivisions | $37,920,000 | 929 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,890,000 | 2,759 |
| Mortgage-backed securities | $72,853,000 | 805 |
| Certificates of participation in pools of residential mortgages | $31,495,000 | 958 |
| Issued or guaranteed by U.S. | $31,495,000 | 950 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $19,139,000 | 796 |
| CMOs issued by government agencies or sponsored agencies | $19,139,000 | 762 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $22,219,000 | 419 |
| Commercial mortgage pass-through securities | $1,247,000 | 1,008 |
| Other commercial mortgage-backed securities | $20,972,000 | 270 |
| Held to maturity securities (book value) | $1,000,000 | 1,508 |
| Available-for-sale securities (fair market value) | $125,313,000 | 940 |
| Total debt securities | $126,313,000 | 1,041 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $123,629,000 | 1,066 |
| U.S. Government securities | $83,900,000 | 1,000 |
| U.S. Treasury securities | $5,739,000 | 612 |
| U.S. Government agency obligations | $78,161,000 | 1,003 |
| Securities issued by states & political subdivisions | $37,712,000 | 937 |
| 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 | $9,885,000 | 2,758 |
| Mortgage-backed securities | $67,786,000 | 843 |
| Certificates of participation in pools of residential mortgages | $29,636,000 | 1,000 |
| Issued or guaranteed by U.S. | $29,636,000 | 995 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $16,994,000 | 823 |
| CMOs issued by government agencies or sponsored agencies | $16,994,000 | 787 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $21,156,000 | 416 |
| Commercial mortgage pass-through securities | $1,238,000 | 995 |
| Other commercial mortgage-backed securities | $19,918,000 | 269 |
| Held to maturity securities (book value) | $1,000,000 | 1,537 |
| Available-for-sale securities (fair market value) | $120,612,000 | 977 |
| Total debt securities | $121,612,000 | 1,066 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $116,467,000 | 1,146 |
| U.S. Government securities | $76,313,000 | 1,080 |
| U.S. Treasury securities | $5,767,000 | 582 |
| U.S. Government agency obligations | $70,546,000 | 1,082 |
| Securities issued by states & political subdivisions | $38,132,000 | 975 |
| 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 | $10,066,000 | 2,773 |
| Mortgage-backed securities | $59,354,000 | 938 |
| Certificates of participation in pools of residential mortgages | $31,839,000 | 979 |
| Issued or guaranteed by U.S. | $31,839,000 | 954 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $5,890,000 | 1,464 |
| CMOs issued by government agencies or sponsored agencies | $5,890,000 | 1,416 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $21,625,000 | 390 |
| Commercial mortgage pass-through securities | $1,268,000 | 965 |
| Other commercial mortgage-backed securities | $20,357,000 | 255 |
| Held to maturity securities (book value) | $1,084,000 | 1,539 |
| Available-for-sale securities (fair market value) | $113,361,000 | 1,054 |
| Total debt securities | $114,445,000 | 1,148 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $123,269,000 | 1,105 |
| U.S. Government securities | $80,052,000 | 1,066 |
| U.S. Treasury securities | $5,790,000 | 556 |
| U.S. Government agency obligations | $74,262,000 | 1,071 |
| Securities issued by states & political subdivisions | $41,191,000 | 927 |
| 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 | $9,154,000 | 2,915 |
| Mortgage-backed securities | $61,903,000 | 905 |
| Certificates of participation in pools of residential mortgages | $34,197,000 | 946 |
| Issued or guaranteed by U.S. | $34,197,000 | 945 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,245,000 | 1,426 |
| CMOs issued by government agencies or sponsored agencies | $6,245,000 | 1,377 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $21,461,000 | 348 |
| Commercial mortgage pass-through securities | $979,000 | 816 |
| Other commercial mortgage-backed securities | $20,482,000 | 243 |
| Held to maturity securities (book value) | $1,093,000 | 1,562 |
| Available-for-sale securities (fair market value) | $120,150,000 | 1,012 |
| Total debt securities | $121,243,000 | 1,108 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $114,297,000 | 1,193 |
| U.S. Government securities | $69,990,000 | 1,174 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $69,990,000 | 1,118 |
| Securities issued by states & political subdivisions | $42,259,000 | 950 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,048,000 | 356 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,400,000 | 2,918 |
| Mortgage-backed securities | $56,946,000 | 979 |
| Certificates of participation in pools of residential mortgages | $36,184,000 | 932 |
| Issued or guaranteed by U.S. | $36,184,000 | 932 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $6,719,000 | 1,365 |
| CMOs issued by government agencies or sponsored agencies | $6,719,000 | 1,317 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $14,043,000 | 433 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $14,043,000 | 278 |
| Held to maturity securities (book value) | $1,099,000 | 1,595 |
| Available-for-sale securities (fair market value) | $113,198,000 | 1,077 |
| Total debt securities | $112,248,000 | 1,197 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $117,638,000 | 1,164 |
| U.S. Government securities | $73,589,000 | 1,144 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $73,589,000 | 1,097 |
| Securities issued by states & political subdivisions | $43,003,000 | 944 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $1,046,000 | 493 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,582,000 | 2,936 |
| Mortgage-backed securities | $59,812,000 | 959 |
| Certificates of participation in pools of residential mortgages | $38,283,000 | 917 |
| Issued or guaranteed by U.S. | $38,283,000 | 917 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $7,314,000 | 1,316 |
| CMOs issued by government agencies or sponsored agencies | $7,314,000 | 1,269 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $14,215,000 | 423 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $14,215,000 | 267 |
| Held to maturity securities (book value) | $1,107,000 | 1,639 |
| Available-for-sale securities (fair market value) | $116,531,000 | 1,038 |
| Total debt securities | $116,592,000 | 1,154 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $127,246,000 | 1,103 |
| U.S. Government securities | $82,562,000 | 1,085 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $82,562,000 | 1,030 |
| Securities issued by states & political subdivisions | $43,643,000 | 945 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $1,041,000 | 499 |
| 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 | 2,948 |
| Mortgage-backed securities | $68,104,000 | 873 |
| Certificates of participation in pools of residential mortgages | $40,755,000 | 895 |
| Issued or guaranteed by U.S. | $40,755,000 | 895 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,926,000 | 1,036 |
| CMOs issued by government agencies or sponsored agencies | $11,926,000 | 992 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $15,423,000 | 406 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $15,423,000 | 257 |
| Held to maturity securities (book value) | $1,114,000 | 1,666 |
| Available-for-sale securities (fair market value) | $126,132,000 | 975 |
| Total debt securities | $126,205,000 | 1,101 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $136,948,000 | 1,050 |
| U.S. Government securities | $92,378,000 | 985 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $92,378,000 | 941 |
| Securities issued by states & political subdivisions | $43,544,000 | 953 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $1,026,000 | 490 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,832,000 | 2,975 |
| Mortgage-backed securities | $77,428,000 | 804 |
| Certificates of participation in pools of residential mortgages | $46,386,000 | 842 |
| Issued or guaranteed by U.S. | $46,386,000 | 842 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $12,573,000 | 1,004 |
| CMOs issued by government agencies or sponsored agencies | $12,573,000 | 957 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $18,469,000 | 341 |
| Commercial mortgage pass-through securities | $1,040,000 | 739 |
| Other commercial mortgage-backed securities | $17,429,000 | 232 |
| Held to maturity securities (book value) | $1,284,000 | 1,669 |
| Available-for-sale securities (fair market value) | $135,664,000 | 936 |
| Total debt securities | $135,922,000 | 1,041 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $135,216,000 | 1,046 |
| U.S. Government securities | $90,706,000 | 977 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $90,706,000 | 934 |
| Securities issued by states & political subdivisions | $43,490,000 | 945 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $1,020,000 | 501 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,910,000 | 2,967 |
| Mortgage-backed securities | $75,083,000 | 825 |
| Certificates of participation in pools of residential mortgages | $48,773,000 | 801 |
| Issued or guaranteed by U.S. | $48,773,000 | 800 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $13,325,000 | 962 |
| CMOs issued by government agencies or sponsored agencies | $13,325,000 | 911 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $12,985,000 | 410 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $12,985,000 | 259 |
| Held to maturity securities (book value) | $1,305,000 | 1,678 |
| Available-for-sale securities (fair market value) | $133,911,000 | 920 |
| Total debt securities | $134,196,000 | 1,042 |
| 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 | $154,300,000 | 933 |
| U.S. Government securities | $107,452,000 | 842 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $107,452,000 | 808 |
| Securities issued by states & political subdivisions | $45,798,000 | 896 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $1,050,000 | 508 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,355,000 | 2,938 |
| Mortgage-backed securities | $94,271,000 | 685 |
| Certificates of participation in pools of residential mortgages | $60,967,000 | 663 |
| Issued or guaranteed by U.S. | $60,967,000 | 663 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $19,869,000 | 758 |
| CMOs issued by government agencies or sponsored agencies | $19,869,000 | 717 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $13,435,000 | 374 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $13,435,000 | 237 |
| Held to maturity securities (book value) | $1,326,000 | 1,700 |
| Available-for-sale securities (fair market value) | $152,974,000 | 816 |
| Total debt securities | $153,250,000 | 926 |
| 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 | $168,224,000 | 857 |
| U.S. Government securities | $121,256,000 | 764 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $121,256,000 | 729 |
| Securities issued by states & political subdivisions | $45,920,000 | 896 |
| 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 | $1,048,000 | 519 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,136,000 | 3,019 |
| Mortgage-backed securities | $107,487,000 | 614 |
| Certificates of participation in pools of residential mortgages | $65,870,000 | 620 |
| Issued or guaranteed by U.S. | $65,870,000 | 618 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $24,096,000 | 679 |
| CMOs issued by government agencies or sponsored agencies | $24,096,000 | 642 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $17,521,000 | 316 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $17,521,000 | 198 |
| Held to maturity securities (book value) | $1,351,000 | 1,740 |
| Available-for-sale securities (fair market value) | $166,873,000 | 757 |
| Total debt securities | $167,176,000 | 850 |
| 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 | $179,742,000 | 828 |
| U.S. Government securities | $133,086,000 | 729 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $133,086,000 | 696 |
| Securities issued by states & political subdivisions | $45,621,000 | 883 |
| 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 | $1,035,000 | 515 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,271,000 | 3,042 |
| Mortgage-backed securities | $115,364,000 | 579 |
| Certificates of participation in pools of residential mortgages | $72,319,000 | 563 |
| Issued or guaranteed by U.S. | $72,319,000 | 563 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $25,594,000 | 658 |
| CMOs issued by government agencies or sponsored agencies | $25,594,000 | 623 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $17,451,000 | 308 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $17,451,000 | 192 |
| Held to maturity securities (book value) | $1,380,000 | 1,767 |
| Available-for-sale securities (fair market value) | $178,362,000 | 728 |
| Total debt securities | $178,707,000 | 822 |
| 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 | $186,523,000 | 804 |
| U.S. Government securities | $138,523,000 | 719 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $138,523,000 | 685 |
| Securities issued by states & political subdivisions | $46,984,000 | 858 |
| 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 | $1,016,000 | 533 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,302,000 | 3,067 |
| Mortgage-backed securities | $120,203,000 | 554 |
| Certificates of participation in pools of residential mortgages | $75,238,000 | 549 |
| Issued or guaranteed by U.S. | $75,238,000 | 548 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $27,786,000 | 631 |
| CMOs issued by government agencies or sponsored agencies | $27,786,000 | 602 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $17,179,000 | 291 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $17,179,000 | 175 |
| Held to maturity securities (book value) | $1,407,000 | 1,785 |
| Available-for-sale securities (fair market value) | $185,116,000 | 701 |
| Total debt securities | $185,507,000 | 800 |
| 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 | $173,558,000 | 860 |
| U.S. Government securities | $129,749,000 | 757 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $129,749,000 | 719 |
| Securities issued by states & political subdivisions | $42,786,000 | 933 |
| 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 | $1,023,000 | 537 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,294,000 | 3,530 |
| Mortgage-backed securities | $116,547,000 | 563 |
| Certificates of participation in pools of residential mortgages | $77,205,000 | 539 |
| Issued or guaranteed by U.S. | $77,205,000 | 538 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $29,221,000 | 620 |
| CMOs issued by government agencies or sponsored agencies | $29,221,000 | 587 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $10,121,000 | 370 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $10,121,000 | 215 |
| Held to maturity securities (book value) | $1,439,000 | 1,790 |
| Available-for-sale securities (fair market value) | $172,119,000 | 756 |
| Total debt securities | $172,535,000 | 852 |
| 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 | $183,485,000 | 820 |
| U.S. Government securities | $140,922,000 | 727 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $140,922,000 | 692 |
| Securities issued by states & political subdivisions | $41,555,000 | 943 |
| 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 | $1,008,000 | 555 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,433,000 | 3,567 |
| Mortgage-backed securities | $131,882,000 | 520 |
| Certificates of participation in pools of residential mortgages | $90,694,000 | 468 |
| Issued or guaranteed by U.S. | $90,694,000 | 468 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $31,156,000 | 604 |
| CMOs issued by government agencies or sponsored agencies | $31,156,000 | 571 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $10,032,000 | 344 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $10,032,000 | 202 |
| Held to maturity securities (book value) | $1,477,000 | 1,807 |
| Available-for-sale securities (fair market value) | $182,008,000 | 716 |
| Total debt securities | $182,477,000 | 815 |
| 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 | $190,831,000 | 793 |
| U.S. Government securities | $148,403,000 | 698 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $148,403,000 | 665 |
| Securities issued by states & political subdivisions | $41,413,000 | 937 |
| 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 | $1,015,000 | 561 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,691,000 | 3,555 |
| Mortgage-backed securities | $139,068,000 | 520 |
| Certificates of participation in pools of residential mortgages | $95,795,000 | 452 |
| Issued or guaranteed by U.S. | $95,795,000 | 451 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $33,055,000 | 592 |
| CMOs issued by government agencies or sponsored agencies | $33,055,000 | 557 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $10,218,000 | 331 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $10,218,000 | 191 |
| Held to maturity securities (book value) | $1,818,000 | 1,754 |
| Available-for-sale securities (fair market value) | $189,013,000 | 691 |
| Total debt securities | $189,816,000 | 783 |
| 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 | $195,325,000 | 767 |
| U.S. Government securities | $154,303,000 | 674 |
| U.S. Treasury securities | $967,000 | 1,115 |
| U.S. Government agency obligations | $153,336,000 | 644 |
| Securities issued by states & political subdivisions | $40,022,000 | 970 |
| 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 | $1,000,000 | 567 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,837,000 | 3,557 |
| Mortgage-backed securities | $143,599,000 | 507 |
| Certificates of participation in pools of residential mortgages | $101,776,000 | 433 |
| Issued or guaranteed by U.S. | $101,776,000 | 432 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $32,814,000 | 614 |
| CMOs issued by government agencies or sponsored agencies | $32,814,000 | 576 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $9,009,000 | 355 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $9,009,000 | 203 |
| Held to maturity securities (book value) | $2,656,000 | 1,661 |
| Available-for-sale securities (fair market value) | $192,669,000 | 663 |
| Total debt securities | $194,325,000 | 760 |
| 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 | $200,975,000 | 753 |
| U.S. Government securities | $160,093,000 | 654 |
| U.S. Treasury securities | $958,000 | 1,117 |
| U.S. Government agency obligations | $159,135,000 | 624 |
| Securities issued by states & political subdivisions | $40,882,000 | 951 |
| 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 | $10,078,000 | 3,248 |
| Mortgage-backed securities | $149,274,000 | 495 |
| Certificates of participation in pools of residential mortgages | $109,239,000 | 398 |
| Issued or guaranteed by U.S. | $109,239,000 | 398 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $33,294,000 | 631 |
| CMOs issued by government agencies or sponsored agencies | $33,294,000 | 591 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $6,741,000 | 394 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $6,741,000 | 220 |
| Held to maturity securities (book value) | $3,258,000 | 1,605 |
| Available-for-sale securities (fair market value) | $197,717,000 | 649 |
| Total debt securities | $200,975,000 | 742 |
| 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 | $184,355,000 | 823 |
| U.S. Government securities | $144,869,000 | 723 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $144,869,000 | 687 |
| Securities issued by states & political subdivisions | $39,486,000 | 972 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,444,000 | 3,067 |
| Mortgage-backed securities | $138,709,000 | 519 |
| Certificates of participation in pools of residential mortgages | $100,912,000 | 451 |
| Issued or guaranteed by U.S. | $100,912,000 | 450 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $31,031,000 | 679 |
| CMOs issued by government agencies or sponsored agencies | $31,031,000 | 640 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $6,766,000 | 389 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $6,766,000 | 219 |
| Held to maturity securities (book value) | $3,440,000 | 1,598 |
| Available-for-sale securities (fair market value) | $180,915,000 | 723 |
| Total debt securities | $184,355,000 | 813 |
| 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 | $167,541,000 | 929 |
| U.S. Government securities | $129,691,000 | 805 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $129,691,000 | 773 |
| Securities issued by states & political subdivisions | $37,850,000 | 1,017 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,633,000 | 3,189 |
| Mortgage-backed securities | $123,428,000 | 574 |
| Certificates of participation in pools of residential mortgages | $90,204,000 | 520 |
| Issued or guaranteed by U.S. | $90,204,000 | 520 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $26,553,000 | 757 |
| CMOs issued by government agencies or sponsored agencies | $26,553,000 | 720 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $6,671,000 | 368 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $6,671,000 | 206 |
| Held to maturity securities (book value) | $3,904,000 | 1,551 |
| Available-for-sale securities (fair market value) | $163,637,000 | 825 |
| Total debt securities | $167,541,000 | 915 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $147,120,000 | 1,038 |
| U.S. Government securities | $110,413,000 | 939 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $110,413,000 | 904 |
| Securities issued by states & political subdivisions | $36,707,000 | 1,038 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,990,000 | 3,150 |
| Mortgage-backed securities | $103,930,000 | 652 |
| Certificates of participation in pools of residential mortgages | $78,910,000 | 578 |
| Issued or guaranteed by U.S. | $78,910,000 | 577 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $20,592,000 | 897 |
| CMOs issued by government agencies or sponsored agencies | $20,592,000 | 843 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $4,428,000 | 430 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $4,428,000 | 247 |
| Held to maturity securities (book value) | $4,233,000 | 1,505 |
| Available-for-sale securities (fair market value) | $142,887,000 | 935 |
| Total debt securities | $147,120,000 | 1,027 |
| 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 | $148,734,000 | 1,036 |
| U.S. Government securities | $112,606,000 | 909 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $112,606,000 | 875 |
| Securities issued by states & political subdivisions | $35,463,000 | 1,077 |
| Other domestic debt securities | $665,000 | 2,141 |
| Privately issued residential mortgage-backed securities | $155,000 | 776 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $510,000 | 1,757 |
| 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 | $10,147,000 | 3,244 |
| Mortgage-backed securities | $106,189,000 | 637 |
| Certificates of participation in pools of residential mortgages | $82,280,000 | 553 |
| Issued or guaranteed by U.S. | $82,280,000 | 552 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $19,484,000 | 960 |
| CMOs issued by government agencies or sponsored agencies | $19,329,000 | 911 |
| Privately issued | $155,000 | 744 |
| Commercial mortgage-backed securities | $4,425,000 | 418 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $4,425,000 | 246 |
| Held to maturity securities (book value) | $4,880,000 | 1,413 |
| Available-for-sale securities (fair market value) | $143,854,000 | 930 |
| Total debt securities | $148,734,000 | 1,027 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,948 |
| Fair value | $510,000 | 1,942 |
| 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 | $153,455,000 | 997 |
| U.S. Government securities | $117,984,000 | 861 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $117,984,000 | 834 |
| Securities issued by states & political subdivisions | $34,810,000 | 1,096 |
| Other domestic debt securities | $661,000 | 2,209 |
| Privately issued residential mortgage-backed securities | $155,000 | 796 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $506,000 | 1,809 |
| 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 | $6,633,000 | 3,901 |
| Mortgage-backed securities | $111,157,000 | 630 |
| Certificates of participation in pools of residential mortgages | $84,506,000 | 544 |
| Issued or guaranteed by U.S. | $84,506,000 | 541 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $22,215,000 | 886 |
| CMOs issued by government agencies or sponsored agencies | $22,060,000 | 840 |
| Privately issued | $155,000 | 760 |
| Commercial mortgage-backed securities | $4,436,000 | 402 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $4,436,000 | 221 |
| Held to maturity securities (book value) | $5,728,000 | 1,264 |
| Available-for-sale securities (fair market value) | $147,727,000 | 924 |
| Total debt securities | $153,455,000 | 988 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,931 |
| Fair value | $506,000 | 1,923 |
| 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 | $139,927,000 | 1,113 |
| U.S. Government securities | $106,981,000 | 972 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $106,981,000 | 939 |
| Securities issued by states & political subdivisions | $32,282,000 | 1,166 |
| Other domestic debt securities | $664,000 | 2,201 |
| Privately issued residential mortgage-backed securities | $156,000 | 838 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $508,000 | 1,793 |
| 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 | $7,956,000 | 3,681 |
| Mortgage-backed securities | $102,751,000 | 700 |
| Certificates of participation in pools of residential mortgages | $76,696,000 | 608 |
| Issued or guaranteed by U.S. | $76,696,000 | 607 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $26,055,000 | 848 |
| CMOs issued by government agencies or sponsored agencies | $25,899,000 | 797 |
| Privately issued | $156,000 | 803 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $6,908,000 | 1,140 |
| Available-for-sale securities (fair market value) | $133,019,000 | 1,057 |
| Total debt securities | $139,927,000 | 1,100 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,980 |
| Fair value | $508,000 | 1,966 |
| 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 | $116,150,000 | 1,295 |
| U.S. Government securities | $91,994,000 | 1,091 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $91,994,000 | 1,045 |
| Securities issued by states & political subdivisions | $23,498,000 | 1,544 |
| Other domestic debt securities | $658,000 | 2,202 |
| Privately issued residential mortgage-backed securities | $158,000 | 883 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $500,000 | 1,774 |
| 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 | $9,386,000 | 3,409 |
| Mortgage-backed securities | $91,152,000 | 756 |
| Certificates of participation in pools of residential mortgages | $64,847,000 | 677 |
| Issued or guaranteed by U.S. | $64,847,000 | 674 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $26,305,000 | 841 |
| CMOs issued by government agencies or sponsored agencies | $26,147,000 | 791 |
| Privately issued | $158,000 | 849 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $7,853,000 | 1,079 |
| Available-for-sale securities (fair market value) | $108,297,000 | 1,241 |
| Total debt securities | $116,150,000 | 1,278 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,008 |
| Fair value | $500,000 | 2,083 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $121,724,000 | 1,249 |
| U.S. Government securities | $104,105,000 | 994 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $104,105,000 | 958 |
| Securities issued by states & political subdivisions | $16,962,000 | 2,008 |
| Other domestic debt securities | $657,000 | 2,257 |
| Privately issued residential mortgage-backed securities | $161,000 | 927 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $496,000 | 1,890 |
| 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 | $7,570,000 | 3,768 |
| Mortgage-backed securities | $103,266,000 | 721 |
| Certificates of participation in pools of residential mortgages | $68,201,000 | 676 |
| Issued or guaranteed by U.S. | $68,201,000 | 675 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $35,065,000 | 718 |
| CMOs issued by government agencies or sponsored agencies | $34,904,000 | 672 |
| Privately issued | $161,000 | 890 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $8,807,000 | 1,040 |
| Available-for-sale securities (fair market value) | $112,917,000 | 1,208 |
| Total debt securities | $121,724,000 | 1,234 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,199 |
| Fair value | $496,000 | 2,343 |
| 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 | $130,195,000 | 1,183 |
| U.S. Government securities | $115,946,000 | 915 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $115,946,000 | 882 |
| Securities issued by states & political subdivisions | $13,615,000 | 2,298 |
| Other domestic debt securities | $634,000 | 2,271 |
| Privately issued residential mortgage-backed securities | $164,000 | 980 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $470,000 | 1,898 |
| 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 | $8,602,000 | 3,612 |
| Mortgage-backed securities | $115,110,000 | 677 |
| Certificates of participation in pools of residential mortgages | $59,991,000 | 778 |
| Issued or guaranteed by U.S. | $59,991,000 | 777 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $55,119,000 | 518 |
| CMOs issued by government agencies or sponsored agencies | $54,955,000 | 488 |
| Privately issued | $164,000 | 943 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $9,646,000 | 997 |
| Available-for-sale securities (fair market value) | $120,549,000 | 1,148 |
| Total debt securities | $130,195,000 | 1,171 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,450 |
| Fair value | $470,000 | 2,612 |
| 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 | $150,693,000 | 1,031 |
| U.S. Government securities | $138,972,000 | 807 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $138,972,000 | 775 |
| Securities issued by states & political subdivisions | $11,060,000 | 2,510 |
| Other domestic debt securities | $661,000 | 2,236 |
| Privately issued residential mortgage-backed securities | $169,000 | 1,004 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $492,000 | 1,859 |
| 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 | $6,408,000 | 4,047 |
| Mortgage-backed securities | $137,137,000 | 589 |
| Certificates of participation in pools of residential mortgages | $63,966,000 | 742 |
| Issued or guaranteed by U.S. | $63,966,000 | 741 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $72,831,000 | 445 |
| CMOs issued by government agencies or sponsored agencies | $72,662,000 | 411 |
| Privately issued | $169,000 | 968 |
| Commercial mortgage-backed securities | $340,000 | 492 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $340,000 | 232 |
| Held to maturity securities (book value) | $11,546,000 | 923 |
| Available-for-sale securities (fair market value) | $139,147,000 | 1,000 |
| Total debt securities | $150,693,000 | 1,015 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,683 |
| Fair value | $492,000 | 2,821 |
| 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 | $69,634,000 | 1,993 |
| U.S. Government securities | $58,382,000 | 1,662 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $58,382,000 | 1,624 |
| Securities issued by states & political subdivisions | $10,609,000 | 2,549 |
| Other domestic debt securities | $643,000 | 2,222 |
| Privately issued residential mortgage-backed securities | $177,000 | 1,087 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $466,000 | 1,804 |
| 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 | $6,939,000 | 3,744 |
| Mortgage-backed securities | $56,550,000 | 1,208 |
| Certificates of participation in pools of residential mortgages | $33,980,000 | 1,202 |
| Issued or guaranteed by U.S. | $33,980,000 | 1,200 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $22,570,000 | 985 |
| CMOs issued by government agencies or sponsored agencies | $22,393,000 | 883 |
| Privately issued | $177,000 | 1,031 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $12,542,000 | 898 |
| Available-for-sale securities (fair market value) | $57,092,000 | 2,129 |
| Total debt securities | $69,634,000 | 1,975 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,578 |
| Fair value | $466,000 | 2,740 |
| 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 | $54,053,000 | 2,393 |
| U.S. Government securities | $45,690,000 | 1,967 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $45,690,000 | 1,916 |
| Securities issued by states & political subdivisions | $7,681,000 | 2,948 |
| Other domestic debt securities | $682,000 | 2,193 |
| Privately issued residential mortgage-backed securities | $186,000 | 1,114 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $496,000 | 1,750 |
| 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 | $8,133,000 | 3,511 |
| Mortgage-backed securities | $41,859,000 | 1,440 |
| Certificates of participation in pools of residential mortgages | $21,776,000 | 1,615 |
| Issued or guaranteed by U.S. | $21,776,000 | 1,611 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $20,083,000 | 1,064 |
| CMOs issued by government agencies or sponsored agencies | $19,897,000 | 946 |
| Privately issued | $186,000 | 1,053 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $15,648,000 | 796 |
| Available-for-sale securities (fair market value) | $38,405,000 | 2,827 |
| Total debt securities | $54,053,000 | 2,369 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,637 |
| Fair value | $496,000 | 2,788 |
| 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 | $52,842,000 | 2,436 |
| U.S. Government securities | $47,526,000 | 1,934 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $47,526,000 | 1,874 |
| Securities issued by states & political subdivisions | $5,121,000 | 3,478 |
| Other domestic debt securities | $195,000 | 2,584 |
| Privately issued residential mortgage-backed securities | $195,000 | 1,127 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,773,000 | 3,633 |
| Mortgage-backed securities | $42,690,000 | 1,398 |
| Certificates of participation in pools of residential mortgages | $20,661,000 | 1,619 |
| Issued or guaranteed by U.S. | $20,661,000 | 1,617 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $22,029,000 | 983 |
| CMOs issued by government agencies or sponsored agencies | $21,834,000 | 855 |
| Privately issued | $195,000 | 1,072 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $18,027,000 | 722 |
| Available-for-sale securities (fair market value) | $34,815,000 | 3,032 |
| Total debt securities | $52,842,000 | 2,413 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $52,773,000 | 2,429 |
| U.S. Government securities | $49,456,000 | 1,879 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $49,456,000 | 1,821 |
| Securities issued by states & political subdivisions | $3,114,000 | 3,979 |
| Other domestic debt securities | $203,000 | 2,620 |
| Privately issued residential mortgage-backed securities | $203,000 | 1,160 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,175,000 | 3,550 |
| Mortgage-backed securities | $44,613,000 | 1,326 |
| Certificates of participation in pools of residential mortgages | $22,562,000 | 1,488 |
| Issued or guaranteed by U.S. | $22,562,000 | 1,484 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $22,051,000 | 958 |
| CMOs issued by government agencies or sponsored agencies | $21,848,000 | 826 |
| Privately issued | $203,000 | 1,106 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $20,051,000 | 670 |
| Available-for-sale securities (fair market value) | $32,722,000 | 3,146 |
| Total debt securities | $52,773,000 | 2,407 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $52,680,000 | 2,323 |
| U.S. Government securities | $51,968,000 | 1,714 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $51,968,000 | 1,648 |
| Securities issued by states & political subdivisions | $497,000 | 5,296 |
| Other domestic debt securities | $215,000 | 2,754 |
| Privately issued residential mortgage-backed securities | $215,000 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,551,000 | 3,439 |
| Mortgage-backed securities | $47,122,000 | 1,246 |
| Certificates of participation in pools of residential mortgages | $23,780,000 | 1,388 |
| Issued or guaranteed by U.S. | $23,780,000 | 1,381 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $23,342,000 | 919 |
| CMOs issued by government agencies or sponsored agencies | $23,127,000 | 784 |
| Privately issued | $215,000 | 1,144 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $21,603,000 | 625 |
| Available-for-sale securities (fair market value) | $31,077,000 | 3,138 |
| Total debt securities | $52,680,000 | 2,293 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $56,799,000 | 2,142 |
| U.S. Government securities | $56,067,000 | 1,585 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $56,067,000 | 1,522 |
| Securities issued by states & political subdivisions | $497,000 | 5,273 |
| Other domestic debt securities | $235,000 | 2,827 |
| Privately issued residential mortgage-backed securities | $235,000 | 1,269 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,896,000 | 3,239 |
| Mortgage-backed securities | $51,226,000 | 1,128 |
| Certificates of participation in pools of residential mortgages | $26,568,000 | 1,252 |
| Issued or guaranteed by U.S. | $26,568,000 | 1,244 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $24,658,000 | 881 |
| CMOs issued by government agencies or sponsored agencies | $24,423,000 | 748 |
| Privately issued | $235,000 | 1,211 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $23,265,000 | 604 |
| Available-for-sale securities (fair market value) | $33,534,000 | 2,937 |
| Total debt securities | $56,799,000 | 2,117 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $55,597,000 | 2,178 |
| U.S. Government securities | $54,844,000 | 1,615 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $54,844,000 | 1,555 |
| Securities issued by states & political subdivisions | $497,000 | 5,238 |
| Other domestic debt securities | $256,000 | 2,773 |
| Privately issued residential mortgage-backed securities | $256,000 | 1,295 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,806,000 | 3,270 |
| Mortgage-backed securities | $45,815,000 | 1,210 |
| Certificates of participation in pools of residential mortgages | $22,360,000 | 1,424 |
| Issued or guaranteed by U.S. | $22,360,000 | 1,418 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $23,455,000 | 880 |
| CMOs issued by government agencies or sponsored agencies | $23,199,000 | 747 |
| Privately issued | $256,000 | 1,239 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $27,067,000 | 568 |
| Available-for-sale securities (fair market value) | $28,530,000 | 3,271 |
| Total debt securities | $55,597,000 | 2,153 |
| 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 | $55,023,000 | 2,212 |
| U.S. Government securities | $54,256,000 | 1,646 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $54,256,000 | 1,595 |
| Securities issued by states & political subdivisions | $497,000 | 5,260 |
| Other domestic debt securities | $270,000 | 2,817 |
| Privately issued residential mortgage-backed securities | $270,000 | 1,335 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,902,000 | 3,339 |
| Mortgage-backed securities | $37,227,000 | 1,472 |
| Certificates of participation in pools of residential mortgages | $19,333,000 | 1,669 |
| Issued or guaranteed by U.S. | $19,333,000 | 1,666 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $17,894,000 | 1,022 |
| CMOs issued by government agencies or sponsored agencies | $17,624,000 | 849 |
| Privately issued | $270,000 | 1,280 |
| 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) | $39,451,000 | 426 |
| Available-for-sale securities (fair market value) | $15,572,000 | 4,513 |
| Total debt securities | $55,023,000 | 2,183 |
| 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 | $54,397,000 | 2,212 |
| U.S. Government securities | $53,609,000 | 1,639 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $53,609,000 | 1,594 |
| Securities issued by states & political subdivisions | $499,000 | 5,294 |
| Other domestic debt securities | $289,000 | 2,874 |
| Privately issued residential mortgage-backed securities | $289,000 | 1,358 |
| 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 | $11,111,000 | 3,179 |
| Mortgage-backed securities | $33,271,000 | 1,622 |
| Certificates of participation in pools of residential mortgages | $18,661,000 | 1,770 |
| Issued or guaranteed by U.S. | $18,661,000 | 1,764 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $14,610,000 | 1,134 |
| CMOs issued by government agencies or sponsored agencies | $14,321,000 | 940 |
| Privately issued | $289,000 | 1,299 |
| 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) | $44,689,000 | 395 |
| Available-for-sale securities (fair market value) | $9,708,000 | 5,366 |
| Total debt securities | $54,397,000 | 2,187 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $978,000 | 2,179 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $54,630,000 | 2,212 |
| U.S. Government securities | $53,820,000 | 1,616 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $53,820,000 | 1,569 |
| Securities issued by states & political subdivisions | $498,000 | 5,338 |
| Other domestic debt securities | $312,000 | 2,945 |
| Privately issued residential mortgage-backed securities | $312,000 | 1,402 |
| 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 | $25,661,000 | 1,863 |
| Mortgage-backed securities | $30,481,000 | 1,752 |
| Certificates of participation in pools of residential mortgages | $19,993,000 | 1,730 |
| Issued or guaranteed by U.S. | $19,993,000 | 1,725 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $10,488,000 | 1,338 |
| CMOs issued by government agencies or sponsored agencies | $10,176,000 | 1,113 |
| Privately issued | $312,000 | 1,340 |
| 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) | $48,288,000 | 376 |
| Available-for-sale securities (fair market value) | $6,342,000 | 5,989 |
| Total debt securities | $54,630,000 | 2,183 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,528 |
| Fair value | $990,000 | 1,738 |
| 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 | $55,316,000 | 2,145 |
| U.S. Government securities | $54,467,000 | 1,557 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $54,467,000 | 1,513 |
| Securities issued by states & political subdivisions | $498,000 | 5,357 |
| Other domestic debt securities | $351,000 | 2,982 |
| Privately issued residential mortgage-backed securities | $351,000 | 1,406 |
| 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 | $26,359,000 | 1,852 |
| Mortgage-backed securities | $30,641,000 | 1,756 |
| Certificates of participation in pools of residential mortgages | $19,260,000 | 1,812 |
| Issued or guaranteed by U.S. | $19,260,000 | 1,804 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $11,381,000 | 1,273 |
| CMOs issued by government agencies or sponsored agencies | $11,030,000 | 1,042 |
| Privately issued | $351,000 | 1,339 |
| 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) | $49,889,000 | 371 |
| Available-for-sale securities (fair market value) | $5,427,000 | 6,186 |
| Total debt securities | $55,316,000 | 2,123 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,123 |
| Fair value | $1,001,000 | 1,172 |
| 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 | $50,837,000 | 2,299 |
| U.S. Government securities | $49,937,000 | 1,684 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $49,937,000 | 1,647 |
| Securities issued by states & political subdivisions | $499,000 | 5,283 |
| Other domestic debt securities | $401,000 | 2,862 |
| Privately issued residential mortgage-backed securities | $401,000 | 1,402 |
| 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 | $22,529,000 | 2,075 |
| Mortgage-backed securities | $22,922,000 | 2,186 |
| Certificates of participation in pools of residential mortgages | $12,032,000 | 2,494 |
| Issued or guaranteed by U.S. | $12,032,000 | 2,482 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $10,890,000 | 1,296 |
| CMOs issued by government agencies or sponsored agencies | $10,489,000 | 1,043 |
| Privately issued | $401,000 | 1,342 |
| 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) | $50,837,000 | 361 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $50,837,000 | 2,270 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 892 |
| Fair value | $1,004,000 | 916 |
| 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 | $46,338,000 | 2,478 |
| U.S. Government securities | $45,399,000 | 1,857 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $45,399,000 | 1,826 |
| Securities issued by states & political subdivisions | $500,000 | 5,235 |
| Other domestic debt securities | $439,000 | 2,781 |
| Privately issued residential mortgage-backed securities | $439,000 | 1,339 |
| 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 | $24,955,000 | 1,953 |
| Mortgage-backed securities | $18,930,000 | 2,418 |
| Certificates of participation in pools of residential mortgages | $8,604,000 | 2,942 |
| Issued or guaranteed by U.S. | $8,604,000 | 2,928 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $10,326,000 | 1,298 |
| CMOs issued by government agencies or sponsored agencies | $9,887,000 | 1,050 |
| Privately issued | $439,000 | 1,280 |
| 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) | $46,338,000 | 386 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $46,338,000 | 2,443 |
| 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 | $44,910,000 | 2,481 |
| U.S. Government securities | $43,956,000 | 1,858 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $43,956,000 | 1,823 |
| Securities issued by states & political subdivisions | $500,000 | 5,225 |
| Other domestic debt securities | $454,000 | 2,729 |
| Privately issued residential mortgage-backed securities | $454,000 | 1,318 |
| 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 | $25,280,000 | 1,924 |
| Mortgage-backed securities | $15,243,000 | 2,666 |
| Certificates of participation in pools of residential mortgages | $8,337,000 | 2,910 |
| Issued or guaranteed by U.S. | $8,337,000 | 2,899 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $6,906,000 | 1,507 |
| CMOs issued by government agencies or sponsored agencies | $6,452,000 | 1,243 |
| Privately issued | $454,000 | 1,259 |
| 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) | $44,910,000 | 389 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $44,910,000 | 2,445 |
| 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 | $39,700,000 | 2,805 |
| U.S. Government securities | $38,729,000 | 2,125 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $38,729,000 | 2,083 |
| Securities issued by states & political subdivisions | $500,000 | 5,278 |
| Other domestic debt securities | $471,000 | 2,702 |
| Privately issued residential mortgage-backed securities | $471,000 | 1,296 |
| 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 | $19,351,000 | 2,285 |
| Mortgage-backed securities | $11,029,000 | 3,106 |
| Certificates of participation in pools of residential mortgages | $4,006,000 | 3,965 |
| Issued or guaranteed by U.S. | $4,006,000 | 3,949 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $7,023,000 | 1,499 |
| CMOs issued by government agencies or sponsored agencies | $6,552,000 | 1,241 |
| Privately issued | $471,000 | 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) | $39,700,000 | 427 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $39,700,000 | 2,763 |
| 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 | $34,829,000 | 3,081 |
| U.S. Government securities | $34,328,000 | 2,332 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $34,328,000 | 2,285 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $501,000 | 2,562 |
| Privately issued residential mortgage-backed securities | $501,000 | 1,263 |
| 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 | $18,918,000 | 2,303 |
| Mortgage-backed securities | $12,141,000 | 2,875 |
| Certificates of participation in pools of residential mortgages | $4,826,000 | 3,574 |
| Issued or guaranteed by U.S. | $4,826,000 | 3,559 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $7,315,000 | 1,442 |
| CMOs issued by government agencies or sponsored agencies | $6,814,000 | 1,200 |
| Privately issued | $501,000 | 1,198 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $34,829,000 | 460 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $34,829,000 | 3,037 |
| 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 | $32,980,000 | 3,233 |
| U.S. Government securities | $32,449,000 | 2,500 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $32,449,000 | 2,443 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $531,000 | 2,338 |
| Privately issued residential mortgage-backed securities | $531,000 | 1,141 |
| 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 | $20,329,000 | 2,188 |
| Mortgage-backed securities | $12,637,000 | 2,570 |
| Certificates of participation in pools of residential mortgages | $5,139,000 | 3,185 |
| Issued or guaranteed by U.S. | $5,139,000 | 3,170 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $7,498,000 | 1,344 |
| CMOs issued by government agencies or sponsored agencies | $6,967,000 | 1,144 |
| Privately issued | $531,000 | 1,085 |
| 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) | $32,980,000 | 520 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $32,980,000 | 3,191 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,948 |
| Fair value | $501,000 | 1,966 |
| 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 | $34,553,000 | 3,105 |
| U.S. Government securities | $33,807,000 | 2,429 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $33,807,000 | 2,376 |
| Securities issued by states & political subdivisions | $185,000 | 5,769 |
| Other domestic debt securities | $561,000 | 2,252 |
| Privately issued residential mortgage-backed securities | $561,000 | 1,098 |
| 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 | $20,389,000 | 2,152 |
| Mortgage-backed securities | $13,025,000 | 2,368 |
| Certificates of participation in pools of residential mortgages | $5,375,000 | 2,988 |
| Issued or guaranteed by U.S. | $5,375,000 | 2,972 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $7,650,000 | 1,298 |
| CMOs issued by government agencies or sponsored agencies | $7,089,000 | 1,100 |
| Privately issued | $561,000 | 1,044 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $34,553,000 | 512 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $34,553,000 | 3,061 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,161 |
| Fair value | $494,000 | 2,345 |
| 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 | $35,177,000 | 3,066 |
| U.S. Government securities | $34,396,000 | 2,383 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $34,396,000 | 2,317 |
| Securities issued by states & political subdivisions | $185,000 | 5,816 |
| Other domestic debt securities | $596,000 | 2,182 |
| Privately issued residential mortgage-backed securities | $596,000 | 1,047 |
| 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 | $21,484,000 | 2,063 |
| Mortgage-backed securities | $13,649,000 | 2,236 |
| Certificates of participation in pools of residential mortgages | $5,633,000 | 2,837 |
| Issued or guaranteed by U.S. | $5,633,000 | 2,825 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $8,016,000 | 1,220 |
| CMOs issued by government agencies or sponsored agencies | $7,420,000 | 1,040 |
| Privately issued | $596,000 | 990 |
| 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) | $35,177,000 | 516 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $35,177,000 | 3,020 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,252 |
| Fair value | $483,000 | 2,453 |
| 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 | $35,398,000 | 3,062 |
| U.S. Government securities | $34,564,000 | 2,402 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $34,564,000 | 2,330 |
| Securities issued by states & political subdivisions | $185,000 | 5,879 |
| Other domestic debt securities | $649,000 | 2,164 |
| Privately issued residential mortgage-backed securities | $649,000 | 998 |
| 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 | $21,249,000 | 2,095 |
| Mortgage-backed securities | $12,870,000 | 2,315 |
| Certificates of participation in pools of residential mortgages | $5,433,000 | 2,890 |
| Issued or guaranteed by U.S. | $5,433,000 | 2,875 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $7,437,000 | 1,239 |
| CMOs issued by government agencies or sponsored agencies | $6,788,000 | 1,087 |
| Privately issued | $649,000 | 937 |
| 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) | $35,398,000 | 527 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $35,398,000 | 3,024 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,315 |
| Fair value | $489,000 | 2,514 |
| 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 | $35,907,000 | 3,059 |
| U.S. Government securities | $35,028,000 | 2,427 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $35,028,000 | 2,358 |
| Securities issued by states & political subdivisions | $185,000 | 5,919 |
| Other domestic debt securities | $694,000 | 2,156 |
| Privately issued residential mortgage-backed securities | $694,000 | 964 |
| 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 | $21,325,000 | 2,089 |
| Mortgage-backed securities | $13,380,000 | 2,260 |
| Certificates of participation in pools of residential mortgages | $5,687,000 | 2,844 |
| Issued or guaranteed by U.S. | $5,687,000 | 2,831 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $7,693,000 | 1,216 |
| CMOs issued by government agencies or sponsored agencies | $6,999,000 | 1,067 |
| Privately issued | $694,000 | 910 |
| 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) | $35,907,000 | 543 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $35,907,000 | 3,011 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,419 |
| Fair value | $484,000 | 2,628 |
| 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 | $37,762,000 | 2,966 |
| U.S. Government securities | $36,657,000 | 2,339 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $36,657,000 | 2,275 |
| Securities issued by states & political subdivisions | $360,000 | 5,689 |
| Other domestic debt securities | $745,000 | 2,132 |
| Privately issued residential mortgage-backed securities | $745,000 | 934 |
| 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 | $21,109,000 | 2,109 |
| Mortgage-backed securities | $14,062,000 | 2,202 |
| Certificates of participation in pools of residential mortgages | $6,030,000 | 2,757 |
| Issued or guaranteed by U.S. | $6,030,000 | 2,744 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $8,032,000 | 1,149 |
| CMOs issued by government agencies or sponsored agencies | $7,287,000 | 1,014 |
| Privately issued | $745,000 | 871 |
| 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) | $37,762,000 | 546 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $37,762,000 | 2,928 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,538 |
| Fair value | $487,000 | 2,748 |
| 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 | $38,458,000 | 2,914 |
| U.S. Government securities | $37,307,000 | 2,302 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $37,307,000 | 2,230 |
| Securities issued by states & political subdivisions | $360,000 | 5,708 |
| Other domestic debt securities | $791,000 | 2,127 |
| Privately issued residential mortgage-backed securities | $791,000 | 902 |
| 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 | $20,259,000 | 2,135 |
| Mortgage-backed securities | $14,775,000 | 2,129 |
| Certificates of participation in pools of residential mortgages | $6,416,000 | 2,704 |
| Issued or guaranteed by U.S. | $6,416,000 | 2,691 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $8,359,000 | 1,117 |
| CMOs issued by government agencies or sponsored agencies | $7,568,000 | 981 |
| Privately issued | $791,000 | 845 |
| 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) | $38,458,000 | 538 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $38,458,000 | 2,880 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,776 |
| Fair value | $473,000 | 2,818 |
| 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 | $36,048,000 | 3,099 |
| U.S. Government securities | $34,840,000 | 2,489 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $34,840,000 | 2,416 |
| Securities issued by states & political subdivisions | $360,000 | 5,740 |
| Other domestic debt securities | $848,000 | 2,153 |
| Privately issued residential mortgage-backed securities | $848,000 | 890 |
| 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 | $20,364,000 | 2,116 |
| Mortgage-backed securities | $14,376,000 | 2,184 |
| Certificates of participation in pools of residential mortgages | $6,725,000 | 2,691 |
| Issued or guaranteed by U.S. | $6,725,000 | 2,677 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $7,651,000 | 1,186 |
| CMOs issued by government agencies or sponsored agencies | $6,803,000 | 1,064 |
| Privately issued | $848,000 | 834 |
| 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) | $36,048,000 | 586 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $36,048,000 | 3,056 |
| Structured notes | ||
| Amortized cost | $496,000 | 2,786 |
| Fair value | $477,000 | 2,814 |
| 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 | $35,416,000 | 3,121 |
| U.S. Government securities | $34,143,000 | 2,491 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $34,143,000 | 2,412 |
| Securities issued by states & political subdivisions | $360,000 | 5,761 |
| Other domestic debt securities | $913,000 | 2,197 |
| Privately issued residential mortgage-backed securities | $913,000 | 841 |
| 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 | $20,465,000 | 2,088 |
| Mortgage-backed securities | $15,094,000 | 2,146 |
| Certificates of participation in pools of residential mortgages | $7,060,000 | 2,646 |
| Issued or guaranteed by U.S. | $7,060,000 | 2,636 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $8,034,000 | 1,155 |
| CMOs issued by government agencies or sponsored agencies | $7,121,000 | 1,028 |
| Privately issued | $913,000 | 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) | $35,416,000 | 604 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $35,416,000 | 3,071 |
| Structured notes | ||
| Amortized cost | $493,000 | 2,802 |
| Fair value | $484,000 | 2,805 |
| 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 | $35,412,000 | 3,099 |
| U.S. Government securities | $35,052,000 | 2,421 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $35,052,000 | 2,352 |
| Securities issued by states & political subdivisions | $360,000 | 5,787 |
| 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 | $18,657,000 | 2,221 |
| Mortgage-backed securities | $15,098,000 | 2,146 |
| Certificates of participation in pools of residential mortgages | $7,548,000 | 2,559 |
| Issued or guaranteed by U.S. | $7,548,000 | 2,547 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,550,000 | 1,204 |
| CMOs issued by government agencies or sponsored agencies | $7,550,000 | 1,027 |
| 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) | $35,412,000 | 611 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $35,412,000 | 3,050 |
| 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 | $36,295,000 | 3,087 |
| U.S. Government securities | $35,935,000 | 2,413 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $35,935,000 | 2,334 |
| Securities issued by states & political subdivisions | $360,000 | 5,791 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,014,000 | 2,274 |
| Mortgage-backed securities | $13,990,000 | 2,332 |
| Certificates of participation in pools of residential mortgages | $8,121,000 | 2,533 |
| Issued or guaranteed by U.S. | $8,121,000 | 2,524 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $5,869,000 | 1,397 |
| CMOs issued by government agencies or sponsored agencies | $5,869,000 | 1,215 |
| 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) | $36,295,000 | 611 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $36,295,000 | 3,035 |
| 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 | $34,832,000 | 3,228 |
| U.S. Government securities | $34,472,000 | 2,525 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $34,472,000 | 2,437 |
| Securities issued by states & political subdivisions | $360,000 | 5,823 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,064,000 | 2,373 |
| Mortgage-backed securities | $14,527,000 | 2,347 |
| Certificates of participation in pools of residential mortgages | $8,604,000 | 2,524 |
| Issued or guaranteed by U.S. | $8,604,000 | 2,517 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,923,000 | 1,417 |
| CMOs issued by government agencies or sponsored agencies | $5,923,000 | 1,239 |
| 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) | $34,832,000 | 640 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $34,832,000 | 3,177 |
| 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 | $35,437,000 | 3,203 |
| U.S. Government securities | $35,077,000 | 2,520 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $35,077,000 | 2,419 |
| Securities issued by states & political subdivisions | $360,000 | 5,866 |
| 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 | $18,308,000 | 2,206 |
| Mortgage-backed securities | $12,141,000 | 2,652 |
| Certificates of participation in pools of residential mortgages | $9,135,000 | 2,495 |
| Issued or guaranteed by U.S. | $9,135,000 | 2,487 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $3,006,000 | 1,907 |
| CMOs issued by government agencies or sponsored agencies | $3,006,000 | 1,691 |
| 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) | $35,437,000 | 640 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $35,437,000 | 3,154 |
| 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 | $37,154,000 | 3,080 |
| U.S. Government securities | $36,794,000 | 2,377 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $36,794,000 | 2,295 |
| Securities issued by states & political subdivisions | $360,000 | 5,908 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,386,000 | 2,262 |
| Mortgage-backed securities | $11,888,000 | 2,690 |
| Certificates of participation in pools of residential mortgages | $9,852,000 | 2,402 |
| Issued or guaranteed by U.S. | $9,852,000 | 2,393 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,036,000 | 2,162 |
| CMOs issued by government agencies or sponsored agencies | $2,036,000 | 1,937 |
| 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) | $37,154,000 | 611 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $37,154,000 | 3,018 |
| 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 | $30,999,000 | 3,580 |
| U.S. Government securities | $30,639,000 | 2,820 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $30,639,000 | 2,705 |
| Securities issued by states & political subdivisions | $360,000 | 5,952 |
| 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 | $16,635,000 | 2,339 |
| Mortgage-backed securities | $10,524,000 | 2,909 |
| Certificates of participation in pools of residential mortgages | $10,480,000 | 2,347 |
| Issued or guaranteed by U.S. | $10,480,000 | 2,338 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $44,000 | 3,690 |
| CMOs issued by government agencies or sponsored agencies | $44,000 | 3,366 |
| 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) | $30,999,000 | 710 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $30,999,000 | 3,513 |
| 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 | $30,617,000 | 3,596 |
| U.S. Government securities | $30,257,000 | 2,793 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $30,257,000 | 2,697 |
| Securities issued by states & political subdivisions | $360,000 | 5,959 |
| 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 | $13,550,000 | 2,678 |
| Mortgage-backed securities | $11,639,000 | 2,792 |
| Certificates of participation in pools of residential mortgages | $11,583,000 | 2,214 |
| Issued or guaranteed by U.S. | $11,583,000 | 2,205 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $56,000 | 3,735 |
| CMOs issued by government agencies or sponsored agencies | $56,000 | 3,406 |
| 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) | $30,617,000 | 691 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $30,617,000 | 3,528 |
| 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 | $32,564,000 | 3,491 |
| U.S. Government securities | $32,204,000 | 2,767 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $32,204,000 | 2,672 |
| Securities issued by states & political subdivisions | $360,000 | 6,010 |
| 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 | $13,550,000 | 2,618 |
| Mortgage-backed securities | $12,393,000 | 2,687 |
| Certificates of participation in pools of residential mortgages | $12,275,000 | 2,164 |
| Issued or guaranteed by U.S. | $12,275,000 | 2,148 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $118,000 | 3,656 |
| CMOs issued by government agencies or sponsored agencies | $118,000 | 3,482 |
| 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) | $32,564,000 | 665 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $32,564,000 | 3,432 |
| 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 | $34,846,000 | 3,263 |
| U.S. Government securities | $34,486,000 | 2,547 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $34,486,000 | 2,462 |
| Securities issued by states & political subdivisions | $360,000 | 6,050 |
| 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 | $11,050,000 | 2,900 |
| Mortgage-backed securities | $13,673,000 | 2,536 |
| Certificates of participation in pools of residential mortgages | $13,406,000 | 2,014 |
| Issued or guaranteed by U.S. | $13,406,000 | 2,004 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $267,000 | 3,521 |
| CMOs issued by government agencies or sponsored agencies | $267,000 | 3,344 |
| 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) | $34,846,000 | 615 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $34,846,000 | 3,194 |
| 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 | $32,447,000 | 3,350 |
| U.S. Government securities | $32,087,000 | 2,592 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $32,087,000 | 2,496 |
| Securities issued by states & political subdivisions | $360,000 | 6,047 |
| 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 | $12,154,000 | 2,690 |
| Mortgage-backed securities | $15,271,000 | 2,416 |
| Certificates of participation in pools of residential mortgages | $14,842,000 | 1,874 |
| Issued or guaranteed by U.S. | $14,842,000 | 1,863 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $429,000 | 3,528 |
| CMOs issued by government agencies or sponsored agencies | $429,000 | 3,361 |
| 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) | $32,447,000 | 632 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $32,447,000 | 3,275 |
| 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 | $26,354,000 | 3,870 |
| U.S. Government securities | $25,994,000 | 3,036 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $25,994,000 | 2,902 |
| Securities issued by states & political subdivisions | $360,000 | 6,032 |
| 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 | $9,943,000 | 3,101 |
| Mortgage-backed securities | $12,721,000 | 2,702 |
| Certificates of participation in pools of residential mortgages | $12,243,000 | 2,101 |
| Issued or guaranteed by U.S. | $12,243,000 | 2,093 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $478,000 | 3,595 |
| CMOs issued by government agencies or sponsored agencies | $478,000 | 3,429 |
| 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) | $26,354,000 | 730 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $26,354,000 | 3,789 |
| 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 | $28,033,000 | 3,692 |
| U.S. Government securities | $27,673,000 | 2,876 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $27,673,000 | 2,749 |
| Securities issued by states & political subdivisions | $360,000 | 6,040 |
| 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 | $10,250,000 | 3,018 |
| Mortgage-backed securities | $13,668,000 | 2,552 |
| Certificates of participation in pools of residential mortgages | $13,029,000 | 1,970 |
| Issued or guaranteed by U.S. | $13,029,000 | 1,958 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $639,000 | 3,451 |
| CMOs issued by government agencies or sponsored agencies | $639,000 | 3,301 |
| 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) | $28,033,000 | 703 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $28,033,000 | 3,616 |
| 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 | $27,591,000 | 3,578 |
| U.S. Government securities | $16,893,000 | 4,025 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $16,893,000 | 3,826 |
| Securities issued by states & political subdivisions | $505,000 | 5,923 |
| Other domestic debt securities | $10,193,000 | 929 |
| Privately issued residential mortgage-backed securities | $10,193,000 | 312 |
| 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 | $12,750,000 | 2,509 |
| Mortgage-backed securities | $12,065,000 | 2,587 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $12,065,000 | 1,163 |
| CMOs issued by government agencies or sponsored agencies | $1,872,000 | 2,641 |
| Privately issued | $10,193,000 | 276 |
| 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) | $27,591,000 | 704 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $27,591,000 | 3,489 |
| 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 | $30,933,000 | 3,361 |
| U.S. Government securities | $28,310,000 | 2,763 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $28,310,000 | 2,568 |
| Securities issued by states & political subdivisions | $755,000 | 5,688 |
| Other domestic debt securities | $1,668,000 | 2,081 |
| Privately issued residential mortgage-backed securities | $1,078,000 | 702 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $590,000 | 2,483 |
| Foreign debt securities | NA | NA |
| Equity securities | $200,000 | 5,786 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,190,000 | 2,611 |
| Mortgage-backed securities | $5,619,000 | 3,207 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $5,619,000 | 1,416 |
| CMOs issued by government agencies or sponsored agencies | $4,541,000 | 1,455 |
| Privately issued | $1,078,000 | 618 |
| 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) | $30,733,000 | 801 |
| Available-for-sale securities (fair market value) | $200,000 | 8,972 |
| Total debt securities | $30,733,000 | 3,276 |
| 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 | $31,777,000 | 3,411 |
| U.S. Government securities | $29,859,000 | 2,766 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $29,859,000 | 2,465 |
| Securities issued by states & political subdivisions | $758,000 | 5,978 |
| Other domestic debt securities | $973,000 | 2,408 |
| Privately issued residential mortgage-backed securities | $385,000 | 1,006 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $588,000 | 2,297 |
| Foreign debt securities | NA | NA |
| Equity securities | $187,000 | 5,813 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,689,000 | 2,519 |
| Mortgage-backed securities | $8,013,000 | 2,845 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $8,013,000 | 1,256 |
| CMOs issued by government agencies or sponsored agencies | $7,628,000 | 1,164 |
| Privately issued | $385,000 | 883 |
| 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) | $28,227,000 | 934 |
| Available-for-sale securities (fair market value) | $3,550,000 | 7,898 |
| Total debt securities | $31,590,000 | 3,323 |
| 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 | $23,740,000 | 4,311 |
| U.S. Government securities | $23,311,000 | 3,499 |
| U.S. Treasury securities | $250,000 | 6,497 |
| U.S. Government agency obligations | $23,061,000 | 3,003 |
| Securities issued by states & political subdivisions | $257,000 | 7,096 |
| 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 | $172,000 | 5,699 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,499,000 | 3,729 |
| Mortgage-backed securities | $3,127,000 | 4,667 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $3,127,000 | 2,177 |
| CMOs issued by government agencies or sponsored agencies | $3,127,000 | 2,054 |
| 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) | $21,056,000 | 1,310 |
| Available-for-sale securities (fair market value) | $2,684,000 | 8,224 |
| Total debt securities | $23,568,000 | 4,226 |
| 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 | $12,798,000 | 6,600 |
| U.S. Government securities | $12,679,000 | 5,626 |
| U.S. Treasury securities | $1,049,000 | 6,218 |
| U.S. Government agency obligations | $11,630,000 | 4,756 |
| 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 | $119,000 | 6,198 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,296,000 | 5,443 |
| Mortgage-backed securities | $1,083,000 | 6,233 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,083,000 | 3,311 |
| CMOs issued by government agencies or sponsored agencies | $1,083,000 | 3,189 |
| 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) | $12,679,000 | 2,365 |
| Available-for-sale securities (fair market value) | $119,000 | 9,836 |
| Total debt securities | $12,679,000 | 6,495 |
| 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 | $10,129,000 | 7,902 |
| U.S. Government securities | $10,027,000 | 7,008 |
| U.S. Treasury securities | $1,801,000 | 6,248 |
| U.S. Government agency obligations | $8,226,000 | 6,153 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $102,000 | 3,756 |
| 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 | $102,000 | 2,880 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,302,000 | 6,444 |
| Mortgage-backed securities | $1,922,000 | 5,941 |
| Certificates of participation in pools of residential mortgages | $443,000 | 6,817 |
| Issued or guaranteed by U.S. | $443,000 | 6,797 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,479,000 | 3,419 |
| CMOs issued by government agencies or sponsored agencies | $1,479,000 | 3,280 |
| 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) | $10,129,000 | 3,151 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $10,129,000 | 7,761 |
| 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 | $5,344,000 | 10,050 |
| U.S. Government securities | $5,344,000 | 9,371 |
| U.S. Treasury securities | $375,000 | 9,719 |
| U.S. Government agency obligations | $4,969,000 | 7,728 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,130,000 | 6,733 |
| Mortgage-backed securities | $1,514,000 | 6,717 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,514,000 | 3,797 |
| CMOs issued by government agencies or sponsored agencies | $1,514,000 | 3,623 |
| 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) | $5,344,000 | 4,853 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $5,344,000 | 9,945 |
| Structured notes | ||
| Amortized cost | $700,000 | 3,192 |
| Fair value | $694,000 | 3,211 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $2,199,000 | 11,989 |
| U.S. Government securities | $2,199,000 | 11,674 |
| U.S. Treasury securities | $500,000 | 10,396 |
| U.S. Government agency obligations | $1,699,000 | 10,215 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 9,205 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,199,000 | 9,879 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $2,199,000 | 11,895 |
| 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 | $1,603,000 | 12,711 |
| U.S. Government securities | $1,603,000 | 12,423 |
| U.S. Treasury securities | $500,000 | 10,857 |
| U.S. Government agency obligations | $1,103,000 | 11,077 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $503,000 | 9,463 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,603,000 | 12,601 |
| 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 | $0 | 13,824 |
| U.S. Government securities | $0 | 13,618 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $0 | 12,681 |
| 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 | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| 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 | $0 | 13,675 |
| 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 |