Home > North State Bank > Securities
North State Bank, Securities
| 2024-03-31 | Rank | |
| Total securities | $58,647,000 | 2,356 |
| U.S. Government securities | $5,570,000 | 3,901 |
| U.S. Treasury securities | $0 | 2,737 |
| U.S. Government agency obligations | $5,570,000 | 3,605 |
| Securities issued by states & political subdivisions | $50,396,000 | 869 |
| Other domestic debt securities | $2,750,000 | 1,602 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 725 |
| Other domestic debt securities - All other | $2,750,000 | 1,193 |
| Foreign debt securities | $0 | 306 |
| 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 | $0 | 3,935 |
| Mortgage-backed securities | $5,570,000 | 2,968 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,570,000 | 2,493 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,731 |
| Privately issued | $0 | 525 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,620 |
| Other commercial mortgage-backed securities | $0 | 1,356 |
| Held to maturity securities (book value) | $53,146,000 | 520 |
| Available-for-sale securities (fair market value) | $5,570,000 | 3,923 |
| Total debt securities | $58,716,000 | 2,336 |
| Structured notes | ||
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-12-31 | Rank | |
| Total securities | $58,963,000 | 2,391 |
| U.S. Government securities | $5,760,000 | 3,913 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $5,760,000 | 3,604 |
| Securities issued by states & political subdivisions | $50,508,000 | 886 |
| Other domestic debt securities | $2,750,000 | 1,627 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $2,750,000 | 1,215 |
| 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 | $0 | 3,946 |
| Mortgage-backed securities | $5,760,000 | 2,934 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,760,000 | 2,480 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $53,258,000 | 530 |
| Available-for-sale securities (fair market value) | $5,760,000 | 3,934 |
| Total debt securities | $59,017,000 | 2,373 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $58,889,000 | 2,366 |
| U.S. Government securities | $5,590,000 | 3,938 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $5,590,000 | 3,622 |
| Securities issued by states & political subdivisions | $50,620,000 | 862 |
| Other domestic debt securities | $2,750,000 | 1,619 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $2,750,000 | 1,208 |
| 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 | $0 | 3,957 |
| Mortgage-backed securities | $5,590,000 | 2,947 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,590,000 | 2,487 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $53,370,000 | 541 |
| Available-for-sale securities (fair market value) | $5,590,000 | 3,945 |
| Total debt securities | $58,959,000 | 2,350 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $59,458,000 | 2,430 |
| U.S. Government securities | $6,061,000 | 3,953 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $6,061,000 | 3,618 |
| Securities issued by states & political subdivisions | $50,732,000 | 907 |
| Other domestic debt securities | $2,750,000 | 1,625 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $2,750,000 | 1,224 |
| 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 | $0 | 3,969 |
| Mortgage-backed securities | $6,061,000 | 2,935 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,061,000 | 2,477 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $53,482,000 | 543 |
| Available-for-sale securities (fair market value) | $6,061,000 | 3,954 |
| Total debt securities | $59,543,000 | 2,408 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $59,672,000 | 2,499 |
| U.S. Government securities | $6,159,000 | 4,009 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $6,159,000 | 3,613 |
| Securities issued by states & political subdivisions | $50,844,000 | 944 |
| Other domestic debt securities | $2,750,000 | 1,665 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $2,750,000 | 1,251 |
| 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 | $0 | 3,989 |
| Mortgage-backed securities | $6,159,000 | 2,973 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,159,000 | 2,510 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $53,594,000 | 565 |
| Available-for-sale securities (fair market value) | $6,159,000 | 4,016 |
| Total debt securities | $59,753,000 | 2,478 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $56,271,000 | 2,600 |
| U.S. Government securities | $3,221,000 | 4,264 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $3,221,000 | 3,923 |
| Securities issued by states & political subdivisions | $50,300,000 | 975 |
| Other domestic debt securities | $2,750,000 | 1,683 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $2,750,000 | 1,257 |
| 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 | $0 | 3,972 |
| Mortgage-backed securities | $3,221,000 | 3,312 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,221,000 | 2,919 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $53,050,000 | 573 |
| Available-for-sale securities (fair market value) | $3,221,000 | 4,185 |
| Total debt securities | $56,271,000 | 2,577 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $56,488,000 | 2,595 |
| U.S. Government securities | $3,326,000 | 4,278 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $3,326,000 | 3,923 |
| Securities issued by states & political subdivisions | $50,412,000 | 981 |
| Other domestic debt securities | $2,750,000 | 1,654 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $2,750,000 | 1,261 |
| 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 | $0 | 3,998 |
| Mortgage-backed securities | $3,326,000 | 3,321 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,326,000 | 2,931 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $53,162,000 | 565 |
| Available-for-sale securities (fair market value) | $3,326,000 | 4,219 |
| Total debt securities | $56,488,000 | 2,575 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $54,359,000 | 2,676 |
| U.S. Government securities | $3,527,000 | 4,273 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $3,527,000 | 3,928 |
| Securities issued by states & political subdivisions | $48,082,000 | 1,050 |
| Other domestic debt securities | $2,750,000 | 1,571 |
| 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 | $2,750,000 | 1,274 |
| 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 | $0 | 4,021 |
| Mortgage-backed securities | $3,527,000 | 3,347 |
| Certificates of participation in pools of residential mortgages | $3,527,000 | 3,015 |
| Issued or guaranteed by U.S. | $3,527,000 | 2,922 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $50,832,000 | 521 |
| Available-for-sale securities (fair market value) | $3,527,000 | 4,245 |
| Total debt securities | $54,359,000 | 2,662 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $49,449,000 | 2,779 |
| U.S. Government securities | $3,849,000 | 4,186 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $3,849,000 | 3,879 |
| Securities issued by states & political subdivisions | $42,850,000 | 1,190 |
| Other domestic debt securities | $2,750,000 | 1,557 |
| 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 | $2,750,000 | 1,259 |
| 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 | $0 | 4,045 |
| Mortgage-backed securities | $3,849,000 | 3,315 |
| Certificates of participation in pools of residential mortgages | $3,849,000 | 2,972 |
| Issued or guaranteed by U.S. | $3,849,000 | 2,890 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $45,600,000 | 482 |
| Available-for-sale securities (fair market value) | $3,849,000 | 4,217 |
| Total debt securities | $49,451,000 | 2,760 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $47,813,000 | 2,746 |
| U.S. Government securities | $4,252,000 | 4,060 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $4,252,000 | 3,817 |
| Securities issued by states & political subdivisions | $41,311,000 | 1,277 |
| Other domestic debt securities | $2,250,000 | 1,591 |
| 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 | $2,250,000 | 1,269 |
| 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 | $0 | 4,071 |
| Mortgage-backed securities | $4,252,000 | 3,264 |
| Certificates of participation in pools of residential mortgages | $4,252,000 | 2,909 |
| Issued or guaranteed by U.S. | $4,252,000 | 2,821 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $43,561,000 | 399 |
| Available-for-sale securities (fair market value) | $4,252,000 | 4,202 |
| Total debt securities | $47,812,000 | 2,727 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $39,004,000 | 2,945 |
| U.S. Government securities | $2,787,000 | 4,217 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $2,787,000 | 4,023 |
| Securities issued by states & political subdivisions | $33,967,000 | 1,451 |
| Other domestic debt securities | $2,250,000 | 1,517 |
| 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 | $2,250,000 | 1,199 |
| 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 | $0 | 4,110 |
| Mortgage-backed securities | $2,787,000 | 3,468 |
| Certificates of participation in pools of residential mortgages | $2,787,000 | 3,141 |
| Issued or guaranteed by U.S. | $2,787,000 | 3,052 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $36,217,000 | 410 |
| Available-for-sale securities (fair market value) | $2,787,000 | 4,319 |
| Total debt securities | $39,004,000 | 2,925 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $39,814,000 | 2,856 |
| U.S. Government securities | $2,884,000 | 4,221 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $2,884,000 | 4,034 |
| Securities issued by states & political subdivisions | $35,680,000 | 1,364 |
| Other domestic debt securities | $1,250,000 | 1,707 |
| 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 | $1,250,000 | 1,360 |
| 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 | $0 | 4,151 |
| Mortgage-backed securities | $2,884,000 | 3,472 |
| Certificates of participation in pools of residential mortgages | $2,884,000 | 3,116 |
| Issued or guaranteed by U.S. | $2,884,000 | 3,020 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $36,930,000 | 388 |
| Available-for-sale securities (fair market value) | $2,884,000 | 4,327 |
| Total debt securities | $39,814,000 | 2,838 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $36,765,000 | 2,844 |
| U.S. Government securities | $1,018,000 | 4,422 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,018,000 | 4,288 |
| Securities issued by states & political subdivisions | $34,997,000 | 1,320 |
| Other domestic debt securities | $750,000 | 1,849 |
| 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 | $750,000 | 1,462 |
| 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 | $0 | 4,172 |
| Mortgage-backed securities | $1,018,000 | 3,774 |
| Certificates of participation in pools of residential mortgages | $1,018,000 | 3,537 |
| Issued or guaranteed by U.S. | $1,018,000 | 3,445 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $35,747,000 | 371 |
| Available-for-sale securities (fair market value) | $1,018,000 | 4,459 |
| Total debt securities | $36,766,000 | 2,827 |
| 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 | $34,979,000 | 2,808 |
| U.S. Government securities | $1,118,000 | 4,360 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,118,000 | 4,237 |
| Securities issued by states & political subdivisions | $33,111,000 | 1,343 |
| Other domestic debt securities | $750,000 | 1,792 |
| 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 | $750,000 | 1,401 |
| 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 | $0 | 4,195 |
| Mortgage-backed securities | $1,118,000 | 3,751 |
| Certificates of participation in pools of residential mortgages | $1,118,000 | 3,480 |
| Issued or guaranteed by U.S. | $1,118,000 | 3,394 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $33,861,000 | 363 |
| Available-for-sale securities (fair market value) | $1,118,000 | 4,455 |
| Total debt securities | $34,979,000 | 2,788 |
| 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 | $33,903,000 | 2,754 |
| U.S. Government securities | $1,229,000 | 4,369 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,229,000 | 4,239 |
| Securities issued by states & political subdivisions | $31,924,000 | 1,249 |
| Other domestic debt securities | $750,000 | 1,759 |
| 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 | $750,000 | 1,368 |
| 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 | $0 | 4,211 |
| Mortgage-backed securities | $1,229,000 | 3,741 |
| Certificates of participation in pools of residential mortgages | $1,229,000 | 3,439 |
| Issued or guaranteed by U.S. | $1,229,000 | 3,346 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $32,674,000 | 354 |
| Available-for-sale securities (fair market value) | $1,229,000 | 4,464 |
| Total debt securities | $33,902,000 | 2,736 |
| 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 | $32,084,000 | 2,795 |
| U.S. Government securities | $1,364,000 | 4,378 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $1,364,000 | 4,249 |
| Securities issued by states & political subdivisions | $29,970,000 | 1,252 |
| Other domestic debt securities | $750,000 | 1,697 |
| 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 | $750,000 | 1,325 |
| 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 | $0 | 4,254 |
| Mortgage-backed securities | $1,364,000 | 3,724 |
| Certificates of participation in pools of residential mortgages | $1,364,000 | 3,410 |
| Issued or guaranteed by U.S. | $1,364,000 | 3,316 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $30,720,000 | 370 |
| Available-for-sale securities (fair market value) | $1,364,000 | 4,483 |
| Total debt securities | $32,084,000 | 2,773 |
| 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 | $30,476,000 | 2,808 |
| U.S. Government securities | $1,437,000 | 4,434 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,437,000 | 4,309 |
| Securities issued by states & political subdivisions | $28,289,000 | 1,199 |
| Other domestic debt securities | $750,000 | 1,635 |
| 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 | $750,000 | 1,246 |
| 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 | $0 | 4,281 |
| Mortgage-backed securities | $1,437,000 | 3,727 |
| Certificates of participation in pools of residential mortgages | $1,437,000 | 3,397 |
| Issued or guaranteed by U.S. | $1,437,000 | 3,290 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $29,039,000 | 394 |
| Available-for-sale securities (fair market value) | $1,437,000 | 4,522 |
| Total debt securities | $30,476,000 | 2,793 |
| 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 | $28,556,000 | 2,922 |
| U.S. Government securities | $1,522,000 | 4,503 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,522,000 | 4,364 |
| Securities issued by states & political subdivisions | $27,034,000 | 1,212 |
| 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 | $0 | 4,345 |
| Mortgage-backed securities | $1,522,000 | 3,712 |
| Certificates of participation in pools of residential mortgages | $1,522,000 | 3,356 |
| Issued or guaranteed by U.S. | $1,522,000 | 3,260 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $27,034,000 | 432 |
| Available-for-sale securities (fair market value) | $1,522,000 | 4,579 |
| Total debt securities | $28,556,000 | 2,905 |
| 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 | $27,166,000 | 3,007 |
| U.S. Government securities | $1,612,000 | 4,579 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,612,000 | 4,435 |
| Securities issued by states & political subdivisions | $25,554,000 | 1,258 |
| 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 | $0 | 4,426 |
| Mortgage-backed securities | $1,612,000 | 3,708 |
| Certificates of participation in pools of residential mortgages | $1,612,000 | 3,346 |
| Issued or guaranteed by U.S. | $1,612,000 | 3,246 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $25,554,000 | 476 |
| Available-for-sale securities (fair market value) | $1,612,000 | 4,652 |
| Total debt securities | $27,167,000 | 2,990 |
| 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 | $26,995,000 | 3,061 |
| U.S. Government securities | $1,698,000 | 4,633 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,698,000 | 4,489 |
| Securities issued by states & political subdivisions | $25,297,000 | 1,291 |
| 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 | $0 | 4,470 |
| Mortgage-backed securities | $1,698,000 | 3,687 |
| Certificates of participation in pools of residential mortgages | $1,698,000 | 3,331 |
| Issued or guaranteed by U.S. | $1,698,000 | 3,246 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $25,297,000 | 501 |
| Available-for-sale securities (fair market value) | $1,698,000 | 4,684 |
| Total debt securities | $26,995,000 | 3,042 |
| 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 | $27,087,000 | 3,105 |
| U.S. Government securities | $1,753,000 | 4,674 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,753,000 | 4,526 |
| Securities issued by states & political subdivisions | $25,334,000 | 1,334 |
| 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 | $0 | 4,517 |
| Mortgage-backed securities | $1,753,000 | 3,699 |
| Certificates of participation in pools of residential mortgages | $1,753,000 | 3,330 |
| Issued or guaranteed by U.S. | $1,753,000 | 3,244 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $25,334,000 | 517 |
| Available-for-sale securities (fair market value) | $1,753,000 | 4,726 |
| Total debt securities | $27,086,000 | 3,087 |
| 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 | $28,081,000 | 3,074 |
| U.S. Government securities | $1,805,000 | 4,705 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,805,000 | 4,554 |
| Securities issued by states & political subdivisions | $26,276,000 | 1,311 |
| 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 | $0 | 4,567 |
| Mortgage-backed securities | $1,805,000 | 3,697 |
| Certificates of participation in pools of residential mortgages | $1,805,000 | 3,336 |
| Issued or guaranteed by U.S. | $1,805,000 | 3,264 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $26,276,000 | 526 |
| Available-for-sale securities (fair market value) | $1,805,000 | 4,766 |
| Total debt securities | $28,081,000 | 3,055 |
| 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 | $29,302,000 | 3,044 |
| U.S. Government securities | $1,874,000 | 4,764 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,874,000 | 4,612 |
| Securities issued by states & political subdivisions | $27,428,000 | 1,275 |
| 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 | $0 | 4,627 |
| Mortgage-backed securities | $1,874,000 | 3,733 |
| Certificates of participation in pools of residential mortgages | $1,874,000 | 3,362 |
| Issued or guaranteed by U.S. | $1,874,000 | 3,333 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $27,428,000 | 521 |
| Available-for-sale securities (fair market value) | $1,874,000 | 4,822 |
| Total debt securities | $29,302,000 | 3,025 |
| 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 | $29,736,000 | 3,055 |
| U.S. Government securities | $1,972,000 | 4,787 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,972,000 | 4,638 |
| Securities issued by states & political subdivisions | $27,764,000 | 1,307 |
| 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 | $0 | 4,680 |
| Mortgage-backed securities | $1,972,000 | 3,759 |
| Certificates of participation in pools of residential mortgages | $1,972,000 | 3,383 |
| Issued or guaranteed by U.S. | $1,972,000 | 3,219 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $27,764,000 | 528 |
| Available-for-sale securities (fair market value) | $1,972,000 | 4,875 |
| Total debt securities | $29,737,000 | 3,037 |
| 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 | $29,210,000 | 3,125 |
| U.S. Government securities | $2,075,000 | 4,824 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $2,075,000 | 4,688 |
| Securities issued by states & political subdivisions | $27,135,000 | 1,364 |
| 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 | $0 | 4,746 |
| Mortgage-backed securities | $2,075,000 | 3,765 |
| Certificates of participation in pools of residential mortgages | $2,075,000 | 3,407 |
| Issued or guaranteed by U.S. | $2,075,000 | 3,401 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $27,135,000 | 553 |
| Available-for-sale securities (fair market value) | $2,075,000 | 4,919 |
| Total debt securities | $29,210,000 | 3,104 |
| 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 | $27,829,000 | 3,239 |
| U.S. Government securities | $2,214,000 | 4,847 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,214,000 | 4,729 |
| Securities issued by states & political subdivisions | $25,615,000 | 1,496 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $2,214,000 | 3,773 |
| Certificates of participation in pools of residential mortgages | $2,214,000 | 3,409 |
| Issued or guaranteed by U.S. | $2,214,000 | 3,403 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $25,615,000 | 576 |
| Available-for-sale securities (fair market value) | $2,214,000 | 4,971 |
| Total debt securities | $27,830,000 | 3,216 |
| 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 | $27,481,000 | 3,287 |
| U.S. Government securities | $2,336,000 | 4,877 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $2,336,000 | 4,761 |
| Securities issued by states & political subdivisions | $25,145,000 | 1,540 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $2,336,000 | 3,793 |
| Certificates of participation in pools of residential mortgages | $2,336,000 | 3,431 |
| Issued or guaranteed by U.S. | $2,336,000 | 3,427 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $25,145,000 | 607 |
| Available-for-sale securities (fair market value) | $2,336,000 | 5,002 |
| Total debt securities | $27,481,000 | 3,263 |
| 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 | $27,237,000 | 3,347 |
| U.S. Government securities | $2,447,000 | 4,915 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,447,000 | 4,795 |
| Securities issued by states & political subdivisions | $24,790,000 | 1,581 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $2,447,000 | 3,821 |
| Certificates of participation in pools of residential mortgages | $2,447,000 | 3,443 |
| Issued or guaranteed by U.S. | $2,447,000 | 3,439 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $24,790,000 | 625 |
| Available-for-sale securities (fair market value) | $2,447,000 | 5,034 |
| Total debt securities | $27,233,000 | 3,325 |
| 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 | $26,267,000 | 3,444 |
| U.S. Government securities | $2,523,000 | 4,953 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $2,523,000 | 4,832 |
| Securities issued by states & political subdivisions | $23,744,000 | 1,654 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $2,523,000 | 3,856 |
| Certificates of participation in pools of residential mortgages | $2,523,000 | 3,472 |
| Issued or guaranteed by U.S. | $2,523,000 | 3,468 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $23,744,000 | 661 |
| Available-for-sale securities (fair market value) | $2,523,000 | 5,079 |
| Total debt securities | $26,267,000 | 3,413 |
| 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 | $25,939,000 | 3,451 |
| U.S. Government securities | $2,630,000 | 4,949 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,630,000 | 4,834 |
| Securities issued by states & political subdivisions | $22,559,000 | 1,722 |
| Other domestic debt securities | $750,000 | 1,704 |
| 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 | $750,000 | 1,391 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $2,630,000 | 3,851 |
| Certificates of participation in pools of residential mortgages | $2,630,000 | 3,461 |
| Issued or guaranteed by U.S. | $2,630,000 | 3,456 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $23,309,000 | 663 |
| Available-for-sale securities (fair market value) | $2,630,000 | 5,096 |
| Total debt securities | $25,940,000 | 3,424 |
| 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 | $20,639,000 | 3,825 |
| U.S. Government securities | $2,861,000 | 4,959 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $2,861,000 | 4,843 |
| Securities issued by states & political subdivisions | $17,028,000 | 2,104 |
| Other domestic debt securities | $750,000 | 1,705 |
| 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 | $750,000 | 1,392 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $2,861,000 | 3,837 |
| Certificates of participation in pools of residential mortgages | $2,861,000 | 3,446 |
| Issued or guaranteed by U.S. | $2,861,000 | 3,444 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $17,778,000 | 762 |
| Available-for-sale securities (fair market value) | $2,861,000 | 5,121 |
| Total debt securities | $20,639,000 | 3,800 |
| 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 | $15,918,000 | 4,243 |
| U.S. Government securities | $2,999,000 | 5,041 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $2,999,000 | 4,926 |
| Securities issued by states & political subdivisions | $12,169,000 | 2,537 |
| Other domestic debt securities | $750,000 | 1,730 |
| 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 | $750,000 | 1,401 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $2,999,000 | 3,845 |
| Certificates of participation in pools of residential mortgages | $2,999,000 | 3,453 |
| Issued or guaranteed by U.S. | $2,999,000 | 3,449 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $12,919,000 | 901 |
| Available-for-sale securities (fair market value) | $2,999,000 | 5,182 |
| Total debt securities | $15,918,000 | 4,221 |
| 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 | $4,522,000 | 5,419 |
| U.S. Government securities | $3,772,000 | 4,994 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $3,772,000 | 4,884 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $750,000 | 1,749 |
| 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 | $750,000 | 1,414 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $3,772,000 | 3,724 |
| Certificates of participation in pools of residential mortgages | $3,087,000 | 3,458 |
| Issued or guaranteed by U.S. | $3,087,000 | 3,455 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $685,000 | 2,712 |
| CMOs issued by government agencies or sponsored agencies | $685,000 | 2,630 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $750,000 | 1,908 |
| Available-for-sale securities (fair market value) | $3,772,000 | 5,163 |
| Total debt securities | $4,522,000 | 5,395 |
| 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 | $29,739,000 | 3,380 |
| U.S. Government securities | $28,989,000 | 2,503 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $28,989,000 | 2,406 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $750,000 | 1,745 |
| 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 | $750,000 | 1,413 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,992,000 | 4,641 |
| Mortgage-backed securities | $28,989,000 | 1,652 |
| Certificates of participation in pools of residential mortgages | $22,238,000 | 1,463 |
| Issued or guaranteed by U.S. | $22,238,000 | 1,462 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,751,000 | 1,453 |
| CMOs issued by government agencies or sponsored agencies | $6,751,000 | 1,385 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $29,739,000 | 617 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $29,740,000 | 3,353 |
| 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 | $31,052,000 | 3,343 |
| U.S. Government securities | $30,302,000 | 2,467 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $30,302,000 | 2,377 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $750,000 | 1,754 |
| 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 | $750,000 | 1,408 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,110,000 | 4,664 |
| Mortgage-backed securities | $30,302,000 | 1,632 |
| Certificates of participation in pools of residential mortgages | $23,290,000 | 1,421 |
| Issued or guaranteed by U.S. | $23,290,000 | 1,421 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $7,012,000 | 1,447 |
| CMOs issued by government agencies or sponsored agencies | $7,012,000 | 1,376 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $31,052,000 | 599 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $31,052,000 | 3,314 |
| 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 | $32,477,000 | 3,336 |
| U.S. Government securities | $31,727,000 | 2,463 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $31,727,000 | 2,376 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $750,000 | 1,767 |
| 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 | $750,000 | 1,420 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,243,000 | 4,666 |
| Mortgage-backed securities | $31,727,000 | 1,615 |
| Certificates of participation in pools of residential mortgages | $24,448,000 | 1,407 |
| Issued or guaranteed by U.S. | $24,448,000 | 1,407 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,279,000 | 1,468 |
| CMOs issued by government agencies or sponsored agencies | $7,279,000 | 1,401 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $32,477,000 | 595 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $32,477,000 | 3,304 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $33,410,000 | 3,329 |
| U.S. Government securities | $33,160,000 | 2,458 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $33,160,000 | 2,373 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $250,000 | 2,149 |
| 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 | $250,000 | 1,730 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,373,000 | 4,705 |
| Mortgage-backed securities | $33,160,000 | 1,600 |
| Certificates of participation in pools of residential mortgages | $25,581,000 | 1,382 |
| Issued or guaranteed by U.S. | $25,581,000 | 1,382 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $7,579,000 | 1,483 |
| CMOs issued by government agencies or sponsored agencies | $7,579,000 | 1,413 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $33,410,000 | 582 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $33,409,000 | 3,302 |
| 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 | $34,725,000 | 3,283 |
| U.S. Government securities | $34,475,000 | 2,422 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $34,475,000 | 2,343 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $250,000 | 2,171 |
| 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 | $250,000 | 1,749 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,492,000 | 4,736 |
| Mortgage-backed securities | $34,475,000 | 1,598 |
| Certificates of participation in pools of residential mortgages | $26,628,000 | 1,364 |
| Issued or guaranteed by U.S. | $26,628,000 | 1,362 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $7,847,000 | 1,476 |
| CMOs issued by government agencies or sponsored agencies | $7,847,000 | 1,413 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $34,725,000 | 564 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $34,725,000 | 3,258 |
| 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 | $36,053,000 | 3,293 |
| U.S. Government securities | $35,803,000 | 2,399 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $35,803,000 | 2,324 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $250,000 | 2,238 |
| 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 | $250,000 | 1,781 |
| 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 | $2,626,000 | 4,764 |
| Mortgage-backed securities | $35,803,000 | 1,600 |
| Certificates of participation in pools of residential mortgages | $27,758,000 | 1,347 |
| Issued or guaranteed by U.S. | $27,758,000 | 1,347 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $8,045,000 | 1,490 |
| CMOs issued by government agencies or sponsored agencies | $8,045,000 | 1,418 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $36,053,000 | 552 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $36,054,000 | 3,271 |
| 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 | $40,301,000 | 3,102 |
| U.S. Government securities | $40,051,000 | 2,247 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $40,051,000 | 2,174 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $250,000 | 2,291 |
| 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 | $250,000 | 1,838 |
| 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 | $2,754,000 | 4,775 |
| Mortgage-backed securities | $37,032,000 | 1,578 |
| Certificates of participation in pools of residential mortgages | $28,772,000 | 1,343 |
| Issued or guaranteed by U.S. | $28,772,000 | 1,343 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $8,260,000 | 1,481 |
| CMOs issued by government agencies or sponsored agencies | $8,260,000 | 1,414 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $37,282,000 | 529 |
| Available-for-sale securities (fair market value) | $3,019,000 | 5,719 |
| Total debt securities | $40,300,000 | 3,076 |
| 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 | $37,144,000 | 3,283 |
| U.S. Government securities | $36,894,000 | 2,408 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $36,894,000 | 2,346 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $250,000 | 2,358 |
| 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 | $250,000 | 1,890 |
| 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 | $2,846,000 | 4,786 |
| Mortgage-backed securities | $33,835,000 | 1,702 |
| Certificates of participation in pools of residential mortgages | $25,479,000 | 1,489 |
| Issued or guaranteed by U.S. | $25,479,000 | 1,488 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $8,356,000 | 1,482 |
| CMOs issued by government agencies or sponsored agencies | $8,356,000 | 1,416 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $250,000 | 2,299 |
| Available-for-sale securities (fair market value) | $36,894,000 | 3,010 |
| Total debt securities | $37,144,000 | 3,255 |
| 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 | $35,833,000 | 3,344 |
| U.S. Government securities | $35,583,000 | 2,454 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $35,583,000 | 2,387 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $250,000 | 2,410 |
| 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 | $250,000 | 1,931 |
| 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 | $2,940,000 | 4,773 |
| Mortgage-backed securities | $32,486,000 | 1,759 |
| Certificates of participation in pools of residential mortgages | $24,062,000 | 1,566 |
| Issued or guaranteed by U.S. | $24,062,000 | 1,566 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $8,424,000 | 1,478 |
| CMOs issued by government agencies or sponsored agencies | $8,424,000 | 1,413 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $250,000 | 2,319 |
| Available-for-sale securities (fair market value) | $35,583,000 | 3,072 |
| Total debt securities | $35,833,000 | 3,320 |
| 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 | $21,864,000 | 4,326 |
| U.S. Government securities | $21,614,000 | 3,370 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $21,614,000 | 3,284 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $250,000 | 2,473 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $250,000 | 1,972 |
| 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 | $3,015,000 | 4,798 |
| Mortgage-backed securities | $18,475,000 | 2,458 |
| Certificates of participation in pools of residential mortgages | $11,949,000 | 2,431 |
| Issued or guaranteed by U.S. | $11,949,000 | 2,429 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $6,526,000 | 1,682 |
| CMOs issued by government agencies or sponsored agencies | $6,526,000 | 1,595 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $250,000 | 2,314 |
| Available-for-sale securities (fair market value) | $21,614,000 | 3,995 |
| Total debt securities | $21,864,000 | 4,298 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $4,252,000 | 6,177 |
| U.S. Government securities | $4,002,000 | 5,679 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $4,002,000 | 5,576 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $250,000 | 2,534 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $250,000 | 2,010 |
| 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 | $3,184,000 | 4,752 |
| Mortgage-backed securities | $818,000 | 5,038 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $818,000 | 3,036 |
| CMOs issued by government agencies or sponsored agencies | $818,000 | 2,914 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $250,000 | 2,256 |
| Available-for-sale securities (fair market value) | $4,002,000 | 5,814 |
| Total debt securities | $4,252,000 | 6,145 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $12,345,000 | 5,291 |
| U.S. Government securities | $12,095,000 | 4,431 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $12,095,000 | 4,330 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $250,000 | 2,535 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $250,000 | 1,990 |
| 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 | $5,107,000 | 4,281 |
| Mortgage-backed securities | $12,095,000 | 3,038 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $12,095,000 | 1,304 |
| CMOs issued by government agencies or sponsored agencies | $12,095,000 | 1,230 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $250,000 | 2,250 |
| Available-for-sale securities (fair market value) | $12,095,000 | 4,946 |
| Total debt securities | $12,345,000 | 5,260 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $14,959,000 | 4,970 |
| U.S. Government securities | $14,709,000 | 4,038 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $14,709,000 | 3,938 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $250,000 | 2,524 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $250,000 | 1,949 |
| 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 | $5,337,000 | 4,211 |
| Mortgage-backed securities | $14,709,000 | 2,808 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $14,709,000 | 1,207 |
| CMOs issued by government agencies or sponsored agencies | $14,709,000 | 1,131 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $250,000 | 2,278 |
| Available-for-sale securities (fair market value) | $14,709,000 | 4,615 |
| Total debt securities | $14,959,000 | 4,932 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $18,088,000 | 4,712 |
| U.S. Government securities | $17,838,000 | 3,799 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $17,838,000 | 3,717 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $250,000 | 2,609 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $250,000 | 2,026 |
| 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 | $5,528,000 | 4,214 |
| Mortgage-backed securities | $17,838,000 | 2,671 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $17,838,000 | 1,142 |
| CMOs issued by government agencies or sponsored agencies | $17,838,000 | 1,066 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $250,000 | 2,326 |
| Available-for-sale securities (fair market value) | $17,838,000 | 4,380 |
| Total debt securities | $18,088,000 | 4,681 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $21,021,000 | 4,483 |
| U.S. Government securities | $20,771,000 | 3,567 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $20,771,000 | 3,492 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $250,000 | 2,606 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $250,000 | 2,020 |
| 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 | $3,421,000 | 4,823 |
| Mortgage-backed securities | $20,771,000 | 2,474 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $20,771,000 | 1,046 |
| CMOs issued by government agencies or sponsored agencies | $20,771,000 | 967 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $250,000 | 2,350 |
| Available-for-sale securities (fair market value) | $20,771,000 | 4,166 |
| Total debt securities | $21,021,000 | 4,454 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $11,286,000 | 5,580 |
| U.S. Government securities | $11,036,000 | 4,824 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $11,036,000 | 4,730 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $250,000 | 2,592 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $250,000 | 2,018 |
| 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 | $2,360,000 | 5,220 |
| Mortgage-backed securities | $11,036,000 | 3,374 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $11,036,000 | 1,558 |
| CMOs issued by government agencies or sponsored agencies | $11,036,000 | 1,453 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $250,000 | 2,406 |
| Available-for-sale securities (fair market value) | $11,036,000 | 5,220 |
| Total debt securities | $11,286,000 | 5,552 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $13,167,000 | 5,331 |
| U.S. Government securities | $12,917,000 | 4,502 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $12,917,000 | 4,412 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $250,000 | 2,585 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $250,000 | 1,942 |
| 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 | $1,683,000 | 5,241 |
| Mortgage-backed securities | $12,917,000 | 3,069 |
| Certificates of participation in pools of residential mortgages | $251,000 | 5,266 |
| Issued or guaranteed by U.S. | $251,000 | 5,252 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $12,666,000 | 1,415 |
| CMOs issued by government agencies or sponsored agencies | $12,666,000 | 1,261 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $250,000 | 2,500 |
| Available-for-sale securities (fair market value) | $12,917,000 | 4,933 |
| Total debt securities | $13,166,000 | 5,299 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $14,467,000 | 5,125 |
| U.S. Government securities | $14,217,000 | 4,259 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $14,217,000 | 4,163 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $250,000 | 2,568 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $250,000 | 1,908 |
| 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 | $2,934,000 | 4,814 |
| Mortgage-backed securities | $14,217,000 | 2,879 |
| Certificates of participation in pools of residential mortgages | $306,000 | 5,227 |
| Issued or guaranteed by U.S. | $306,000 | 5,212 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $13,911,000 | 1,337 |
| CMOs issued by government agencies or sponsored agencies | $13,911,000 | 1,183 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $250,000 | 2,519 |
| Available-for-sale securities (fair market value) | $14,217,000 | 4,738 |
| Total debt securities | $14,467,000 | 5,093 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $17,262,000 | 4,868 |
| U.S. Government securities | $17,012,000 | 4,011 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $17,012,000 | 3,913 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $250,000 | 2,509 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $250,000 | 1,837 |
| 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 | $6,258,000 | 3,926 |
| Mortgage-backed securities | $17,012,000 | 2,597 |
| Certificates of participation in pools of residential mortgages | $2,446,000 | 4,229 |
| Issued or guaranteed by U.S. | $2,446,000 | 4,217 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $14,566,000 | 1,275 |
| CMOs issued by government agencies or sponsored agencies | $14,566,000 | 1,117 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $250,000 | 2,560 |
| Available-for-sale securities (fair market value) | $17,012,000 | 4,494 |
| Total debt securities | $17,262,000 | 4,827 |
| 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 | $30,270,000 | 3,608 |
| U.S. Government securities | $30,020,000 | 2,776 |
| U.S. Treasury securities | $1,000,000 | 950 |
| U.S. Government agency obligations | $29,020,000 | 2,756 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $250,000 | 2,562 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $250,000 | 1,878 |
| 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 | $8,344,000 | 3,517 |
| Mortgage-backed securities | $29,020,000 | 1,831 |
| Certificates of participation in pools of residential mortgages | $14,272,000 | 2,066 |
| Issued or guaranteed by U.S. | $14,272,000 | 2,061 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $14,748,000 | 1,223 |
| CMOs issued by government agencies or sponsored agencies | $14,748,000 | 1,065 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $250,000 | 2,565 |
| Available-for-sale securities (fair market value) | $30,020,000 | 3,332 |
| Total debt securities | $30,270,000 | 3,578 |
| 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 | $9,485,000 | 5,785 |
| U.S. Government securities | $9,235,000 | 4,988 |
| U.S. Treasury securities | $5,500,000 | 479 |
| U.S. Government agency obligations | $3,735,000 | 6,105 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $250,000 | 2,713 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $250,000 | 1,892 |
| 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 | $8,826,000 | 3,386 |
| Mortgage-backed securities | $3,735,000 | 4,305 |
| Certificates of participation in pools of residential mortgages | $658,000 | 4,898 |
| Issued or guaranteed by U.S. | $658,000 | 4,889 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,077,000 | 2,319 |
| CMOs issued by government agencies or sponsored agencies | $3,077,000 | 2,084 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $250,000 | 2,602 |
| Available-for-sale securities (fair market value) | $9,235,000 | 5,366 |
| Total debt securities | $9,484,000 | 5,746 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $20,360,000 | 4,316 |
| U.S. Government securities | $20,110,000 | 3,415 |
| U.S. Treasury securities | $8,498,000 | 338 |
| U.S. Government agency obligations | $11,612,000 | 4,431 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $250,000 | 2,799 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $250,000 | 1,919 |
| 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 | $12,167,000 | 2,877 |
| Mortgage-backed securities | $11,612,000 | 2,964 |
| Certificates of participation in pools of residential mortgages | $9,246,000 | 2,528 |
| Issued or guaranteed by U.S. | $9,246,000 | 2,522 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,366,000 | 2,478 |
| CMOs issued by government agencies or sponsored agencies | $2,366,000 | 2,237 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $250,000 | 2,675 |
| Available-for-sale securities (fair market value) | $20,110,000 | 3,973 |
| Total debt securities | $20,360,000 | 4,280 |
| 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 | $21,749,000 | 4,198 |
| U.S. Government securities | $21,499,000 | 3,344 |
| U.S. Treasury securities | $4,998,000 | 463 |
| U.S. Government agency obligations | $16,501,000 | 3,795 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $250,000 | 2,788 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $250,000 | 1,870 |
| 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 | $14,750,000 | 2,631 |
| Mortgage-backed securities | $16,501,000 | 2,455 |
| Certificates of participation in pools of residential mortgages | $10,124,000 | 2,419 |
| Issued or guaranteed by U.S. | $10,124,000 | 2,410 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $6,377,000 | 1,733 |
| CMOs issued by government agencies or sponsored agencies | $6,377,000 | 1,505 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $250,000 | 2,746 |
| Available-for-sale securities (fair market value) | $21,499,000 | 3,853 |
| Total debt securities | $21,749,000 | 4,157 |
| 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 | $23,059,000 | 4,102 |
| U.S. Government securities | $22,309,000 | 3,312 |
| U.S. Treasury securities | $4,993,000 | 455 |
| U.S. Government agency obligations | $17,316,000 | 3,770 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $750,000 | 2,402 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $750,000 | 1,513 |
| 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 | $15,336,000 | 2,643 |
| Mortgage-backed securities | $17,316,000 | 2,457 |
| Certificates of participation in pools of residential mortgages | $10,442,000 | 2,462 |
| Issued or guaranteed by U.S. | $10,442,000 | 2,458 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $6,874,000 | 1,641 |
| CMOs issued by government agencies or sponsored agencies | $6,874,000 | 1,406 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $750,000 | 2,435 |
| Available-for-sale securities (fair market value) | $22,309,000 | 3,798 |
| Total debt securities | $23,059,000 | 4,069 |
| 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 | $24,148,000 | 3,964 |
| U.S. Government securities | $23,398,000 | 3,181 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $23,398,000 | 3,109 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $750,000 | 2,468 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $750,000 | 1,550 |
| 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 | $15,236,000 | 2,650 |
| Mortgage-backed securities | $23,398,000 | 2,074 |
| Certificates of participation in pools of residential mortgages | $15,937,000 | 1,987 |
| Issued or guaranteed by U.S. | $15,937,000 | 1,981 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $7,461,000 | 1,568 |
| CMOs issued by government agencies or sponsored agencies | $7,461,000 | 1,319 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $750,000 | 2,492 |
| Available-for-sale securities (fair market value) | $23,398,000 | 3,659 |
| Total debt securities | $24,147,000 | 3,934 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $25,972,000 | 3,820 |
| U.S. Government securities | $25,222,000 | 3,014 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $25,222,000 | 2,948 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $750,000 | 2,563 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $750,000 | 1,636 |
| 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 | $16,944,000 | 2,477 |
| Mortgage-backed securities | $25,222,000 | 2,019 |
| Certificates of participation in pools of residential mortgages | $17,109,000 | 1,938 |
| Issued or guaranteed by U.S. | $17,109,000 | 1,929 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $8,113,000 | 1,528 |
| CMOs issued by government agencies or sponsored agencies | $8,113,000 | 1,252 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $750,000 | 2,557 |
| Available-for-sale securities (fair market value) | $25,222,000 | 3,502 |
| Total debt securities | $25,972,000 | 3,788 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $27,048,000 | 3,694 |
| U.S. Government securities | $26,298,000 | 2,889 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $26,298,000 | 2,826 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $750,000 | 2,601 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $750,000 | 1,668 |
| 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 | $20,310,000 | 2,202 |
| Mortgage-backed securities | $26,298,000 | 1,969 |
| Certificates of participation in pools of residential mortgages | $17,582,000 | 1,947 |
| Issued or guaranteed by U.S. | $17,582,000 | 1,936 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $8,716,000 | 1,460 |
| CMOs issued by government agencies or sponsored agencies | $8,716,000 | 1,176 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $750,000 | 2,597 |
| Available-for-sale securities (fair market value) | $26,298,000 | 3,387 |
| Total debt securities | $27,049,000 | 3,652 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $25,933,000 | 3,809 |
| U.S. Government securities | $25,183,000 | 3,013 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $25,183,000 | 2,953 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $750,000 | 2,529 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $750,000 | 1,729 |
| 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 | $15,552,000 | 2,672 |
| Mortgage-backed securities | $25,183,000 | 2,059 |
| Certificates of participation in pools of residential mortgages | $15,715,000 | 2,138 |
| Issued or guaranteed by U.S. | $15,715,000 | 2,126 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $9,468,000 | 1,406 |
| CMOs issued by government agencies or sponsored agencies | $9,468,000 | 1,103 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $750,000 | 2,636 |
| Available-for-sale securities (fair market value) | $25,183,000 | 3,484 |
| Total debt securities | $25,933,000 | 3,774 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $37,156,000 | 2,964 |
| U.S. Government securities | $34,963,000 | 2,335 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $34,963,000 | 2,286 |
| Securities issued by states & political subdivisions | $1,443,000 | 4,520 |
| Other domestic debt securities | $750,000 | 2,474 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $750,000 | 1,695 |
| 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 | $13,931,000 | 2,861 |
| Mortgage-backed securities | $19,119,000 | 2,404 |
| Certificates of participation in pools of residential mortgages | $8,703,000 | 2,923 |
| Issued or guaranteed by U.S. | $8,703,000 | 2,909 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $10,416,000 | 1,291 |
| CMOs issued by government agencies or sponsored agencies | $10,416,000 | 1,018 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $750,000 | 2,661 |
| Available-for-sale securities (fair market value) | $36,406,000 | 2,662 |
| Total debt securities | $37,156,000 | 2,928 |
| 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 | $25,096,000 | 3,801 |
| U.S. Government securities | $22,898,000 | 3,170 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $22,898,000 | 3,103 |
| Securities issued by states & political subdivisions | $1,448,000 | 4,500 |
| Other domestic debt securities | $750,000 | 2,431 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $750,000 | 1,663 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,437,000 | 2,590 |
| Mortgage-backed securities | $15,669,000 | 2,626 |
| Certificates of participation in pools of residential mortgages | $8,833,000 | 2,829 |
| Issued or guaranteed by U.S. | $8,833,000 | 2,815 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $6,836,000 | 1,511 |
| CMOs issued by government agencies or sponsored agencies | $6,836,000 | 1,204 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $750,000 | 2,689 |
| Available-for-sale securities (fair market value) | $24,346,000 | 3,454 |
| Total debt securities | $25,096,000 | 3,771 |
| 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 | $26,996,000 | 3,701 |
| U.S. Government securities | $22,550,000 | 3,255 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $22,550,000 | 3,194 |
| Securities issued by states & political subdivisions | $4,446,000 | 3,276 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,667,000 | 2,729 |
| Mortgage-backed securities | $16,455,000 | 2,539 |
| Certificates of participation in pools of residential mortgages | $8,978,000 | 2,805 |
| Issued or guaranteed by U.S. | $8,978,000 | 2,791 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $7,477,000 | 1,441 |
| CMOs issued by government agencies or sponsored agencies | $7,477,000 | 1,163 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $26,996,000 | 3,286 |
| Total debt securities | $26,997,000 | 3,659 |
| 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 | $30,679,000 | 3,390 |
| U.S. Government securities | $24,715,000 | 3,044 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $24,715,000 | 2,994 |
| Securities issued by states & political subdivisions | $5,964,000 | 2,876 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,186,000 | 1,869 |
| Mortgage-backed securities | $18,471,000 | 2,284 |
| Certificates of participation in pools of residential mortgages | $9,718,000 | 2,587 |
| Issued or guaranteed by U.S. | $9,718,000 | 2,575 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $8,753,000 | 1,318 |
| CMOs issued by government agencies or sponsored agencies | $8,753,000 | 1,051 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $30,679,000 | 3,010 |
| Total debt securities | $30,678,000 | 3,338 |
| 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 | $34,843,000 | 3,092 |
| U.S. Government securities | $28,873,000 | 2,753 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $28,873,000 | 2,693 |
| Securities issued by states & political subdivisions | $5,970,000 | 2,867 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,096,000 | 1,597 |
| Mortgage-backed securities | $19,509,000 | 1,949 |
| Certificates of participation in pools of residential mortgages | $10,047,000 | 2,271 |
| Issued or guaranteed by U.S. | $10,047,000 | 2,257 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $9,462,000 | 1,193 |
| CMOs issued by government agencies or sponsored agencies | $9,462,000 | 956 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $34,843,000 | 2,720 |
| Total debt securities | $34,843,000 | 3,045 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $37,950,000 | 2,888 |
| U.S. Government securities | $31,981,000 | 2,552 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $31,981,000 | 2,499 |
| Securities issued by states & political subdivisions | $5,969,000 | 2,824 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,571,000 | 2,845 |
| Mortgage-backed securities | $20,718,000 | 1,754 |
| Certificates of participation in pools of residential mortgages | $10,492,000 | 2,062 |
| Issued or guaranteed by U.S. | $10,492,000 | 2,053 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $10,226,000 | 1,089 |
| CMOs issued by government agencies or sponsored agencies | $10,226,000 | 868 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $37,950,000 | 2,517 |
| Total debt securities | $37,951,000 | 2,839 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $40,341,000 | 2,753 |
| U.S. Government securities | $34,430,000 | 2,379 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $34,430,000 | 2,313 |
| Securities issued by states & political subdivisions | $5,911,000 | 2,831 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,879,000 | 2,811 |
| Mortgage-backed securities | $22,248,000 | 1,622 |
| Certificates of participation in pools of residential mortgages | $12,806,000 | 1,778 |
| Issued or guaranteed by U.S. | $12,806,000 | 1,772 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $9,442,000 | 1,109 |
| CMOs issued by government agencies or sponsored agencies | $9,442,000 | 890 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $40,341,000 | 2,403 |
| Total debt securities | $40,340,000 | 2,712 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $39,009,000 | 2,842 |
| U.S. Government securities | $32,919,000 | 2,495 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $32,919,000 | 2,423 |
| Securities issued by states & political subdivisions | $6,090,000 | 2,793 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,023,000 | 2,562 |
| Mortgage-backed securities | $22,460,000 | 1,608 |
| Certificates of participation in pools of residential mortgages | $11,568,000 | 1,890 |
| Issued or guaranteed by U.S. | $11,568,000 | 1,884 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $10,892,000 | 1,009 |
| CMOs issued by government agencies or sponsored agencies | $10,892,000 | 802 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $39,009,000 | 2,472 |
| Total debt securities | $39,009,000 | 2,798 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $41,932,000 | 2,692 |
| U.S. Government securities | $35,856,000 | 2,372 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $35,856,000 | 2,308 |
| Securities issued by states & political subdivisions | $6,076,000 | 2,810 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,326,000 | 2,430 |
| Mortgage-backed securities | $23,913,000 | 1,537 |
| Certificates of participation in pools of residential mortgages | $11,995,000 | 1,864 |
| Issued or guaranteed by U.S. | $11,995,000 | 1,854 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $11,918,000 | 946 |
| CMOs issued by government agencies or sponsored agencies | $11,918,000 | 765 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $41,932,000 | 2,347 |
| Total debt securities | $41,931,000 | 2,657 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $41,743,000 | 2,723 |
| U.S. Government securities | $35,647,000 | 2,396 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $35,647,000 | 2,327 |
| Securities issued by states & political subdivisions | $6,096,000 | 2,799 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,769,000 | 2,586 |
| Mortgage-backed securities | $23,789,000 | 1,551 |
| Certificates of participation in pools of residential mortgages | $10,945,000 | 1,982 |
| Issued or guaranteed by U.S. | $10,945,000 | 1,967 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $12,844,000 | 901 |
| CMOs issued by government agencies or sponsored agencies | $12,844,000 | 723 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $41,743,000 | 2,336 |
| Total debt securities | $41,744,000 | 2,681 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $42,061,000 | 2,710 |
| U.S. Government securities | $36,013,000 | 2,381 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $36,013,000 | 2,309 |
| Securities issued by states & political subdivisions | $6,048,000 | 2,776 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,021,000 | 2,809 |
| Mortgage-backed securities | $23,223,000 | 1,596 |
| Certificates of participation in pools of residential mortgages | $9,492,000 | 2,175 |
| Issued or guaranteed by U.S. | $9,492,000 | 2,162 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $13,731,000 | 863 |
| CMOs issued by government agencies or sponsored agencies | $13,731,000 | 697 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $42,061,000 | 2,323 |
| Total debt securities | $42,062,000 | 2,671 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $46,131,000 | 2,547 |
| U.S. Government securities | $39,967,000 | 2,208 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $39,967,000 | 2,131 |
| Securities issued by states & political subdivisions | $6,164,000 | 2,738 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,570,000 | 2,489 |
| Mortgage-backed securities | $25,161,000 | 1,530 |
| Certificates of participation in pools of residential mortgages | $10,068,000 | 2,147 |
| Issued or guaranteed by U.S. | $10,068,000 | 2,135 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $15,093,000 | 819 |
| CMOs issued by government agencies or sponsored agencies | $15,093,000 | 663 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $46,131,000 | 2,180 |
| Total debt securities | $46,131,000 | 2,494 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $40,923,000 | 2,791 |
| U.S. Government securities | $35,543,000 | 2,413 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $35,543,000 | 2,342 |
| Securities issued by states & political subdivisions | $5,380,000 | 2,946 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,290,000 | 2,402 |
| Mortgage-backed securities | $21,698,000 | 1,708 |
| Certificates of participation in pools of residential mortgages | $7,432,000 | 2,569 |
| Issued or guaranteed by U.S. | $7,432,000 | 2,560 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $14,266,000 | 845 |
| CMOs issued by government agencies or sponsored agencies | $14,266,000 | 683 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $40,923,000 | 2,414 |
| Total debt securities | $40,921,000 | 2,751 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $41,071,000 | 2,760 |
| U.S. Government securities | $37,383,000 | 2,309 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $37,383,000 | 2,242 |
| Securities issued by states & political subdivisions | $3,688,000 | 3,532 |
| 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 | $15,440,000 | 2,553 |
| Mortgage-backed securities | $21,945,000 | 1,711 |
| Certificates of participation in pools of residential mortgages | $6,027,000 | 2,875 |
| Issued or guaranteed by U.S. | $6,027,000 | 2,864 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $15,918,000 | 793 |
| CMOs issued by government agencies or sponsored agencies | $15,918,000 | 648 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $41,071,000 | 2,365 |
| Total debt securities | $41,070,000 | 2,721 |
| 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 | $38,089,000 | 2,958 |
| U.S. Government securities | $34,390,000 | 2,499 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $34,390,000 | 2,413 |
| Securities issued by states & political subdivisions | $3,699,000 | 3,519 |
| 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 | $17,474,000 | 2,315 |
| Mortgage-backed securities | $20,940,000 | 1,818 |
| Certificates of participation in pools of residential mortgages | $6,254,000 | 2,911 |
| Issued or guaranteed by U.S. | $6,254,000 | 2,899 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $14,686,000 | 848 |
| CMOs issued by government agencies or sponsored agencies | $14,686,000 | 698 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $38,089,000 | 2,535 |
| Total debt securities | $38,088,000 | 2,907 |
| 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 | $34,215,000 | 3,278 |
| U.S. Government securities | $31,748,000 | 2,728 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $31,748,000 | 2,617 |
| Securities issued by states & political subdivisions | $2,467,000 | 4,080 |
| 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 | $17,828,000 | 2,288 |
| Mortgage-backed securities | $20,272,000 | 1,886 |
| Certificates of participation in pools of residential mortgages | $4,519,000 | 3,403 |
| Issued or guaranteed by U.S. | $4,519,000 | 3,394 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $15,753,000 | 844 |
| CMOs issued by government agencies or sponsored agencies | $15,753,000 | 697 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $34,215,000 | 2,819 |
| Total debt securities | $34,215,000 | 3,228 |
| 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 | $35,372,000 | 3,206 |
| U.S. Government securities | $32,898,000 | 2,659 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $32,898,000 | 2,549 |
| Securities issued by states & political subdivisions | $2,474,000 | 4,075 |
| 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 | $19,408,000 | 2,124 |
| Mortgage-backed securities | $21,035,000 | 1,873 |
| Certificates of participation in pools of residential mortgages | $4,231,000 | 3,552 |
| Issued or guaranteed by U.S. | $4,231,000 | 3,540 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $16,804,000 | 826 |
| CMOs issued by government agencies or sponsored agencies | $16,804,000 | 685 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $35,372,000 | 2,749 |
| Total debt securities | $35,370,000 | 3,156 |
| 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 | $35,474,000 | 3,198 |
| U.S. Government securities | $33,999,000 | 2,557 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $33,999,000 | 2,464 |
| Securities issued by states & political subdivisions | $1,475,000 | 4,726 |
| 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 | $20,687,000 | 1,976 |
| Mortgage-backed securities | $21,993,000 | 1,837 |
| Certificates of participation in pools of residential mortgages | $7,248,000 | 2,829 |
| Issued or guaranteed by U.S. | $7,248,000 | 2,821 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $14,745,000 | 885 |
| CMOs issued by government agencies or sponsored agencies | $14,745,000 | 743 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $35,474,000 | 2,741 |
| Total debt securities | $35,474,000 | 3,141 |
| 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 | $36,684,000 | 3,151 |
| U.S. Government securities | $35,684,000 | 2,484 |
| U.S. Treasury securities | $998,000 | 1,411 |
| U.S. Government agency obligations | $34,686,000 | 2,445 |
| Securities issued by states & political subdivisions | $1,000,000 | 5,170 |
| 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 | $15,014,000 | 2,520 |
| Mortgage-backed securities | $22,714,000 | 1,818 |
| Certificates of participation in pools of residential mortgages | $7,650,000 | 2,792 |
| Issued or guaranteed by U.S. | $7,650,000 | 2,784 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $15,064,000 | 879 |
| CMOs issued by government agencies or sponsored agencies | $15,064,000 | 740 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $36,684,000 | 2,714 |
| Total debt securities | $36,684,000 | 3,082 |
| 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 | $38,146,000 | 3,046 |
| U.S. Government securities | $37,146,000 | 2,376 |
| U.S. Treasury securities | $995,000 | 1,462 |
| U.S. Government agency obligations | $36,151,000 | 2,355 |
| Securities issued by states & political subdivisions | $1,000,000 | 5,165 |
| 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 | $14,229,000 | 2,597 |
| Mortgage-backed securities | $24,907,000 | 1,744 |
| Certificates of participation in pools of residential mortgages | $8,537,000 | 2,649 |
| Issued or guaranteed by U.S. | $8,537,000 | 2,639 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $16,370,000 | 862 |
| CMOs issued by government agencies or sponsored agencies | $16,370,000 | 728 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $38,146,000 | 2,633 |
| Total debt securities | $38,156,000 | 2,973 |
| 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 | $41,882,000 | 2,869 |
| U.S. Government securities | $39,882,000 | 2,308 |
| U.S. Treasury securities | $991,000 | 1,561 |
| U.S. Government agency obligations | $38,891,000 | 2,267 |
| Securities issued by states & political subdivisions | $2,000,000 | 4,392 |
| 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 | $12,229,000 | 2,786 |
| Mortgage-backed securities | $25,604,000 | 1,719 |
| Certificates of participation in pools of residential mortgages | $8,817,000 | 2,607 |
| Issued or guaranteed by U.S. | $8,817,000 | 2,595 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $16,787,000 | 839 |
| CMOs issued by government agencies or sponsored agencies | $16,787,000 | 773 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $41,882,000 | 2,480 |
| Total debt securities | $41,882,000 | 2,808 |
| 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 | $48,685,000 | 2,506 |
| U.S. Government securities | $45,861,000 | 2,006 |
| U.S. Treasury securities | $988,000 | 1,612 |
| U.S. Government agency obligations | $44,873,000 | 1,969 |
| Securities issued by states & political subdivisions | $2,500,000 | 4,127 |
| Other domestic debt securities | $324,000 | 3,406 |
| Privately issued residential mortgage-backed securities | $324,000 | 868 |
| 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 | $11,817,000 | 2,763 |
| Mortgage-backed securities | $27,123,000 | 1,626 |
| Certificates of participation in pools of residential mortgages | $11,217,000 | 2,244 |
| Issued or guaranteed by U.S. | $11,217,000 | 2,234 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $15,906,000 | 892 |
| CMOs issued by government agencies or sponsored agencies | $15,582,000 | 839 |
| Privately issued | $324,000 | 757 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $48,685,000 | 2,133 |
| Total debt securities | $48,683,000 | 2,438 |
| 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 | $45,229,000 | 2,602 |
| U.S. Government securities | $40,991,000 | 2,119 |
| U.S. Treasury securities | $1,984,000 | 1,203 |
| U.S. Government agency obligations | $39,007,000 | 2,130 |
| Securities issued by states & political subdivisions | $2,500,000 | 4,081 |
| Other domestic debt securities | $1,738,000 | 2,304 |
| Privately issued residential mortgage-backed securities | $1,738,000 | 567 |
| 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 | $12,846,000 | 2,575 |
| Mortgage-backed securities | $23,135,000 | 1,854 |
| Certificates of participation in pools of residential mortgages | $9,621,000 | 2,470 |
| Issued or guaranteed by U.S. | $9,621,000 | 2,456 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $13,514,000 | 1,028 |
| CMOs issued by government agencies or sponsored agencies | $11,776,000 | 1,025 |
| Privately issued | $1,738,000 | 507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $45,229,000 | 2,226 |
| Total debt securities | $45,230,000 | 2,536 |
| 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 | $27,538,000 | 3,762 |
| U.S. Government securities | $24,657,000 | 3,160 |
| U.S. Treasury securities | $1,971,000 | 1,228 |
| U.S. Government agency obligations | $22,686,000 | 3,227 |
| Securities issued by states & political subdivisions | $2,000,000 | 4,298 |
| Other domestic debt securities | $881,000 | 2,927 |
| Privately issued residential mortgage-backed securities | $881,000 | 740 |
| 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 | $6,864,000 | 3,791 |
| Mortgage-backed securities | $12,428,000 | 2,730 |
| Certificates of participation in pools of residential mortgages | $7,305,000 | 2,813 |
| Issued or guaranteed by U.S. | $7,305,000 | 2,801 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $5,123,000 | 1,785 |
| CMOs issued by government agencies or sponsored agencies | $4,242,000 | 1,803 |
| Privately issued | $881,000 | 655 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $27,538,000 | 3,242 |
| Total debt securities | $27,539,000 | 3,683 |
| 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 | $31,750,000 | 3,376 |
| U.S. Government securities | $29,750,000 | 2,721 |
| U.S. Treasury securities | $1,959,000 | 1,306 |
| U.S. Government agency obligations | $27,791,000 | 2,739 |
| Securities issued by states & political subdivisions | $2,000,000 | 4,306 |
| 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 | $8,246,000 | 3,442 |
| Mortgage-backed securities | $17,521,000 | 2,159 |
| Certificates of participation in pools of residential mortgages | $9,821,000 | 2,367 |
| Issued or guaranteed by U.S. | $9,821,000 | 2,352 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $7,700,000 | 1,452 |
| CMOs issued by government agencies or sponsored agencies | $7,700,000 | 1,354 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $31,750,000 | 2,887 |
| Total debt securities | $31,752,000 | 3,298 |
| 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 | $18,385,000 | 4,774 |
| U.S. Government securities | $18,385,000 | 3,770 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $18,385,000 | 3,588 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,953,000 | 3,701 |
| Mortgage-backed securities | $10,216,000 | 2,837 |
| Certificates of participation in pools of residential mortgages | $1,846,000 | 4,601 |
| Issued or guaranteed by U.S. | $1,846,000 | 4,581 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $8,370,000 | 1,427 |
| CMOs issued by government agencies or sponsored agencies | $8,370,000 | 1,335 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $18,385,000 | 4,060 |
| Total debt securities | $18,384,000 | 4,686 |
| 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 | $8,546,000 | 7,209 |
| U.S. Government securities | $8,546,000 | 6,320 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $8,546,000 | 5,979 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,991,000 | 6,312 |
| Mortgage-backed securities | $3,535,000 | 3,916 |
| Certificates of participation in pools of residential mortgages | $1,828,000 | 4,084 |
| Issued or guaranteed by U.S. | $1,828,000 | 4,059 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,707,000 | 2,423 |
| CMOs issued by government agencies or sponsored agencies | $1,707,000 | 2,282 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $8,546,000 | 6,103 |
| Total debt securities | $8,546,000 | 7,090 |
| 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 |