Home > North Valley Bank > Securities
North Valley Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $35,033,000 | 3,027 |
| U.S. Government securities | $14,857,000 | 3,265 |
| U.S. Treasury securities | $4,939,000 | 1,839 |
| U.S. Government agency obligations | $9,918,000 | 3,237 |
| Securities issued by states & political subdivisions | $15,201,000 | 2,070 |
| Other domestic debt securities | $4,975,000 | 1,352 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $980,000 | 566 |
| Other domestic debt securities - All other | $3,995,000 | 1,070 |
| 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 | $10,563,000 | 2,897 |
| Mortgage-backed securities | $7,886,000 | 2,752 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,198,000 | 2,543 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,041,000 | 1,879 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $647,000 | 1,335 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $35,033,000 | 2,792 |
| Total debt securities | $35,033,000 | 3,005 |
| 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 | $33,969,000 | 3,059 |
| U.S. Government securities | $13,859,000 | 3,349 |
| U.S. Treasury securities | $4,859,000 | 1,897 |
| U.S. Government agency obligations | $9,000,000 | 3,309 |
| Securities issued by states & political subdivisions | $15,276,000 | 2,053 |
| Other domestic debt securities | $4,834,000 | 1,365 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $971,000 | 557 |
| Other domestic debt securities - All other | $3,863,000 | 1,071 |
| 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 | $5,408,000 | 3,279 |
| Mortgage-backed securities | $7,872,000 | 2,742 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,093,000 | 2,554 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,107,000 | 1,832 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $672,000 | 1,304 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $33,969,000 | 2,814 |
| Total debt securities | $33,968,000 | 3,038 |
| 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 | $35,548,000 | 3,058 |
| U.S. Government securities | $13,936,000 | 3,392 |
| U.S. Treasury securities | $4,273,000 | 2,018 |
| U.S. Government agency obligations | $9,663,000 | 3,301 |
| Securities issued by states & political subdivisions | $16,634,000 | 2,022 |
| Other domestic debt securities | $4,978,000 | 1,347 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $970,000 | 553 |
| Other domestic debt securities - All other | $4,008,000 | 1,064 |
| 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 | $7,356,000 | 3,087 |
| Mortgage-backed securities | $8,457,000 | 2,727 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,467,000 | 2,545 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,273,000 | 1,820 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $717,000 | 1,295 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $35,548,000 | 2,816 |
| Total debt securities | $35,548,000 | 3,034 |
| 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 | $37,502,000 | 3,083 |
| U.S. Government securities | $14,563,000 | 3,429 |
| U.S. Treasury securities | $4,297,000 | 2,087 |
| U.S. Government agency obligations | $10,266,000 | 3,270 |
| Securities issued by states & political subdivisions | $17,787,000 | 2,013 |
| Other domestic debt securities | $5,152,000 | 1,377 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $980,000 | 549 |
| Other domestic debt securities - All other | $4,172,000 | 1,091 |
| 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 | $7,478,000 | 3,009 |
| Mortgage-backed securities | $8,955,000 | 2,736 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,741,000 | 2,558 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,460,000 | 1,822 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $754,000 | 1,309 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $37,502,000 | 2,830 |
| Total debt securities | $37,502,000 | 3,059 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $40,034,000 | 3,054 |
| U.S. Government securities | $15,112,000 | 3,417 |
| U.S. Treasury securities | $4,213,000 | 2,189 |
| U.S. Government agency obligations | $10,899,000 | 3,247 |
| Securities issued by states & political subdivisions | $19,740,000 | 1,943 |
| Other domestic debt securities | $5,182,000 | 1,349 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $973,000 | 419 |
| Other domestic debt securities - All other | $4,209,000 | 1,095 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,305,000 | 2,900 |
| Mortgage-backed securities | $9,441,000 | 2,742 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,865,000 | 2,587 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,731,000 | 1,805 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $845,000 | 1,273 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $40,034,000 | 2,801 |
| Total debt securities | $40,033,000 | 3,033 |
| 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 | $42,088,000 | 3,028 |
| U.S. Government securities | $17,194,000 | 3,324 |
| U.S. Treasury securities | $4,305,000 | 2,139 |
| U.S. Government agency obligations | $12,889,000 | 3,142 |
| Securities issued by states & political subdivisions | $20,507,000 | 1,953 |
| Other domestic debt securities | $4,387,000 | 1,373 |
| 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 | $4,387,000 | 1,087 |
| 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 | $7,642,000 | 2,869 |
| Mortgage-backed securities | $11,288,000 | 2,654 |
| Certificates of participation in pools of residential mortgages | $6,340,000 | 2,648 |
| Issued or guaranteed by U.S. | $6,340,000 | 2,572 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $3,054,000 | 1,853 |
| CMOs issued by government agencies or sponsored agencies | $3,054,000 | 1,776 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,894,000 | 1,537 |
| Commercial mortgage pass-through securities | $900,000 | 1,255 |
| Other commercial mortgage-backed securities | $994,000 | 1,207 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $42,088,000 | 2,802 |
| Total debt securities | $42,088,000 | 3,012 |
| 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 | $44,580,000 | 2,916 |
| U.S. Government securities | $17,919,000 | 3,200 |
| U.S. Treasury securities | $4,393,000 | 1,903 |
| U.S. Government agency obligations | $13,526,000 | 3,081 |
| Securities issued by states & political subdivisions | $22,208,000 | 1,888 |
| Other domestic debt securities | $4,453,000 | 1,364 |
| 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 | $4,453,000 | 1,069 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,114,000 | 2,699 |
| Mortgage-backed securities | $11,784,000 | 2,625 |
| Certificates of participation in pools of residential mortgages | $6,437,000 | 2,642 |
| Issued or guaranteed by U.S. | $6,437,000 | 2,570 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $3,403,000 | 1,806 |
| CMOs issued by government agencies or sponsored agencies | $3,403,000 | 1,737 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $1,944,000 | 1,521 |
| Commercial mortgage pass-through securities | $928,000 | 1,229 |
| Other commercial mortgage-backed securities | $1,016,000 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $44,580,000 | 2,714 |
| Total debt securities | $44,582,000 | 2,901 |
| 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 | $40,663,000 | 2,949 |
| U.S. Government securities | $13,859,000 | 3,306 |
| U.S. Treasury securities | $1,508,000 | 1,858 |
| U.S. Government agency obligations | $12,351,000 | 3,119 |
| Securities issued by states & political subdivisions | $24,000,000 | 1,850 |
| Other domestic debt securities | $2,804,000 | 1,507 |
| 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 | $2,804,000 | 1,184 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,846,000 | 2,518 |
| Mortgage-backed securities | $10,726,000 | 2,695 |
| Certificates of participation in pools of residential mortgages | $5,058,000 | 2,798 |
| Issued or guaranteed by U.S. | $5,058,000 | 2,711 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $3,638,000 | 1,744 |
| CMOs issued by government agencies or sponsored agencies | $3,638,000 | 1,688 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $2,030,000 | 1,485 |
| Commercial mortgage pass-through securities | $972,000 | 1,219 |
| Other commercial mortgage-backed securities | $1,058,000 | 1,158 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $40,663,000 | 2,781 |
| Total debt securities | $40,661,000 | 2,931 |
| 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 | $41,106,000 | 2,890 |
| U.S. Government securities | $14,621,000 | 3,207 |
| U.S. Treasury securities | $1,529,000 | 1,641 |
| U.S. Government agency obligations | $13,092,000 | 3,077 |
| Securities issued by states & political subdivisions | $24,408,000 | 1,797 |
| Other domestic debt securities | $2,077,000 | 1,544 |
| 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 | $2,077,000 | 1,227 |
| 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 | $12,012,000 | 2,488 |
| Mortgage-backed securities | $11,365,000 | 2,673 |
| Certificates of participation in pools of residential mortgages | $5,204,000 | 2,791 |
| Issued or guaranteed by U.S. | $5,204,000 | 2,715 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $4,097,000 | 1,698 |
| CMOs issued by government agencies or sponsored agencies | $4,097,000 | 1,656 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $2,064,000 | 1,485 |
| Commercial mortgage pass-through securities | $987,000 | 1,230 |
| Other commercial mortgage-backed securities | $1,077,000 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $41,106,000 | 2,722 |
| Total debt securities | $41,106,000 | 2,869 |
| 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 | $40,902,000 | 2,831 |
| U.S. Government securities | $15,246,000 | 3,120 |
| U.S. Treasury securities | $1,029,000 | 1,627 |
| U.S. Government agency obligations | $14,217,000 | 2,971 |
| Securities issued by states & political subdivisions | $23,949,000 | 1,797 |
| Other domestic debt securities | $1,707,000 | 1,600 |
| 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 | $1,707,000 | 1,265 |
| 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 | $11,002,000 | 2,549 |
| Mortgage-backed securities | $12,405,000 | 2,594 |
| Certificates of participation in pools of residential mortgages | $5,585,000 | 2,721 |
| Issued or guaranteed by U.S. | $5,585,000 | 2,642 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $4,683,000 | 1,583 |
| CMOs issued by government agencies or sponsored agencies | $4,683,000 | 1,547 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $2,137,000 | 1,459 |
| Commercial mortgage pass-through securities | $1,053,000 | 1,184 |
| Other commercial mortgage-backed securities | $1,084,000 | 1,148 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $40,902,000 | 2,667 |
| Total debt securities | $40,900,000 | 2,816 |
| 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 | $39,297,000 | 2,777 |
| U.S. Government securities | $14,810,000 | 3,009 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $14,810,000 | 2,831 |
| Securities issued by states & political subdivisions | $22,805,000 | 1,803 |
| Other domestic debt securities | $1,682,000 | 1,572 |
| 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 | $1,682,000 | 1,201 |
| 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 | $23,505,000 | 1,761 |
| Mortgage-backed securities | $12,916,000 | 2,501 |
| Certificates of participation in pools of residential mortgages | $5,283,000 | 2,722 |
| Issued or guaranteed by U.S. | $5,283,000 | 2,642 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $5,488,000 | 1,452 |
| CMOs issued by government agencies or sponsored agencies | $5,488,000 | 1,409 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $2,145,000 | 1,430 |
| Commercial mortgage pass-through securities | $1,054,000 | 1,175 |
| Other commercial mortgage-backed securities | $1,091,000 | 1,117 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $39,297,000 | 2,602 |
| Total debt securities | $39,296,000 | 2,754 |
| 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 | $39,450,000 | 2,654 |
| U.S. Government securities | $14,535,000 | 2,886 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $14,535,000 | 2,750 |
| Securities issued by states & political subdivisions | $23,404,000 | 1,722 |
| Other domestic debt securities | $1,511,000 | 1,555 |
| 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 | $1,511,000 | 1,185 |
| 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 | $23,269,000 | 1,757 |
| Mortgage-backed securities | $13,131,000 | 2,413 |
| Certificates of participation in pools of residential mortgages | $4,922,000 | 2,719 |
| Issued or guaranteed by U.S. | $4,922,000 | 2,643 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $6,014,000 | 1,403 |
| CMOs issued by government agencies or sponsored agencies | $6,014,000 | 1,360 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $2,195,000 | 1,374 |
| Commercial mortgage pass-through securities | $1,090,000 | 1,123 |
| Other commercial mortgage-backed securities | $1,105,000 | 1,082 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $39,450,000 | 2,482 |
| Total debt securities | $39,450,000 | 2,633 |
| 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 | $37,897,000 | 2,613 |
| U.S. Government securities | $13,839,000 | 2,899 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $13,839,000 | 2,761 |
| Securities issued by states & political subdivisions | $22,544,000 | 1,645 |
| Other domestic debt securities | $1,514,000 | 1,524 |
| 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 | $1,514,000 | 1,149 |
| 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 | $20,970,000 | 1,832 |
| Mortgage-backed securities | $12,958,000 | 2,399 |
| Certificates of participation in pools of residential mortgages | $4,722,000 | 2,720 |
| Issued or guaranteed by U.S. | $4,722,000 | 2,639 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,553,000 | 1,374 |
| CMOs issued by government agencies or sponsored agencies | $6,553,000 | 1,338 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $1,683,000 | 1,460 |
| Commercial mortgage pass-through securities | $271,000 | 1,387 |
| Other commercial mortgage-backed securities | $1,412,000 | 1,011 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $37,897,000 | 2,442 |
| Total debt securities | $37,892,000 | 2,592 |
| 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 | $33,278,000 | 2,743 |
| U.S. Government securities | $12,900,000 | 3,013 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $12,900,000 | 2,874 |
| Securities issued by states & political subdivisions | $20,378,000 | 1,663 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,045,000 | 2,354 |
| Mortgage-backed securities | $12,900,000 | 2,417 |
| Certificates of participation in pools of residential mortgages | $3,753,000 | 2,867 |
| Issued or guaranteed by U.S. | $3,753,000 | 2,787 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $7,444,000 | 1,336 |
| CMOs issued by government agencies or sponsored agencies | $7,444,000 | 1,301 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $1,703,000 | 1,444 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $1,703,000 | 938 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $33,278,000 | 2,566 |
| Total debt securities | $33,278,000 | 2,721 |
| 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 | $34,076,000 | 2,646 |
| U.S. Government securities | $12,815,000 | 3,055 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $12,815,000 | 2,919 |
| Securities issued by states & political subdivisions | $21,261,000 | 1,490 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,877,000 | 1,754 |
| Mortgage-backed securities | $12,815,000 | 2,435 |
| Certificates of participation in pools of residential mortgages | $2,733,000 | 3,075 |
| Issued or guaranteed by U.S. | $2,733,000 | 2,983 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $8,190,000 | 1,292 |
| CMOs issued by government agencies or sponsored agencies | $8,190,000 | 1,256 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,892,000 | 1,398 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $1,892,000 | 887 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $34,076,000 | 2,479 |
| Total debt securities | $34,077,000 | 2,627 |
| 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 | $37,356,000 | 2,537 |
| U.S. Government securities | $14,468,000 | 2,965 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $14,468,000 | 2,806 |
| Securities issued by states & political subdivisions | $22,888,000 | 1,379 |
| 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 | $19,468,000 | 1,867 |
| Mortgage-backed securities | $14,468,000 | 2,278 |
| Certificates of participation in pools of residential mortgages | $2,791,000 | 3,043 |
| Issued or guaranteed by U.S. | $2,791,000 | 2,955 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $8,553,000 | 1,259 |
| CMOs issued by government agencies or sponsored agencies | $8,553,000 | 1,225 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $3,124,000 | 1,152 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $3,124,000 | 724 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $37,356,000 | 2,355 |
| Total debt securities | $37,355,000 | 2,519 |
| 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 | $35,838,000 | 2,618 |
| U.S. Government securities | $15,254,000 | 2,941 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $15,254,000 | 2,779 |
| Securities issued by states & political subdivisions | $20,584,000 | 1,487 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,281,000 | 1,819 |
| Mortgage-backed securities | $15,254,000 | 2,219 |
| Certificates of participation in pools of residential mortgages | $2,940,000 | 3,000 |
| Issued or guaranteed by U.S. | $2,940,000 | 2,911 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $9,173,000 | 1,223 |
| CMOs issued by government agencies or sponsored agencies | $9,173,000 | 1,190 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $3,141,000 | 1,143 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $3,141,000 | 694 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $35,838,000 | 2,432 |
| Total debt securities | $35,837,000 | 2,599 |
| 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 | $35,083,000 | 2,690 |
| U.S. Government securities | $15,983,000 | 2,939 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $15,983,000 | 2,774 |
| Securities issued by states & political subdivisions | $19,100,000 | 1,600 |
| 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 | $23,754,000 | 1,709 |
| Mortgage-backed securities | $15,983,000 | 2,151 |
| Certificates of participation in pools of residential mortgages | $3,065,000 | 2,990 |
| Issued or guaranteed by U.S. | $3,065,000 | 2,907 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $9,773,000 | 1,190 |
| CMOs issued by government agencies or sponsored agencies | $9,773,000 | 1,154 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $3,145,000 | 1,130 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $3,145,000 | 659 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $35,083,000 | 2,504 |
| Total debt securities | $35,083,000 | 2,674 |
| 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 | $41,427,000 | 2,475 |
| U.S. Government securities | $16,958,000 | 2,899 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $16,958,000 | 2,739 |
| Securities issued by states & political subdivisions | $24,469,000 | 1,372 |
| 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 | $30,760,000 | 1,466 |
| Mortgage-backed securities | $16,958,000 | 2,082 |
| Certificates of participation in pools of residential mortgages | $3,199,000 | 2,985 |
| Issued or guaranteed by U.S. | $3,199,000 | 2,897 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $10,658,000 | 1,130 |
| CMOs issued by government agencies or sponsored agencies | $10,658,000 | 1,093 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $3,101,000 | 1,072 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $3,101,000 | 605 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $41,427,000 | 2,277 |
| Total debt securities | $41,428,000 | 2,452 |
| 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 | $41,674,000 | 2,492 |
| U.S. Government securities | $17,344,000 | 2,871 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $17,344,000 | 2,717 |
| Securities issued by states & political subdivisions | $24,330,000 | 1,403 |
| 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 | $30,985,000 | 1,469 |
| Mortgage-backed securities | $17,344,000 | 2,048 |
| Certificates of participation in pools of residential mortgages | $3,277,000 | 2,985 |
| Issued or guaranteed by U.S. | $3,277,000 | 2,923 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $11,018,000 | 1,102 |
| CMOs issued by government agencies or sponsored agencies | $11,018,000 | 1,067 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $3,049,000 | 1,050 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $3,049,000 | 586 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $41,674,000 | 2,304 |
| Total debt securities | $41,675,000 | 2,473 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $42,427,000 | 2,472 |
| U.S. Government securities | $18,078,000 | 2,848 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $18,078,000 | 2,703 |
| Securities issued by states & political subdivisions | $24,349,000 | 1,412 |
| 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 | $31,609,000 | 1,424 |
| Mortgage-backed securities | $18,078,000 | 2,012 |
| Certificates of participation in pools of residential mortgages | $3,363,000 | 3,012 |
| Issued or guaranteed by U.S. | $3,363,000 | 2,988 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $11,466,000 | 1,057 |
| CMOs issued by government agencies or sponsored agencies | $11,466,000 | 1,019 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $3,249,000 | 1,014 |
| Commercial mortgage pass-through securities | $218,000 | 1,295 |
| Other commercial mortgage-backed securities | $3,031,000 | 587 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $42,427,000 | 2,275 |
| Total debt securities | $42,427,000 | 2,451 |
| 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 | $43,819,000 | 2,465 |
| U.S. Government securities | $19,195,000 | 2,763 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $19,195,000 | 2,632 |
| Securities issued by states & political subdivisions | $24,624,000 | 1,448 |
| 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 | $32,880,000 | 1,422 |
| Mortgage-backed securities | $19,195,000 | 1,992 |
| Certificates of participation in pools of residential mortgages | $3,605,000 | 3,009 |
| Issued or guaranteed by U.S. | $3,605,000 | 2,853 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $12,317,000 | 1,011 |
| CMOs issued by government agencies or sponsored agencies | $12,317,000 | 969 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $3,273,000 | 987 |
| Commercial mortgage pass-through securities | $221,000 | 1,265 |
| Other commercial mortgage-backed securities | $3,052,000 | 573 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $43,819,000 | 2,263 |
| Total debt securities | $43,818,000 | 2,450 |
| 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 | $44,054,000 | 2,482 |
| U.S. Government securities | $19,310,000 | 2,836 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $19,310,000 | 2,707 |
| Securities issued by states & political subdivisions | $24,744,000 | 1,476 |
| 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 | $33,060,000 | 1,440 |
| Mortgage-backed securities | $19,310,000 | 1,970 |
| Certificates of participation in pools of residential mortgages | $3,795,000 | 3,013 |
| Issued or guaranteed by U.S. | $3,795,000 | 3,006 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $12,223,000 | 1,026 |
| CMOs issued by government agencies or sponsored agencies | $12,223,000 | 982 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $3,292,000 | 856 |
| Commercial mortgage pass-through securities | $223,000 | 1,022 |
| Other commercial mortgage-backed securities | $3,069,000 | 560 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $44,054,000 | 2,279 |
| Total debt securities | $44,054,000 | 2,463 |
| 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 | $46,734,000 | 2,398 |
| U.S. Government securities | $20,544,000 | 2,764 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $20,544,000 | 2,634 |
| Securities issued by states & political subdivisions | $26,190,000 | 1,473 |
| 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 | $28,598,000 | 1,612 |
| Mortgage-backed securities | $20,544,000 | 1,911 |
| Certificates of participation in pools of residential mortgages | $4,047,000 | 3,002 |
| Issued or guaranteed by U.S. | $4,047,000 | 2,999 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $13,138,000 | 975 |
| CMOs issued by government agencies or sponsored agencies | $13,138,000 | 935 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $3,359,000 | 834 |
| Commercial mortgage pass-through securities | $227,000 | 1,021 |
| Other commercial mortgage-backed securities | $3,132,000 | 543 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $46,734,000 | 2,205 |
| Total debt securities | $46,735,000 | 2,378 |
| 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 | $48,533,000 | 2,379 |
| U.S. Government securities | $21,857,000 | 2,687 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $21,857,000 | 2,579 |
| Securities issued by states & political subdivisions | $26,676,000 | 1,466 |
| 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 | $35,449,000 | 1,390 |
| Mortgage-backed securities | $21,857,000 | 1,868 |
| Certificates of participation in pools of residential mortgages | $4,328,000 | 3,000 |
| Issued or guaranteed by U.S. | $4,328,000 | 2,998 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $14,128,000 | 934 |
| CMOs issued by government agencies or sponsored agencies | $14,128,000 | 895 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $3,401,000 | 819 |
| Commercial mortgage pass-through securities | $230,000 | 1,010 |
| Other commercial mortgage-backed securities | $3,171,000 | 517 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $48,533,000 | 2,181 |
| Total debt securities | $48,535,000 | 2,353 |
| 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 | $49,919,000 | 2,359 |
| U.S. Government securities | $23,158,000 | 2,655 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $23,158,000 | 2,551 |
| Securities issued by states & political subdivisions | $26,761,000 | 1,477 |
| 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 | $35,214,000 | 1,419 |
| Mortgage-backed securities | $23,158,000 | 1,831 |
| Certificates of participation in pools of residential mortgages | $4,600,000 | 2,980 |
| Issued or guaranteed by U.S. | $4,600,000 | 2,978 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $15,140,000 | 889 |
| CMOs issued by government agencies or sponsored agencies | $15,140,000 | 852 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $3,418,000 | 802 |
| Commercial mortgage pass-through securities | $233,000 | 984 |
| Other commercial mortgage-backed securities | $3,185,000 | 506 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $49,919,000 | 2,154 |
| Total debt securities | $49,918,000 | 2,338 |
| 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 | $50,747,000 | 2,363 |
| U.S. Government securities | $24,267,000 | 2,635 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $24,267,000 | 2,527 |
| Securities issued by states & political subdivisions | $26,480,000 | 1,502 |
| 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 | $35,973,000 | 1,410 |
| Mortgage-backed securities | $24,267,000 | 1,805 |
| Certificates of participation in pools of residential mortgages | $4,815,000 | 2,996 |
| Issued or guaranteed by U.S. | $4,815,000 | 2,992 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $16,062,000 | 853 |
| CMOs issued by government agencies or sponsored agencies | $16,062,000 | 819 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $3,390,000 | 783 |
| Commercial mortgage pass-through securities | $234,000 | 934 |
| Other commercial mortgage-backed securities | $3,156,000 | 494 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $50,747,000 | 2,160 |
| Total debt securities | $50,745,000 | 2,346 |
| 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 | $54,296,000 | 2,241 |
| U.S. Government securities | $28,002,000 | 2,393 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $28,002,000 | 2,291 |
| Securities issued by states & political subdivisions | $26,294,000 | 1,498 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,298,000 | 1,476 |
| Mortgage-backed securities | $28,002,000 | 1,654 |
| Certificates of participation in pools of residential mortgages | $6,576,000 | 2,696 |
| Issued or guaranteed by U.S. | $6,576,000 | 2,691 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $17,048,000 | 822 |
| CMOs issued by government agencies or sponsored agencies | $17,048,000 | 787 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $4,378,000 | 688 |
| Commercial mortgage pass-through securities | $1,239,000 | 695 |
| Other commercial mortgage-backed securities | $3,139,000 | 482 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $54,296,000 | 2,056 |
| Total debt securities | $54,296,000 | 2,213 |
| 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 | $59,710,000 | 2,095 |
| U.S. Government securities | $30,633,000 | 2,262 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $30,633,000 | 2,180 |
| Securities issued by states & political subdivisions | $29,077,000 | 1,376 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $36,618,000 | 1,397 |
| Mortgage-backed securities | $30,633,000 | 1,571 |
| Certificates of participation in pools of residential mortgages | $7,566,000 | 2,566 |
| Issued or guaranteed by U.S. | $7,566,000 | 2,565 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $18,725,000 | 784 |
| CMOs issued by government agencies or sponsored agencies | $18,725,000 | 748 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $4,342,000 | 664 |
| Commercial mortgage pass-through securities | $1,037,000 | 669 |
| Other commercial mortgage-backed securities | $3,305,000 | 464 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $59,710,000 | 1,920 |
| Total debt securities | $59,710,000 | 2,073 |
| 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 | $62,183,000 | 2,063 |
| U.S. Government securities | $33,004,000 | 2,207 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $33,004,000 | 2,117 |
| Securities issued by states & political subdivisions | $28,663,000 | 1,398 |
| Other domestic debt securities | $516,000 | 1,851 |
| 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 | $516,000 | 1,490 |
| 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 | $35,656,000 | 1,444 |
| Mortgage-backed securities | $33,004,000 | 1,505 |
| Certificates of participation in pools of residential mortgages | $8,174,000 | 2,525 |
| Issued or guaranteed by U.S. | $8,174,000 | 2,521 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $20,034,000 | 765 |
| CMOs issued by government agencies or sponsored agencies | $20,034,000 | 729 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $4,796,000 | 608 |
| Commercial mortgage pass-through securities | $1,481,000 | 566 |
| Other commercial mortgage-backed securities | $3,315,000 | 459 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $62,183,000 | 1,868 |
| Total debt securities | $62,182,000 | 2,038 |
| 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 | $53,880,000 | 2,305 |
| U.S. Government securities | $27,628,000 | 2,546 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $27,628,000 | 2,445 |
| Securities issued by states & political subdivisions | $24,174,000 | 1,620 |
| Other domestic debt securities | $2,078,000 | 1,277 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $1,071,000 | 115 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,007,000 | 1,286 |
| 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 | $33,808,000 | 1,514 |
| Mortgage-backed securities | $28,699,000 | 1,658 |
| Certificates of participation in pools of residential mortgages | $4,317,000 | 3,174 |
| Issued or guaranteed by U.S. | $4,317,000 | 3,173 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $19,671,000 | 784 |
| CMOs issued by government agencies or sponsored agencies | $19,671,000 | 742 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $4,711,000 | 600 |
| Commercial mortgage pass-through securities | $1,467,000 | 556 |
| Other commercial mortgage-backed securities | $3,244,000 | 447 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $53,880,000 | 2,094 |
| Total debt securities | $53,880,000 | 2,278 |
| 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 | $45,395,000 | 2,640 |
| U.S. Government securities | $20,869,000 | 3,008 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $20,869,000 | 2,896 |
| Securities issued by states & political subdivisions | $23,527,000 | 1,662 |
| Other domestic debt securities | $999,000 | 1,635 |
| 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 | $999,000 | 1,318 |
| 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 | $29,269,000 | 1,680 |
| Mortgage-backed securities | $20,869,000 | 2,019 |
| Certificates of participation in pools of residential mortgages | $4,475,000 | 3,143 |
| Issued or guaranteed by U.S. | $4,475,000 | 3,141 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $13,993,000 | 980 |
| CMOs issued by government agencies or sponsored agencies | $13,993,000 | 933 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $2,401,000 | 717 |
| Commercial mortgage pass-through securities | $1,460,000 | 531 |
| Other commercial mortgage-backed securities | $941,000 | 619 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $45,395,000 | 2,411 |
| Total debt securities | $45,395,000 | 2,622 |
| 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 | $42,062,000 | 2,784 |
| U.S. Government securities | $19,568,000 | 3,172 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $19,568,000 | 3,070 |
| Securities issued by states & political subdivisions | $21,491,000 | 1,770 |
| Other domestic debt securities | $1,003,000 | 1,619 |
| 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 | $1,003,000 | 1,288 |
| 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 | $25,034,000 | 1,884 |
| Mortgage-backed securities | $18,460,000 | 2,187 |
| Certificates of participation in pools of residential mortgages | $3,696,000 | 3,364 |
| Issued or guaranteed by U.S. | $3,696,000 | 3,360 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $12,841,000 | 1,045 |
| CMOs issued by government agencies or sponsored agencies | $12,841,000 | 990 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $1,923,000 | 764 |
| Commercial mortgage pass-through securities | $1,489,000 | 500 |
| Other commercial mortgage-backed securities | $434,000 | 656 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $42,062,000 | 2,555 |
| Total debt securities | $42,062,000 | 2,762 |
| 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 | $37,068,000 | 3,063 |
| U.S. Government securities | $16,148,000 | 3,581 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $16,148,000 | 3,464 |
| Securities issued by states & political subdivisions | $19,921,000 | 1,842 |
| Other domestic debt securities | $999,000 | 1,656 |
| 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 | $999,000 | 1,330 |
| 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 | $17,168,000 | 2,411 |
| Mortgage-backed securities | $15,029,000 | 2,479 |
| Certificates of participation in pools of residential mortgages | $3,846,000 | 3,417 |
| Issued or guaranteed by U.S. | $3,846,000 | 3,414 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,287,000 | 1,309 |
| CMOs issued by government agencies or sponsored agencies | $9,287,000 | 1,249 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $1,896,000 | 728 |
| Commercial mortgage pass-through securities | $1,469,000 | 479 |
| Other commercial mortgage-backed securities | $427,000 | 632 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $37,068,000 | 2,794 |
| Total debt securities | $37,069,000 | 3,035 |
| 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 | $39,404,000 | 2,976 |
| U.S. Government securities | $17,718,000 | 3,493 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $17,718,000 | 3,385 |
| Securities issued by states & political subdivisions | $20,379,000 | 1,792 |
| Other domestic debt securities | $1,307,000 | 1,536 |
| 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 | $1,307,000 | 1,211 |
| 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 | $16,235,000 | 2,539 |
| Mortgage-backed securities | $16,085,000 | 2,444 |
| Certificates of participation in pools of residential mortgages | $4,105,000 | 3,432 |
| Issued or guaranteed by U.S. | $4,105,000 | 3,430 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $10,051,000 | 1,289 |
| CMOs issued by government agencies or sponsored agencies | $10,051,000 | 1,227 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $1,929,000 | 701 |
| Commercial mortgage pass-through securities | $1,495,000 | 456 |
| Other commercial mortgage-backed securities | $434,000 | 606 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $39,404,000 | 2,722 |
| Total debt securities | $39,404,000 | 2,953 |
| 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 | $39,289,000 | 3,034 |
| U.S. Government securities | $18,399,000 | 3,486 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $18,399,000 | 3,378 |
| Securities issued by states & political subdivisions | $19,590,000 | 1,848 |
| Other domestic debt securities | $1,300,000 | 1,551 |
| 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 | $1,300,000 | 1,222 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,746,000 | 2,420 |
| Mortgage-backed securities | $16,748,000 | 2,428 |
| Certificates of participation in pools of residential mortgages | $4,285,000 | 3,450 |
| Issued or guaranteed by U.S. | $4,285,000 | 3,445 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $10,546,000 | 1,280 |
| CMOs issued by government agencies or sponsored agencies | $10,546,000 | 1,223 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $1,917,000 | 693 |
| Commercial mortgage pass-through securities | $1,488,000 | 458 |
| Other commercial mortgage-backed securities | $429,000 | 577 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $39,289,000 | 2,776 |
| Total debt securities | $39,289,000 | 3,012 |
| 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 | $38,764,000 | 3,133 |
| U.S. Government securities | $17,105,000 | 3,690 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $17,105,000 | 3,574 |
| Securities issued by states & political subdivisions | $20,357,000 | 1,812 |
| Other domestic debt securities | $1,302,000 | 1,603 |
| 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 | $1,302,000 | 1,252 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,951,000 | 2,317 |
| Mortgage-backed securities | $15,435,000 | 2,609 |
| Certificates of participation in pools of residential mortgages | $4,393,000 | 3,509 |
| Issued or guaranteed by U.S. | $4,393,000 | 3,508 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $9,136,000 | 1,410 |
| CMOs issued by government agencies or sponsored agencies | $9,136,000 | 1,329 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $1,906,000 | 667 |
| Commercial mortgage pass-through securities | $1,480,000 | 455 |
| Other commercial mortgage-backed securities | $426,000 | 545 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $38,764,000 | 2,855 |
| Total debt securities | $38,764,000 | 3,107 |
| 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 | $37,284,000 | 3,272 |
| U.S. Government securities | $15,789,000 | 3,894 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $15,789,000 | 3,780 |
| Securities issued by states & political subdivisions | $20,188,000 | 1,821 |
| Other domestic debt securities | $1,307,000 | 1,644 |
| 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 | $1,307,000 | 1,282 |
| 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 | $19,127,000 | 2,310 |
| Mortgage-backed securities | $14,102,000 | 2,750 |
| Certificates of participation in pools of residential mortgages | $6,133,000 | 3,216 |
| Issued or guaranteed by U.S. | $6,133,000 | 3,214 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $7,969,000 | 1,502 |
| CMOs issued by government agencies or sponsored agencies | $7,969,000 | 1,432 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $37,284,000 | 2,975 |
| Total debt securities | $37,285,000 | 3,245 |
| 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 | $37,713,000 | 3,243 |
| U.S. Government securities | $16,588,000 | 3,845 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $16,588,000 | 3,749 |
| Securities issued by states & political subdivisions | $19,816,000 | 1,858 |
| Other domestic debt securities | $1,309,000 | 1,694 |
| 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 | $1,309,000 | 1,325 |
| 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 | $18,769,000 | 2,360 |
| Mortgage-backed securities | $14,883,000 | 2,700 |
| Certificates of participation in pools of residential mortgages | $6,284,000 | 3,205 |
| Issued or guaranteed by U.S. | $6,284,000 | 3,204 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $8,599,000 | 1,461 |
| CMOs issued by government agencies or sponsored agencies | $8,599,000 | 1,396 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $37,713,000 | 2,965 |
| Total debt securities | $37,713,000 | 3,210 |
| 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 | $38,031,000 | 3,227 |
| U.S. Government securities | $17,390,000 | 3,740 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $17,390,000 | 3,639 |
| Securities issued by states & political subdivisions | $19,342,000 | 1,897 |
| Other domestic debt securities | $803,000 | 2,006 |
| 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 | $803,000 | 1,588 |
| Foreign debt securities | $496,000 | 241 |
| 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 | $18,913,000 | 2,323 |
| Mortgage-backed securities | $15,668,000 | 2,641 |
| Certificates of participation in pools of residential mortgages | $6,494,000 | 3,179 |
| Issued or guaranteed by U.S. | $6,494,000 | 3,177 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $9,174,000 | 1,422 |
| CMOs issued by government agencies or sponsored agencies | $9,174,000 | 1,356 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $38,031,000 | 2,941 |
| Total debt securities | $38,031,000 | 3,196 |
| Structured notes | ||
| Amortized cost | $163,000 | 2,322 |
| Fair value | $170,000 | 2,320 |
| 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 | $39,491,000 | 3,174 |
| U.S. Government securities | $18,664,000 | 3,647 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $18,664,000 | 3,556 |
| Securities issued by states & political subdivisions | $19,518,000 | 1,892 |
| Other domestic debt securities | $814,000 | 2,060 |
| 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 | $814,000 | 1,618 |
| Foreign debt securities | $495,000 | 246 |
| 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 | $17,423,000 | 2,421 |
| Mortgage-backed securities | $16,919,000 | 2,573 |
| Certificates of participation in pools of residential mortgages | $6,874,000 | 3,120 |
| Issued or guaranteed by U.S. | $6,874,000 | 3,117 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $10,045,000 | 1,368 |
| CMOs issued by government agencies or sponsored agencies | $10,045,000 | 1,305 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $39,491,000 | 2,899 |
| Total debt securities | $39,491,000 | 3,142 |
| Structured notes | ||
| Amortized cost | $178,000 | 2,324 |
| Fair value | $185,000 | 2,309 |
| 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 | $40,644,000 | 3,091 |
| U.S. Government securities | $20,580,000 | 3,454 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $20,580,000 | 3,366 |
| Securities issued by states & political subdivisions | $18,407,000 | 1,985 |
| Other domestic debt securities | $1,155,000 | 1,876 |
| 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 | $1,155,000 | 1,441 |
| Foreign debt securities | $502,000 | 223 |
| 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 | $16,640,000 | 2,479 |
| Mortgage-backed securities | $18,808,000 | 2,449 |
| Certificates of participation in pools of residential mortgages | $7,143,000 | 3,067 |
| Issued or guaranteed by U.S. | $7,143,000 | 3,064 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $11,665,000 | 1,282 |
| CMOs issued by government agencies or sponsored agencies | $11,665,000 | 1,214 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $40,644,000 | 2,837 |
| Total debt securities | $40,643,000 | 3,058 |
| Structured notes | ||
| Amortized cost | $203,000 | 2,283 |
| Fair value | $208,000 | 2,280 |
| 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 | $42,252,000 | 3,031 |
| U.S. Government securities | $19,658,000 | 3,571 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $19,658,000 | 3,479 |
| Securities issued by states & political subdivisions | $20,719,000 | 1,760 |
| Other domestic debt securities | $1,374,000 | 1,817 |
| Privately issued residential mortgage-backed securities | $189,000 | 821 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,185,000 | 1,428 |
| Foreign debt securities | $501,000 | 231 |
| 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 | $18,415,000 | 2,347 |
| Mortgage-backed securities | $18,029,000 | 2,532 |
| Certificates of participation in pools of residential mortgages | $5,479,000 | 3,419 |
| Issued or guaranteed by U.S. | $5,479,000 | 3,414 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $12,550,000 | 1,278 |
| CMOs issued by government agencies or sponsored agencies | $12,361,000 | 1,220 |
| Privately issued | $189,000 | 789 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $42,252,000 | 2,805 |
| Total debt securities | $42,252,000 | 3,001 |
| Structured notes | ||
| Amortized cost | $234,000 | 2,314 |
| Fair value | $240,000 | 2,311 |
| 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 | $43,129,000 | 2,963 |
| U.S. Government securities | $22,521,000 | 3,269 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $22,521,000 | 3,196 |
| Securities issued by states & political subdivisions | $18,723,000 | 1,900 |
| Other domestic debt securities | $1,387,000 | 1,789 |
| Privately issued residential mortgage-backed securities | $190,000 | 856 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $1,197,000 | 1,383 |
| Foreign debt securities | $498,000 | 236 |
| 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 | $19,008,000 | 2,280 |
| Mortgage-backed securities | $20,851,000 | 2,349 |
| Certificates of participation in pools of residential mortgages | $5,971,000 | 3,316 |
| Issued or guaranteed by U.S. | $5,971,000 | 3,314 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $14,880,000 | 1,199 |
| CMOs issued by government agencies or sponsored agencies | $14,690,000 | 1,132 |
| Privately issued | $190,000 | 823 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $43,129,000 | 2,736 |
| Total debt securities | $43,129,000 | 2,934 |
| Structured notes | ||
| Amortized cost | $268,000 | 2,297 |
| Fair value | $274,000 | 2,296 |
| 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 | $33,592,000 | 3,485 |
| U.S. Government securities | $15,002,000 | 4,111 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $15,002,000 | 4,026 |
| Securities issued by states & political subdivisions | $16,512,000 | 2,057 |
| Other domestic debt securities | $1,601,000 | 1,753 |
| Privately issued residential mortgage-backed securities | $230,000 | 876 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $1,371,000 | 1,395 |
| Foreign debt securities | $477,000 | 237 |
| 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 | $18,340,000 | 2,351 |
| Mortgage-backed securities | $13,333,000 | 3,076 |
| Certificates of participation in pools of residential mortgages | $3,956,000 | 3,911 |
| Issued or guaranteed by U.S. | $3,956,000 | 3,909 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $9,377,000 | 1,632 |
| CMOs issued by government agencies or sponsored agencies | $9,147,000 | 1,554 |
| Privately issued | $230,000 | 842 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $33,592,000 | 3,215 |
| Total debt securities | $33,593,000 | 3,461 |
| Structured notes | ||
| Amortized cost | $301,000 | 2,453 |
| Fair value | $306,000 | 2,453 |
| 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 | $33,865,000 | 3,496 |
| U.S. Government securities | $15,841,000 | 4,085 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $15,841,000 | 3,997 |
| Securities issued by states & political subdivisions | $15,898,000 | 2,060 |
| Other domestic debt securities | $1,635,000 | 1,753 |
| Privately issued residential mortgage-backed securities | $259,000 | 909 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $1,376,000 | 1,401 |
| Foreign debt securities | $491,000 | 227 |
| 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 | $18,498,000 | 2,395 |
| Mortgage-backed securities | $14,170,000 | 3,024 |
| Certificates of participation in pools of residential mortgages | $3,663,000 | 4,018 |
| Issued or guaranteed by U.S. | $3,663,000 | 4,016 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $10,507,000 | 1,562 |
| CMOs issued by government agencies or sponsored agencies | $10,248,000 | 1,478 |
| Privately issued | $259,000 | 875 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $33,865,000 | 3,235 |
| Total debt securities | $33,865,000 | 3,473 |
| Structured notes | ||
| Amortized cost | $336,000 | 2,687 |
| Fair value | $341,000 | 2,685 |
| 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 | $33,593,000 | 3,536 |
| U.S. Government securities | $16,359,000 | 4,119 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $16,359,000 | 4,024 |
| Securities issued by states & political subdivisions | $15,056,000 | 2,071 |
| Other domestic debt securities | $2,178,000 | 1,538 |
| Privately issued residential mortgage-backed securities | $300,000 | 926 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $1,878,000 | 1,240 |
| 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 | $18,669,000 | 2,382 |
| Mortgage-backed securities | $14,687,000 | 2,983 |
| Certificates of participation in pools of residential mortgages | $3,923,000 | 3,959 |
| Issued or guaranteed by U.S. | $3,923,000 | 3,955 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $10,764,000 | 1,575 |
| CMOs issued by government agencies or sponsored agencies | $10,464,000 | 1,488 |
| Privately issued | $300,000 | 893 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $33,593,000 | 3,275 |
| Total debt securities | $33,592,000 | 3,507 |
| Structured notes | ||
| Amortized cost | $370,000 | 2,897 |
| Fair value | $376,000 | 2,897 |
| 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 | $27,981,000 | 3,842 |
| U.S. Government securities | $15,041,000 | 4,200 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $15,041,000 | 4,111 |
| Securities issued by states & political subdivisions | $10,676,000 | 2,538 |
| Other domestic debt securities | $2,264,000 | 1,505 |
| Privately issued residential mortgage-backed securities | $386,000 | 969 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $1,878,000 | 1,167 |
| 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 | $17,137,000 | 2,376 |
| Mortgage-backed securities | $13,419,000 | 3,024 |
| Certificates of participation in pools of residential mortgages | $3,145,000 | 4,085 |
| Issued or guaranteed by U.S. | $3,145,000 | 4,079 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $10,274,000 | 1,560 |
| CMOs issued by government agencies or sponsored agencies | $9,888,000 | 1,447 |
| Privately issued | $386,000 | 918 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $27,981,000 | 3,539 |
| Total debt securities | $27,980,000 | 3,815 |
| Structured notes | ||
| Amortized cost | $410,000 | 2,765 |
| Fair value | $417,000 | 2,761 |
| 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 | $30,993,000 | 3,538 |
| U.S. Government securities | $17,394,000 | 3,875 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $17,394,000 | 3,786 |
| Securities issued by states & political subdivisions | $11,105,000 | 2,426 |
| Other domestic debt securities | $2,494,000 | 1,463 |
| Privately issued residential mortgage-backed securities | $476,000 | 965 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,018,000 | 1,081 |
| 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 | $19,430,000 | 2,169 |
| Mortgage-backed securities | $14,309,000 | 2,870 |
| Certificates of participation in pools of residential mortgages | $3,351,000 | 3,980 |
| Issued or guaranteed by U.S. | $3,351,000 | 3,966 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $10,958,000 | 1,512 |
| CMOs issued by government agencies or sponsored agencies | $10,482,000 | 1,379 |
| Privately issued | $476,000 | 913 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $30,993,000 | 3,258 |
| Total debt securities | $30,993,000 | 3,504 |
| Structured notes | ||
| Amortized cost | $452,000 | 2,819 |
| Fair value | $459,000 | 2,815 |
| 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 | $32,094,000 | 3,497 |
| U.S. Government securities | $17,991,000 | 3,899 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $17,991,000 | 3,801 |
| Securities issued by states & political subdivisions | $11,530,000 | 2,313 |
| Other domestic debt securities | $2,573,000 | 1,389 |
| Privately issued residential mortgage-backed securities | $527,000 | 961 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $2,046,000 | 1,003 |
| 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 | $15,158,000 | 2,585 |
| Mortgage-backed securities | $14,941,000 | 2,778 |
| Certificates of participation in pools of residential mortgages | $3,476,000 | 3,914 |
| Issued or guaranteed by U.S. | $3,476,000 | 3,901 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $11,465,000 | 1,450 |
| CMOs issued by government agencies or sponsored agencies | $10,938,000 | 1,313 |
| Privately issued | $527,000 | 910 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $32,094,000 | 3,207 |
| Total debt securities | $32,094,000 | 3,467 |
| Structured notes | ||
| Amortized cost | $485,000 | 2,957 |
| Fair value | $489,000 | 2,954 |
| 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 | $31,658,000 | 3,499 |
| U.S. Government securities | $16,972,000 | 3,969 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $16,972,000 | 3,857 |
| Securities issued by states & political subdivisions | $12,527,000 | 2,138 |
| Other domestic debt securities | $2,159,000 | 1,526 |
| Privately issued residential mortgage-backed securities | $615,000 | 969 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $1,544,000 | 1,153 |
| 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 | $12,872,000 | 2,809 |
| Mortgage-backed securities | $14,145,000 | 2,765 |
| Certificates of participation in pools of residential mortgages | $3,546,000 | 3,823 |
| Issued or guaranteed by U.S. | $3,546,000 | 3,813 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $10,599,000 | 1,482 |
| CMOs issued by government agencies or sponsored agencies | $9,984,000 | 1,342 |
| Privately issued | $615,000 | 919 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $31,658,000 | 3,211 |
| Total debt securities | $31,658,000 | 3,474 |
| Structured notes | ||
| Amortized cost | $511,000 | 2,862 |
| Fair value | $508,000 | 2,876 |
| 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 | $32,231,000 | 3,335 |
| U.S. Government securities | $17,066,000 | 3,807 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $17,066,000 | 3,693 |
| Securities issued by states & political subdivisions | $12,604,000 | 2,107 |
| Other domestic debt securities | $2,561,000 | 1,514 |
| Privately issued residential mortgage-backed securities | $1,013,000 | 893 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $1,548,000 | 1,153 |
| 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 | $7,831,000 | 3,572 |
| Mortgage-backed securities | $13,593,000 | 2,728 |
| Certificates of participation in pools of residential mortgages | $3,745,000 | 3,676 |
| Issued or guaranteed by U.S. | $3,745,000 | 3,665 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $9,848,000 | 1,509 |
| CMOs issued by government agencies or sponsored agencies | $8,835,000 | 1,394 |
| Privately issued | $1,013,000 | 852 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $32,231,000 | 3,059 |
| Total debt securities | $32,230,000 | 3,306 |
| Structured notes | ||
| Amortized cost | $562,000 | 2,711 |
| Fair value | $554,000 | 2,711 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $22,773,000 | 4,067 |
| U.S. Government securities | $8,668,000 | 5,094 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $8,668,000 | 4,974 |
| Securities issued by states & political subdivisions | $11,449,000 | 2,170 |
| Other domestic debt securities | $2,656,000 | 1,529 |
| Privately issued residential mortgage-backed securities | $1,425,000 | 880 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $1,231,000 | 1,264 |
| 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 | $7,653,000 | 3,628 |
| Mortgage-backed securities | $8,305,000 | 3,389 |
| Certificates of participation in pools of residential mortgages | $418,000 | 5,100 |
| Issued or guaranteed by U.S. | $418,000 | 5,087 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $7,887,000 | 1,645 |
| CMOs issued by government agencies or sponsored agencies | $6,462,000 | 1,568 |
| Privately issued | $1,425,000 | 839 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $22,773,000 | 3,735 |
| Total debt securities | $22,774,000 | 4,027 |
| 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 | $23,805,000 | 3,997 |
| U.S. Government securities | $12,456,000 | 4,496 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $12,456,000 | 4,386 |
| Securities issued by states & political subdivisions | $8,513,000 | 2,501 |
| Other domestic debt securities | $2,836,000 | 1,501 |
| Privately issued residential mortgage-backed securities | $1,633,000 | 879 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,203,000 | 1,235 |
| 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 | $4,548,000 | 4,438 |
| Mortgage-backed securities | $7,770,000 | 3,484 |
| Certificates of participation in pools of residential mortgages | $505,000 | 5,087 |
| Issued or guaranteed by U.S. | $505,000 | 5,075 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $7,265,000 | 1,645 |
| CMOs issued by government agencies or sponsored agencies | $5,632,000 | 1,580 |
| Privately issued | $1,633,000 | 845 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $23,805,000 | 3,655 |
| Total debt securities | $23,805,000 | 3,962 |
| Structured notes | ||
| Amortized cost | $2,996,000 | 1,686 |
| Fair value | $3,014,000 | 1,647 |
| 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 | $17,737,000 | 4,702 |
| U.S. Government securities | $7,841,000 | 5,461 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $7,841,000 | 5,347 |
| Securities issued by states & political subdivisions | $7,465,000 | 2,674 |
| Other domestic debt securities | $2,431,000 | 1,643 |
| Privately issued residential mortgage-backed securities | $1,225,000 | 1,006 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,206,000 | 1,255 |
| 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 | $4,565,000 | 4,511 |
| Mortgage-backed securities | $1,768,000 | 5,003 |
| Certificates of participation in pools of residential mortgages | $543,000 | 5,179 |
| Issued or guaranteed by U.S. | $543,000 | 5,167 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,225,000 | 2,778 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $1,225,000 | 968 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $17,737,000 | 4,277 |
| Total debt securities | $17,736,000 | 4,658 |
| Structured notes | ||
| Amortized cost | $2,996,000 | 1,488 |
| Fair value | $2,990,000 | 1,463 |
| 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 | $18,499,000 | 4,570 |
| U.S. Government securities | $7,384,000 | 5,513 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $7,384,000 | 5,414 |
| Securities issued by states & political subdivisions | $7,485,000 | 2,675 |
| Other domestic debt securities | $3,630,000 | 1,418 |
| Privately issued residential mortgage-backed securities | $2,428,000 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,202,000 | 1,294 |
| 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 | $4,286,000 | 4,602 |
| Mortgage-backed securities | $2,993,000 | 4,671 |
| Certificates of participation in pools of residential mortgages | $565,000 | 5,234 |
| Issued or guaranteed by U.S. | $565,000 | 5,220 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,428,000 | 2,329 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $2,428,000 | 794 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $18,499,000 | 4,160 |
| Total debt securities | $18,499,000 | 4,531 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,485 |
| Fair value | $2,000,000 | 1,524 |
| 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 | $21,547,000 | 4,256 |
| U.S. Government securities | $10,121,000 | 4,987 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $10,121,000 | 4,891 |
| Securities issued by states & political subdivisions | $7,683,000 | 2,644 |
| Other domestic debt securities | $3,743,000 | 1,477 |
| Privately issued residential mortgage-backed securities | $2,552,000 | 886 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,191,000 | 1,386 |
| 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 | $4,289,000 | 4,618 |
| Mortgage-backed securities | $4,275,000 | 4,423 |
| Certificates of participation in pools of residential mortgages | $676,000 | 5,254 |
| Issued or guaranteed by U.S. | $676,000 | 5,239 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,599,000 | 2,087 |
| CMOs issued by government agencies or sponsored agencies | $1,047,000 | 2,494 |
| Privately issued | $2,552,000 | 847 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $21,547,000 | 3,859 |
| Total debt securities | $21,545,000 | 4,223 |
| Structured notes | ||
| Amortized cost | $1,910,000 | 1,228 |
| Fair value | $1,907,000 | 1,226 |
| 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 | $29,106,000 | 3,521 |
| U.S. Government securities | $18,529,000 | 3,642 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $18,529,000 | 3,567 |
| Securities issued by states & political subdivisions | $7,054,000 | 2,727 |
| Other domestic debt securities | $3,523,000 | 1,546 |
| Privately issued residential mortgage-backed securities | $2,402,000 | 923 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,121,000 | 1,446 |
| 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 | $4,187,000 | 4,653 |
| Mortgage-backed securities | $6,341,000 | 3,988 |
| Certificates of participation in pools of residential mortgages | $798,000 | 5,239 |
| Issued or guaranteed by U.S. | $798,000 | 5,220 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $5,543,000 | 1,751 |
| CMOs issued by government agencies or sponsored agencies | $3,141,000 | 1,824 |
| Privately issued | $2,402,000 | 885 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $29,106,000 | 3,152 |
| Total debt securities | $29,105,000 | 3,485 |
| Structured notes | ||
| Amortized cost | $2,050,000 | 740 |
| Fair value | $2,038,000 | 736 |
| 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 | $23,480,000 | 4,042 |
| U.S. Government securities | $14,880,000 | 4,210 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $14,880,000 | 4,127 |
| Securities issued by states & political subdivisions | $6,537,000 | 2,771 |
| Other domestic debt securities | $2,063,000 | 1,847 |
| Privately issued residential mortgage-backed securities | $994,000 | 1,230 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,069,000 | 1,488 |
| 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 | $1,341,000 | 5,835 |
| Mortgage-backed securities | $6,119,000 | 4,111 |
| Certificates of participation in pools of residential mortgages | $1,888,000 | 4,803 |
| Issued or guaranteed by U.S. | $1,888,000 | 4,788 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,231,000 | 1,974 |
| CMOs issued by government agencies or sponsored agencies | $3,237,000 | 1,805 |
| Privately issued | $994,000 | 1,172 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $23,480,000 | 3,635 |
| Total debt securities | $23,480,000 | 4,006 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 892 |
| Fair value | $993,000 | 1,025 |
| 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 | $17,103,000 | 4,804 |
| U.S. Government securities | $9,601,000 | 5,233 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $9,601,000 | 5,152 |
| Securities issued by states & political subdivisions | $6,506,000 | 2,743 |
| Other domestic debt securities | $996,000 | 2,297 |
| Privately issued residential mortgage-backed securities | $996,000 | 1,170 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,803,000 | 5,680 |
| Mortgage-backed securities | $5,328,000 | 4,224 |
| Certificates of participation in pools of residential mortgages | $1,202,000 | 5,081 |
| Issued or guaranteed by U.S. | $1,202,000 | 5,068 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $4,126,000 | 1,923 |
| CMOs issued by government agencies or sponsored agencies | $3,130,000 | 1,810 |
| Privately issued | $996,000 | 1,118 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $17,103,000 | 4,324 |
| Total debt securities | $17,103,000 | 4,765 |
| 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 | $7,835,000 | 6,303 |
| U.S. Government securities | $568,000 | 7,693 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $568,000 | 7,616 |
| Securities issued by states & political subdivisions | $7,267,000 | 2,551 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,360,000 | 5,906 |
| Mortgage-backed securities | $66,000 | 6,294 |
| Certificates of participation in pools of residential mortgages | $66,000 | 6,006 |
| Issued or guaranteed by U.S. | $66,000 | 5,986 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $7,835,000 | 5,749 |
| Total debt securities | $7,835,000 | 6,262 |
| 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 | $10,414,000 | 5,850 |
| U.S. Government securities | $2,576,000 | 7,190 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $2,576,000 | 7,099 |
| Securities issued by states & political subdivisions | $7,838,000 | 2,448 |
| 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 | $2,097,000 | 5,570 |
| Mortgage-backed securities | $69,000 | 6,315 |
| Certificates of participation in pools of residential mortgages | $69,000 | 6,021 |
| Issued or guaranteed by U.S. | $69,000 | 5,996 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $10,414,000 | 5,325 |
| Total debt securities | $10,414,000 | 5,790 |
| 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 | $10,651,000 | 5,811 |
| U.S. Government securities | $2,607,000 | 7,194 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,607,000 | 7,094 |
| Securities issued by states & political subdivisions | $8,044,000 | 2,419 |
| 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 | $2,157,000 | 5,520 |
| Mortgage-backed securities | $75,000 | 6,297 |
| Certificates of participation in pools of residential mortgages | $75,000 | 5,995 |
| Issued or guaranteed by U.S. | $75,000 | 5,966 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $10,651,000 | 5,287 |
| Total debt securities | $10,651,000 | 5,742 |
| 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 | $14,489,000 | 5,245 |
| U.S. Government securities | $6,632,000 | 6,107 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $6,632,000 | 5,998 |
| Securities issued by states & political subdivisions | $7,857,000 | 2,433 |
| 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 | $2,020,000 | 5,655 |
| Mortgage-backed securities | $96,000 | 6,175 |
| Certificates of participation in pools of residential mortgages | $96,000 | 5,856 |
| Issued or guaranteed by U.S. | $96,000 | 5,834 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $14,489,000 | 4,694 |
| Total debt securities | $14,490,000 | 5,186 |
| 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 | $19,802,000 | 4,513 |
| U.S. Government securities | $12,569,000 | 4,844 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $12,569,000 | 4,750 |
| Securities issued by states & political subdivisions | $7,233,000 | 2,518 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $97,000 | 6,134 |
| Certificates of participation in pools of residential mortgages | $97,000 | 5,810 |
| Issued or guaranteed by U.S. | $97,000 | 5,787 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $19,802,000 | 3,986 |
| Total debt securities | $19,802,000 | 4,462 |
| 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 | $10,728,000 | 5,968 |
| U.S. Government securities | $7,048,000 | 6,091 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $7,048,000 | 5,985 |
| Securities issued by states & political subdivisions | $3,680,000 | 3,512 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $99,000 | 6,151 |
| Certificates of participation in pools of residential mortgages | $99,000 | 5,824 |
| Issued or guaranteed by U.S. | $99,000 | 5,803 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $10,728,000 | 5,359 |
| Total debt securities | $10,727,000 | 5,914 |
| 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 | $13,064,000 | 5,552 |
| U.S. Government securities | $13,064,000 | 4,784 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $13,064,000 | 4,658 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $103,000 | 6,160 |
| Certificates of participation in pools of residential mortgages | $103,000 | 5,828 |
| Issued or guaranteed by U.S. | $103,000 | 5,804 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,993,000 | 1,665 |
| Available-for-sale securities (fair market value) | $7,071,000 | 6,095 |
| Total debt securities | $13,063,000 | 5,510 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,328 |
| Fair value | $1,994,000 | 1,351 |
| 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 | $15,030,000 | 5,289 |
| U.S. Government securities | $15,030,000 | 4,488 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $15,030,000 | 4,371 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $107,000 | 6,177 |
| Certificates of participation in pools of residential mortgages | $107,000 | 5,842 |
| Issued or guaranteed by U.S. | $107,000 | 5,818 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,980,000 | 1,577 |
| Available-for-sale securities (fair market value) | $8,050,000 | 5,915 |
| Total debt securities | $15,030,000 | 5,247 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,406 |
| Fair value | $1,990,000 | 1,439 |
| 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 | $16,264,000 | 5,139 |
| U.S. Government securities | $16,254,000 | 4,339 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $16,254,000 | 4,211 |
| Securities issued by states & political subdivisions | $10,000 | 6,268 |
| 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 | $120,000 | 6,845 |
| Mortgage-backed securities | $110,000 | 6,200 |
| Certificates of participation in pools of residential mortgages | $110,000 | 5,866 |
| Issued or guaranteed by U.S. | $110,000 | 5,836 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,208,000 | 1,335 |
| Available-for-sale securities (fair market value) | $6,056,000 | 6,368 |
| Total debt securities | $16,265,000 | 5,102 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,480 |
| Fair value | $1,985,000 | 1,528 |
| 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 | $12,211,000 | 5,803 |
| U.S. Government securities | $12,201,000 | 5,073 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $12,201,000 | 4,941 |
| Securities issued by states & political subdivisions | $10,000 | 6,317 |
| 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 | $128,000 | 6,898 |
| Mortgage-backed securities | $118,000 | 6,234 |
| Certificates of participation in pools of residential mortgages | $118,000 | 5,891 |
| Issued or guaranteed by U.S. | $118,000 | 5,864 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,183,000 | 1,637 |
| Available-for-sale securities (fair market value) | $5,028,000 | 6,616 |
| Total debt securities | $12,211,000 | 5,751 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,533 |
| Fair value | $1,973,000 | 1,559 |
| 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 | $13,696,000 | 5,606 |
| U.S. Government securities | $13,686,000 | 4,807 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $13,686,000 | 4,673 |
| Securities issued by states & political subdivisions | $10,000 | 6,342 |
| 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 | $144,000 | 6,926 |
| Mortgage-backed securities | $131,000 | 6,245 |
| Certificates of participation in pools of residential mortgages | $131,000 | 5,886 |
| Issued or guaranteed by U.S. | $131,000 | 5,862 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,654,000 | 1,606 |
| Available-for-sale securities (fair market value) | $6,042,000 | 6,442 |
| Total debt securities | $13,696,000 | 5,549 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,539 |
| Fair value | $1,978,000 | 1,568 |
| 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 | $9,989,000 | 6,338 |
| U.S. Government securities | $9,979,000 | 5,583 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $9,979,000 | 5,439 |
| Securities issued by states & political subdivisions | $10,000 | 6,392 |
| 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 | $146,000 | 6,968 |
| Mortgage-backed securities | $135,000 | 6,306 |
| Certificates of participation in pools of residential mortgages | $135,000 | 5,937 |
| Issued or guaranteed by U.S. | $135,000 | 5,911 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,936,000 | 2,145 |
| Available-for-sale securities (fair market value) | $6,053,000 | 6,475 |
| Total debt securities | $9,989,000 | 6,278 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,536 |
| Fair value | $1,975,000 | 1,588 |
| 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 | $7,138,000 | 6,979 |
| U.S. Government securities | $7,088,000 | 6,323 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $7,088,000 | 6,192 |
| Securities issued by states & political subdivisions | $50,000 | 6,368 |
| 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 | $217,000 | 6,957 |
| Mortgage-backed securities | $167,000 | 6,296 |
| Certificates of participation in pools of residential mortgages | $167,000 | 5,913 |
| Issued or guaranteed by U.S. | $167,000 | 5,893 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $7,138,000 | 6,217 |
| Total debt securities | $7,139,000 | 6,918 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,618 |
| Fair value | $1,978,000 | 1,585 |
| 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 | $7,170,000 | 7,021 |
| U.S. Government securities | $7,120,000 | 6,367 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $7,120,000 | 6,241 |
| Securities issued by states & political subdivisions | $50,000 | 6,376 |
| 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 | $208,000 | 6,972 |
| Mortgage-backed securities | $187,000 | 6,306 |
| Certificates of participation in pools of residential mortgages | $187,000 | 5,927 |
| Issued or guaranteed by U.S. | $187,000 | 5,898 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $7,170,000 | 6,242 |
| Total debt securities | $7,170,000 | 6,963 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,622 |
| Fair value | $1,978,000 | 1,629 |
| 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 | $7,176,000 | 7,064 |
| U.S. Government securities | $7,125,000 | 6,425 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,125,000 | 6,281 |
| Securities issued by states & political subdivisions | $51,000 | 6,424 |
| 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 | $273,000 | 6,977 |
| Mortgage-backed securities | $219,000 | 6,328 |
| Certificates of participation in pools of residential mortgages | $219,000 | 5,939 |
| Issued or guaranteed by U.S. | $219,000 | 5,917 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $7,176,000 | 6,285 |
| Total debt securities | $7,176,000 | 7,008 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,602 |
| Fair value | $1,967,000 | 1,574 |
| 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 | $6,285,000 | 7,324 |
| U.S. Government securities | $6,234,000 | 6,703 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,234,000 | 6,549 |
| Securities issued by states & political subdivisions | $51,000 | 6,464 |
| 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 | $271,000 | 6,992 |
| Mortgage-backed securities | $251,000 | 6,316 |
| Certificates of participation in pools of residential mortgages | $251,000 | 5,914 |
| Issued or guaranteed by U.S. | $251,000 | 5,900 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $6,285,000 | 6,513 |
| Total debt securities | $6,285,000 | 7,252 |
| 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 | $571,000 | 8,699 |
| U.S. Government securities | $469,000 | 8,569 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $469,000 | 8,462 |
| Securities issued by states & political subdivisions | $102,000 | 6,411 |
| 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 | $541,000 | 6,811 |
| Mortgage-backed securities | $266,000 | 6,347 |
| Certificates of participation in pools of residential mortgages | $266,000 | 5,928 |
| Issued or guaranteed by U.S. | $266,000 | 5,915 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $571,000 | 7,962 |
| Total debt securities | $571,000 | 8,655 |
| 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 | $601,000 | 8,759 |
| U.S. Government securities | $499,000 | 8,627 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $499,000 | 8,512 |
| Securities issued by states & political subdivisions | $102,000 | 6,454 |
| 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 | $571,000 | 6,823 |
| Mortgage-backed securities | $293,000 | 6,388 |
| Certificates of participation in pools of residential mortgages | $293,000 | 5,952 |
| Issued or guaranteed by U.S. | $293,000 | 5,940 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $601,000 | 8,012 |
| Total debt securities | $601,000 | 8,717 |
| 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 | $666,000 | 8,777 |
| U.S. Government securities | $562,000 | 8,610 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $562,000 | 8,496 |
| Securities issued by states & political subdivisions | $104,000 | 6,450 |
| 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 | $666,000 | 6,739 |
| Mortgage-backed securities | $351,000 | 6,335 |
| Certificates of participation in pools of residential mortgages | $351,000 | 5,885 |
| Issued or guaranteed by U.S. | $351,000 | 5,870 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $666,000 | 8,015 |
| Total debt securities | $666,000 | 8,722 |
| 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 | $739,000 | 8,832 |
| U.S. Government securities | $635,000 | 8,661 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $635,000 | 8,536 |
| Securities issued by states & political subdivisions | $104,000 | 6,536 |
| 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 | $739,000 | 6,701 |
| Mortgage-backed securities | $421,000 | 6,294 |
| Certificates of participation in pools of residential mortgages | $421,000 | 5,861 |
| Issued or guaranteed by U.S. | $421,000 | 5,842 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $739,000 | 8,066 |
| Total debt securities | $739,000 | 8,773 |
| 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 | $1,045,000 | 8,784 |
| U.S. Government securities | $750,000 | 8,653 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $750,000 | 8,517 |
| Securities issued by states & political subdivisions | $295,000 | 6,179 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,045,000 | 6,490 |
| Mortgage-backed securities | $533,000 | 6,215 |
| Certificates of participation in pools of residential mortgages | $533,000 | 5,753 |
| Issued or guaranteed by U.S. | $533,000 | 5,731 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $1,045,000 | 8,007 |
| Total debt securities | $1,045,000 | 8,724 |
| 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 | $1,181,000 | 8,760 |
| U.S. Government securities | $884,000 | 8,636 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $884,000 | 8,488 |
| Securities issued by states & political subdivisions | $297,000 | 6,180 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,181,000 | 6,394 |
| Mortgage-backed securities | $663,000 | 6,174 |
| Certificates of participation in pools of residential mortgages | $663,000 | 5,672 |
| Issued or guaranteed by U.S. | $663,000 | 5,651 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $1,181,000 | 7,973 |
| Total debt securities | $1,181,000 | 8,697 |
| 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 | $1,275,000 | 8,788 |
| U.S. Government securities | $978,000 | 8,663 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $978,000 | 8,516 |
| Securities issued by states & political subdivisions | $297,000 | 6,177 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,275,000 | 6,362 |
| Mortgage-backed securities | $756,000 | 6,128 |
| Certificates of participation in pools of residential mortgages | $756,000 | 5,596 |
| Issued or guaranteed by U.S. | $756,000 | 5,577 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $1,275,000 | 7,985 |
| Total debt securities | $1,275,000 | 8,711 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $1,409,000 | 8,806 |
| U.S. Government securities | $1,109,000 | 8,640 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,109,000 | 8,483 |
| Securities issued by states & political subdivisions | $300,000 | 6,164 |
| 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 | $1,329,000 | 6,339 |
| Mortgage-backed securities | $885,000 | 6,022 |
| Certificates of participation in pools of residential mortgages | $885,000 | 5,461 |
| Issued or guaranteed by U.S. | $885,000 | 5,443 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $1,409,000 | 7,979 |
| Total debt securities | $1,409,000 | 8,732 |
| 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 | $2,823,000 | 8,630 |
| U.S. Government securities | $2,195,000 | 8,400 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $2,195,000 | 8,194 |
| Securities issued by states & political subdivisions | $474,000 | 5,985 |
| Other domestic debt securities | $154,000 | 3,855 |
| 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 | $154,000 | 3,340 |
| 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 | $2,167,000 | 5,831 |
| Mortgage-backed securities | $1,470,000 | 5,586 |
| Certificates of participation in pools of residential mortgages | $1,470,000 | 4,878 |
| Issued or guaranteed by U.S. | $1,470,000 | 4,852 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $2,823,000 | 7,678 |
| Total debt securities | $2,824,000 | 8,531 |
| 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 | $4,723,000 | 8,452 |
| U.S. Government securities | $3,508,000 | 8,403 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $3,508,000 | 8,065 |
| Securities issued by states & political subdivisions | $739,000 | 5,710 |
| Other domestic debt securities | $152,000 | 3,513 |
| 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 | $152,000 | 3,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $324,000 | 4,807 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,050,000 | 5,054 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| 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) | $4,723,000 | 7,331 |
| Total debt securities | $4,399,000 | 8,442 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $5,476,000 | 8,507 |
| U.S. Government securities | $4,192,000 | 8,410 |
| U.S. Treasury securities | $1,101,000 | 3,429 |
| U.S. Government agency obligations | $3,091,000 | 8,417 |
| Securities issued by states & political subdivisions | $923,000 | 5,748 |
| Other domestic debt securities | $151,000 | 3,414 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $151,000 | 2,914 |
| Foreign debt securities | NA | NA |
| Equity securities | $210,000 | 5,611 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,548,000 | 4,829 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $5,476,000 | 7,272 |
| Total debt securities | $5,266,000 | 8,459 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $6,583,000 | 8,175 |
| U.S. Government securities | $5,186,000 | 7,949 |
| U.S. Treasury securities | $1,645,000 | 4,223 |
| U.S. Government agency obligations | $3,541,000 | 7,931 |
| Securities issued by states & political subdivisions | $1,047,000 | 5,696 |
| Other domestic debt securities | $210,000 | 3,181 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $210,000 | 2,656 |
| Foreign debt securities | NA | NA |
| Equity securities | $140,000 | 6,030 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,232,000 | 4,686 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $6,583,000 | 6,803 |
| Total debt securities | $6,443,000 | 8,097 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $8,392,000 | 7,964 |
| U.S. Government securities | $7,023,000 | 7,648 |
| U.S. Treasury securities | $2,819,000 | 4,436 |
| U.S. Government agency obligations | $4,204,000 | 7,717 |
| Securities issued by states & political subdivisions | $1,091,000 | 5,662 |
| Other domestic debt securities | $250,000 | 2,797 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,230 |
| Foreign debt securities | NA | NA |
| Equity securities | $28,000 | 7,439 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,352,000 | 6,144 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,875,000 | 5,099 |
| Available-for-sale securities (fair market value) | $5,517,000 | 7,262 |
| Total debt securities | $8,364,000 | 7,836 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $6,461,000 | 9,216 |
| U.S. Government securities | $4,726,000 | 9,308 |
| U.S. Treasury securities | $2,603,000 | 5,376 |
| U.S. Government agency obligations | $2,123,000 | 9,386 |
| Securities issued by states & political subdivisions | $1,256,000 | 5,703 |
| Other domestic debt securities | $451,000 | 2,804 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $451,000 | 2,154 |
| Foreign debt securities | NA | NA |
| Equity securities | $28,000 | 7,510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,500,000 | 6,282 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,489,000 | 4,932 |
| Available-for-sale securities (fair market value) | $1,972,000 | 9,044 |
| Total debt securities | $6,433,000 | 9,111 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $6,435,000 | 9,593 |
| U.S. Government securities | $4,305,000 | 9,902 |
| U.S. Treasury securities | $1,510,000 | 7,721 |
| U.S. Government agency obligations | $2,795,000 | 9,144 |
| Securities issued by states & political subdivisions | $1,352,000 | 5,763 |
| Other domestic debt securities | $750,000 | 2,794 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $750,000 | 2,178 |
| Foreign debt securities | NA | NA |
| Equity securities | $28,000 | 7,541 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,500,000 | 6,396 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,404,000 | 5,288 |
| Available-for-sale securities (fair market value) | $2,031,000 | 9,386 |
| Total debt securities | $6,407,000 | 9,503 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $6,191,000 | 10,285 |
| U.S. Government securities | $4,354,000 | 10,503 |
| U.S. Treasury securities | $1,400,000 | 9,074 |
| U.S. Government agency obligations | $2,954,000 | 9,161 |
| Securities issued by states & political subdivisions | $1,056,000 | 6,546 |
| Other domestic debt securities | $753,000 | 3,096 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $753,000 | 2,481 |
| Foreign debt securities | NA | NA |
| Equity securities | $28,000 | 7,551 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,340,000 | 7,928 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,163,000 | 7,360 |
| Available-for-sale securities (fair market value) | $28,000 | 11,027 |
| Total debt securities | $6,163,000 | 10,203 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $5,880,000 | 10,855 |
| U.S. Government securities | $4,104,000 | 11,021 |
| U.S. Treasury securities | $1,299,000 | 9,464 |
| U.S. Government agency obligations | $2,805,000 | 9,551 |
| Securities issued by states & political subdivisions | $1,189,000 | 6,470 |
| Other domestic debt securities | $576,000 | 4,038 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $576,000 | 3,098 |
| Foreign debt securities | NA | NA |
| Equity securities | $11,000 | 8,219 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,340,000 | 7,976 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,869,000 | 10,701 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $5,783,000 | 11,187 |
| U.S. Government securities | $4,182,000 | 11,312 |
| U.S. Treasury securities | $1,498,000 | 9,582 |
| U.S. Government agency obligations | $2,684,000 | 9,845 |
| Securities issued by states & political subdivisions | $1,014,000 | 6,544 |
| Other domestic debt securities | $576,000 | 4,875 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $576,000 | 3,622 |
| Foreign debt securities | NA | NA |
| Equity securities | $11,000 | 8,094 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,150,000 | 8,399 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,772,000 | 11,054 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |