Home > Presence Bank > Securities
Presence Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $68,908,000 | 2,181 |
| U.S. Government securities | $68,115,000 | 1,537 |
| U.S. Treasury securities | $43,783,000 | 518 |
| U.S. Government agency obligations | $24,332,000 | 2,382 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,951,000 | 2,515 |
| Mortgage-backed securities | $2,472,000 | 3,281 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $84,000 | 3,544 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,388,000 | 1,812 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $68,115,000 | 1,971 |
| Total debt securities | $68,116,000 | 2,174 |
| 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 | $41,419,000 | 2,825 |
| U.S. Government securities | $40,667,000 | 2,108 |
| U.S. Treasury securities | $15,787,000 | 1,108 |
| U.S. Government agency obligations | $24,880,000 | 2,330 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,618,000 | 2,418 |
| Mortgage-backed securities | $2,561,000 | 3,273 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $86,000 | 3,562 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,475,000 | 1,771 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $40,667,000 | 2,604 |
| Total debt securities | $40,666,000 | 2,826 |
| 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 | $35,599,000 | 3,054 |
| U.S. Government securities | $34,828,000 | 2,338 |
| U.S. Treasury securities | $9,790,000 | 1,458 |
| U.S. Government agency obligations | $25,038,000 | 2,371 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,519,000 | 2,395 |
| Mortgage-backed securities | $2,765,000 | 3,273 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $91,000 | 3,574 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,674,000 | 1,748 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $34,828,000 | 2,838 |
| Total debt securities | $34,829,000 | 3,058 |
| 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 | $33,236,000 | 3,220 |
| U.S. Government securities | $32,457,000 | 2,507 |
| U.S. Treasury securities | $9,928,000 | 1,515 |
| U.S. Government agency obligations | $22,529,000 | 2,508 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,765,000 | 2,316 |
| Mortgage-backed securities | $2,995,000 | 3,306 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $96,000 | 3,616 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,899,000 | 1,747 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $32,457,000 | 2,985 |
| Total debt securities | $32,458,000 | 3,221 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $52,809,000 | 2,685 |
| U.S. Government securities | $52,047,000 | 1,966 |
| U.S. Treasury securities | $29,819,000 | 816 |
| U.S. Government agency obligations | $22,228,000 | 2,522 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,414,000 | 1,994 |
| Mortgage-backed securities | $3,111,000 | 3,323 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $99,000 | 3,651 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,012,000 | 1,746 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $52,047,000 | 2,465 |
| Total debt securities | $52,047,000 | 2,683 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $37,996,000 | 3,117 |
| U.S. Government securities | $37,239,000 | 2,385 |
| U.S. Treasury securities | $14,848,000 | 1,288 |
| U.S. Government agency obligations | $22,391,000 | 2,545 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,417,000 | 1,933 |
| Mortgage-backed securities | $3,318,000 | 3,323 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $104,000 | 3,672 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,214,000 | 1,720 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $37,239,000 | 2,889 |
| Total debt securities | $37,239,000 | 3,121 |
| 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 | $43,836,000 | 2,975 |
| U.S. Government securities | $43,049,000 | 2,235 |
| U.S. Treasury securities | $19,819,000 | 1,078 |
| U.S. Government agency obligations | $23,230,000 | 2,532 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,050,000 | 1,787 |
| Mortgage-backed securities | $3,688,000 | 3,331 |
| Certificates of participation in pools of residential mortgages | $122,000 | 3,760 |
| Issued or guaranteed by U.S. | $122,000 | 3,685 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $3,566,000 | 1,775 |
| CMOs issued by government agencies or sponsored agencies | $3,566,000 | 1,702 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $43,049,000 | 2,774 |
| Total debt securities | $43,049,000 | 2,983 |
| 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 | $24,878,000 | 3,537 |
| U.S. Government securities | $24,067,000 | 2,875 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $24,067,000 | 2,492 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,029,000 | 2,242 |
| Mortgage-backed securities | $4,160,000 | 3,281 |
| Certificates of participation in pools of residential mortgages | $132,000 | 3,772 |
| Issued or guaranteed by U.S. | $132,000 | 3,705 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $4,028,000 | 1,725 |
| CMOs issued by government agencies or sponsored agencies | $4,028,000 | 1,655 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $24,067,000 | 3,356 |
| Total debt securities | $24,066,000 | 3,555 |
| 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 | $26,498,000 | 3,395 |
| U.S. Government securities | $25,649,000 | 2,642 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $25,649,000 | 2,400 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,993,000 | 2,303 |
| Mortgage-backed securities | $4,828,000 | 3,204 |
| Certificates of participation in pools of residential mortgages | $143,000 | 3,785 |
| Issued or guaranteed by U.S. | $143,000 | 3,708 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $4,685,000 | 1,625 |
| CMOs issued by government agencies or sponsored agencies | $4,685,000 | 1,571 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $25,649,000 | 3,232 |
| Total debt securities | $25,649,000 | 3,410 |
| 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 | $27,948,000 | 3,324 |
| U.S. Government securities | $27,082,000 | 2,519 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $27,082,000 | 2,325 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,756,000 | 2,228 |
| Mortgage-backed securities | $5,542,000 | 3,171 |
| Certificates of participation in pools of residential mortgages | $154,000 | 3,827 |
| Issued or guaranteed by U.S. | $154,000 | 3,755 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $5,388,000 | 1,539 |
| CMOs issued by government agencies or sponsored agencies | $5,388,000 | 1,497 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $27,082,000 | 3,157 |
| Total debt securities | $27,081,000 | 3,330 |
| 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 | $28,657,000 | 3,243 |
| U.S. Government securities | $27,801,000 | 2,421 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $27,801,000 | 2,243 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,323,000 | 2,167 |
| Mortgage-backed securities | $6,281,000 | 3,076 |
| Certificates of participation in pools of residential mortgages | $163,000 | 3,839 |
| Issued or guaranteed by U.S. | $163,000 | 3,762 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $6,118,000 | 1,409 |
| CMOs issued by government agencies or sponsored agencies | $6,118,000 | 1,364 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $27,801,000 | 3,096 |
| Total debt securities | $27,802,000 | 3,260 |
| 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 | $29,690,000 | 3,108 |
| U.S. Government securities | $28,839,000 | 2,248 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $28,839,000 | 2,110 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,053,000 | 2,716 |
| Mortgage-backed securities | $7,269,000 | 2,950 |
| Certificates of participation in pools of residential mortgages | $175,000 | 3,830 |
| Issued or guaranteed by U.S. | $175,000 | 3,748 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $7,094,000 | 1,278 |
| CMOs issued by government agencies or sponsored agencies | $7,094,000 | 1,233 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $28,839,000 | 2,961 |
| Total debt securities | $28,839,000 | 3,121 |
| 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 | $26,741,000 | 3,112 |
| U.S. Government securities | $25,877,000 | 2,238 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $25,877,000 | 2,123 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,800,000 | 2,620 |
| Mortgage-backed securities | $8,602,000 | 2,779 |
| Certificates of participation in pools of residential mortgages | $184,000 | 3,819 |
| Issued or guaranteed by U.S. | $184,000 | 3,746 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $8,418,000 | 1,200 |
| CMOs issued by government agencies or sponsored agencies | $8,418,000 | 1,159 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $25,877,000 | 2,963 |
| Total debt securities | $25,881,000 | 3,125 |
| 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 | $25,397,000 | 3,102 |
| U.S. Government securities | $24,534,000 | 2,244 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $24,534,000 | 2,129 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,635,000 | 2,533 |
| Mortgage-backed securities | $10,526,000 | 2,596 |
| Certificates of participation in pools of residential mortgages | $195,000 | 3,817 |
| Issued or guaranteed by U.S. | $195,000 | 3,744 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $10,331,000 | 1,105 |
| CMOs issued by government agencies or sponsored agencies | $10,331,000 | 1,071 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $24,534,000 | 2,937 |
| Total debt securities | $24,533,000 | 3,116 |
| 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 | $25,339,000 | 3,084 |
| U.S. Government securities | $24,480,000 | 2,254 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $24,480,000 | 2,140 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| 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 | $11,179,000 | 2,491 |
| Mortgage-backed securities | $12,711,000 | 2,437 |
| Certificates of participation in pools of residential mortgages | $219,000 | 3,812 |
| Issued or guaranteed by U.S. | $219,000 | 3,741 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $12,492,000 | 1,034 |
| CMOs issued by government agencies or sponsored agencies | $12,492,000 | 1,000 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $24,480,000 | 2,924 |
| Total debt securities | $24,479,000 | 3,102 |
| 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 | $21,992,000 | 3,191 |
| U.S. Government securities | $21,144,000 | 2,430 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $21,144,000 | 2,314 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| 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 | $9,090,000 | 2,663 |
| Mortgage-backed securities | $14,118,000 | 2,341 |
| Certificates of participation in pools of residential mortgages | $226,000 | 3,834 |
| Issued or guaranteed by U.S. | $226,000 | 3,751 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $13,892,000 | 981 |
| CMOs issued by government agencies or sponsored agencies | $13,892,000 | 953 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $21,144,000 | 3,035 |
| Total debt securities | $21,144,000 | 3,216 |
| 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 | $23,691,000 | 3,166 |
| U.S. Government securities | $22,861,000 | 2,398 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $22,861,000 | 2,269 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| 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 | $7,782,000 | 2,851 |
| Mortgage-backed securities | $15,021,000 | 2,243 |
| Certificates of participation in pools of residential mortgages | $236,000 | 3,849 |
| Issued or guaranteed by U.S. | $236,000 | 3,781 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $14,785,000 | 946 |
| CMOs issued by government agencies or sponsored agencies | $14,785,000 | 915 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $22,861,000 | 2,989 |
| Total debt securities | $22,861,000 | 3,183 |
| 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 | $21,660,000 | 3,287 |
| U.S. Government securities | $20,830,000 | 2,565 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $20,830,000 | 2,428 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| 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 | $9,529,000 | 2,691 |
| Mortgage-backed securities | $16,248,000 | 2,156 |
| Certificates of participation in pools of residential mortgages | $253,000 | 3,874 |
| Issued or guaranteed by U.S. | $253,000 | 3,798 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $15,995,000 | 913 |
| CMOs issued by government agencies or sponsored agencies | $15,995,000 | 884 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $20,830,000 | 3,104 |
| Total debt securities | $20,830,000 | 3,316 |
| 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 | $22,683,000 | 3,294 |
| U.S. Government securities | $21,864,000 | 2,523 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $21,864,000 | 2,391 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| 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 | $10,979,000 | 2,600 |
| Mortgage-backed securities | $17,287,000 | 2,072 |
| Certificates of participation in pools of residential mortgages | $263,000 | 3,889 |
| Issued or guaranteed by U.S. | $263,000 | 3,820 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $17,024,000 | 857 |
| CMOs issued by government agencies or sponsored agencies | $17,024,000 | 821 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $21,864,000 | 3,106 |
| Total debt securities | $21,864,000 | 3,316 |
| 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 | $20,681,000 | 3,463 |
| U.S. Government securities | $18,879,000 | 2,767 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $18,879,000 | 2,609 |
| Securities issued by states & political subdivisions | $1,000,000 | 4,034 |
| 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 | $802,000 | 173 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,569,000 | 2,899 |
| Mortgage-backed securities | $13,846,000 | 2,290 |
| Certificates of participation in pools of residential mortgages | $275,000 | 3,913 |
| Issued or guaranteed by U.S. | $275,000 | 3,836 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $13,571,000 | 976 |
| CMOs issued by government agencies or sponsored agencies | $13,571,000 | 936 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $20,681,000 | 3,214 |
| Total debt securities | $19,876,000 | 3,501 |
| 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 | $20,824,000 | 3,490 |
| U.S. Government securities | $20,036,000 | 2,682 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $20,036,000 | 2,540 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| 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 | $788,000 | 279 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,986,000 | 2,992 |
| Mortgage-backed securities | $13,779,000 | 2,301 |
| Certificates of participation in pools of residential mortgages | $281,000 | 3,943 |
| Issued or guaranteed by U.S. | $281,000 | 3,880 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $13,498,000 | 978 |
| CMOs issued by government agencies or sponsored agencies | $13,498,000 | 936 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $20,824,000 | 3,241 |
| Total debt securities | $20,037,000 | 3,522 |
| 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 | $20,613,000 | 3,535 |
| U.S. Government securities | $19,838,000 | 2,727 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $19,838,000 | 2,586 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| 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 | $775,000 | 305 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,375,000 | 2,815 |
| Mortgage-backed securities | $13,642,000 | 2,339 |
| Certificates of participation in pools of residential mortgages | $302,000 | 3,981 |
| Issued or guaranteed by U.S. | $302,000 | 3,957 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $13,340,000 | 974 |
| CMOs issued by government agencies or sponsored agencies | $13,340,000 | 938 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $20,613,000 | 3,270 |
| Total debt securities | $19,838,000 | 3,571 |
| 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 | $21,565,000 | 3,538 |
| U.S. Government securities | $20,788,000 | 2,663 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $20,788,000 | 2,522 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| 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 | $777,000 | 314 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,580,000 | 2,723 |
| Mortgage-backed securities | $14,071,000 | 2,335 |
| Certificates of participation in pools of residential mortgages | $313,000 | 4,028 |
| Issued or guaranteed by U.S. | $313,000 | 3,890 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $13,758,000 | 948 |
| CMOs issued by government agencies or sponsored agencies | $13,758,000 | 904 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $21,565,000 | 3,267 |
| Total debt securities | $20,787,000 | 3,558 |
| 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 | $20,738,000 | 3,616 |
| U.S. Government securities | $18,959,000 | 2,865 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $18,959,000 | 2,732 |
| Securities issued by states & political subdivisions | $1,000,000 | 4,230 |
| 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 | $779,000 | 334 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,631,000 | 2,758 |
| Mortgage-backed securities | $12,230,000 | 2,474 |
| Certificates of participation in pools of residential mortgages | $337,000 | 4,064 |
| Issued or guaranteed by U.S. | $337,000 | 4,057 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,893,000 | 1,043 |
| CMOs issued by government agencies or sponsored agencies | $11,893,000 | 1,002 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $20,738,000 | 3,334 |
| Total debt securities | $19,960,000 | 3,649 |
| 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 | $22,073,000 | 3,593 |
| U.S. Government securities | $21,286,000 | 2,703 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $21,286,000 | 2,584 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| 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 | $787,000 | 541 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,604,000 | 3,029 |
| Mortgage-backed securities | $12,589,000 | 2,468 |
| Certificates of participation in pools of residential mortgages | $358,000 | 4,101 |
| Issued or guaranteed by U.S. | $358,000 | 4,096 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $12,231,000 | 1,024 |
| CMOs issued by government agencies or sponsored agencies | $12,231,000 | 986 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $22,073,000 | 3,317 |
| Total debt securities | $21,287,000 | 3,621 |
| 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 | $23,655,000 | 3,524 |
| U.S. Government securities | $22,867,000 | 2,634 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $22,867,000 | 2,526 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| 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 | $788,000 | 555 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,235,000 | 2,765 |
| Mortgage-backed securities | $13,380,000 | 2,429 |
| Certificates of participation in pools of residential mortgages | $377,000 | 4,148 |
| Issued or guaranteed by U.S. | $377,000 | 4,144 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $13,003,000 | 984 |
| CMOs issued by government agencies or sponsored agencies | $13,003,000 | 947 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $23,655,000 | 3,243 |
| Total debt securities | $22,867,000 | 3,561 |
| 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 | $24,395,000 | 3,527 |
| U.S. Government securities | $23,612,000 | 2,627 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $23,612,000 | 2,523 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| 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 | $783,000 | 564 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,063,000 | 2,697 |
| Mortgage-backed securities | $13,121,000 | 2,478 |
| Certificates of participation in pools of residential mortgages | $398,000 | 4,170 |
| Issued or guaranteed by U.S. | $398,000 | 4,165 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $12,723,000 | 986 |
| CMOs issued by government agencies or sponsored agencies | $12,723,000 | 943 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $24,395,000 | 3,246 |
| Total debt securities | $23,612,000 | 3,548 |
| 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 | $24,039,000 | 3,587 |
| U.S. Government securities | $23,265,000 | 2,687 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $23,265,000 | 2,577 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| 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 | $774,000 | 563 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,381,000 | 2,613 |
| Mortgage-backed securities | $12,307,000 | 2,583 |
| Certificates of participation in pools of residential mortgages | $414,000 | 4,226 |
| Issued or guaranteed by U.S. | $414,000 | 4,222 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $11,893,000 | 1,034 |
| CMOs issued by government agencies or sponsored agencies | $11,893,000 | 988 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $24,039,000 | 3,304 |
| Total debt securities | $23,265,000 | 3,619 |
| 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 | $24,134,000 | 3,577 |
| U.S. Government securities | $23,364,000 | 2,665 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $23,364,000 | 2,545 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| 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 | $770,000 | 566 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,845,000 | 2,863 |
| Mortgage-backed securities | $12,904,000 | 2,512 |
| Certificates of participation in pools of residential mortgages | $446,000 | 4,244 |
| Issued or guaranteed by U.S. | $446,000 | 4,238 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $12,458,000 | 997 |
| CMOs issued by government agencies or sponsored agencies | $12,458,000 | 949 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $24,134,000 | 3,286 |
| Total debt securities | $23,363,000 | 3,615 |
| 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 | $22,002,000 | 3,716 |
| U.S. Government securities | $21,212,000 | 2,801 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $21,212,000 | 2,687 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| 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 | $790,000 | 573 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,507,000 | 3,050 |
| Mortgage-backed securities | $9,914,000 | 2,799 |
| Certificates of participation in pools of residential mortgages | $479,000 | 4,264 |
| Issued or guaranteed by U.S. | $479,000 | 4,261 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,435,000 | 1,183 |
| CMOs issued by government agencies or sponsored agencies | $9,435,000 | 1,132 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $22,002,000 | 3,419 |
| Total debt securities | $21,213,000 | 3,753 |
| 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 | $22,154,000 | 3,781 |
| U.S. Government securities | $21,365,000 | 2,861 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $21,365,000 | 2,749 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $789,000 | 588 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,780,000 | 2,935 |
| Mortgage-backed securities | $7,950,000 | 3,062 |
| Certificates of participation in pools of residential mortgages | $505,000 | 4,311 |
| Issued or guaranteed by U.S. | $505,000 | 4,305 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $7,445,000 | 1,348 |
| CMOs issued by government agencies or sponsored agencies | $7,445,000 | 1,282 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $22,154,000 | 3,474 |
| Total debt securities | $21,364,000 | 3,803 |
| 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 | $23,439,000 | 3,751 |
| U.S. Government securities | $21,459,000 | 2,927 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $21,459,000 | 2,816 |
| Securities issued by states & political subdivisions | $1,200,000 | 4,489 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $780,000 | 587 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,677,000 | 2,874 |
| Mortgage-backed securities | $7,575,000 | 3,119 |
| Certificates of participation in pools of residential mortgages | $529,000 | 4,332 |
| Issued or guaranteed by U.S. | $529,000 | 4,327 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,046,000 | 1,411 |
| CMOs issued by government agencies or sponsored agencies | $7,046,000 | 1,348 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $23,439,000 | 3,438 |
| Total debt securities | $22,656,000 | 3,780 |
| 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 | $22,252,000 | 3,865 |
| U.S. Government securities | $21,487,000 | 2,949 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $21,487,000 | 2,841 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $765,000 | 600 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,731,000 | 3,139 |
| Mortgage-backed securities | $7,941,000 | 3,092 |
| Certificates of participation in pools of residential mortgages | $568,000 | 4,338 |
| Issued or guaranteed by U.S. | $568,000 | 4,334 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,373,000 | 1,382 |
| CMOs issued by government agencies or sponsored agencies | $7,373,000 | 1,326 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $22,252,000 | 3,536 |
| Total debt securities | $21,486,000 | 3,883 |
| 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 | $22,704,000 | 3,898 |
| U.S. Government securities | $21,934,000 | 2,978 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $21,934,000 | 2,884 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $770,000 | 610 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,126,000 | 2,984 |
| Mortgage-backed securities | $8,502,000 | 3,060 |
| Certificates of participation in pools of residential mortgages | $613,000 | 4,377 |
| Issued or guaranteed by U.S. | $613,000 | 4,371 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $7,889,000 | 1,351 |
| CMOs issued by government agencies or sponsored agencies | $7,889,000 | 1,291 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $22,704,000 | 3,561 |
| Total debt securities | $21,935,000 | 3,943 |
| 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 | $23,962,000 | 3,893 |
| U.S. Government securities | $23,203,000 | 2,992 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $23,203,000 | 2,901 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $759,000 | 617 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,450,000 | 2,977 |
| Mortgage-backed securities | $9,069,000 | 3,058 |
| Certificates of participation in pools of residential mortgages | $672,000 | 4,428 |
| Issued or guaranteed by U.S. | $672,000 | 4,424 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,397,000 | 1,371 |
| CMOs issued by government agencies or sponsored agencies | $8,397,000 | 1,306 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $23,962,000 | 3,562 |
| Total debt securities | $23,204,000 | 3,928 |
| 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 | $24,757,000 | 3,876 |
| U.S. Government securities | $23,992,000 | 2,964 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $23,992,000 | 2,884 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $765,000 | 625 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,705,000 | 3,243 |
| Mortgage-backed securities | $9,825,000 | 3,023 |
| Certificates of participation in pools of residential mortgages | $720,000 | 4,462 |
| Issued or guaranteed by U.S. | $720,000 | 4,457 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $9,105,000 | 1,360 |
| CMOs issued by government agencies or sponsored agencies | $9,105,000 | 1,296 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $24,757,000 | 3,533 |
| Total debt securities | $23,991,000 | 3,899 |
| 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 | $25,197,000 | 3,871 |
| U.S. Government securities | $24,443,000 | 2,994 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $24,443,000 | 2,898 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $754,000 | 632 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,903,000 | 3,227 |
| Mortgage-backed securities | $10,375,000 | 3,019 |
| Certificates of participation in pools of residential mortgages | $752,000 | 4,523 |
| Issued or guaranteed by U.S. | $752,000 | 4,516 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $9,623,000 | 1,351 |
| CMOs issued by government agencies or sponsored agencies | $9,623,000 | 1,290 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $25,197,000 | 3,534 |
| Total debt securities | $24,443,000 | 3,900 |
| 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 | $26,138,000 | 3,891 |
| U.S. Government securities | $25,395,000 | 2,997 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $25,395,000 | 2,896 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $743,000 | 644 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,840,000 | 2,672 |
| Mortgage-backed securities | $10,862,000 | 3,019 |
| Certificates of participation in pools of residential mortgages | $789,000 | 4,594 |
| Issued or guaranteed by U.S. | $789,000 | 4,591 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $10,073,000 | 1,337 |
| CMOs issued by government agencies or sponsored agencies | $10,073,000 | 1,269 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $26,138,000 | 3,554 |
| Total debt securities | $25,395,000 | 3,918 |
| 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 | $25,028,000 | 4,027 |
| U.S. Government securities | $24,287,000 | 3,129 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $24,287,000 | 3,037 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $741,000 | 658 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,292,000 | 2,633 |
| Mortgage-backed securities | $9,518,000 | 3,243 |
| Certificates of participation in pools of residential mortgages | $860,000 | 4,606 |
| Issued or guaranteed by U.S. | $860,000 | 4,603 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $8,658,000 | 1,465 |
| CMOs issued by government agencies or sponsored agencies | $8,658,000 | 1,394 |
| 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) | $25,028,000 | 3,675 |
| Total debt securities | $24,287,000 | 4,061 |
| 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 | $25,701,000 | 4,010 |
| U.S. Government securities | $24,973,000 | 3,079 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $24,973,000 | 3,000 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $728,000 | 663 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,975,000 | 2,890 |
| Mortgage-backed securities | $9,564,000 | 3,263 |
| Certificates of participation in pools of residential mortgages | $892,000 | 4,638 |
| Issued or guaranteed by U.S. | $892,000 | 4,634 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $8,672,000 | 1,456 |
| CMOs issued by government agencies or sponsored agencies | $8,672,000 | 1,392 |
| 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) | $25,701,000 | 3,653 |
| Total debt securities | $24,973,000 | 4,034 |
| 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 | $26,402,000 | 3,955 |
| U.S. Government securities | $25,682,000 | 3,013 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $25,682,000 | 2,939 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $720,000 | 672 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,015,000 | 3,012 |
| Mortgage-backed securities | $9,055,000 | 3,321 |
| Certificates of participation in pools of residential mortgages | $936,000 | 4,641 |
| Issued or guaranteed by U.S. | $936,000 | 4,636 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $8,119,000 | 1,507 |
| CMOs issued by government agencies or sponsored agencies | $8,119,000 | 1,438 |
| 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) | $26,402,000 | 3,616 |
| Total debt securities | $25,682,000 | 3,981 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $27,114,000 | 3,926 |
| U.S. Government securities | $26,389,000 | 3,006 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $26,389,000 | 2,932 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| 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 | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $725,000 | 689 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,451,000 | 2,940 |
| Mortgage-backed securities | $9,736,000 | 3,245 |
| Certificates of participation in pools of residential mortgages | $1,019,000 | 4,634 |
| Issued or guaranteed by U.S. | $1,019,000 | 4,630 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $8,717,000 | 1,481 |
| CMOs issued by government agencies or sponsored agencies | $8,717,000 | 1,408 |
| 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) | $27,114,000 | 3,600 |
| Total debt securities | $26,389,000 | 3,948 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $28,682,000 | 3,800 |
| U.S. Government securities | $27,957,000 | 2,895 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $27,957,000 | 2,828 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| 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 | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $725,000 | 681 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,267,000 | 2,949 |
| Mortgage-backed securities | $10,713,000 | 3,150 |
| Certificates of participation in pools of residential mortgages | $1,157,000 | 4,563 |
| Issued or guaranteed by U.S. | $1,157,000 | 4,559 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $9,556,000 | 1,434 |
| CMOs issued by government agencies or sponsored agencies | $9,556,000 | 1,358 |
| 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) | $28,682,000 | 3,495 |
| Total debt securities | $27,957,000 | 3,825 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $28,031,000 | 3,839 |
| U.S. Government securities | $27,286,000 | 2,968 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $27,286,000 | 2,902 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $745,000 | 683 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,338,000 | 2,985 |
| Mortgage-backed securities | $8,938,000 | 3,410 |
| Certificates of participation in pools of residential mortgages | $1,355,000 | 4,533 |
| Issued or guaranteed by U.S. | $1,355,000 | 4,531 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,583,000 | 1,660 |
| CMOs issued by government agencies or sponsored agencies | $7,583,000 | 1,568 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $28,031,000 | 3,566 |
| Total debt securities | $27,286,000 | 3,865 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $25,173,000 | 4,021 |
| U.S. Government securities | $24,426,000 | 3,105 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $24,426,000 | 3,037 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $747,000 | 673 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,176,000 | 2,861 |
| Mortgage-backed securities | $10,067,000 | 3,299 |
| Certificates of participation in pools of residential mortgages | $1,599,000 | 4,463 |
| Issued or guaranteed by U.S. | $1,599,000 | 4,462 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $8,468,000 | 1,632 |
| CMOs issued by government agencies or sponsored agencies | $8,468,000 | 1,533 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $25,173,000 | 3,707 |
| Total debt securities | $24,426,000 | 4,058 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $26,262,000 | 3,974 |
| U.S. Government securities | $24,568,000 | 3,174 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $24,568,000 | 3,109 |
| Securities issued by states & political subdivisions | $947,000 | 5,018 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $747,000 | 666 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,757,000 | 2,814 |
| Mortgage-backed securities | $11,196,000 | 3,311 |
| Certificates of participation in pools of residential mortgages | $1,857,000 | 4,501 |
| Issued or guaranteed by U.S. | $1,857,000 | 4,500 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $9,339,000 | 1,637 |
| CMOs issued by government agencies or sponsored agencies | $9,339,000 | 1,536 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $26,262,000 | 3,671 |
| Total debt securities | $25,515,000 | 4,009 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $30,315,000 | 3,693 |
| U.S. Government securities | $28,632,000 | 2,932 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $28,632,000 | 2,873 |
| Securities issued by states & political subdivisions | $947,000 | 5,006 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $736,000 | 673 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,638,000 | 2,753 |
| Mortgage-backed securities | $12,422,000 | 3,203 |
| Certificates of participation in pools of residential mortgages | $2,177,000 | 4,424 |
| Issued or guaranteed by U.S. | $2,177,000 | 4,423 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $10,245,000 | 1,581 |
| CMOs issued by government agencies or sponsored agencies | $10,245,000 | 1,479 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $30,315,000 | 3,428 |
| Total debt securities | $29,579,000 | 3,707 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $25,915,000 | 4,059 |
| U.S. Government securities | $24,245,000 | 3,310 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $24,245,000 | 3,242 |
| Securities issued by states & political subdivisions | $947,000 | 4,966 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $723,000 | 661 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,732,000 | 2,981 |
| Mortgage-backed securities | $12,746,000 | 3,174 |
| Certificates of participation in pools of residential mortgages | $2,470,000 | 4,353 |
| Issued or guaranteed by U.S. | $2,470,000 | 4,350 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $10,276,000 | 1,598 |
| CMOs issued by government agencies or sponsored agencies | $10,276,000 | 1,496 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $25,915,000 | 3,734 |
| Total debt securities | $25,192,000 | 4,097 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $25,344,000 | 4,062 |
| U.S. Government securities | $24,625,000 | 3,203 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $24,625,000 | 3,138 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $719,000 | 638 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,546,000 | 2,741 |
| Mortgage-backed securities | $14,314,000 | 2,943 |
| Certificates of participation in pools of residential mortgages | $2,807,000 | 4,195 |
| Issued or guaranteed by U.S. | $2,807,000 | 4,188 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $11,507,000 | 1,478 |
| CMOs issued by government agencies or sponsored agencies | $11,507,000 | 1,322 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $25,344,000 | 3,725 |
| Total debt securities | $24,625,000 | 4,094 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $25,213,000 | 4,000 |
| U.S. Government securities | $24,499,000 | 3,143 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $24,499,000 | 3,065 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $714,000 | 651 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,496,000 | 2,827 |
| Mortgage-backed securities | $13,675,000 | 2,930 |
| Certificates of participation in pools of residential mortgages | $3,154,000 | 4,030 |
| Issued or guaranteed by U.S. | $3,154,000 | 4,015 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $10,521,000 | 1,541 |
| CMOs issued by government agencies or sponsored agencies | $10,521,000 | 1,377 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $25,213,000 | 3,674 |
| Total debt securities | $24,499,000 | 4,029 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $32,846,000 | 3,447 |
| U.S. Government securities | $32,155,000 | 2,644 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $32,155,000 | 2,571 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $691,000 | 670 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,645,000 | 2,535 |
| Mortgage-backed securities | $15,611,000 | 2,722 |
| Certificates of participation in pools of residential mortgages | $4,843,000 | 3,564 |
| Issued or guaranteed by U.S. | $4,843,000 | 3,552 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $10,768,000 | 1,503 |
| CMOs issued by government agencies or sponsored agencies | $10,768,000 | 1,327 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $32,846,000 | 3,158 |
| Total debt securities | $32,155,000 | 3,464 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $32,589,000 | 3,445 |
| U.S. Government securities | $31,238,000 | 2,697 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $31,238,000 | 2,616 |
| Securities issued by states & political subdivisions | $675,000 | 5,127 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $676,000 | 684 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,212,000 | 2,471 |
| Mortgage-backed securities | $16,598,000 | 2,565 |
| Certificates of participation in pools of residential mortgages | $5,232,000 | 3,397 |
| Issued or guaranteed by U.S. | $5,232,000 | 3,389 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $11,366,000 | 1,427 |
| CMOs issued by government agencies or sponsored agencies | $11,366,000 | 1,241 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $32,589,000 | 3,158 |
| Total debt securities | $31,913,000 | 3,464 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $31,464,000 | 3,403 |
| U.S. Government securities | $30,791,000 | 2,583 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $30,791,000 | 2,500 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $673,000 | 680 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,843,000 | 2,307 |
| Mortgage-backed securities | $18,879,000 | 2,301 |
| Certificates of participation in pools of residential mortgages | $5,840,000 | 3,159 |
| Issued or guaranteed by U.S. | $5,840,000 | 3,153 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $13,039,000 | 1,287 |
| CMOs issued by government agencies or sponsored agencies | $13,039,000 | 1,110 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $31,464,000 | 3,120 |
| Total debt securities | $30,791,000 | 3,417 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $33,282,000 | 3,250 |
| U.S. Government securities | $31,986,000 | 2,497 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $31,986,000 | 2,415 |
| Securities issued by states & political subdivisions | $613,000 | 5,126 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $683,000 | 716 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,359,000 | 1,988 |
| Mortgage-backed securities | $21,963,000 | 2,093 |
| Certificates of participation in pools of residential mortgages | $6,614,000 | 2,954 |
| Issued or guaranteed by U.S. | $6,614,000 | 2,945 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $15,349,000 | 1,170 |
| CMOs issued by government agencies or sponsored agencies | $15,349,000 | 996 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $33,282,000 | 2,958 |
| Total debt securities | $32,599,000 | 3,256 |
| Structured notes | ||
| Amortized cost | $1,216,000 | 2,304 |
| Fair value | $1,221,000 | 2,308 |
| 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 | $39,578,000 | 2,866 |
| U.S. Government securities | $38,320,000 | 2,193 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $38,320,000 | 2,121 |
| Securities issued by states & political subdivisions | $586,000 | 5,117 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $672,000 | 750 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,840,000 | 2,243 |
| Mortgage-backed securities | $20,855,000 | 2,137 |
| Certificates of participation in pools of residential mortgages | $7,243,000 | 2,874 |
| Issued or guaranteed by U.S. | $7,243,000 | 2,866 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $13,612,000 | 1,200 |
| CMOs issued by government agencies or sponsored agencies | $13,612,000 | 1,017 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $39,578,000 | 2,568 |
| Total debt securities | $38,906,000 | 2,868 |
| Structured notes | ||
| Amortized cost | $1,363,000 | 2,348 |
| Fair value | $1,380,000 | 2,343 |
| 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 | $36,968,000 | 3,037 |
| U.S. Government securities | $35,729,000 | 2,373 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $35,729,000 | 2,309 |
| Securities issued by states & political subdivisions | $584,000 | 5,142 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $655,000 | 761 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,643,000 | 2,234 |
| Mortgage-backed securities | $20,157,000 | 2,247 |
| Certificates of participation in pools of residential mortgages | $7,758,000 | 2,867 |
| Issued or guaranteed by U.S. | $7,758,000 | 2,859 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $12,399,000 | 1,242 |
| CMOs issued by government agencies or sponsored agencies | $12,399,000 | 1,033 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $36,968,000 | 2,728 |
| Total debt securities | $36,313,000 | 3,048 |
| Structured notes | ||
| Amortized cost | $1,468,000 | 2,113 |
| Fair value | $1,498,000 | 2,072 |
| 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 | $38,348,000 | 2,945 |
| U.S. Government securities | $37,126,000 | 2,254 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $37,126,000 | 2,189 |
| Securities issued by states & political subdivisions | $578,000 | 5,191 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $644,000 | 776 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,138,000 | 2,377 |
| Mortgage-backed securities | $20,281,000 | 2,263 |
| Certificates of participation in pools of residential mortgages | $8,370,000 | 2,828 |
| Issued or guaranteed by U.S. | $8,370,000 | 2,822 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $11,911,000 | 1,251 |
| CMOs issued by government agencies or sponsored agencies | $11,911,000 | 1,029 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $38,348,000 | 2,619 |
| Total debt securities | $37,704,000 | 2,960 |
| Structured notes | ||
| Amortized cost | $1,545,000 | 1,751 |
| Fair value | $1,583,000 | 1,744 |
| 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 | $49,048,000 | 2,422 |
| U.S. Government securities | $46,958,000 | 1,810 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $46,958,000 | 1,754 |
| Securities issued by states & political subdivisions | $598,000 | 5,220 |
| Other domestic debt securities | $750,000 | 2,563 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $750,000 | 1,636 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $742,000 | 801 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,560,000 | 1,993 |
| Mortgage-backed securities | $27,447,000 | 1,898 |
| Certificates of participation in pools of residential mortgages | $10,673,000 | 2,579 |
| Issued or guaranteed by U.S. | $10,673,000 | 2,570 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $16,774,000 | 1,031 |
| CMOs issued by government agencies or sponsored agencies | $16,774,000 | 828 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $49,048,000 | 2,145 |
| Total debt securities | $48,306,000 | 2,420 |
| Structured notes | ||
| Amortized cost | $1,631,000 | 1,289 |
| Fair value | $1,682,000 | 1,284 |
| 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 | $39,789,000 | 2,804 |
| U.S. Government securities | $33,828,000 | 2,361 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $33,828,000 | 2,309 |
| Securities issued by states & political subdivisions | $3,070,000 | 3,862 |
| Other domestic debt securities | $2,226,000 | 1,870 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $2,226,000 | 1,070 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $665,000 | 877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,812,000 | 1,768 |
| Mortgage-backed securities | $23,410,000 | 2,127 |
| Certificates of participation in pools of residential mortgages | $11,331,000 | 2,535 |
| Issued or guaranteed by U.S. | $11,331,000 | 2,524 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $12,079,000 | 1,229 |
| CMOs issued by government agencies or sponsored agencies | $12,079,000 | 976 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $39,789,000 | 2,495 |
| Total debt securities | $39,124,000 | 2,818 |
| Structured notes | ||
| Amortized cost | $1,717,000 | 901 |
| Fair value | $1,760,000 | 881 |
| 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 | $38,449,000 | 2,888 |
| U.S. Government securities | $33,612,000 | 2,405 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $33,612,000 | 2,355 |
| Securities issued by states & political subdivisions | $3,091,000 | 3,771 |
| Other domestic debt securities | $1,120,000 | 2,262 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,120,000 | 1,470 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $626,000 | 886 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,527,000 | 1,624 |
| Mortgage-backed securities | $26,112,000 | 2,007 |
| Certificates of participation in pools of residential mortgages | $13,545,000 | 2,324 |
| Issued or guaranteed by U.S. | $13,545,000 | 2,314 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $12,567,000 | 1,205 |
| CMOs issued by government agencies or sponsored agencies | $12,567,000 | 943 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $38,449,000 | 2,576 |
| Total debt securities | $37,823,000 | 2,889 |
| Structured notes | ||
| Amortized cost | $1,910,000 | 677 |
| Fair value | $1,937,000 | 663 |
| 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 | $36,839,000 | 2,986 |
| U.S. Government securities | $32,697,000 | 2,486 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $32,697,000 | 2,433 |
| Securities issued by states & political subdivisions | $3,050,000 | 3,746 |
| Other domestic debt securities | $478,000 | 2,742 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $478,000 | 1,952 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $614,000 | 868 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,190,000 | 1,597 |
| Mortgage-backed securities | $25,649,000 | 1,986 |
| Certificates of participation in pools of residential mortgages | $14,135,000 | 2,235 |
| Issued or guaranteed by U.S. | $14,135,000 | 2,225 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $11,514,000 | 1,220 |
| CMOs issued by government agencies or sponsored agencies | $11,514,000 | 958 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $36,839,000 | 2,648 |
| Total debt securities | $36,225,000 | 2,977 |
| Structured notes | ||
| Amortized cost | $1,987,000 | 696 |
| Fair value | $2,014,000 | 631 |
| 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 | $35,858,000 | 2,985 |
| U.S. Government securities | $31,731,000 | 2,480 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $31,731,000 | 2,426 |
| Securities issued by states & political subdivisions | $2,990,000 | 3,753 |
| Other domestic debt securities | $453,000 | 2,731 |
| 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 | $453,000 | 1,957 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $684,000 | 851 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,275,000 | 1,600 |
| Mortgage-backed securities | $24,480,000 | 1,953 |
| Certificates of participation in pools of residential mortgages | $13,270,000 | 2,242 |
| Issued or guaranteed by U.S. | $13,270,000 | 2,230 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $11,210,000 | 1,188 |
| CMOs issued by government agencies or sponsored agencies | $11,210,000 | 930 |
| 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) | $35,858,000 | 2,634 |
| Total debt securities | $35,174,000 | 2,986 |
| Structured notes | ||
| Amortized cost | $2,014,000 | 603 |
| Fair value | $1,995,000 | 618 |
| 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 | $36,900,000 | 2,956 |
| U.S. Government securities | $31,556,000 | 2,530 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $31,556,000 | 2,481 |
| Securities issued by states & political subdivisions | $2,968,000 | 3,791 |
| Other domestic debt securities | $474,000 | 2,700 |
| 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 | $474,000 | 1,976 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $1,902,000 | 796 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,826,000 | 1,517 |
| Mortgage-backed securities | $24,808,000 | 1,920 |
| Certificates of participation in pools of residential mortgages | $13,547,000 | 2,197 |
| Issued or guaranteed by U.S. | $13,547,000 | 2,187 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $11,261,000 | 1,175 |
| CMOs issued by government agencies or sponsored agencies | $11,261,000 | 919 |
| 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) | $36,900,000 | 2,635 |
| Total debt securities | $34,998,000 | 3,039 |
| Structured notes | ||
| Amortized cost | $2,042,000 | 633 |
| Fair value | $1,990,000 | 667 |
| 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 | $35,065,000 | 3,064 |
| U.S. Government securities | $29,724,000 | 2,641 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $29,724,000 | 2,588 |
| Securities issued by states & political subdivisions | $3,064,000 | 3,766 |
| Other domestic debt securities | $429,000 | 2,671 |
| 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 | $429,000 | 1,962 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $1,848,000 | 842 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,599,000 | 1,733 |
| Mortgage-backed securities | $22,623,000 | 1,976 |
| Certificates of participation in pools of residential mortgages | $10,760,000 | 2,445 |
| Issued or guaranteed by U.S. | $10,760,000 | 2,431 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $11,863,000 | 1,125 |
| CMOs issued by government agencies or sponsored agencies | $11,863,000 | 876 |
| 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) | $35,065,000 | 2,735 |
| Total debt securities | $33,217,000 | 3,138 |
| Structured notes | ||
| Amortized cost | $2,124,000 | 671 |
| Fair value | $2,124,000 | 674 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $32,577,000 | 3,262 |
| U.S. Government securities | $29,001,000 | 2,744 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $29,001,000 | 2,684 |
| Securities issued by states & political subdivisions | $2,218,000 | 4,168 |
| 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 | $1,358,000 | 896 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,102,000 | 3,063 |
| Mortgage-backed securities | $22,478,000 | 1,766 |
| Certificates of participation in pools of residential mortgages | $10,971,000 | 2,169 |
| Issued or guaranteed by U.S. | $10,971,000 | 2,157 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $11,507,000 | 1,057 |
| CMOs issued by government agencies or sponsored agencies | $11,507,000 | 833 |
| 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) | $32,577,000 | 2,874 |
| Total debt securities | $31,219,000 | 3,307 |
| Structured notes | ||
| Amortized cost | $2,176,000 | 990 |
| Fair value | $2,137,000 | 999 |
| 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 | $31,728,000 | 3,312 |
| U.S. Government securities | $29,626,000 | 2,730 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $29,626,000 | 2,671 |
| Securities issued by states & political subdivisions | $564,000 | 5,272 |
| 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 | $1,538,000 | 841 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,707,000 | 3,481 |
| Mortgage-backed securities | $22,669,000 | 1,644 |
| Certificates of participation in pools of residential mortgages | $11,241,000 | 1,984 |
| Issued or guaranteed by U.S. | $11,241,000 | 1,976 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $11,428,000 | 1,017 |
| CMOs issued by government agencies or sponsored agencies | $11,428,000 | 807 |
| 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) | $31,728,000 | 2,905 |
| Total debt securities | $30,190,000 | 3,400 |
| Structured notes | ||
| Amortized cost | $2,254,000 | 1,155 |
| Fair value | $2,195,000 | 1,173 |
| 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 | $29,591,000 | 3,457 |
| U.S. Government securities | $28,051,000 | 2,834 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $28,051,000 | 2,766 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $1,540,000 | 838 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,707,000 | 3,462 |
| Mortgage-backed securities | $23,143,000 | 1,575 |
| Certificates of participation in pools of residential mortgages | $11,598,000 | 1,883 |
| Issued or guaranteed by U.S. | $11,598,000 | 1,877 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $11,545,000 | 975 |
| CMOs issued by government agencies or sponsored agencies | $11,545,000 | 773 |
| 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) | $29,591,000 | 3,037 |
| Total debt securities | $28,051,000 | 3,541 |
| Structured notes | ||
| Amortized cost | $2,322,000 | 1,213 |
| Fair value | $2,224,000 | 1,227 |
| 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 | $90,135,000 | 1,334 |
| U.S. Government securities | $76,083,000 | 1,146 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $76,083,000 | 1,115 |
| Securities issued by states & political subdivisions | $9,007,000 | 2,197 |
| Other domestic debt securities | $3,481,000 | 1,216 |
| 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 | $3,481,000 | 766 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $1,564,000 | 856 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,808,000 | 956 |
| Mortgage-backed securities | $30,949,000 | 1,281 |
| Certificates of participation in pools of residential mortgages | $17,758,000 | 1,403 |
| Issued or guaranteed by U.S. | $17,758,000 | 1,395 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $13,191,000 | 893 |
| CMOs issued by government agencies or sponsored agencies | $13,191,000 | 708 |
| 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) | $58,909,000 | 340 |
| Available-for-sale securities (fair market value) | $31,226,000 | 2,918 |
| Total debt securities | $88,571,000 | 1,324 |
| Structured notes | ||
| Amortized cost | $7,406,000 | 481 |
| Fair value | $7,276,000 | 488 |
| 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 | $91,122,000 | 1,335 |
| U.S. Government securities | $77,088,000 | 1,154 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $77,088,000 | 1,120 |
| Securities issued by states & political subdivisions | $9,003,000 | 2,197 |
| Other domestic debt securities | $3,485,000 | 1,212 |
| 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 | $3,485,000 | 784 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $1,546,000 | 880 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,507,000 | 952 |
| Mortgage-backed securities | $31,855,000 | 1,274 |
| Certificates of participation in pools of residential mortgages | $18,491,000 | 1,383 |
| Issued or guaranteed by U.S. | $18,491,000 | 1,376 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $13,364,000 | 892 |
| CMOs issued by government agencies or sponsored agencies | $13,364,000 | 716 |
| 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) | $59,277,000 | 340 |
| Available-for-sale securities (fair market value) | $31,845,000 | 2,892 |
| Total debt securities | $89,576,000 | 1,324 |
| Structured notes | ||
| Amortized cost | $7,492,000 | 508 |
| Fair value | $7,348,000 | 513 |
| 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 | $99,684,000 | 1,252 |
| U.S. Government securities | $78,173,000 | 1,166 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $78,173,000 | 1,123 |
| Securities issued by states & political subdivisions | $9,478,000 | 2,085 |
| Other domestic debt securities | $10,486,000 | 685 |
| 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 | $10,486,000 | 393 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $1,547,000 | 898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,315,000 | 938 |
| Mortgage-backed securities | $32,900,000 | 1,259 |
| Certificates of participation in pools of residential mortgages | $19,391,000 | 1,355 |
| Issued or guaranteed by U.S. | $19,391,000 | 1,345 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $13,509,000 | 873 |
| CMOs issued by government agencies or sponsored agencies | $13,509,000 | 701 |
| 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) | $67,251,000 | 315 |
| Available-for-sale securities (fair market value) | $32,433,000 | 2,881 |
| Total debt securities | $98,137,000 | 1,238 |
| Structured notes | ||
| Amortized cost | $7,609,000 | 538 |
| Fair value | $7,429,000 | 544 |
| 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 | $101,313,000 | 1,228 |
| U.S. Government securities | $78,853,000 | 1,149 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $78,853,000 | 1,116 |
| Securities issued by states & political subdivisions | $10,479,000 | 1,869 |
| Other domestic debt securities | $10,490,000 | 685 |
| 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 | $10,490,000 | 397 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,491,000 | 900 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $33,630,000 | 1,255 |
| Certificates of participation in pools of residential mortgages | $19,972,000 | 1,333 |
| Issued or guaranteed by U.S. | $19,972,000 | 1,326 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $13,658,000 | 868 |
| CMOs issued by government agencies or sponsored agencies | $13,658,000 | 700 |
| 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) | $68,713,000 | 317 |
| Available-for-sale securities (fair market value) | $32,600,000 | 2,856 |
| Total debt securities | $99,824,000 | 1,213 |
| Structured notes | ||
| Amortized cost | $7,716,000 | 562 |
| Fair value | $7,385,000 | 569 |
| 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 | $108,185,000 | 1,159 |
| U.S. Government securities | $81,048,000 | 1,123 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $81,048,000 | 1,086 |
| Securities issued by states & political subdivisions | $15,102,000 | 1,333 |
| Other domestic debt securities | $10,494,000 | 707 |
| 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 | $10,494,000 | 415 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $1,541,000 | 912 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $35,594,000 | 1,217 |
| Certificates of participation in pools of residential mortgages | $21,279,000 | 1,294 |
| Issued or guaranteed by U.S. | $21,279,000 | 1,286 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $14,315,000 | 846 |
| CMOs issued by government agencies or sponsored agencies | $14,315,000 | 683 |
| 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) | $73,784,000 | 309 |
| Available-for-sale securities (fair market value) | $34,401,000 | 2,754 |
| Total debt securities | $106,644,000 | 1,149 |
| Structured notes | ||
| Amortized cost | $7,823,000 | 571 |
| Fair value | $7,594,000 | 577 |
| 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 | $120,860,000 | 1,036 |
| U.S. Government securities | $90,635,000 | 1,018 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $90,635,000 | 987 |
| Securities issued by states & political subdivisions | $16,703,000 | 1,194 |
| Other domestic debt securities | $10,498,000 | 707 |
| 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 | $10,498,000 | 429 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $3,024,000 | 668 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $45,041,000 | 1,035 |
| Certificates of participation in pools of residential mortgages | $26,351,000 | 1,133 |
| Issued or guaranteed by U.S. | $26,351,000 | 1,122 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $18,690,000 | 721 |
| CMOs issued by government agencies or sponsored agencies | $18,690,000 | 576 |
| 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) | $75,876,000 | 314 |
| Available-for-sale securities (fair market value) | $44,984,000 | 2,236 |
| Total debt securities | $117,835,000 | 1,040 |
| Structured notes | ||
| Amortized cost | $7,943,000 | 566 |
| Fair value | $7,718,000 | 569 |
| 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 | $124,675,000 | 988 |
| U.S. Government securities | $94,521,000 | 962 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $94,521,000 | 927 |
| Securities issued by states & political subdivisions | $16,698,000 | 1,193 |
| Other domestic debt securities | $10,502,000 | 725 |
| 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 | $10,502,000 | 448 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $2,954,000 | 689 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $48,634,000 | 975 |
| Certificates of participation in pools of residential mortgages | $28,400,000 | 1,093 |
| Issued or guaranteed by U.S. | $28,400,000 | 1,082 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $20,234,000 | 680 |
| CMOs issued by government agencies or sponsored agencies | $20,234,000 | 551 |
| 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) | $76,709,000 | 303 |
| Available-for-sale securities (fair market value) | $47,966,000 | 2,062 |
| Total debt securities | $121,723,000 | 996 |
| Structured notes | ||
| Amortized cost | $8,116,000 | 530 |
| Fair value | $8,030,000 | 532 |
| 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 | $129,752,000 | 942 |
| U.S. Government securities | $99,447,000 | 924 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $99,447,000 | 887 |
| Securities issued by states & political subdivisions | $16,694,000 | 1,179 |
| Other domestic debt securities | $10,638,000 | 729 |
| 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 | $10,638,000 | 462 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $2,973,000 | 697 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $53,139,000 | 930 |
| Certificates of participation in pools of residential mortgages | $30,721,000 | 1,044 |
| Issued or guaranteed by U.S. | $30,721,000 | 1,034 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $22,418,000 | 646 |
| CMOs issued by government agencies or sponsored agencies | $22,418,000 | 523 |
| 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) | $77,760,000 | 306 |
| Available-for-sale securities (fair market value) | $51,992,000 | 1,920 |
| Total debt securities | $126,779,000 | 943 |
| Structured notes | ||
| Amortized cost | $8,450,000 | 519 |
| Fair value | $8,428,000 | 518 |
| 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 | $128,623,000 | 972 |
| U.S. Government securities | $96,398,000 | 971 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $96,398,000 | 935 |
| Securities issued by states & political subdivisions | $18,550,000 | 1,031 |
| Other domestic debt securities | $10,642,000 | 742 |
| 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 | $10,642,000 | 479 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $3,033,000 | 709 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $49,998,000 | 1,009 |
| Certificates of participation in pools of residential mortgages | $26,579,000 | 1,212 |
| Issued or guaranteed by U.S. | $26,579,000 | 1,203 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $23,419,000 | 650 |
| CMOs issued by government agencies or sponsored agencies | $23,419,000 | 532 |
| 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) | $78,688,000 | 300 |
| Available-for-sale securities (fair market value) | $49,935,000 | 2,014 |
| Total debt securities | $125,590,000 | 967 |
| Structured notes | ||
| Amortized cost | $8,771,000 | 490 |
| Fair value | $8,577,000 | 493 |
| 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 | $104,299,000 | 1,230 |
| U.S. Government securities | $72,101,000 | 1,289 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $72,101,000 | 1,242 |
| Securities issued by states & political subdivisions | $18,561,000 | 1,025 |
| Other domestic debt securities | $10,646,000 | 780 |
| 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 | $10,646,000 | 519 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $2,991,000 | 759 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $29,392,000 | 1,509 |
| Certificates of participation in pools of residential mortgages | $15,267,000 | 1,801 |
| Issued or guaranteed by U.S. | $15,267,000 | 1,793 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $14,125,000 | 906 |
| CMOs issued by government agencies or sponsored agencies | $14,125,000 | 756 |
| 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) | $79,860,000 | 297 |
| Available-for-sale securities (fair market value) | $24,439,000 | 3,639 |
| Total debt securities | $101,308,000 | 1,235 |
| Structured notes | ||
| Amortized cost | $4,959,000 | 857 |
| Fair value | $4,914,000 | 855 |
| 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 | $142,753,000 | 902 |
| U.S. Government securities | $105,246,000 | 888 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $105,246,000 | 859 |
| Securities issued by states & political subdivisions | $19,981,000 | 956 |
| Other domestic debt securities | $13,689,000 | 675 |
| 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 | $13,689,000 | 436 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $3,837,000 | 684 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $37,082,000 | 1,276 |
| Certificates of participation in pools of residential mortgages | $21,723,000 | 1,405 |
| Issued or guaranteed by U.S. | $21,723,000 | 1,395 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $15,359,000 | 861 |
| CMOs issued by government agencies or sponsored agencies | $15,359,000 | 726 |
| 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) | $88,076,000 | 262 |
| Available-for-sale securities (fair market value) | $54,677,000 | 1,883 |
| Total debt securities | $138,916,000 | 895 |
| Structured notes | ||
| Amortized cost | $4,958,000 | 867 |
| Fair value | $4,951,000 | 865 |
| 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 | $146,427,000 | 892 |
| U.S. Government securities | $109,159,000 | 886 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $109,159,000 | 850 |
| Securities issued by states & political subdivisions | $19,747,000 | 956 |
| Other domestic debt securities | $13,693,000 | 694 |
| 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 | $13,693,000 | 459 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $3,828,000 | 710 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $39,575,000 | 1,240 |
| Certificates of participation in pools of residential mortgages | $22,849,000 | 1,375 |
| Issued or guaranteed by U.S. | $22,849,000 | 1,363 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $16,726,000 | 824 |
| CMOs issued by government agencies or sponsored agencies | $16,726,000 | 695 |
| 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) | $89,940,000 | 255 |
| Available-for-sale securities (fair market value) | $56,487,000 | 1,847 |
| Total debt securities | $142,599,000 | 878 |
| Structured notes | ||
| Amortized cost | $4,957,000 | 859 |
| Fair value | $4,724,000 | 865 |
| 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 | $154,569,000 | 853 |
| U.S. Government securities | $116,528,000 | 842 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $116,528,000 | 808 |
| Securities issued by states & political subdivisions | $19,996,000 | 972 |
| Other domestic debt securities | $15,786,000 | 676 |
| 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 | $15,786,000 | 438 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $2,259,000 | 969 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $46,191,000 | 1,140 |
| Certificates of participation in pools of residential mortgages | $25,522,000 | 1,284 |
| Issued or guaranteed by U.S. | $25,522,000 | 1,275 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $20,669,000 | 747 |
| CMOs issued by government agencies or sponsored agencies | $20,669,000 | 627 |
| 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) | $95,889,000 | 230 |
| Available-for-sale securities (fair market value) | $58,680,000 | 1,803 |
| Total debt securities | $152,310,000 | 838 |
| Structured notes | ||
| Amortized cost | $4,956,000 | 728 |
| Fair value | $4,982,000 | 724 |
| 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 | $144,657,000 | 927 |
| U.S. Government securities | $108,968,000 | 922 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $108,968,000 | 883 |
| Securities issued by states & political subdivisions | $17,642,000 | 1,098 |
| Other domestic debt securities | $15,791,000 | 651 |
| 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 | $15,791,000 | 468 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $2,256,000 | 958 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $34,159,000 | 1,405 |
| Certificates of participation in pools of residential mortgages | $20,691,000 | 1,499 |
| Issued or guaranteed by U.S. | $20,691,000 | 1,488 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $13,468,000 | 956 |
| CMOs issued by government agencies or sponsored agencies | $13,468,000 | 891 |
| 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) | $107,559,000 | 203 |
| Available-for-sale securities (fair market value) | $37,098,000 | 2,726 |
| Total debt securities | $142,401,000 | 915 |
| Structured notes | ||
| Amortized cost | $4,955,000 | 655 |
| Fair value | $4,854,000 | 654 |
| 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 | $152,600,000 | 885 |
| U.S. Government securities | $117,001,000 | 849 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $117,001,000 | 819 |
| Securities issued by states & political subdivisions | $18,142,000 | 1,080 |
| Other domestic debt securities | $15,806,000 | 659 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,188 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,796,000 | 494 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $1,651,000 | 1,165 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $39,666,000 | 1,281 |
| Certificates of participation in pools of residential mortgages | $22,804,000 | 1,398 |
| Issued or guaranteed by U.S. | $22,804,000 | 1,392 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $16,862,000 | 861 |
| CMOs issued by government agencies or sponsored agencies | $16,852,000 | 796 |
| Privately issued | $10,000 | 1,033 |
| 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) | $116,719,000 | 189 |
| Available-for-sale securities (fair market value) | $35,881,000 | 2,752 |
| Total debt securities | $150,949,000 | 860 |
| Structured notes | ||
| Amortized cost | $4,953,000 | 538 |
| Fair value | $4,811,000 | 538 |
| 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 | $132,267,000 | 985 |
| U.S. Government securities | $96,523,000 | 976 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $96,523,000 | 935 |
| Securities issued by states & political subdivisions | $18,143,000 | 1,053 |
| Other domestic debt securities | $15,921,000 | 685 |
| Privately issued residential mortgage-backed securities | $120,000 | 1,056 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,801,000 | 510 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,680,000 | 1,171 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $35,026,000 | 1,373 |
| Certificates of participation in pools of residential mortgages | $21,138,000 | 1,467 |
| Issued or guaranteed by U.S. | $21,138,000 | 1,461 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $13,888,000 | 1,017 |
| CMOs issued by government agencies or sponsored agencies | $13,768,000 | 950 |
| Privately issued | $120,000 | 933 |
| 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) | $112,313,000 | 197 |
| Available-for-sale securities (fair market value) | $19,954,000 | 4,084 |
| Total debt securities | $130,587,000 | 960 |
| Structured notes | ||
| Amortized cost | $2,986,000 | 669 |
| Fair value | $2,993,000 | 667 |
| 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 | $116,288,000 | 1,107 |
| U.S. Government securities | $79,525,000 | 1,165 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $79,525,000 | 1,115 |
| Securities issued by states & political subdivisions | $18,141,000 | 1,004 |
| Other domestic debt securities | $16,933,000 | 678 |
| 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 | $16,933,000 | 493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,689,000 | 1,166 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $38,904,000 | 1,254 |
| Certificates of participation in pools of residential mortgages | $18,179,000 | 1,597 |
| Issued or guaranteed by U.S. | $18,179,000 | 1,591 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $20,725,000 | 814 |
| CMOs issued by government agencies or sponsored agencies | $20,725,000 | 747 |
| 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) | $114,599,000 | 196 |
| Available-for-sale securities (fair market value) | $1,689,000 | 7,879 |
| Total debt securities | $114,599,000 | 1,080 |
| 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 | $105,516,000 | 1,174 |
| U.S. Government securities | $76,092,000 | 1,190 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $76,092,000 | 1,132 |
| Securities issued by states & political subdivisions | $17,116,000 | 1,043 |
| Other domestic debt securities | $10,429,000 | 906 |
| 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 | $10,429,000 | 693 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,879,000 | 1,141 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $47,481,000 | 1,068 |
| Certificates of participation in pools of residential mortgages | $20,614,000 | 1,430 |
| Issued or guaranteed by U.S. | $20,614,000 | 1,425 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $26,867,000 | 688 |
| CMOs issued by government agencies or sponsored agencies | $26,867,000 | 634 |
| 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) | $103,637,000 | 214 |
| Available-for-sale securities (fair market value) | $1,879,000 | 7,851 |
| Total debt securities | $103,637,000 | 1,152 |
| 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 | $73,079,000 | 1,529 |
| U.S. Government securities | $51,601,000 | 1,570 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $51,601,000 | 1,483 |
| Securities issued by states & political subdivisions | $9,255,000 | 1,828 |
| Other domestic debt securities | $10,142,000 | 931 |
| 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 | $10,142,000 | 710 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $2,081,000 | 1,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $34,780,000 | 1,235 |
| Certificates of participation in pools of residential mortgages | $17,556,000 | 1,439 |
| Issued or guaranteed by U.S. | $17,556,000 | 1,430 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $17,224,000 | 917 |
| CMOs issued by government agencies or sponsored agencies | $17,224,000 | 832 |
| 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) | $70,998,000 | 285 |
| Available-for-sale securities (fair market value) | $2,081,000 | 7,894 |
| Total debt securities | $70,998,000 | 1,526 |
| 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 | $29,392,000 | 3,495 |
| U.S. Government securities | $22,445,000 | 3,344 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $22,445,000 | 3,087 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $5,095,000 | 1,200 |
| 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 | $5,095,000 | 997 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,852,000 | 1,671 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $6,193,000 | 3,039 |
| Certificates of participation in pools of residential mortgages | $6,193,000 | 2,329 |
| Issued or guaranteed by U.S. | $6,193,000 | 2,314 |
| 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) | $27,540,000 | 871 |
| Available-for-sale securities (fair market value) | $1,852,000 | 8,221 |
| Total debt securities | $27,540,000 | 3,553 |
| 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 | $30,937,000 | 3,496 |
| U.S. Government securities | $23,282,000 | 3,435 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $23,282,000 | 3,071 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $6,100,000 | 1,078 |
| 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 | $6,100,000 | 870 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,555,000 | 1,797 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $7,175,000 | 3,031 |
| Certificates of participation in pools of residential mortgages | $7,175,000 | 2,286 |
| Issued or guaranteed by U.S. | $7,175,000 | 2,276 |
| 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) | $29,382,000 | 901 |
| Available-for-sale securities (fair market value) | $1,555,000 | 8,567 |
| Total debt securities | $29,382,000 | 3,548 |
| 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 | $16,200,000 | 5,547 |
| U.S. Government securities | $8,661,000 | 6,518 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $8,661,000 | 5,687 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $5,741,000 | 1,039 |
| 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 | $5,741,000 | 820 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $1,798,000 | 1,618 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $6,395,000 | 3,430 |
| Certificates of participation in pools of residential mortgages | $6,250,000 | 2,626 |
| Issued or guaranteed by U.S. | $6,250,000 | 2,613 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $145,000 | 4,390 |
| CMOs issued by government agencies or sponsored agencies | $145,000 | 4,213 |
| 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) | $13,252,000 | 1,920 |
| Available-for-sale securities (fair market value) | $2,948,000 | 8,118 |
| Total debt securities | $14,402,000 | 5,806 |
| 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 | $11,765,000 | 6,884 |
| U.S. Government securities | $7,604,000 | 7,412 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $7,604,000 | 6,120 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $2,587,000 | 1,187 |
| 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 | $2,587,000 | 929 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $1,574,000 | 1,728 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $5,604,000 | 3,638 |
| Certificates of participation in pools of residential mortgages | $5,356,000 | 2,805 |
| Issued or guaranteed by U.S. | $5,356,000 | 2,793 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $248,000 | 4,422 |
| CMOs issued by government agencies or sponsored agencies | $248,000 | 4,258 |
| 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) | $9,943,000 | 2,822 |
| Available-for-sale securities (fair market value) | $1,822,000 | 8,811 |
| Total debt securities | $10,191,000 | 7,213 |
| 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 | $12,051,000 | 7,270 |
| U.S. Government securities | $8,413,000 | 7,664 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $8,413,000 | 6,071 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $2,326,000 | 1,392 |
| 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 | $2,326,000 | 1,015 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $1,312,000 | 1,966 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $6,913,000 | 3,594 |
| Certificates of participation in pools of residential mortgages | $6,518,000 | 2,781 |
| Issued or guaranteed by U.S. | $6,518,000 | 2,760 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $395,000 | 4,663 |
| CMOs issued by government agencies or sponsored agencies | $395,000 | 4,484 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,344,000 | 3,096 |
| Available-for-sale securities (fair market value) | $1,707,000 | 9,174 |
| Total debt securities | $10,750,000 | 7,550 |
| 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 | $14,758,000 | 6,770 |
| U.S. Government securities | $11,850,000 | 6,633 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $11,850,000 | 4,904 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $1,814,000 | 1,904 |
| 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 | $1,814,000 | 1,469 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $1,094,000 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $8,850,000 | 3,330 |
| Certificates of participation in pools of residential mortgages | $8,124,000 | 2,471 |
| Issued or guaranteed by U.S. | $8,124,000 | 2,444 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $726,000 | 4,581 |
| CMOs issued by government agencies or sponsored agencies | $726,000 | 4,415 |
| 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) | $12,938,000 | 2,823 |
| Available-for-sale securities (fair market value) | $1,820,000 | 9,516 |
| Total debt securities | $13,673,000 | 6,932 |
| 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 | $10,942,000 | 8,422 |
| U.S. Government securities | $5,070,000 | 10,120 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $5,070,000 | 7,651 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $4,860,000 | 1,194 |
| 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 | $4,860,000 | 910 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $1,012,000 | 2,008 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $2,071,000 | 6,585 |
| Certificates of participation in pools of residential mortgages | $1,328,000 | 5,954 |
| Issued or guaranteed by U.S. | $1,328,000 | 5,926 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $743,000 | 4,894 |
| CMOs issued by government agencies or sponsored agencies | $743,000 | 4,699 |
| 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) | $9,187,000 | 6,003 |
| Available-for-sale securities (fair market value) | $1,755,000 | 9,065 |
| Total debt securities | $10,015,000 | 8,634 |
| 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 | $6,271,000 | 10,634 |
| U.S. Government securities | $2,594,000 | 11,864 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $2,594,000 | 9,722 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $2,790,000 | 1,960 |
| 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 | $2,790,000 | 1,492 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $887,000 | 2,275 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $595,000 | 9,057 |
| Certificates of participation in pools of residential mortgages | $595,000 | 7,853 |
| Issued or guaranteed by U.S. | $595,000 | 7,800 |
| 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 | $5,384,000 | 10,949 |
| 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 | $5,207,000 | 11,479 |
| U.S. Government securities | $1,073,000 | 13,185 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $1,073,000 | 11,476 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $3,307,000 | 2,210 |
| 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 | $3,307,000 | 1,547 |
| Foreign debt securities | NA | NA |
| Equity securities | $827,000 | 2,089 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $1,073,000 | 8,800 |
| Certificates of participation in pools of residential mortgages | $1,073,000 | 7,389 |
| Issued or guaranteed by U.S. | $1,073,000 | 7,331 |
| 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 | $4,380,000 | 11,788 |
| 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 |