Home > Southern First Bank > Securities
Southern First Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $134,702,000 | 1,374 |
| U.S. Government securities | $73,264,000 | 1,460 |
| U.S. Treasury securities | $9,395,000 | 1,434 |
| U.S. Government agency obligations | $63,869,000 | 1,368 |
| Securities issued by states & political subdivisions | $19,741,000 | 1,787 |
| Other domestic debt securities | $41,697,000 | 455 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $28,096,000 | 126 |
| Structured financial products - Total | $11,691,000 | 241 |
| Other domestic debt securities - All other | $1,910,000 | 1,366 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,946 |
| Mortgage-backed securities | $45,213,000 | 1,347 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $33,390,000 | 1,098 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,715,000 | 1,276 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,178,000 | 728 |
| Other commercial mortgage-backed securities | $930,000 | 1,114 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $134,702,000 | 1,204 |
| Total debt securities | $134,695,000 | 1,357 |
| 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 | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $144,034,000 | 1,280 |
| U.S. Government securities | $87,925,000 | 1,275 |
| U.S. Treasury securities | $25,603,000 | 812 |
| U.S. Government agency obligations | $62,322,000 | 1,378 |
| Securities issued by states & political subdivisions | $18,310,000 | 1,852 |
| Other domestic debt securities | $37,799,000 | 473 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $29,301,000 | 123 |
| Structured financial products - Total | $6,649,000 | 311 |
| Other domestic debt securities - All other | $1,849,000 | 1,369 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,957 |
| Mortgage-backed securities | $43,598,000 | 1,355 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $32,199,000 | 1,114 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,547,000 | 1,264 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,943,000 | 746 |
| Other commercial mortgage-backed securities | $909,000 | 1,116 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $144,034,000 | 1,117 |
| Total debt securities | $144,033,000 | 1,264 |
| 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 | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $91,548,000 | 1,839 |
| U.S. Government securities | $58,317,000 | 1,716 |
| U.S. Treasury securities | $875,000 | 2,682 |
| U.S. Government agency obligations | $57,442,000 | 1,486 |
| Securities issued by states & political subdivisions | $19,339,000 | 1,856 |
| Other domestic debt securities | $13,892,000 | 850 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,176,000 | 307 |
| Structured financial products - Total | $6,842,000 | 294 |
| Other domestic debt securities - All other | $1,874,000 | 1,372 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $46,633,000 | 1,340 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $34,594,000 | 1,095 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,983,000 | 1,232 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,093,000 | 725 |
| Other commercial mortgage-backed securities | $963,000 | 1,101 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $91,548,000 | 1,630 |
| Total debt securities | $91,550,000 | 1,824 |
| 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 | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $94,036,000 | 1,884 |
| U.S. Government securities | $60,104,000 | 1,764 |
| U.S. Treasury securities | $892,000 | 2,749 |
| U.S. Government agency obligations | $59,212,000 | 1,465 |
| Securities issued by states & political subdivisions | $19,649,000 | 1,901 |
| Other domestic debt securities | $14,283,000 | 883 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,367,000 | 312 |
| Structured financial products - Total | $7,000,000 | 290 |
| Other domestic debt securities - All other | $1,916,000 | 1,410 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $48,227,000 | 1,365 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $35,726,000 | 1,112 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,322,000 | 1,256 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,179,000 | 756 |
| Other commercial mortgage-backed securities | $1,000,000 | 1,105 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $94,036,000 | 1,663 |
| Total debt securities | $94,036,000 | 1,866 |
| 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 | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $93,347,000 | 1,921 |
| U.S. Government securities | $66,331,000 | 1,670 |
| U.S. Treasury securities | $871,000 | 2,794 |
| U.S. Government agency obligations | $65,460,000 | 1,373 |
| Securities issued by states & political subdivisions | $18,906,000 | 1,993 |
| Other domestic debt securities | $8,110,000 | 1,204 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,229,000 | 294 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $1,881,000 | 1,442 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $54,842,000 | 1,274 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $35,864,000 | 1,125 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,408,000 | 1,256 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,090,000 | 764 |
| Other commercial mortgage-backed securities | $7,480,000 | 598 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $93,347,000 | 1,703 |
| Total debt securities | $93,347,000 | 1,903 |
| 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 | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $91,521,000 | 1,948 |
| U.S. Government securities | $64,154,000 | 1,732 |
| U.S. Treasury securities | $863,000 | 2,812 |
| U.S. Government agency obligations | $63,291,000 | 1,412 |
| Securities issued by states & political subdivisions | $18,645,000 | 2,003 |
| Other domestic debt securities | $8,722,000 | 1,129 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,845,000 | 285 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $1,877,000 | 1,444 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $52,656,000 | 1,320 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $33,389,000 | 1,182 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,671,000 | 1,247 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,057,000 | 779 |
| Other commercial mortgage-backed securities | $7,539,000 | 622 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $91,521,000 | 1,733 |
| Total debt securities | $91,522,000 | 1,931 |
| 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 | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $98,991,000 | 1,884 |
| U.S. Government securities | $69,279,000 | 1,665 |
| U.S. Treasury securities | $905,000 | 2,768 |
| U.S. Government agency obligations | $68,374,000 | 1,371 |
| Securities issued by states & political subdivisions | $19,979,000 | 1,981 |
| Other domestic debt securities | $9,733,000 | 1,014 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,753,000 | 281 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $1,980,000 | 1,410 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $57,121,000 | 1,302 |
| Certificates of participation in pools of residential mortgages | $36,403,000 | 1,174 |
| Issued or guaranteed by U.S. | $36,403,000 | 1,152 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $8,375,000 | 1,298 |
| CMOs issued by government agencies or sponsored agencies | $8,375,000 | 1,229 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $12,343,000 | 792 |
| Commercial mortgage pass-through securities | $4,360,000 | 748 |
| Other commercial mortgage-backed securities | $7,983,000 | 660 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $98,991,000 | 1,700 |
| Total debt securities | $98,992,000 | 1,870 |
| 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 | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $106,978,000 | 1,749 |
| U.S. Government securities | $74,921,000 | 1,538 |
| U.S. Treasury securities | $934,000 | 2,502 |
| U.S. Government agency obligations | $73,987,000 | 1,320 |
| Securities issued by states & political subdivisions | $21,641,000 | 1,921 |
| Other domestic debt securities | $10,416,000 | 948 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,351,000 | 276 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $2,065,000 | 1,362 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $62,169,000 | 1,249 |
| Certificates of participation in pools of residential mortgages | $39,502,000 | 1,133 |
| Issued or guaranteed by U.S. | $39,502,000 | 1,117 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $8,953,000 | 1,270 |
| CMOs issued by government agencies or sponsored agencies | $8,953,000 | 1,209 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $13,714,000 | 762 |
| Commercial mortgage pass-through securities | $4,528,000 | 744 |
| Other commercial mortgage-backed securities | $9,186,000 | 613 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $106,978,000 | 1,601 |
| Total debt securities | $106,978,000 | 1,733 |
| 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 | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $120,281,000 | 1,548 |
| U.S. Government securities | $82,752,000 | 1,361 |
| U.S. Treasury securities | $992,000 | 1,995 |
| U.S. Government agency obligations | $81,760,000 | 1,204 |
| Securities issued by states & political subdivisions | $25,176,000 | 1,799 |
| Other domestic debt securities | $12,353,000 | 848 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,164,000 | 258 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $2,189,000 | 1,279 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $67,152,000 | 1,162 |
| Certificates of participation in pools of residential mortgages | $45,416,000 | 1,012 |
| Issued or guaranteed by U.S. | $45,416,000 | 995 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $5,920,000 | 1,484 |
| CMOs issued by government agencies or sponsored agencies | $5,920,000 | 1,428 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $15,816,000 | 706 |
| Commercial mortgage pass-through securities | $5,299,000 | 678 |
| Other commercial mortgage-backed securities | $10,517,000 | 572 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $120,281,000 | 1,437 |
| Total debt securities | $120,279,000 | 1,532 |
| 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 | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $113,803,000 | 1,546 |
| U.S. Government securities | $80,527,000 | 1,321 |
| U.S. Treasury securities | $1,000,000 | 1,777 |
| U.S. Government agency obligations | $79,527,000 | 1,198 |
| Securities issued by states & political subdivisions | $22,707,000 | 1,877 |
| Other domestic debt securities | $10,569,000 | 860 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,569,000 | 252 |
| 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 | $0 | 4,110 |
| Mortgage-backed securities | $64,806,000 | 1,178 |
| Certificates of participation in pools of residential mortgages | $44,150,000 | 1,025 |
| Issued or guaranteed by U.S. | $44,150,000 | 1,004 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $6,473,000 | 1,427 |
| CMOs issued by government agencies or sponsored agencies | $6,473,000 | 1,380 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $14,183,000 | 734 |
| Commercial mortgage pass-through securities | $5,343,000 | 684 |
| Other commercial mortgage-backed securities | $8,840,000 | 627 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $113,803,000 | 1,442 |
| Total debt securities | $113,800,000 | 1,530 |
| 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 | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $91,232,000 | 1,752 |
| U.S. Government securities | $60,567,000 | 1,525 |
| U.S. Treasury securities | $1,005,000 | 1,656 |
| U.S. Government agency obligations | $59,562,000 | 1,402 |
| Securities issued by states & political subdivisions | $19,754,000 | 1,990 |
| Other domestic debt securities | $10,911,000 | 819 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,911,000 | 250 |
| 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 | $0 | 4,151 |
| Mortgage-backed securities | $51,734,000 | 1,285 |
| Certificates of participation in pools of residential mortgages | $37,112,000 | 1,096 |
| Issued or guaranteed by U.S. | $37,112,000 | 1,073 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $7,113,000 | 1,322 |
| CMOs issued by government agencies or sponsored agencies | $7,113,000 | 1,280 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $7,509,000 | 982 |
| Commercial mortgage pass-through securities | $3,911,000 | 770 |
| Other commercial mortgage-backed securities | $3,598,000 | 858 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $91,232,000 | 1,632 |
| Total debt securities | $91,232,000 | 1,732 |
| 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 | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $92,997,000 | 1,617 |
| U.S. Government securities | $61,904,000 | 1,405 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $61,904,000 | 1,307 |
| Securities issued by states & political subdivisions | $19,811,000 | 1,949 |
| Other domestic debt securities | $11,282,000 | 784 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,282,000 | 244 |
| 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 | $0 | 4,172 |
| Mortgage-backed securities | $54,162,000 | 1,205 |
| Certificates of participation in pools of residential mortgages | $37,345,000 | 1,032 |
| Issued or guaranteed by U.S. | $37,345,000 | 1,008 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $7,937,000 | 1,219 |
| CMOs issued by government agencies or sponsored agencies | $7,937,000 | 1,176 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $8,880,000 | 867 |
| Commercial mortgage pass-through securities | $4,971,000 | 682 |
| Other commercial mortgage-backed securities | $3,909,000 | 801 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $92,997,000 | 1,499 |
| Total debt securities | $92,995,000 | 1,601 |
| 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 | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $94,729,000 | 1,477 |
| U.S. Government securities | $63,811,000 | 1,240 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $63,811,000 | 1,168 |
| Securities issued by states & political subdivisions | $19,388,000 | 1,927 |
| Other domestic debt securities | $11,530,000 | 720 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,530,000 | 234 |
| 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 | $0 | 4,195 |
| Mortgage-backed securities | $56,834,000 | 1,096 |
| Certificates of participation in pools of residential mortgages | $39,478,000 | 920 |
| Issued or guaranteed by U.S. | $39,478,000 | 902 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $8,657,000 | 1,184 |
| CMOs issued by government agencies or sponsored agencies | $8,657,000 | 1,144 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $8,699,000 | 848 |
| Commercial mortgage pass-through securities | $4,094,000 | 712 |
| Other commercial mortgage-backed securities | $4,605,000 | 720 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $94,729,000 | 1,376 |
| Total debt securities | $94,729,000 | 1,463 |
| 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 | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $87,991,000 | 1,473 |
| U.S. Government securities | $59,677,000 | 1,268 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $59,677,000 | 1,196 |
| Securities issued by states & political subdivisions | $16,544,000 | 1,984 |
| Other domestic debt securities | $11,770,000 | 686 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,770,000 | 223 |
| 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 | $0 | 4,211 |
| Mortgage-backed securities | $53,691,000 | 1,103 |
| Certificates of participation in pools of residential mortgages | $37,340,000 | 907 |
| Issued or guaranteed by U.S. | $37,340,000 | 886 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $8,896,000 | 1,192 |
| CMOs issued by government agencies or sponsored agencies | $8,896,000 | 1,153 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $7,455,000 | 886 |
| Commercial mortgage pass-through securities | $1,540,000 | 1,013 |
| Other commercial mortgage-backed securities | $5,915,000 | 644 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $87,991,000 | 1,378 |
| Total debt securities | $87,990,000 | 1,463 |
| 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 | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $70,997,000 | 1,678 |
| U.S. Government securities | $47,991,000 | 1,490 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $47,991,000 | 1,393 |
| Securities issued by states & political subdivisions | $10,946,000 | 2,324 |
| Other domestic debt securities | $12,060,000 | 637 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,060,000 | 194 |
| 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 | $0 | 4,254 |
| Mortgage-backed securities | $46,999,000 | 1,190 |
| Certificates of participation in pools of residential mortgages | $34,229,000 | 930 |
| Issued or guaranteed by U.S. | $34,229,000 | 911 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,629,000 | 1,413 |
| CMOs issued by government agencies or sponsored agencies | $6,629,000 | 1,374 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $6,141,000 | 929 |
| Commercial mortgage pass-through securities | $1,598,000 | 1,005 |
| Other commercial mortgage-backed securities | $4,543,000 | 676 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $70,997,000 | 1,564 |
| Total debt securities | $70,997,000 | 1,663 |
| 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 | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $70,507,000 | 1,640 |
| U.S. Government securities | $48,543,000 | 1,466 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $48,543,000 | 1,376 |
| Securities issued by states & political subdivisions | $9,679,000 | 2,355 |
| Other domestic debt securities | $12,285,000 | 614 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,285,000 | 178 |
| 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 | $0 | 4,281 |
| Mortgage-backed securities | $47,544,000 | 1,175 |
| Certificates of participation in pools of residential mortgages | $37,216,000 | 883 |
| Issued or guaranteed by U.S. | $37,216,000 | 861 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $6,593,000 | 1,435 |
| CMOs issued by government agencies or sponsored agencies | $6,593,000 | 1,396 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $3,735,000 | 1,109 |
| Commercial mortgage pass-through securities | $1,687,000 | 962 |
| Other commercial mortgage-backed securities | $2,048,000 | 856 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $70,507,000 | 1,516 |
| Total debt securities | $70,508,000 | 1,623 |
| 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 | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $67,694,000 | 1,695 |
| U.S. Government securities | $50,343,000 | 1,448 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $50,343,000 | 1,370 |
| Securities issued by states & political subdivisions | $4,184,000 | 3,139 |
| Other domestic debt securities | $13,167,000 | 564 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $13,167,000 | 166 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $49,313,000 | 1,131 |
| Certificates of participation in pools of residential mortgages | $38,601,000 | 832 |
| Issued or guaranteed by U.S. | $38,601,000 | 814 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $7,082,000 | 1,386 |
| CMOs issued by government agencies or sponsored agencies | $7,082,000 | 1,349 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $3,630,000 | 1,108 |
| Commercial mortgage pass-through securities | $1,620,000 | 964 |
| Other commercial mortgage-backed securities | $2,010,000 | 837 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $67,694,000 | 1,568 |
| Total debt securities | $67,694,000 | 1,675 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $89,428,000 | 1,378 |
| U.S. Government securities | $67,915,000 | 1,140 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $67,915,000 | 1,075 |
| Securities issued by states & political subdivisions | $9,240,000 | 2,385 |
| Other domestic debt securities | $12,273,000 | 580 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $12,273,000 | 165 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $50,345,000 | 1,089 |
| Certificates of participation in pools of residential mortgages | $37,825,000 | 816 |
| Issued or guaranteed by U.S. | $37,825,000 | 793 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $9,099,000 | 1,230 |
| CMOs issued by government agencies or sponsored agencies | $9,099,000 | 1,196 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $3,421,000 | 1,115 |
| Commercial mortgage pass-through securities | $2,417,000 | 828 |
| Other commercial mortgage-backed securities | $1,004,000 | 969 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $89,428,000 | 1,262 |
| Total debt securities | $89,428,000 | 1,365 |
| Structured notes | ||
| Amortized cost | $5,871,000 | 164 |
| Fair value | $6,083,000 | 152 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $75,252,000 | 1,584 |
| U.S. Government securities | $56,224,000 | 1,339 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $56,224,000 | 1,261 |
| Securities issued by states & political subdivisions | $8,209,000 | 2,580 |
| Other domestic debt securities | $10,819,000 | 597 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $10,819,000 | 157 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $41,404,000 | 1,238 |
| Certificates of participation in pools of residential mortgages | $30,406,000 | 956 |
| Issued or guaranteed by U.S. | $30,406,000 | 948 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $7,580,000 | 1,338 |
| CMOs issued by government agencies or sponsored agencies | $7,580,000 | 1,299 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $3,418,000 | 1,096 |
| Commercial mortgage pass-through securities | $2,416,000 | 825 |
| Other commercial mortgage-backed securities | $1,002,000 | 954 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $75,252,000 | 1,461 |
| Total debt securities | $75,254,000 | 1,569 |
| Structured notes | ||
| Amortized cost | $2,790,000 | 356 |
| Fair value | $2,970,000 | 339 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $73,300,000 | 1,620 |
| U.S. Government securities | $55,698,000 | 1,348 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $55,698,000 | 1,278 |
| Securities issued by states & political subdivisions | $8,175,000 | 2,653 |
| Other domestic debt securities | $9,427,000 | 649 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $9,427,000 | 160 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $40,517,000 | 1,237 |
| Certificates of participation in pools of residential mortgages | $31,964,000 | 938 |
| Issued or guaranteed by U.S. | $31,964,000 | 929 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,161,000 | 1,565 |
| CMOs issued by government agencies or sponsored agencies | $5,161,000 | 1,519 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $3,392,000 | 1,046 |
| Commercial mortgage pass-through securities | $2,401,000 | 811 |
| Other commercial mortgage-backed securities | $991,000 | 888 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $73,300,000 | 1,489 |
| Total debt securities | $73,299,000 | 1,605 |
| Structured notes | ||
| Amortized cost | $2,779,000 | 365 |
| Fair value | $2,896,000 | 350 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $74,905,000 | 1,605 |
| U.S. Government securities | $56,990,000 | 1,338 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $56,990,000 | 1,271 |
| Securities issued by states & political subdivisions | $8,356,000 | 2,697 |
| Other domestic debt securities | $9,559,000 | 622 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $9,559,000 | 155 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $41,844,000 | 1,205 |
| Certificates of participation in pools of residential mortgages | $33,113,000 | 912 |
| Issued or guaranteed by U.S. | $33,113,000 | 904 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,358,000 | 1,541 |
| CMOs issued by government agencies or sponsored agencies | $5,358,000 | 1,492 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $3,373,000 | 1,012 |
| Commercial mortgage pass-through securities | $2,386,000 | 810 |
| Other commercial mortgage-backed securities | $987,000 | 849 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $74,905,000 | 1,474 |
| Total debt securities | $74,906,000 | 1,587 |
| Structured notes | ||
| Amortized cost | $2,769,000 | 379 |
| Fair value | $2,840,000 | 363 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $66,886,000 | 1,768 |
| U.S. Government securities | $51,927,000 | 1,439 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $51,927,000 | 1,369 |
| Securities issued by states & political subdivisions | $8,372,000 | 2,723 |
| Other domestic debt securities | $6,587,000 | 718 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $6,587,000 | 170 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $39,821,000 | 1,244 |
| Certificates of participation in pools of residential mortgages | $30,992,000 | 965 |
| Issued or guaranteed by U.S. | $30,992,000 | 960 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,512,000 | 1,500 |
| CMOs issued by government agencies or sponsored agencies | $5,512,000 | 1,455 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $3,317,000 | 1,009 |
| Commercial mortgage pass-through securities | $2,336,000 | 802 |
| Other commercial mortgage-backed securities | $981,000 | 846 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $66,886,000 | 1,622 |
| Total debt securities | $66,885,000 | 1,752 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $70,067,000 | 1,729 |
| U.S. Government securities | $54,904,000 | 1,377 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $54,904,000 | 1,308 |
| Securities issued by states & political subdivisions | $8,472,000 | 2,764 |
| Other domestic debt securities | $6,691,000 | 812 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $6,691,000 | 164 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,214,000 | 3,615 |
| Mortgage-backed securities | $42,421,000 | 1,210 |
| Certificates of participation in pools of residential mortgages | $32,972,000 | 952 |
| Issued or guaranteed by U.S. | $32,972,000 | 929 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $5,795,000 | 1,478 |
| CMOs issued by government agencies or sponsored agencies | $5,795,000 | 1,429 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $3,654,000 | 947 |
| Commercial mortgage pass-through securities | $2,555,000 | 754 |
| Other commercial mortgage-backed securities | $1,099,000 | 799 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $70,067,000 | 1,589 |
| Total debt securities | $70,068,000 | 1,712 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $58,506,000 | 2,016 |
| U.S. Government securities | $49,989,000 | 1,529 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $49,989,000 | 1,469 |
| Securities issued by states & political subdivisions | $6,347,000 | 3,089 |
| Other domestic debt securities | $2,170,000 | 1,164 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $2,170,000 | 237 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,053,000 | 3,691 |
| Mortgage-backed securities | $38,634,000 | 1,277 |
| Certificates of participation in pools of residential mortgages | $34,738,000 | 936 |
| Issued or guaranteed by U.S. | $34,738,000 | 935 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $47,000 | 2,923 |
| CMOs issued by government agencies or sponsored agencies | $47,000 | 2,851 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $3,849,000 | 811 |
| Commercial mortgage pass-through securities | $2,580,000 | 609 |
| Other commercial mortgage-backed securities | $1,269,000 | 757 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $58,506,000 | 1,849 |
| Total debt securities | $58,506,000 | 1,998 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $67,603,000 | 1,829 |
| U.S. Government securities | $53,931,000 | 1,446 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $53,931,000 | 1,388 |
| Securities issued by states & political subdivisions | $11,396,000 | 2,507 |
| Other domestic debt securities | $2,276,000 | 1,138 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $2,276,000 | 221 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,657,000 | 3,159 |
| Mortgage-backed securities | $41,215,000 | 1,227 |
| Certificates of participation in pools of residential mortgages | $37,077,000 | 914 |
| Issued or guaranteed by U.S. | $37,077,000 | 914 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $58,000 | 2,917 |
| CMOs issued by government agencies or sponsored agencies | $58,000 | 2,839 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $4,080,000 | 776 |
| Commercial mortgage pass-through securities | $2,650,000 | 602 |
| Other commercial mortgage-backed securities | $1,430,000 | 726 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $67,603,000 | 1,696 |
| Total debt securities | $67,604,000 | 1,816 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $78,440,000 | 1,645 |
| U.S. Government securities | $55,702,000 | 1,428 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $55,702,000 | 1,369 |
| Securities issued by states & political subdivisions | $20,356,000 | 1,825 |
| Other domestic debt securities | $2,382,000 | 1,148 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $2,382,000 | 212 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,788,000 | 2,918 |
| Mortgage-backed securities | $42,653,000 | 1,216 |
| Certificates of participation in pools of residential mortgages | $38,103,000 | 922 |
| Issued or guaranteed by U.S. | $38,103,000 | 922 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $69,000 | 2,941 |
| CMOs issued by government agencies or sponsored agencies | $69,000 | 2,863 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $4,481,000 | 736 |
| Commercial mortgage pass-through securities | $2,686,000 | 598 |
| Other commercial mortgage-backed securities | $1,795,000 | 674 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $78,440,000 | 1,507 |
| Total debt securities | $78,439,000 | 1,627 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $81,378,000 | 1,635 |
| U.S. Government securities | $58,502,000 | 1,404 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $58,502,000 | 1,341 |
| Securities issued by states & political subdivisions | $20,377,000 | 1,831 |
| Other domestic debt securities | $2,499,000 | 1,154 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $2,499,000 | 197 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,502,000 | 2,053 |
| Mortgage-backed securities | $44,886,000 | 1,188 |
| Certificates of participation in pools of residential mortgages | $40,192,000 | 903 |
| Issued or guaranteed by U.S. | $40,192,000 | 903 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $76,000 | 2,966 |
| CMOs issued by government agencies or sponsored agencies | $76,000 | 2,879 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $4,618,000 | 720 |
| Commercial mortgage pass-through securities | $2,696,000 | 575 |
| Other commercial mortgage-backed securities | $1,922,000 | 643 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $81,378,000 | 1,486 |
| Total debt securities | $81,375,000 | 1,612 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $62,835,000 | 2,035 |
| U.S. Government securities | $42,263,000 | 1,837 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $42,263,000 | 1,754 |
| Securities issued by states & political subdivisions | $20,572,000 | 1,827 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,650,000 | 2,054 |
| Mortgage-backed securities | $34,663,000 | 1,431 |
| Certificates of participation in pools of residential mortgages | $33,649,000 | 1,043 |
| Issued or guaranteed by U.S. | $33,649,000 | 1,043 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $96,000 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $96,000 | 2,905 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $918,000 | 1,187 |
| Commercial mortgage pass-through securities | $918,000 | 817 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $62,835,000 | 1,866 |
| Total debt securities | $62,833,000 | 2,014 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $64,480,000 | 1,973 |
| U.S. Government securities | $44,006,000 | 1,757 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $44,006,000 | 1,674 |
| Securities issued by states & political subdivisions | $20,474,000 | 1,848 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,179,000 | 1,229 |
| Mortgage-backed securities | $36,410,000 | 1,365 |
| Certificates of participation in pools of residential mortgages | $35,378,000 | 1,003 |
| Issued or guaranteed by U.S. | $35,378,000 | 1,001 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $107,000 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $107,000 | 2,894 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $925,000 | 1,150 |
| Commercial mortgage pass-through securities | $925,000 | 787 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $64,480,000 | 1,817 |
| Total debt securities | $64,480,000 | 1,953 |
| 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 | $67,874,000 | 1,893 |
| U.S. Government securities | $46,186,000 | 1,681 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $46,186,000 | 1,607 |
| Securities issued by states & political subdivisions | $21,688,000 | 1,781 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,656,000 | 1,369 |
| Mortgage-backed securities | $38,335,000 | 1,326 |
| Certificates of participation in pools of residential mortgages | $37,256,000 | 981 |
| Issued or guaranteed by U.S. | $37,256,000 | 980 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $114,000 | 3,022 |
| CMOs issued by government agencies or sponsored agencies | $114,000 | 2,928 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $965,000 | 1,090 |
| Commercial mortgage pass-through securities | $965,000 | 718 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $67,874,000 | 1,731 |
| Total debt securities | $67,874,000 | 1,871 |
| 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 | $84,520,000 | 1,611 |
| U.S. Government securities | $61,614,000 | 1,368 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $61,614,000 | 1,311 |
| Securities issued by states & political subdivisions | $22,906,000 | 1,713 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,905,000 | 1,437 |
| Mortgage-backed securities | $46,725,000 | 1,186 |
| Certificates of participation in pools of residential mortgages | $45,620,000 | 852 |
| Issued or guaranteed by U.S. | $45,620,000 | 848 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $130,000 | 3,035 |
| CMOs issued by government agencies or sponsored agencies | $130,000 | 2,933 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $975,000 | 1,025 |
| Commercial mortgage pass-through securities | $975,000 | 674 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $84,520,000 | 1,451 |
| Total debt securities | $84,519,000 | 1,587 |
| 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 | $77,065,000 | 1,765 |
| U.S. Government securities | $56,715,000 | 1,502 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $56,715,000 | 1,436 |
| Securities issued by states & political subdivisions | $20,350,000 | 1,831 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,170,000 | 1,184 |
| Mortgage-backed securities | $38,725,000 | 1,352 |
| Certificates of participation in pools of residential mortgages | $38,576,000 | 964 |
| Issued or guaranteed by U.S. | $38,576,000 | 964 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $149,000 | 3,044 |
| CMOs issued by government agencies or sponsored agencies | $149,000 | 2,952 |
| 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) | $77,065,000 | 1,587 |
| Total debt securities | $77,066,000 | 1,745 |
| Structured notes | ||
| Amortized cost | $1,745,000 | 737 |
| Fair value | $1,751,000 | 728 |
| 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 | $89,939,000 | 1,545 |
| U.S. Government securities | $67,680,000 | 1,317 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $67,680,000 | 1,259 |
| Securities issued by states & political subdivisions | $22,259,000 | 1,732 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,410,000 | 1,569 |
| Mortgage-backed securities | $46,804,000 | 1,201 |
| Certificates of participation in pools of residential mortgages | $46,641,000 | 842 |
| Issued or guaranteed by U.S. | $46,641,000 | 841 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $163,000 | 3,067 |
| CMOs issued by government agencies or sponsored agencies | $163,000 | 2,978 |
| 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) | $89,939,000 | 1,376 |
| Total debt securities | $89,939,000 | 1,528 |
| Structured notes | ||
| Amortized cost | $1,745,000 | 844 |
| Fair value | $1,746,000 | 841 |
| 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 | $66,346,000 | 2,021 |
| U.S. Government securities | $46,884,000 | 1,800 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $46,884,000 | 1,726 |
| Securities issued by states & political subdivisions | $19,462,000 | 1,901 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,190,000 | 1,570 |
| Mortgage-backed securities | $29,797,000 | 1,641 |
| Certificates of participation in pools of residential mortgages | $29,619,000 | 1,178 |
| Issued or guaranteed by U.S. | $29,619,000 | 1,177 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $178,000 | 3,109 |
| CMOs issued by government agencies or sponsored agencies | $178,000 | 3,018 |
| 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) | $66,346,000 | 1,833 |
| Total debt securities | $66,346,000 | 1,996 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 545 |
| Fair value | $4,006,000 | 547 |
| 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 | $51,465,000 | 2,479 |
| U.S. Government securities | $35,119,000 | 2,313 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $35,119,000 | 2,225 |
| Securities issued by states & political subdivisions | $16,346,000 | 2,130 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,513,000 | 1,329 |
| Mortgage-backed securities | $21,372,000 | 2,066 |
| Certificates of participation in pools of residential mortgages | $21,149,000 | 1,560 |
| Issued or guaranteed by U.S. | $21,149,000 | 1,560 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $223,000 | 3,112 |
| CMOs issued by government agencies or sponsored agencies | $223,000 | 3,016 |
| 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) | $51,465,000 | 2,262 |
| Total debt securities | $51,467,000 | 2,455 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 623 |
| Fair value | $3,866,000 | 668 |
| 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 | $48,526,000 | 2,610 |
| U.S. Government securities | $34,242,000 | 2,402 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $34,242,000 | 2,318 |
| Securities issued by states & political subdivisions | $14,284,000 | 2,329 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,413,000 | 1,590 |
| Mortgage-backed securities | $20,334,000 | 2,180 |
| Certificates of participation in pools of residential mortgages | $16,610,000 | 1,860 |
| Issued or guaranteed by U.S. | $16,610,000 | 1,860 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,724,000 | 1,972 |
| CMOs issued by government agencies or sponsored agencies | $3,724,000 | 1,900 |
| 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) | $48,526,000 | 2,382 |
| Total debt securities | $48,526,000 | 2,589 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 670 |
| Fair value | $3,961,000 | 711 |
| 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 | $55,024,000 | 2,411 |
| U.S. Government securities | $38,224,000 | 2,243 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $38,224,000 | 2,155 |
| Securities issued by states & political subdivisions | $16,800,000 | 2,093 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,301,000 | 1,534 |
| Mortgage-backed securities | $24,513,000 | 1,987 |
| Certificates of participation in pools of residential mortgages | $18,089,000 | 1,793 |
| Issued or guaranteed by U.S. | $18,089,000 | 1,791 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,424,000 | 1,620 |
| CMOs issued by government agencies or sponsored agencies | $6,424,000 | 1,558 |
| 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) | $55,024,000 | 2,183 |
| Total debt securities | $55,026,000 | 2,393 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 716 |
| Fair value | $3,879,000 | 758 |
| 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 | $56,869,000 | 2,403 |
| U.S. Government securities | $39,139,000 | 2,263 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $39,139,000 | 2,179 |
| Securities issued by states & political subdivisions | $17,730,000 | 2,026 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,662,000 | 1,844 |
| Mortgage-backed securities | $25,578,000 | 1,982 |
| Certificates of participation in pools of residential mortgages | $18,777,000 | 1,807 |
| Issued or guaranteed by U.S. | $18,777,000 | 1,805 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $6,801,000 | 1,605 |
| CMOs issued by government agencies or sponsored agencies | $6,801,000 | 1,527 |
| 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) | $56,869,000 | 2,168 |
| Total debt securities | $56,868,000 | 2,380 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 811 |
| Fair value | $3,776,000 | 861 |
| 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 | $58,717,000 | 2,349 |
| U.S. Government securities | $40,489,000 | 2,226 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $40,489,000 | 2,150 |
| Securities issued by states & political subdivisions | $18,228,000 | 2,000 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,147,000 | 1,547 |
| Mortgage-backed securities | $26,965,000 | 1,960 |
| Certificates of participation in pools of residential mortgages | $19,763,000 | 1,794 |
| Issued or guaranteed by U.S. | $19,763,000 | 1,792 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $7,202,000 | 1,580 |
| CMOs issued by government agencies or sponsored agencies | $7,202,000 | 1,511 |
| 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) | $58,717,000 | 2,121 |
| Total debt securities | $58,719,000 | 2,330 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 834 |
| Fair value | $3,748,000 | 893 |
| 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 | $68,748,000 | 2,092 |
| U.S. Government securities | $44,931,000 | 2,068 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $44,931,000 | 2,009 |
| Securities issued by states & political subdivisions | $23,817,000 | 1,582 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,445,000 | 1,033 |
| Mortgage-backed securities | $31,557,000 | 1,801 |
| Certificates of participation in pools of residential mortgages | $22,717,000 | 1,633 |
| Issued or guaranteed by U.S. | $22,717,000 | 1,633 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $8,840,000 | 1,447 |
| CMOs issued by government agencies or sponsored agencies | $8,840,000 | 1,382 |
| 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) | $68,748,000 | 1,884 |
| Total debt securities | $68,746,000 | 2,068 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 850 |
| Fair value | $3,618,000 | 912 |
| 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 | $67,440,000 | 2,110 |
| U.S. Government securities | $44,070,000 | 2,089 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $44,070,000 | 2,021 |
| Securities issued by states & political subdivisions | $23,370,000 | 1,608 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,748,000 | 1,088 |
| Mortgage-backed securities | $31,044,000 | 1,814 |
| Certificates of participation in pools of residential mortgages | $22,746,000 | 1,627 |
| Issued or guaranteed by U.S. | $22,746,000 | 1,626 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $8,298,000 | 1,495 |
| CMOs issued by government agencies or sponsored agencies | $8,298,000 | 1,429 |
| 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) | $67,440,000 | 1,895 |
| Total debt securities | $67,439,000 | 2,084 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 836 |
| Fair value | $3,474,000 | 902 |
| 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 | $70,170,000 | 2,060 |
| U.S. Government securities | $46,407,000 | 2,013 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $46,407,000 | 1,945 |
| Securities issued by states & political subdivisions | $23,763,000 | 1,597 |
| 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 | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,139,000 | 1,040 |
| Mortgage-backed securities | $32,949,000 | 1,745 |
| Certificates of participation in pools of residential mortgages | $23,969,000 | 1,575 |
| Issued or guaranteed by U.S. | $23,969,000 | 1,572 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $8,980,000 | 1,454 |
| CMOs issued by government agencies or sponsored agencies | $8,980,000 | 1,384 |
| 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) | $70,170,000 | 1,854 |
| Total debt securities | $70,170,000 | 2,039 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 820 |
| Fair value | $3,593,000 | 882 |
| 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 | $69,483,000 | 2,073 |
| U.S. Government securities | $45,685,000 | 2,014 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $45,685,000 | 1,963 |
| Securities issued by states & political subdivisions | $23,798,000 | 1,579 |
| 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 | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,804,000 | 1,190 |
| Mortgage-backed securities | $32,790,000 | 1,748 |
| Certificates of participation in pools of residential mortgages | $22,958,000 | 1,618 |
| Issued or guaranteed by U.S. | $22,958,000 | 1,616 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $9,832,000 | 1,417 |
| CMOs issued by government agencies or sponsored agencies | $9,832,000 | 1,345 |
| 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) | $69,483,000 | 1,874 |
| Total debt securities | $69,484,000 | 2,042 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 811 |
| Fair value | $3,823,000 | 847 |
| 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 | $75,107,000 | 1,966 |
| U.S. Government securities | $50,174,000 | 1,904 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $50,174,000 | 1,851 |
| Securities issued by states & political subdivisions | $24,933,000 | 1,486 |
| 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 | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,896,000 | 1,323 |
| Mortgage-backed securities | $36,391,000 | 1,657 |
| Certificates of participation in pools of residential mortgages | $25,431,000 | 1,540 |
| Issued or guaranteed by U.S. | $25,431,000 | 1,538 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $10,960,000 | 1,378 |
| CMOs issued by government agencies or sponsored agencies | $10,960,000 | 1,303 |
| 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) | $75,107,000 | 1,784 |
| Total debt securities | $75,106,000 | 1,937 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 805 |
| Fair value | $4,000,000 | 819 |
| 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 | $78,222,000 | 1,871 |
| U.S. Government securities | $52,973,000 | 1,771 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $52,973,000 | 1,720 |
| Securities issued by states & political subdivisions | $25,249,000 | 1,438 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,253,000 | 1,545 |
| Mortgage-backed securities | $39,116,000 | 1,561 |
| Certificates of participation in pools of residential mortgages | $27,355,000 | 1,434 |
| Issued or guaranteed by U.S. | $27,355,000 | 1,431 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $11,761,000 | 1,373 |
| CMOs issued by government agencies or sponsored agencies | $11,761,000 | 1,289 |
| 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) | $78,222,000 | 1,692 |
| Total debt securities | $78,221,000 | 1,850 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 848 |
| Fair value | $4,015,000 | 849 |
| 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 | $64,097,000 | 2,204 |
| U.S. Government securities | $45,675,000 | 2,048 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $45,675,000 | 1,999 |
| Securities issued by states & political subdivisions | $18,422,000 | 1,884 |
| 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 | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,612,000 | 1,534 |
| Mortgage-backed securities | $41,869,000 | 1,553 |
| Certificates of participation in pools of residential mortgages | $29,366,000 | 1,403 |
| Issued or guaranteed by U.S. | $29,366,000 | 1,401 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $12,503,000 | 1,395 |
| CMOs issued by government agencies or sponsored agencies | $12,503,000 | 1,301 |
| 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) | $64,097,000 | 2,017 |
| Total debt securities | $64,098,000 | 2,181 |
| 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 | $66,407,000 | 2,127 |
| U.S. Government securities | $48,643,000 | 1,957 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $48,643,000 | 1,906 |
| Securities issued by states & political subdivisions | $17,764,000 | 1,890 |
| 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 | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,447,000 | 1,637 |
| Mortgage-backed securities | $48,643,000 | 1,412 |
| Certificates of participation in pools of residential mortgages | $35,411,000 | 1,234 |
| Issued or guaranteed by U.S. | $35,411,000 | 1,234 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $13,232,000 | 1,381 |
| CMOs issued by government agencies or sponsored agencies | $13,232,000 | 1,283 |
| 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) | $66,407,000 | 1,932 |
| Total debt securities | $66,408,000 | 2,107 |
| 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 | $70,691,000 | 2,024 |
| U.S. Government securities | $53,017,000 | 1,878 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $53,017,000 | 1,833 |
| Securities issued by states & political subdivisions | $17,674,000 | 1,825 |
| 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 | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,232,000 | 1,663 |
| Mortgage-backed securities | $53,017,000 | 1,320 |
| Certificates of participation in pools of residential mortgages | $39,179,000 | 1,124 |
| Issued or guaranteed by U.S. | $39,179,000 | 1,124 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $13,838,000 | 1,385 |
| CMOs issued by government agencies or sponsored agencies | $13,838,000 | 1,278 |
| 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) | $70,691,000 | 1,843 |
| Total debt securities | $70,691,000 | 2,011 |
| 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 | $100,661,000 | 1,450 |
| U.S. Government securities | $82,413,000 | 1,237 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $82,413,000 | 1,199 |
| Securities issued by states & political subdivisions | $18,248,000 | 1,736 |
| 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 | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,093,000 | 1,527 |
| Mortgage-backed securities | $82,413,000 | 872 |
| Certificates of participation in pools of residential mortgages | $65,988,000 | 687 |
| Issued or guaranteed by U.S. | $65,988,000 | 685 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $16,425,000 | 1,210 |
| CMOs issued by government agencies or sponsored agencies | $16,425,000 | 1,077 |
| 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) | $100,661,000 | 1,316 |
| Total debt securities | $100,660,000 | 1,434 |
| 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 | $81,012,000 | 1,685 |
| U.S. Government securities | $68,083,000 | 1,423 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $68,083,000 | 1,379 |
| Securities issued by states & political subdivisions | $12,929,000 | 2,194 |
| 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 | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,466,000 | 1,438 |
| Mortgage-backed securities | $67,082,000 | 1,013 |
| Certificates of participation in pools of residential mortgages | $59,234,000 | 736 |
| Issued or guaranteed by U.S. | $59,234,000 | 732 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $7,848,000 | 1,769 |
| CMOs issued by government agencies or sponsored agencies | $7,848,000 | 1,597 |
| 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) | $81,012,000 | 1,535 |
| Total debt securities | $81,012,000 | 1,663 |
| 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 | $84,990,000 | 1,627 |
| U.S. Government securities | $68,148,000 | 1,436 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $68,148,000 | 1,397 |
| Securities issued by states & political subdivisions | $14,536,000 | 1,974 |
| Other domestic debt securities | $2,306,000 | 1,447 |
| Privately issued residential mortgage-backed securities | $2,306,000 | 622 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,056,000 | 1,735 |
| Mortgage-backed securities | $67,971,000 | 968 |
| Certificates of participation in pools of residential mortgages | $56,293,000 | 751 |
| Issued or guaranteed by U.S. | $56,293,000 | 746 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $11,678,000 | 1,436 |
| CMOs issued by government agencies or sponsored agencies | $9,372,000 | 1,437 |
| Privately issued | $2,306,000 | 590 |
| 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) | $84,990,000 | 1,469 |
| Total debt securities | $84,991,000 | 1,611 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,790 |
| Fair value | $2,483,000 | 1,835 |
| 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 | $60,114,000 | 2,170 |
| U.S. Government securities | $46,411,000 | 1,964 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $46,411,000 | 1,905 |
| Securities issued by states & political subdivisions | $11,279,000 | 2,308 |
| Other domestic debt securities | $2,424,000 | 1,451 |
| Privately issued residential mortgage-backed securities | $2,424,000 | 636 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,709,000 | 1,762 |
| Mortgage-backed securities | $48,835,000 | 1,244 |
| Certificates of participation in pools of residential mortgages | $41,914,000 | 909 |
| Issued or guaranteed by U.S. | $41,914,000 | 906 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $6,921,000 | 1,790 |
| CMOs issued by government agencies or sponsored agencies | $4,497,000 | 1,881 |
| Privately issued | $2,424,000 | 609 |
| 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) | $60,114,000 | 1,956 |
| Total debt securities | $60,114,000 | 2,150 |
| 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 | $63,779,000 | 1,981 |
| U.S. Government securities | $50,097,000 | 1,762 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $50,097,000 | 1,704 |
| Securities issued by states & political subdivisions | $11,166,000 | 2,298 |
| Other domestic debt securities | $2,516,000 | 1,525 |
| Privately issued residential mortgage-backed securities | $2,516,000 | 668 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,271,000 | 1,718 |
| Mortgage-backed securities | $52,613,000 | 1,131 |
| Certificates of participation in pools of residential mortgages | $45,259,000 | 819 |
| Issued or guaranteed by U.S. | $45,259,000 | 815 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $7,354,000 | 1,713 |
| CMOs issued by government agencies or sponsored agencies | $4,838,000 | 1,798 |
| Privately issued | $2,516,000 | 636 |
| 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) | $91,000 | 2,823 |
| Available-for-sale securities (fair market value) | $63,688,000 | 1,796 |
| Total debt securities | $63,779,000 | 1,965 |
| 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 | $82,807,000 | 1,552 |
| U.S. Government securities | $66,681,000 | 1,351 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $66,681,000 | 1,296 |
| Securities issued by states & political subdivisions | $10,778,000 | 2,270 |
| Other domestic debt securities | $5,348,000 | 1,106 |
| Privately issued residential mortgage-backed securities | $5,348,000 | 544 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,066,000 | 1,779 |
| Mortgage-backed securities | $72,029,000 | 845 |
| Certificates of participation in pools of residential mortgages | $58,273,000 | 636 |
| Issued or guaranteed by U.S. | $58,273,000 | 632 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $13,756,000 | 1,233 |
| CMOs issued by government agencies or sponsored agencies | $8,408,000 | 1,403 |
| Privately issued | $5,348,000 | 521 |
| 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) | $105,000 | 2,845 |
| Available-for-sale securities (fair market value) | $82,702,000 | 1,391 |
| Total debt securities | $82,808,000 | 1,536 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $85,321,000 | 1,514 |
| U.S. Government securities | $71,169,000 | 1,298 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $71,169,000 | 1,248 |
| Securities issued by states & political subdivisions | $8,075,000 | 2,580 |
| Other domestic debt securities | $6,077,000 | 1,035 |
| Privately issued residential mortgage-backed securities | $6,077,000 | 546 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,680,000 | 1,816 |
| Mortgage-backed securities | $72,748,000 | 840 |
| Certificates of participation in pools of residential mortgages | $60,840,000 | 611 |
| Issued or guaranteed by U.S. | $60,840,000 | 606 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $11,908,000 | 1,279 |
| CMOs issued by government agencies or sponsored agencies | $5,831,000 | 1,557 |
| Privately issued | $6,077,000 | 526 |
| 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) | $120,000 | 2,893 |
| Available-for-sale securities (fair market value) | $85,201,000 | 1,349 |
| Total debt securities | $85,322,000 | 1,500 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $92,665,000 | 1,412 |
| U.S. Government securities | $81,028,000 | 1,163 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $81,028,000 | 1,121 |
| Securities issued by states & political subdivisions | $5,266,000 | 3,181 |
| Other domestic debt securities | $6,371,000 | 1,047 |
| Privately issued residential mortgage-backed securities | $6,371,000 | 559 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,726,000 | 1,064 |
| Mortgage-backed securities | $63,802,000 | 947 |
| Certificates of participation in pools of residential mortgages | $52,422,000 | 731 |
| Issued or guaranteed by U.S. | $52,422,000 | 725 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $11,380,000 | 1,289 |
| CMOs issued by government agencies or sponsored agencies | $5,009,000 | 1,602 |
| Privately issued | $6,371,000 | 539 |
| 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) | $8,648,000 | 1,175 |
| Available-for-sale securities (fair market value) | $84,017,000 | 1,368 |
| Total debt securities | $92,664,000 | 1,393 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,024 |
| Fair value | $1,506,000 | 2,032 |
| 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 | $85,419,000 | 1,502 |
| U.S. Government securities | $73,452,000 | 1,235 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $73,452,000 | 1,187 |
| Securities issued by states & political subdivisions | $5,309,000 | 3,169 |
| Other domestic debt securities | $6,658,000 | 1,065 |
| Privately issued residential mortgage-backed securities | $6,658,000 | 577 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,938,000 | 1,047 |
| Mortgage-backed securities | $68,570,000 | 894 |
| Certificates of participation in pools of residential mortgages | $56,474,000 | 702 |
| Issued or guaranteed by U.S. | $56,474,000 | 696 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $12,096,000 | 1,241 |
| CMOs issued by government agencies or sponsored agencies | $5,438,000 | 1,522 |
| Privately issued | $6,658,000 | 554 |
| 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) | $9,225,000 | 1,132 |
| Available-for-sale securities (fair market value) | $76,194,000 | 1,460 |
| Total debt securities | $85,421,000 | 1,477 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,760 |
| Fair value | $1,494,000 | 1,794 |
| 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 | $90,570,000 | 1,413 |
| U.S. Government securities | $79,760,000 | 1,111 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $79,760,000 | 1,072 |
| Securities issued by states & political subdivisions | $4,018,000 | 3,561 |
| Other domestic debt securities | $6,792,000 | 1,104 |
| Privately issued residential mortgage-backed securities | $6,792,000 | 615 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,638,000 | 796 |
| Mortgage-backed securities | $79,055,000 | 803 |
| Certificates of participation in pools of residential mortgages | $66,501,000 | 617 |
| Issued or guaranteed by U.S. | $66,501,000 | 611 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $12,554,000 | 1,211 |
| CMOs issued by government agencies or sponsored agencies | $5,762,000 | 1,442 |
| Privately issued | $6,792,000 | 589 |
| 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) | $9,795,000 | 1,147 |
| Available-for-sale securities (fair market value) | $80,775,000 | 1,372 |
| Total debt securities | $90,570,000 | 1,385 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $93,406,000 | 1,349 |
| U.S. Government securities | $82,582,000 | 1,044 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $82,582,000 | 1,004 |
| Securities issued by states & political subdivisions | $3,743,000 | 3,620 |
| Other domestic debt securities | $7,028,000 | 1,110 |
| Privately issued residential mortgage-backed securities | $7,028,000 | 614 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $53,000 | 1,358 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,760,000 | 913 |
| Mortgage-backed securities | $71,122,000 | 886 |
| Certificates of participation in pools of residential mortgages | $58,168,000 | 719 |
| Issued or guaranteed by U.S. | $58,168,000 | 707 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $12,954,000 | 1,183 |
| CMOs issued by government agencies or sponsored agencies | $5,926,000 | 1,397 |
| Privately issued | $7,028,000 | 589 |
| 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) | $10,454,000 | 1,121 |
| Available-for-sale securities (fair market value) | $82,952,000 | 1,323 |
| Total debt securities | $93,355,000 | 1,329 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $87,250,000 | 1,416 |
| U.S. Government securities | $78,324,000 | 1,114 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $78,324,000 | 1,079 |
| Securities issued by states & political subdivisions | $3,770,000 | 3,533 |
| Other domestic debt securities | $5,098,000 | 1,230 |
| Privately issued residential mortgage-backed securities | $5,098,000 | 707 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $58,000 | 1,345 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,818,000 | 1,089 |
| Mortgage-backed securities | $64,654,000 | 982 |
| Certificates of participation in pools of residential mortgages | $59,556,000 | 719 |
| Issued or guaranteed by U.S. | $59,556,000 | 709 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $5,098,000 | 1,831 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $5,098,000 | 676 |
| 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) | $11,484,000 | 1,067 |
| Available-for-sale securities (fair market value) | $75,766,000 | 1,430 |
| Total debt securities | $87,192,000 | 1,395 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $76,949,000 | 1,577 |
| U.S. Government securities | $67,898,000 | 1,260 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $67,898,000 | 1,234 |
| Securities issued by states & political subdivisions | $3,772,000 | 3,496 |
| Other domestic debt securities | $5,213,000 | 1,190 |
| Privately issued residential mortgage-backed securities | $5,213,000 | 671 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $66,000 | 1,318 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,494,000 | 917 |
| Mortgage-backed securities | $54,403,000 | 1,113 |
| Certificates of participation in pools of residential mortgages | $49,190,000 | 845 |
| Issued or guaranteed by U.S. | $49,190,000 | 837 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $5,213,000 | 1,751 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $5,213,000 | 642 |
| 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) | $12,519,000 | 1,008 |
| Available-for-sale securities (fair market value) | $64,430,000 | 1,615 |
| Total debt securities | $76,886,000 | 1,549 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $81,556,000 | 1,450 |
| U.S. Government securities | $73,035,000 | 1,135 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $73,035,000 | 1,112 |
| Securities issued by states & political subdivisions | $3,649,000 | 3,504 |
| Other domestic debt securities | $4,698,000 | 1,226 |
| Privately issued residential mortgage-backed securities | $4,698,000 | 709 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $174,000 | 1,230 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $67,475,000 | 820 |
| Mortgage-backed securities | $58,901,000 | 1,003 |
| Certificates of participation in pools of residential mortgages | $54,203,000 | 740 |
| Issued or guaranteed by U.S. | $54,203,000 | 730 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,698,000 | 1,769 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $4,698,000 | 679 |
| 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) | $12,854,000 | 1,000 |
| Available-for-sale securities (fair market value) | $68,702,000 | 1,490 |
| Total debt securities | $81,382,000 | 1,432 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $87,065,000 | 1,386 |
| U.S. Government securities | $75,298,000 | 1,105 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $75,298,000 | 1,079 |
| Securities issued by states & political subdivisions | $3,653,000 | 3,521 |
| Other domestic debt securities | $6,212,000 | 1,117 |
| Privately issued residential mortgage-backed securities | $6,212,000 | 632 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $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 | $70,840,000 | 771 |
| Mortgage-backed securities | $62,285,000 | 952 |
| Certificates of participation in pools of residential mortgages | $56,073,000 | 704 |
| Issued or guaranteed by U.S. | $56,073,000 | 694 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $6,212,000 | 1,568 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $6,212,000 | 601 |
| 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) | $13,235,000 | 966 |
| Available-for-sale securities (fair market value) | $73,830,000 | 1,408 |
| Total debt securities | $85,164,000 | 1,383 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $92,341,000 | 1,312 |
| U.S. Government securities | $78,651,000 | 1,063 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $78,651,000 | 1,035 |
| Securities issued by states & political subdivisions | $3,757,000 | 3,513 |
| Other domestic debt securities | $8,122,000 | 947 |
| Privately issued residential mortgage-backed securities | $8,122,000 | 541 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $1,811,000 | 848 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $66,048,000 | 821 |
| Mortgage-backed securities | $68,215,000 | 834 |
| Certificates of participation in pools of residential mortgages | $60,093,000 | 630 |
| Issued or guaranteed by U.S. | $60,093,000 | 620 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $8,122,000 | 1,365 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $8,122,000 | 515 |
| 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) | $14,319,000 | 931 |
| Available-for-sale securities (fair market value) | $78,022,000 | 1,327 |
| Total debt securities | $90,532,000 | 1,288 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $78,829,000 | 1,515 |
| U.S. Government securities | $64,825,000 | 1,303 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $64,825,000 | 1,277 |
| Securities issued by states & political subdivisions | $3,736,000 | 3,503 |
| Other domestic debt securities | $8,244,000 | 896 |
| Privately issued residential mortgage-backed securities | $8,244,000 | 502 |
| 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 | $2,024,000 | 756 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,436,000 | 876 |
| Mortgage-backed securities | $61,991,000 | 823 |
| Certificates of participation in pools of residential mortgages | $53,747,000 | 651 |
| Issued or guaranteed by U.S. | $53,747,000 | 641 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $8,244,000 | 1,287 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $8,244,000 | 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) | $14,819,000 | 948 |
| Available-for-sale securities (fair market value) | $64,010,000 | 1,592 |
| Total debt securities | $76,806,000 | 1,513 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $80,422,000 | 1,480 |
| U.S. Government securities | $68,241,000 | 1,263 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $68,241,000 | 1,235 |
| Securities issued by states & political subdivisions | $3,610,000 | 3,541 |
| Other domestic debt securities | $8,571,000 | 823 |
| Privately issued residential mortgage-backed securities | $8,571,000 | 452 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,996,000 | 1,067 |
| Mortgage-backed securities | $63,821,000 | 767 |
| Certificates of participation in pools of residential mortgages | $55,250,000 | 598 |
| Issued or guaranteed by U.S. | $55,250,000 | 590 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $8,571,000 | 1,215 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $8,571,000 | 430 |
| 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) | $15,199,000 | 967 |
| Available-for-sale securities (fair market value) | $65,223,000 | 1,550 |
| Total debt securities | $80,422,000 | 1,445 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $71,403,000 | 1,649 |
| U.S. Government securities | $58,998,000 | 1,443 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $58,998,000 | 1,411 |
| Securities issued by states & political subdivisions | $3,631,000 | 3,531 |
| Other domestic debt securities | $8,774,000 | 778 |
| Privately issued residential mortgage-backed securities | $8,774,000 | 438 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,623,000 | 1,021 |
| Mortgage-backed securities | $65,792,000 | 738 |
| Certificates of participation in pools of residential mortgages | $57,018,000 | 578 |
| Issued or guaranteed by U.S. | $57,018,000 | 568 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $8,774,000 | 1,153 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $8,774,000 | 416 |
| 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) | $16,098,000 | 943 |
| Available-for-sale securities (fair market value) | $55,305,000 | 1,785 |
| Total debt securities | $71,404,000 | 1,615 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $75,134,000 | 1,576 |
| U.S. Government securities | $62,095,000 | 1,387 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $62,095,000 | 1,357 |
| Securities issued by states & political subdivisions | $3,745,000 | 3,509 |
| Other domestic debt securities | $9,294,000 | 758 |
| Privately issued residential mortgage-backed securities | $9,294,000 | 417 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,476,000 | 1,860 |
| Mortgage-backed securities | $69,396,000 | 715 |
| Certificates of participation in pools of residential mortgages | $60,102,000 | 551 |
| Issued or guaranteed by U.S. | $60,102,000 | 541 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $9,294,000 | 1,104 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $9,294,000 | 394 |
| 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) | $16,658,000 | 943 |
| Available-for-sale securities (fair market value) | $58,476,000 | 1,701 |
| Total debt securities | $75,134,000 | 1,542 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $67,244,000 | 1,768 |
| U.S. Government securities | $53,964,000 | 1,629 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $53,964,000 | 1,590 |
| Securities issued by states & political subdivisions | $3,782,000 | 3,508 |
| Other domestic debt securities | $9,498,000 | 725 |
| Privately issued residential mortgage-backed securities | $9,498,000 | 402 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,674,000 | 1,859 |
| Mortgage-backed securities | $61,473,000 | 782 |
| Certificates of participation in pools of residential mortgages | $51,975,000 | 642 |
| Issued or guaranteed by U.S. | $51,975,000 | 634 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $9,498,000 | 1,078 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $9,498,000 | 382 |
| 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) | $17,044,000 | 948 |
| Available-for-sale securities (fair market value) | $50,200,000 | 2,016 |
| Total debt securities | $67,244,000 | 1,734 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $66,958,000 | 1,784 |
| U.S. Government securities | $55,810,000 | 1,596 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $55,810,000 | 1,551 |
| Securities issued by states & political subdivisions | $1,285,000 | 4,780 |
| Other domestic debt securities | $9,863,000 | 714 |
| Privately issued residential mortgage-backed securities | $9,863,000 | 392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,408,000 | 1,782 |
| Mortgage-backed securities | $63,693,000 | 777 |
| Certificates of participation in pools of residential mortgages | $53,830,000 | 640 |
| Issued or guaranteed by U.S. | $53,830,000 | 630 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $9,863,000 | 1,027 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $9,863,000 | 370 |
| 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) | $17,518,000 | 957 |
| Available-for-sale securities (fair market value) | $49,440,000 | 2,040 |
| Total debt securities | $66,958,000 | 1,750 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $49,530,000 | 2,352 |
| U.S. Government securities | $48,275,000 | 1,836 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $48,275,000 | 1,776 |
| Securities issued by states & political subdivisions | $1,255,000 | 4,823 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,887,000 | 2,455 |
| Mortgage-backed securities | $45,322,000 | 1,006 |
| Certificates of participation in pools of residential mortgages | $45,322,000 | 740 |
| Issued or guaranteed by U.S. | $45,322,000 | 731 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,203,000 | 952 |
| Available-for-sale securities (fair market value) | $31,327,000 | 2,939 |
| Total debt securities | $49,529,000 | 2,301 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $31,703,000 | 3,413 |
| U.S. Government securities | $30,427,000 | 2,763 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $30,427,000 | 2,674 |
| Securities issued by states & political subdivisions | $1,276,000 | 4,831 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,424,000 | 2,392 |
| Mortgage-backed securities | $27,439,000 | 1,432 |
| Certificates of participation in pools of residential mortgages | $27,439,000 | 1,052 |
| Issued or guaranteed by U.S. | $27,439,000 | 1,044 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,823,000 | 942 |
| Available-for-sale securities (fair market value) | $12,880,000 | 5,070 |
| Total debt securities | $31,703,000 | 3,362 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $30,656,000 | 3,506 |
| U.S. Government securities | $29,364,000 | 2,838 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $29,364,000 | 2,742 |
| Securities issued by states & political subdivisions | $1,292,000 | 4,842 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,886,000 | 2,441 |
| Mortgage-backed securities | $28,352,000 | 1,415 |
| Certificates of participation in pools of residential mortgages | $28,352,000 | 1,054 |
| Issued or guaranteed by U.S. | $28,352,000 | 1,045 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,345,000 | 954 |
| Available-for-sale securities (fair market value) | $11,311,000 | 5,357 |
| Total debt securities | $30,657,000 | 3,450 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $30,952,000 | 3,457 |
| U.S. Government securities | $30,952,000 | 2,677 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $30,952,000 | 2,585 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,203,000 | 2,266 |
| Mortgage-backed securities | $29,931,000 | 1,384 |
| Certificates of participation in pools of residential mortgages | $29,931,000 | 1,041 |
| Issued or guaranteed by U.S. | $29,931,000 | 1,032 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $20,425,000 | 901 |
| Available-for-sale securities (fair market value) | $10,527,000 | 5,496 |
| Total debt securities | $30,953,000 | 3,396 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $32,903,000 | 3,355 |
| U.S. Government securities | $32,903,000 | 2,590 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $32,903,000 | 2,500 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,986,000 | 2,181 |
| Mortgage-backed securities | $31,875,000 | 1,354 |
| Certificates of participation in pools of residential mortgages | $31,875,000 | 1,016 |
| Issued or guaranteed by U.S. | $31,875,000 | 1,007 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $21,862,000 | 868 |
| Available-for-sale securities (fair market value) | $11,041,000 | 5,418 |
| Total debt securities | $32,903,000 | 3,304 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $34,152,000 | 3,286 |
| U.S. Government securities | $34,152,000 | 2,557 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $34,152,000 | 2,463 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,779,000 | 2,100 |
| Mortgage-backed securities | $33,116,000 | 1,366 |
| Certificates of participation in pools of residential mortgages | $33,116,000 | 1,034 |
| Issued or guaranteed by U.S. | $33,116,000 | 1,026 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,631,000 | 871 |
| Available-for-sale securities (fair market value) | $11,521,000 | 5,400 |
| Total debt securities | $34,152,000 | 3,236 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $25,299,000 | 4,098 |
| U.S. Government securities | $25,299,000 | 3,250 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $25,299,000 | 3,114 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,931,000 | 2,576 |
| Mortgage-backed securities | $24,246,000 | 1,709 |
| Certificates of participation in pools of residential mortgages | $24,246,000 | 1,298 |
| Issued or guaranteed by U.S. | $24,246,000 | 1,290 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,139,000 | 1,273 |
| Available-for-sale securities (fair market value) | $12,160,000 | 5,285 |
| Total debt securities | $25,299,000 | 4,033 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $16,647,000 | 5,237 |
| U.S. Government securities | $16,647,000 | 4,307 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $16,647,000 | 4,172 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,580,000 | 2,452 |
| Mortgage-backed securities | $15,578,000 | 2,297 |
| Certificates of participation in pools of residential mortgages | $15,578,000 | 1,800 |
| Issued or guaranteed by U.S. | $15,578,000 | 1,792 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,697,000 | 1,234 |
| Available-for-sale securities (fair market value) | $2,950,000 | 7,383 |
| Total debt securities | $16,647,000 | 5,162 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $17,294,000 | 5,201 |
| U.S. Government securities | $17,294,000 | 4,273 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $17,294,000 | 4,128 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,018,000 | 2,297 |
| Mortgage-backed securities | $16,232,000 | 2,251 |
| Certificates of participation in pools of residential mortgages | $16,232,000 | 1,766 |
| Issued or guaranteed by U.S. | $16,232,000 | 1,758 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,215,000 | 1,205 |
| Available-for-sale securities (fair market value) | $3,079,000 | 7,409 |
| Total debt securities | $17,294,000 | 5,128 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $18,436,000 | 5,000 |
| U.S. Government securities | $18,436,000 | 4,058 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $18,436,000 | 3,908 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,149,000 | 2,367 |
| Mortgage-backed securities | $17,333,000 | 2,217 |
| Certificates of participation in pools of residential mortgages | $17,333,000 | 1,709 |
| Issued or guaranteed by U.S. | $17,333,000 | 1,700 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,046,000 | 1,141 |
| Available-for-sale securities (fair market value) | $3,390,000 | 7,315 |
| Total debt securities | $18,436,000 | 4,927 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $13,463,000 | 5,899 |
| U.S. Government securities | $13,463,000 | 4,978 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $13,463,000 | 4,827 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,933,000 | 3,011 |
| Mortgage-backed securities | $12,365,000 | 2,689 |
| Certificates of participation in pools of residential mortgages | $12,365,000 | 2,157 |
| Issued or guaranteed by U.S. | $12,365,000 | 2,141 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,834,000 | 1,485 |
| Available-for-sale securities (fair market value) | $3,629,000 | 7,333 |
| Total debt securities | $13,463,000 | 5,804 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $13,956,000 | 5,730 |
| U.S. Government securities | $13,956,000 | 4,739 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $13,956,000 | 4,578 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,524,000 | 6,151 |
| Mortgage-backed securities | $12,873,000 | 2,615 |
| Certificates of participation in pools of residential mortgages | $12,873,000 | 2,072 |
| Issued or guaranteed by U.S. | $12,873,000 | 2,062 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,025,000 | 1,456 |
| Available-for-sale securities (fair market value) | $3,931,000 | 7,231 |
| Total debt securities | $13,956,000 | 5,642 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $4,710,000 | 7,846 |
| U.S. Government securities | $4,710,000 | 7,187 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,710,000 | 7,007 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,678,000 | 6,047 |
| Mortgage-backed securities | $3,565,000 | 4,589 |
| Certificates of participation in pools of residential mortgages | $3,565,000 | 3,918 |
| Issued or guaranteed by U.S. | $3,565,000 | 3,907 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $4,710,000 | 7,022 |
| Total debt securities | $4,710,000 | 7,761 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $5,440,000 | 7,692 |
| U.S. Government securities | $5,440,000 | 6,990 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $5,440,000 | 6,780 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,797,000 | 6,007 |
| Mortgage-backed securities | $4,313,000 | 4,387 |
| Certificates of participation in pools of residential mortgages | $4,313,000 | 3,652 |
| Issued or guaranteed by U.S. | $4,313,000 | 3,641 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $5,440,000 | 6,839 |
| Total debt securities | $5,440,000 | 7,607 |
| 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 | $14,592,000 | 5,526 |
| U.S. Government securities | $14,592,000 | 4,547 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $14,592,000 | 4,376 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,592,000 | 2,350 |
| Mortgage-backed securities | $4,807,000 | 4,217 |
| Certificates of participation in pools of residential mortgages | $4,807,000 | 3,464 |
| Issued or guaranteed by U.S. | $4,807,000 | 3,450 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $14,592,000 | 4,795 |
| Total debt securities | $14,592,000 | 5,429 |
| 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 | $17,914,000 | 4,855 |
| U.S. Government securities | $17,914,000 | 3,858 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $17,914,000 | 3,675 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,088,000 | 2,789 |
| Mortgage-backed securities | $260,000 | 6,674 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $260,000 | 4,024 |
| CMOs issued by government agencies or sponsored agencies | $260,000 | 3,845 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $17,914,000 | 4,129 |
| Total debt securities | $17,914,000 | 4,759 |
| 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 | $9,344,000 | 7,002 |
| U.S. Government securities | $9,048,000 | 6,172 |
| U.S. Treasury securities | $997,000 | 2,864 |
| U.S. Government agency obligations | $8,051,000 | 6,144 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $296,000 | 5,019 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,545,000 | 4,429 |
| Mortgage-backed securities | $638,000 | 5,927 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $638,000 | 3,181 |
| CMOs issued by government agencies or sponsored agencies | $638,000 | 3,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $9,344,000 | 5,905 |
| Total debt securities | $9,048,000 | 6,952 |
| 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 |