Home > Southern Illinois Bank > Securities
Southern Illinois Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $41,083,000 | 2,846 |
| U.S. Government securities | $15,305,000 | 3,239 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $15,305,000 | 2,875 |
| Securities issued by states & political subdivisions | $23,253,000 | 1,644 |
| Other domestic debt securities | $2,525,000 | 1,656 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $2,170,000 | 1,306 |
| 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 | $29,903,000 | 1,960 |
| Mortgage-backed securities | $10,981,000 | 2,505 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,547,000 | 2,166 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,079,000 | 1,871 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $355,000 | 1,448 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $41,083,000 | 2,609 |
| Total debt securities | $41,083,000 | 2,827 |
| Structured notes | ||
| Amortized cost | $1,494,000 | 704 |
| Fair value | $1,423,000 | 675 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $38,822,000 | 2,905 |
| U.S. Government securities | $14,888,000 | 3,280 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $14,888,000 | 2,890 |
| Securities issued by states & political subdivisions | $21,449,000 | 1,695 |
| Other domestic debt securities | $2,485,000 | 1,660 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $2,144,000 | 1,305 |
| 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 | $24,240,000 | 2,130 |
| Mortgage-backed securities | $10,780,000 | 2,503 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,377,000 | 2,176 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,062,000 | 1,846 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $341,000 | 1,431 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $38,822,000 | 2,668 |
| Total debt securities | $38,822,000 | 2,885 |
| Structured notes | ||
| Amortized cost | $1,493,000 | 726 |
| Fair value | $1,391,000 | 698 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $41,205,000 | 2,885 |
| U.S. Government securities | $15,843,000 | 3,277 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $15,843,000 | 2,889 |
| Securities issued by states & political subdivisions | $22,865,000 | 1,695 |
| Other domestic debt securities | $2,497,000 | 1,669 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $2,141,000 | 1,322 |
| 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 | $24,782,000 | 2,102 |
| Mortgage-backed securities | $11,618,000 | 2,489 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,053,000 | 2,152 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,209,000 | 1,827 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $356,000 | 1,421 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $41,205,000 | 2,647 |
| Total debt securities | $41,205,000 | 2,867 |
| Structured notes | ||
| Amortized cost | $1,493,000 | 772 |
| Fair value | $1,395,000 | 741 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $41,928,000 | 2,950 |
| U.S. Government securities | $16,279,000 | 3,328 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $16,279,000 | 2,870 |
| Securities issued by states & political subdivisions | $23,006,000 | 1,738 |
| Other domestic debt securities | $2,643,000 | 1,684 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $2,167,000 | 1,352 |
| 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 | $24,421,000 | 2,060 |
| Mortgage-backed securities | $12,141,000 | 2,507 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,367,000 | 2,175 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,298,000 | 1,851 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $358,000 | 1,441 |
| Other commercial mortgage-backed securities | $118,000 | 1,327 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $41,928,000 | 2,703 |
| Total debt securities | $41,928,000 | 2,931 |
| Structured notes | ||
| Amortized cost | $1,506,000 | 762 |
| Fair value | $1,448,000 | 762 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $41,541,000 | 2,995 |
| U.S. Government securities | $16,389,000 | 3,330 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $16,389,000 | 2,854 |
| Securities issued by states & political subdivisions | $22,498,000 | 1,813 |
| Other domestic debt securities | $2,654,000 | 1,695 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $2,171,000 | 1,363 |
| 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 | $26,371,000 | 1,877 |
| Mortgage-backed securities | $12,403,000 | 2,515 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,579,000 | 2,171 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,341,000 | 1,857 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $360,000 | 1,442 |
| Other commercial mortgage-backed securities | $123,000 | 1,329 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $41,541,000 | 2,734 |
| Total debt securities | $41,541,000 | 2,976 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,066 |
| Fair value | $445,000 | 1,125 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $38,946,000 | 3,088 |
| U.S. Government securities | $15,513,000 | 3,391 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $15,513,000 | 2,919 |
| Securities issued by states & political subdivisions | $20,764,000 | 1,894 |
| Other domestic debt securities | $2,669,000 | 1,669 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $2,184,000 | 1,364 |
| 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 | $25,102,000 | 1,867 |
| Mortgage-backed securities | $11,545,000 | 2,574 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,676,000 | 2,180 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,384,000 | 2,099 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $358,000 | 1,455 |
| Other commercial mortgage-backed securities | $127,000 | 1,362 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $38,946,000 | 2,838 |
| Total debt securities | $38,946,000 | 3,066 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,055 |
| Fair value | $445,000 | 1,103 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $38,593,000 | 3,135 |
| U.S. Government securities | $15,697,000 | 3,417 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $15,697,000 | 2,945 |
| Securities issued by states & political subdivisions | $22,130,000 | 1,878 |
| Other domestic debt securities | $554,000 | 2,032 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $212,000 | 280 |
| 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 | $26,754,000 | 1,799 |
| Mortgage-backed securities | $11,510,000 | 2,635 |
| Certificates of participation in pools of residential mortgages | $9,950,000 | 2,260 |
| Issued or guaranteed by U.S. | $9,950,000 | 2,200 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,006,000 | 2,294 |
| CMOs issued by government agencies or sponsored agencies | $1,006,000 | 2,223 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $554,000 | 1,860 |
| Commercial mortgage pass-through securities | $372,000 | 1,452 |
| Other commercial mortgage-backed securities | $182,000 | 1,429 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $38,593,000 | 2,903 |
| Total debt securities | $38,593,000 | 3,119 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,031 |
| Fair value | $461,000 | 1,081 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $40,855,000 | 3,033 |
| U.S. Government securities | $17,596,000 | 3,216 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $17,596,000 | 2,829 |
| Securities issued by states & political subdivisions | $23,034,000 | 1,841 |
| Other domestic debt securities | $225,000 | 2,184 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $225,000 | 1,879 |
| 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 | $26,108,000 | 1,778 |
| Mortgage-backed securities | $12,587,000 | 2,582 |
| Certificates of participation in pools of residential mortgages | $10,851,000 | 2,214 |
| Issued or guaranteed by U.S. | $10,851,000 | 2,164 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,096,000 | 2,270 |
| CMOs issued by government agencies or sponsored agencies | $1,096,000 | 2,207 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $640,000 | 1,824 |
| Commercial mortgage pass-through securities | $389,000 | 1,433 |
| Other commercial mortgage-backed securities | $251,000 | 1,384 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $40,855,000 | 2,834 |
| Total debt securities | $40,855,000 | 3,018 |
| Structured notes | ||
| Amortized cost | $500,000 | 914 |
| Fair value | $477,000 | 948 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $43,450,000 | 2,878 |
| U.S. Government securities | $17,484,000 | 3,096 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $17,484,000 | 2,809 |
| Securities issued by states & political subdivisions | $25,720,000 | 1,776 |
| Other domestic debt securities | $246,000 | 2,141 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $246,000 | 1,815 |
| 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 | $27,916,000 | 1,682 |
| Mortgage-backed securities | $12,500,000 | 2,595 |
| Certificates of participation in pools of residential mortgages | $10,591,000 | 2,226 |
| Issued or guaranteed by U.S. | $10,591,000 | 2,163 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,240,000 | 2,229 |
| CMOs issued by government agencies or sponsored agencies | $1,240,000 | 2,174 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $669,000 | 1,798 |
| Commercial mortgage pass-through securities | $416,000 | 1,400 |
| Other commercial mortgage-backed securities | $253,000 | 1,369 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $43,450,000 | 2,713 |
| Total debt securities | $43,451,000 | 2,862 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $46,575,000 | 2,723 |
| U.S. Government securities | $17,824,000 | 3,003 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $17,824,000 | 2,780 |
| Securities issued by states & political subdivisions | $28,499,000 | 1,641 |
| Other domestic debt securities | $252,000 | 2,081 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $252,000 | 1,738 |
| 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 | $29,636,000 | 1,580 |
| Mortgage-backed securities | $12,773,000 | 2,593 |
| Certificates of participation in pools of residential mortgages | $10,594,000 | 2,243 |
| Issued or guaranteed by U.S. | $10,594,000 | 2,188 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,504,000 | 2,169 |
| CMOs issued by government agencies or sponsored agencies | $1,504,000 | 2,119 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $675,000 | 1,808 |
| Commercial mortgage pass-through securities | $416,000 | 1,417 |
| Other commercial mortgage-backed securities | $259,000 | 1,365 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $46,575,000 | 2,559 |
| Total debt securities | $46,575,000 | 2,707 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $46,353,000 | 2,671 |
| U.S. Government securities | $7,427,000 | 3,726 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $7,427,000 | 3,504 |
| Securities issued by states & political subdivisions | $28,645,000 | 1,591 |
| Other domestic debt securities | $10,281,000 | 846 |
| Privately issued residential mortgage-backed securities | $10,031,000 | 196 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $250,000 | 1,709 |
| 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 | $26,283,000 | 1,699 |
| Mortgage-backed securities | $13,189,000 | 2,536 |
| Certificates of participation in pools of residential mortgages | $10,912,000 | 2,187 |
| Issued or guaranteed by U.S. | $881,000 | 3,487 |
| Privately issued | $10,031,000 | 73 |
| Collaterized mortgage obligations | $1,596,000 | 2,135 |
| CMOs issued by government agencies or sponsored agencies | $1,596,000 | 2,086 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $681,000 | 1,799 |
| Commercial mortgage pass-through securities | $420,000 | 1,425 |
| Other commercial mortgage-backed securities | $261,000 | 1,351 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $46,353,000 | 2,515 |
| Total debt securities | $46,353,000 | 2,653 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $45,593,000 | 2,582 |
| U.S. Government securities | $16,849,000 | 2,879 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $16,849,000 | 2,713 |
| Securities issued by states & political subdivisions | $28,495,000 | 1,549 |
| Other domestic debt securities | $249,000 | 2,085 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $249,000 | 1,680 |
| 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 | $24,445,000 | 1,736 |
| Mortgage-backed securities | $14,021,000 | 2,423 |
| Certificates of participation in pools of residential mortgages | $11,665,000 | 2,065 |
| Issued or guaranteed by U.S. | $11,665,000 | 2,007 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,674,000 | 2,086 |
| CMOs issued by government agencies or sponsored agencies | $1,674,000 | 2,035 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $682,000 | 1,788 |
| Commercial mortgage pass-through securities | $417,000 | 1,417 |
| Other commercial mortgage-backed securities | $265,000 | 1,335 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $45,593,000 | 2,419 |
| Total debt securities | $45,594,000 | 2,565 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $41,314,000 | 2,602 |
| U.S. Government securities | $16,510,000 | 2,732 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $16,510,000 | 2,609 |
| Securities issued by states & political subdivisions | $24,548,000 | 1,669 |
| Other domestic debt securities | $256,000 | 1,993 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $256,000 | 1,587 |
| 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 | $26,236,000 | 1,625 |
| Mortgage-backed securities | $14,110,000 | 2,346 |
| Certificates of participation in pools of residential mortgages | $11,993,000 | 1,926 |
| Issued or guaranteed by U.S. | $11,993,000 | 1,877 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,419,000 | 2,172 |
| CMOs issued by government agencies or sponsored agencies | $1,419,000 | 2,128 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $698,000 | 1,742 |
| Commercial mortgage pass-through securities | $430,000 | 1,368 |
| Other commercial mortgage-backed securities | $268,000 | 1,300 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $41,314,000 | 2,436 |
| Total debt securities | $41,314,000 | 2,582 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $37,756,000 | 2,623 |
| U.S. Government securities | $14,358,000 | 2,863 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $14,358,000 | 2,722 |
| Securities issued by states & political subdivisions | $23,141,000 | 1,615 |
| Other domestic debt securities | $257,000 | 1,971 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $257,000 | 1,564 |
| 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 | $21,246,000 | 1,817 |
| Mortgage-backed securities | $13,552,000 | 2,365 |
| Certificates of participation in pools of residential mortgages | $12,297,000 | 1,879 |
| Issued or guaranteed by U.S. | $12,297,000 | 1,827 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $539,000 | 2,517 |
| CMOs issued by government agencies or sponsored agencies | $539,000 | 2,465 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $716,000 | 1,723 |
| Commercial mortgage pass-through securities | $432,000 | 1,354 |
| Other commercial mortgage-backed securities | $284,000 | 1,265 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $37,756,000 | 2,452 |
| Total debt securities | $37,756,000 | 2,600 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $31,718,000 | 2,811 |
| U.S. Government securities | $11,988,000 | 3,088 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $11,988,000 | 2,942 |
| Securities issued by states & political subdivisions | $19,076,000 | 1,743 |
| Other domestic debt securities | $654,000 | 1,723 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $654,000 | 1,349 |
| 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 | $19,740,000 | 1,915 |
| Mortgage-backed securities | $9,698,000 | 2,651 |
| Certificates of participation in pools of residential mortgages | $8,509,000 | 2,189 |
| Issued or guaranteed by U.S. | $8,509,000 | 2,131 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $341,000 | 2,625 |
| CMOs issued by government agencies or sponsored agencies | $341,000 | 2,583 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $848,000 | 1,670 |
| Commercial mortgage pass-through securities | $566,000 | 1,286 |
| Other commercial mortgage-backed securities | $282,000 | 1,240 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $31,718,000 | 2,635 |
| Total debt securities | $31,718,000 | 2,791 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $24,188,000 | 3,087 |
| U.S. Government securities | $9,474,000 | 3,365 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $9,474,000 | 3,210 |
| Securities issued by states & political subdivisions | $14,714,000 | 1,912 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,442,000 | 1,925 |
| Mortgage-backed securities | $6,653,000 | 2,971 |
| Certificates of participation in pools of residential mortgages | $5,315,000 | 2,618 |
| Issued or guaranteed by U.S. | $5,315,000 | 2,533 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $384,000 | 2,618 |
| CMOs issued by government agencies or sponsored agencies | $384,000 | 2,570 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $954,000 | 1,620 |
| Commercial mortgage pass-through securities | $673,000 | 1,226 |
| Other commercial mortgage-backed securities | $281,000 | 1,215 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $24,188,000 | 2,889 |
| Total debt securities | $24,188,000 | 3,066 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $26,940,000 | 3,005 |
| U.S. Government securities | $11,566,000 | 3,232 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $11,566,000 | 3,076 |
| Securities issued by states & political subdivisions | $15,119,000 | 1,851 |
| Other domestic debt securities | $255,000 | 1,814 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $255,000 | 171 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,907,000 | 1,967 |
| Mortgage-backed securities | $8,740,000 | 2,734 |
| Certificates of participation in pools of residential mortgages | $5,766,000 | 2,512 |
| Issued or guaranteed by U.S. | $5,766,000 | 2,442 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $880,000 | 2,396 |
| CMOs issued by government agencies or sponsored agencies | $880,000 | 2,354 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $2,094,000 | 1,298 |
| Commercial mortgage pass-through securities | $1,839,000 | 936 |
| Other commercial mortgage-backed securities | $255,000 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $26,940,000 | 2,818 |
| Total debt securities | $26,940,000 | 2,988 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $27,463,000 | 2,981 |
| U.S. Government securities | $12,126,000 | 3,220 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $12,126,000 | 3,066 |
| Securities issued by states & political subdivisions | $15,337,000 | 1,832 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,744,000 | 1,756 |
| Mortgage-backed securities | $8,492,000 | 2,735 |
| Certificates of participation in pools of residential mortgages | $5,840,000 | 2,475 |
| Issued or guaranteed by U.S. | $5,840,000 | 2,401 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $946,000 | 2,395 |
| CMOs issued by government agencies or sponsored agencies | $946,000 | 2,351 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $1,706,000 | 1,378 |
| Commercial mortgage pass-through securities | $1,445,000 | 1,000 |
| Other commercial mortgage-backed securities | $261,000 | 1,152 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $27,463,000 | 2,787 |
| Total debt securities | $27,462,000 | 2,966 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $26,753,000 | 3,078 |
| U.S. Government securities | $14,112,000 | 3,087 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $14,112,000 | 2,919 |
| Securities issued by states & political subdivisions | $12,320,000 | 2,134 |
| Other domestic debt securities | $321,000 | 1,812 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $321,000 | 1,406 |
| 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 | $20,015,000 | 1,898 |
| Mortgage-backed securities | $10,409,000 | 2,583 |
| Certificates of participation in pools of residential mortgages | $4,571,000 | 2,666 |
| Issued or guaranteed by U.S. | $4,571,000 | 2,593 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $992,000 | 2,364 |
| CMOs issued by government agencies or sponsored agencies | $992,000 | 2,319 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $4,846,000 | 958 |
| Commercial mortgage pass-through securities | $4,598,000 | 639 |
| Other commercial mortgage-backed securities | $248,000 | 1,136 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $26,753,000 | 2,859 |
| Total debt securities | $26,753,000 | 3,060 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $27,597,000 | 3,073 |
| U.S. Government securities | $14,202,000 | 3,112 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $14,202,000 | 2,940 |
| Securities issued by states & political subdivisions | $13,078,000 | 2,119 |
| Other domestic debt securities | $317,000 | 1,816 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $317,000 | 1,411 |
| 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 | $18,960,000 | 1,988 |
| Mortgage-backed securities | $11,271,000 | 2,492 |
| Certificates of participation in pools of residential mortgages | $5,222,000 | 2,583 |
| Issued or guaranteed by U.S. | $5,222,000 | 2,519 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,027,000 | 2,352 |
| CMOs issued by government agencies or sponsored agencies | $1,027,000 | 2,303 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $5,022,000 | 876 |
| Commercial mortgage pass-through securities | $5,022,000 | 589 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $27,597,000 | 2,844 |
| Total debt securities | $27,594,000 | 3,055 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $28,342,000 | 3,065 |
| U.S. Government securities | $14,860,000 | 3,095 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $14,860,000 | 2,917 |
| Securities issued by states & political subdivisions | $13,175,000 | 2,170 |
| Other domestic debt securities | $307,000 | 1,812 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $307,000 | 1,417 |
| 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 | $16,614,000 | 2,156 |
| Mortgage-backed securities | $11,942,000 | 2,442 |
| Certificates of participation in pools of residential mortgages | $6,861,000 | 2,337 |
| Issued or guaranteed by U.S. | $6,861,000 | 2,303 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,059,000 | 2,350 |
| CMOs issued by government agencies or sponsored agencies | $1,059,000 | 2,303 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $4,022,000 | 939 |
| Commercial mortgage pass-through securities | $4,022,000 | 643 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $28,342,000 | 2,842 |
| Total debt securities | $28,342,000 | 3,046 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $27,913,000 | 3,108 |
| U.S. Government securities | $14,455,000 | 3,166 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $14,455,000 | 3,006 |
| Securities issued by states & political subdivisions | $13,149,000 | 2,195 |
| Other domestic debt securities | $309,000 | 1,782 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $309,000 | 1,422 |
| 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 | $16,148,000 | 2,198 |
| Mortgage-backed securities | $11,589,000 | 2,481 |
| Certificates of participation in pools of residential mortgages | $7,019,000 | 2,347 |
| Issued or guaranteed by U.S. | $7,019,000 | 2,336 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $595,000 | 2,565 |
| CMOs issued by government agencies or sponsored agencies | $595,000 | 2,515 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $3,975,000 | 935 |
| Commercial mortgage pass-through securities | $3,975,000 | 636 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $27,913,000 | 2,873 |
| Total debt securities | $27,909,000 | 3,086 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $27,068,000 | 3,191 |
| U.S. Government securities | $13,319,000 | 3,260 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $13,319,000 | 3,114 |
| Securities issued by states & political subdivisions | $13,439,000 | 2,217 |
| Other domestic debt securities | $310,000 | 1,970 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $310,000 | 1,424 |
| 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 | $21,569,000 | 1,869 |
| Mortgage-backed securities | $10,880,000 | 2,578 |
| Certificates of participation in pools of residential mortgages | $6,229,000 | 2,516 |
| Issued or guaranteed by U.S. | $6,229,000 | 2,394 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $633,000 | 2,577 |
| CMOs issued by government agencies or sponsored agencies | $633,000 | 2,520 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $4,018,000 | 914 |
| Commercial mortgage pass-through securities | $4,018,000 | 615 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $27,068,000 | 2,947 |
| Total debt securities | $27,068,000 | 3,168 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $27,744,000 | 3,192 |
| U.S. Government securities | $13,832,000 | 3,298 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $13,832,000 | 3,145 |
| Securities issued by states & political subdivisions | $13,603,000 | 2,239 |
| Other domestic debt securities | $309,000 | 1,802 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $309,000 | 1,469 |
| 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 | $22,770,000 | 1,814 |
| Mortgage-backed securities | $11,702,000 | 2,519 |
| Certificates of participation in pools of residential mortgages | $6,967,000 | 2,449 |
| Issued or guaranteed by U.S. | $6,967,000 | 2,445 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $673,000 | 2,566 |
| CMOs issued by government agencies or sponsored agencies | $673,000 | 2,508 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $4,062,000 | 793 |
| Commercial mortgage pass-through securities | $4,062,000 | 488 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $27,744,000 | 2,939 |
| Total debt securities | $27,744,000 | 3,169 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $28,853,000 | 3,193 |
| U.S. Government securities | $13,560,000 | 3,345 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $13,560,000 | 3,209 |
| Securities issued by states & political subdivisions | $14,976,000 | 2,184 |
| Other domestic debt securities | $317,000 | 1,807 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $317,000 | 1,486 |
| 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 | $21,794,000 | 1,904 |
| Mortgage-backed securities | $11,046,000 | 2,602 |
| Certificates of participation in pools of residential mortgages | $7,229,000 | 2,449 |
| Issued or guaranteed by U.S. | $7,229,000 | 2,446 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $215,000 | 2,801 |
| CMOs issued by government agencies or sponsored agencies | $215,000 | 2,725 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $3,602,000 | 822 |
| Commercial mortgage pass-through securities | $3,602,000 | 516 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $28,853,000 | 2,942 |
| Total debt securities | $28,853,000 | 3,169 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $27,947,000 | 3,259 |
| U.S. Government securities | $8,121,000 | 3,999 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $8,121,000 | 3,860 |
| Securities issued by states & political subdivisions | $15,308,000 | 2,182 |
| Other domestic debt securities | $4,518,000 | 881 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $4,195,000 | 78 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $323,000 | 1,520 |
| 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 | $24,860,000 | 1,777 |
| Mortgage-backed securities | $10,383,000 | 2,683 |
| Certificates of participation in pools of residential mortgages | $5,957,000 | 2,687 |
| Issued or guaranteed by U.S. | $5,957,000 | 2,686 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $231,000 | 2,812 |
| CMOs issued by government agencies or sponsored agencies | $231,000 | 2,739 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $4,195,000 | 749 |
| Commercial mortgage pass-through securities | $4,195,000 | 481 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $27,947,000 | 3,004 |
| Total debt securities | $27,947,000 | 3,235 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $27,895,000 | 3,311 |
| U.S. Government securities | $8,227,000 | 4,035 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $8,227,000 | 3,900 |
| Securities issued by states & political subdivisions | $15,335,000 | 2,207 |
| Other domestic debt securities | $4,333,000 | 910 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $3,756,000 | 80 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $577,000 | 1,407 |
| 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 | $20,468,000 | 2,054 |
| Mortgage-backed securities | $10,648,000 | 2,689 |
| Certificates of participation in pools of residential mortgages | $6,645,000 | 2,620 |
| Issued or guaranteed by U.S. | $6,645,000 | 2,619 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $247,000 | 2,833 |
| CMOs issued by government agencies or sponsored agencies | $247,000 | 2,753 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $3,756,000 | 774 |
| Commercial mortgage pass-through securities | $3,756,000 | 492 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $27,895,000 | 3,052 |
| Total debt securities | $27,895,000 | 3,292 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $27,606,000 | 3,359 |
| U.S. Government securities | $12,200,000 | 3,598 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $12,200,000 | 3,460 |
| Securities issued by states & political subdivisions | $14,830,000 | 2,268 |
| Other domestic debt securities | $576,000 | 1,756 |
| 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 | $576,000 | 1,444 |
| 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 | $22,525,000 | 1,945 |
| Mortgage-backed securities | $11,412,000 | 2,666 |
| Certificates of participation in pools of residential mortgages | $7,170,000 | 2,586 |
| Issued or guaranteed by U.S. | $7,170,000 | 2,586 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $261,000 | 2,863 |
| CMOs issued by government agencies or sponsored agencies | $261,000 | 2,784 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $3,981,000 | 736 |
| Commercial mortgage pass-through securities | $3,981,000 | 464 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $27,606,000 | 3,083 |
| Total debt securities | $27,604,000 | 3,338 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $28,086,000 | 3,318 |
| U.S. Government securities | $7,534,000 | 4,177 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,534,000 | 4,037 |
| Securities issued by states & political subdivisions | $16,532,000 | 2,132 |
| Other domestic debt securities | $4,020,000 | 958 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $3,443,000 | 82 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $577,000 | 1,449 |
| 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 | $23,335,000 | 1,884 |
| Mortgage-backed securities | $10,199,000 | 2,762 |
| Certificates of participation in pools of residential mortgages | $6,478,000 | 2,706 |
| Issued or guaranteed by U.S. | $6,478,000 | 2,701 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $278,000 | 2,858 |
| CMOs issued by government agencies or sponsored agencies | $278,000 | 2,766 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $3,443,000 | 756 |
| Commercial mortgage pass-through securities | $3,443,000 | 476 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $28,086,000 | 3,041 |
| Total debt securities | $28,086,000 | 3,295 |
| 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 | $33,565,000 | 3,017 |
| U.S. Government securities | $13,160,000 | 3,487 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $13,160,000 | 3,363 |
| Securities issued by states & political subdivisions | $19,815,000 | 1,896 |
| Other domestic debt securities | $590,000 | 1,764 |
| 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 | $590,000 | 1,443 |
| 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 | $31,204,000 | 1,564 |
| Mortgage-backed securities | $11,964,000 | 2,603 |
| Certificates of participation in pools of residential mortgages | $6,686,000 | 2,695 |
| Issued or guaranteed by U.S. | $6,686,000 | 2,694 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $299,000 | 2,877 |
| CMOs issued by government agencies or sponsored agencies | $299,000 | 2,790 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $4,979,000 | 623 |
| Commercial mortgage pass-through securities | $4,979,000 | 370 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $33,565,000 | 2,766 |
| Total debt securities | $33,565,000 | 3,000 |
| 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 | $33,489,000 | 3,086 |
| U.S. Government securities | $10,479,000 | 3,904 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $10,479,000 | 3,784 |
| Securities issued by states & political subdivisions | $18,373,000 | 1,992 |
| Other domestic debt securities | $4,637,000 | 915 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $4,042,000 | 81 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $595,000 | 1,448 |
| 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 | $20,346,000 | 2,115 |
| Mortgage-backed securities | $13,448,000 | 2,504 |
| Certificates of participation in pools of residential mortgages | $7,400,000 | 2,635 |
| Issued or guaranteed by U.S. | $7,400,000 | 2,630 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,006,000 | 2,198 |
| CMOs issued by government agencies or sponsored agencies | $2,006,000 | 2,126 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $4,042,000 | 648 |
| Commercial mortgage pass-through securities | $4,042,000 | 380 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $33,489,000 | 2,823 |
| Total debt securities | $33,489,000 | 3,066 |
| 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 | $34,164,000 | 3,105 |
| U.S. Government securities | $10,041,000 | 4,045 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $10,041,000 | 3,926 |
| Securities issued by states & political subdivisions | $19,171,000 | 1,910 |
| Other domestic debt securities | $4,952,000 | 891 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $4,363,000 | 82 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $589,000 | 1,462 |
| 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 | $29,047,000 | 1,682 |
| Mortgage-backed securities | $13,338,000 | 2,521 |
| Certificates of participation in pools of residential mortgages | $6,894,000 | 2,727 |
| Issued or guaranteed by U.S. | $6,894,000 | 2,722 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,081,000 | 2,188 |
| CMOs issued by government agencies or sponsored agencies | $2,081,000 | 2,126 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $4,363,000 | 619 |
| Commercial mortgage pass-through securities | $4,363,000 | 356 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $34,164,000 | 2,829 |
| Total debt securities | $34,164,000 | 3,085 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $31,453,000 | 3,290 |
| U.S. Government securities | $7,445,000 | 4,473 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,445,000 | 4,348 |
| Securities issued by states & political subdivisions | $19,394,000 | 1,907 |
| Other domestic debt securities | $4,614,000 | 907 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $4,030,000 | 77 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $584,000 | 1,454 |
| 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 | $28,446,000 | 1,706 |
| Mortgage-backed securities | $11,177,000 | 2,728 |
| Certificates of participation in pools of residential mortgages | $4,991,000 | 3,035 |
| Issued or guaranteed by U.S. | $4,991,000 | 3,033 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,156,000 | 2,190 |
| CMOs issued by government agencies or sponsored agencies | $2,156,000 | 2,128 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $4,030,000 | 584 |
| Commercial mortgage pass-through securities | $4,030,000 | 343 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $31,453,000 | 3,006 |
| Total debt securities | $31,453,000 | 3,260 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $33,971,000 | 3,182 |
| U.S. Government securities | $7,594,000 | 4,547 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $7,594,000 | 4,433 |
| Securities issued by states & political subdivisions | $21,103,000 | 1,789 |
| Other domestic debt securities | $5,274,000 | 849 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $4,682,000 | 80 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $592,000 | 1,457 |
| 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 | $31,382,000 | 1,597 |
| Mortgage-backed securities | $10,775,000 | 2,807 |
| Certificates of participation in pools of residential mortgages | $3,822,000 | 3,342 |
| Issued or guaranteed by U.S. | $3,822,000 | 3,338 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,271,000 | 2,172 |
| CMOs issued by government agencies or sponsored agencies | $2,271,000 | 2,106 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $4,682,000 | 538 |
| Commercial mortgage pass-through securities | $4,682,000 | 324 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $33,971,000 | 2,906 |
| Total debt securities | $33,971,000 | 3,157 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $35,001,000 | 3,186 |
| U.S. Government securities | $13,489,000 | 3,870 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $13,489,000 | 3,749 |
| Securities issued by states & political subdivisions | $20,920,000 | 1,778 |
| 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 | $592,000 | 228 |
| 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 | $30,541,000 | 1,642 |
| Mortgage-backed securities | $11,694,000 | 2,779 |
| Certificates of participation in pools of residential mortgages | $9,338,000 | 2,501 |
| Issued or guaranteed by U.S. | $9,338,000 | 2,497 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,356,000 | 2,211 |
| CMOs issued by government agencies or sponsored agencies | $2,356,000 | 2,142 |
| 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) | $35,001,000 | 2,908 |
| Total debt securities | $35,001,000 | 3,160 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $37,825,000 | 3,078 |
| U.S. Government securities | $15,756,000 | 3,701 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $15,756,000 | 3,582 |
| Securities issued by states & political subdivisions | $21,738,000 | 1,708 |
| Other domestic debt securities | $331,000 | 2,087 |
| 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 | $331,000 | 1,678 |
| 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 | $32,734,000 | 1,580 |
| Mortgage-backed securities | $13,448,000 | 2,657 |
| Certificates of participation in pools of residential mortgages | $10,575,000 | 2,400 |
| Issued or guaranteed by U.S. | $10,575,000 | 2,399 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,873,000 | 2,116 |
| CMOs issued by government agencies or sponsored agencies | $2,873,000 | 2,049 |
| 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) | $37,825,000 | 2,816 |
| Total debt securities | $37,825,000 | 3,050 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $39,790,000 | 2,999 |
| U.S. Government securities | $17,312,000 | 3,587 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $17,312,000 | 3,475 |
| Securities issued by states & political subdivisions | $22,147,000 | 1,680 |
| Other domestic debt securities | $331,000 | 2,109 |
| 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 | $331,000 | 1,707 |
| 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 | $31,363,000 | 1,643 |
| Mortgage-backed securities | $14,587,000 | 2,605 |
| Certificates of participation in pools of residential mortgages | $11,405,000 | 2,342 |
| Issued or guaranteed by U.S. | $11,405,000 | 2,340 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,182,000 | 2,106 |
| CMOs issued by government agencies or sponsored agencies | $3,182,000 | 2,036 |
| 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) | $39,790,000 | 2,746 |
| Total debt securities | $39,790,000 | 2,977 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $37,492,000 | 3,209 |
| U.S. Government securities | $16,678,000 | 3,746 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $16,678,000 | 3,629 |
| Securities issued by states & political subdivisions | $20,814,000 | 1,771 |
| 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 | $27,959,000 | 1,783 |
| Mortgage-backed securities | $14,408,000 | 2,691 |
| Certificates of participation in pools of residential mortgages | $10,102,000 | 2,578 |
| Issued or guaranteed by U.S. | $10,102,000 | 2,575 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,306,000 | 1,929 |
| CMOs issued by government agencies or sponsored agencies | $4,306,000 | 1,856 |
| 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) | $37,492,000 | 2,925 |
| Total debt securities | $37,492,000 | 3,185 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $36,834,000 | 3,290 |
| U.S. Government securities | $15,748,000 | 3,898 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $15,748,000 | 3,784 |
| Securities issued by states & political subdivisions | $21,086,000 | 1,759 |
| 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 | $25,734,000 | 1,911 |
| Mortgage-backed securities | $12,913,000 | 2,855 |
| Certificates of participation in pools of residential mortgages | $8,338,000 | 2,871 |
| Issued or guaranteed by U.S. | $8,338,000 | 2,871 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,575,000 | 1,918 |
| CMOs issued by government agencies or sponsored agencies | $4,575,000 | 1,837 |
| 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) | $36,834,000 | 2,999 |
| Total debt securities | $36,834,000 | 3,263 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $43,367,000 | 2,966 |
| U.S. Government securities | $19,027,000 | 3,587 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $19,027,000 | 3,487 |
| Securities issued by states & political subdivisions | $21,622,000 | 1,725 |
| Other domestic debt securities | $2,718,000 | 1,286 |
| 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 | $2,718,000 | 978 |
| 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 | $25,828,000 | 1,896 |
| Mortgage-backed securities | $14,998,000 | 2,688 |
| Certificates of participation in pools of residential mortgages | $10,209,000 | 2,619 |
| Issued or guaranteed by U.S. | $10,209,000 | 2,619 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $4,789,000 | 1,892 |
| CMOs issued by government agencies or sponsored agencies | $4,789,000 | 1,811 |
| 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) | $43,367,000 | 2,705 |
| Total debt securities | $43,367,000 | 2,939 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $40,999,000 | 3,069 |
| U.S. Government securities | $18,123,000 | 3,668 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $18,123,000 | 3,569 |
| Securities issued by states & political subdivisions | $20,158,000 | 1,836 |
| Other domestic debt securities | $2,718,000 | 1,320 |
| 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 | $2,718,000 | 991 |
| 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 | $25,504,000 | 1,910 |
| Mortgage-backed securities | $13,385,000 | 2,833 |
| Certificates of participation in pools of residential mortgages | $8,865,000 | 2,825 |
| Issued or guaranteed by U.S. | $8,865,000 | 2,824 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $4,520,000 | 1,935 |
| CMOs issued by government agencies or sponsored agencies | $4,520,000 | 1,849 |
| 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) | $40,999,000 | 2,800 |
| Total debt securities | $40,999,000 | 3,036 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $40,871,000 | 3,094 |
| U.S. Government securities | $17,791,000 | 3,732 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $17,791,000 | 3,635 |
| Securities issued by states & political subdivisions | $20,249,000 | 1,839 |
| Other domestic debt securities | $2,831,000 | 1,341 |
| 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 | $2,831,000 | 1,013 |
| 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 | $26,196,000 | 1,863 |
| Mortgage-backed securities | $11,763,000 | 3,022 |
| Certificates of participation in pools of residential mortgages | $6,849,000 | 3,126 |
| Issued or guaranteed by U.S. | $6,849,000 | 3,123 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $4,914,000 | 1,904 |
| CMOs issued by government agencies or sponsored agencies | $4,914,000 | 1,820 |
| 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) | $40,871,000 | 2,835 |
| Total debt securities | $40,871,000 | 3,061 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $38,940,000 | 3,180 |
| U.S. Government securities | $16,422,000 | 3,873 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $16,422,000 | 3,779 |
| Securities issued by states & political subdivisions | $19,604,000 | 1,869 |
| Other domestic debt securities | $2,914,000 | 1,349 |
| 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 | $2,914,000 | 1,016 |
| 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 | $23,124,000 | 2,013 |
| Mortgage-backed securities | $10,782,000 | 3,141 |
| Certificates of participation in pools of residential mortgages | $5,583,000 | 3,360 |
| Issued or guaranteed by U.S. | $5,583,000 | 3,357 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,199,000 | 1,903 |
| CMOs issued by government agencies or sponsored agencies | $5,199,000 | 1,814 |
| 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) | $38,940,000 | 2,917 |
| Total debt securities | $38,940,000 | 3,149 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $40,759,000 | 3,111 |
| U.S. Government securities | $17,390,000 | 3,797 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $17,390,000 | 3,701 |
| Securities issued by states & political subdivisions | $20,703,000 | 1,761 |
| Other domestic debt securities | $2,666,000 | 1,403 |
| 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 | $2,666,000 | 1,033 |
| 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 | $21,683,000 | 2,133 |
| Mortgage-backed securities | $10,782,000 | 3,188 |
| Certificates of participation in pools of residential mortgages | $6,226,000 | 3,272 |
| Issued or guaranteed by U.S. | $6,226,000 | 3,270 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,556,000 | 2,047 |
| CMOs issued by government agencies or sponsored agencies | $4,556,000 | 1,963 |
| 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) | $40,759,000 | 2,875 |
| Total debt securities | $40,759,000 | 3,073 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $39,716,000 | 3,115 |
| U.S. Government securities | $17,167,000 | 3,795 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $17,167,000 | 3,701 |
| Securities issued by states & political subdivisions | $20,128,000 | 1,783 |
| Other domestic debt securities | $2,421,000 | 1,447 |
| 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 | $2,421,000 | 1,063 |
| 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 | $21,569,000 | 2,113 |
| Mortgage-backed securities | $12,441,000 | 3,044 |
| Certificates of participation in pools of residential mortgages | $6,932,000 | 3,131 |
| Issued or guaranteed by U.S. | $6,932,000 | 3,130 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $5,509,000 | 1,962 |
| CMOs issued by government agencies or sponsored agencies | $5,509,000 | 1,869 |
| 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) | $39,716,000 | 2,882 |
| Total debt securities | $39,716,000 | 3,089 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $40,502,000 | 3,103 |
| U.S. Government securities | $18,419,000 | 3,742 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $18,419,000 | 3,660 |
| Securities issued by states & political subdivisions | $20,019,000 | 1,749 |
| Other domestic debt securities | $2,064,000 | 1,601 |
| 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 | $2,064,000 | 1,186 |
| 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 | $23,042,000 | 2,026 |
| Mortgage-backed securities | $13,425,000 | 3,069 |
| Certificates of participation in pools of residential mortgages | $7,023,000 | 3,269 |
| Issued or guaranteed by U.S. | $7,023,000 | 3,268 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $6,402,000 | 1,913 |
| CMOs issued by government agencies or sponsored agencies | $6,402,000 | 1,815 |
| 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) | $40,502,000 | 2,872 |
| Total debt securities | $40,502,000 | 3,080 |
| 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 | $45,402,000 | 2,892 |
| U.S. Government securities | $22,037,000 | 3,433 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $22,037,000 | 3,363 |
| Securities issued by states & political subdivisions | $21,301,000 | 1,616 |
| Other domestic debt securities | $2,064,000 | 1,597 |
| 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 | $2,064,000 | 1,179 |
| 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 | $24,233,000 | 1,981 |
| Mortgage-backed securities | $15,181,000 | 2,935 |
| Certificates of participation in pools of residential mortgages | $7,923,000 | 3,129 |
| Issued or guaranteed by U.S. | $7,923,000 | 3,129 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,258,000 | 1,824 |
| CMOs issued by government agencies or sponsored agencies | $7,258,000 | 1,729 |
| 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) | $45,402,000 | 2,665 |
| Total debt securities | $45,402,000 | 2,870 |
| 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 | $47,480,000 | 2,773 |
| U.S. Government securities | $25,725,000 | 3,181 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $25,725,000 | 3,123 |
| Securities issued by states & political subdivisions | $19,690,000 | 1,673 |
| Other domestic debt securities | $2,065,000 | 1,586 |
| 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 | $2,065,000 | 1,155 |
| 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 | $24,503,000 | 2,000 |
| Mortgage-backed securities | $18,214,000 | 2,686 |
| Certificates of participation in pools of residential mortgages | $12,827,000 | 2,496 |
| Issued or guaranteed by U.S. | $12,827,000 | 2,490 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,387,000 | 2,086 |
| CMOs issued by government agencies or sponsored agencies | $5,387,000 | 1,980 |
| 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) | $47,480,000 | 2,538 |
| Total debt securities | $47,479,000 | 2,754 |
| 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 | $46,107,000 | 2,766 |
| U.S. Government securities | $45,030,000 | 2,053 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $45,030,000 | 2,003 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $1,077,000 | 1,922 |
| 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 | $1,077,000 | 1,389 |
| 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 | $23,820,000 | 1,908 |
| Mortgage-backed securities | $18,145,000 | 2,622 |
| Certificates of participation in pools of residential mortgages | $12,836,000 | 2,389 |
| Issued or guaranteed by U.S. | $12,836,000 | 2,383 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $5,309,000 | 2,076 |
| CMOs issued by government agencies or sponsored agencies | $5,309,000 | 1,901 |
| 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) | $46,107,000 | 2,521 |
| Total debt securities | $46,107,000 | 2,742 |
| 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 | $43,123,000 | 2,830 |
| U.S. Government securities | $24,369,000 | 3,162 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $24,369,000 | 3,082 |
| Securities issued by states & political subdivisions | $18,657,000 | 1,634 |
| Other domestic debt securities | $97,000 | 2,736 |
| 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 | $97,000 | 2,038 |
| 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 | $22,255,000 | 1,954 |
| Mortgage-backed securities | $16,977,000 | 2,667 |
| Certificates of participation in pools of residential mortgages | $11,939,000 | 2,428 |
| Issued or guaranteed by U.S. | $11,939,000 | 2,423 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $5,038,000 | 2,083 |
| CMOs issued by government agencies or sponsored agencies | $5,038,000 | 1,900 |
| 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) | $43,123,000 | 2,588 |
| Total debt securities | $43,123,000 | 2,806 |
| 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 | $40,277,000 | 2,996 |
| U.S. Government securities | $23,934,000 | 3,265 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $23,934,000 | 3,169 |
| Securities issued by states & political subdivisions | $16,246,000 | 1,814 |
| Other domestic debt securities | $97,000 | 2,691 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $97,000 | 1,969 |
| 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 | $19,974,000 | 2,163 |
| Mortgage-backed securities | $16,444,000 | 2,646 |
| Certificates of participation in pools of residential mortgages | $12,278,000 | 2,337 |
| Issued or guaranteed by U.S. | $12,278,000 | 2,331 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $4,166,000 | 2,185 |
| CMOs issued by government agencies or sponsored agencies | $4,166,000 | 1,995 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $40,277,000 | 2,735 |
| Total debt securities | $40,278,000 | 2,974 |
| Structured notes | ||
| Amortized cost | $1,600,000 | 2,156 |
| Fair value | $1,562,000 | 2,167 |
| 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 | $40,588,000 | 2,947 |
| U.S. Government securities | $24,421,000 | 3,218 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $24,421,000 | 3,126 |
| Securities issued by states & political subdivisions | $16,070,000 | 1,786 |
| Other domestic debt securities | $97,000 | 2,739 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $97,000 | 2,016 |
| 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 | $20,563,000 | 2,131 |
| Mortgage-backed securities | $14,338,000 | 2,756 |
| Certificates of participation in pools of residential mortgages | $9,192,000 | 2,689 |
| Issued or guaranteed by U.S. | $9,192,000 | 2,684 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $5,146,000 | 1,979 |
| CMOs issued by government agencies or sponsored agencies | $5,146,000 | 1,792 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $40,588,000 | 2,673 |
| Total debt securities | $40,590,000 | 2,925 |
| 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 | $39,691,000 | 2,921 |
| U.S. Government securities | $24,498,000 | 3,043 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $24,498,000 | 2,946 |
| Securities issued by states & political subdivisions | $15,096,000 | 1,824 |
| Other domestic debt securities | $97,000 | 2,888 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $97,000 | 2,020 |
| 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 | $18,713,000 | 2,227 |
| Mortgage-backed securities | $14,341,000 | 2,656 |
| Certificates of participation in pools of residential mortgages | $9,829,000 | 2,472 |
| Issued or guaranteed by U.S. | $9,829,000 | 2,467 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,512,000 | 2,059 |
| CMOs issued by government agencies or sponsored agencies | $4,512,000 | 1,848 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $39,691,000 | 2,648 |
| Total debt securities | $39,690,000 | 2,898 |
| 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 | $35,093,000 | 3,147 |
| U.S. Government securities | $21,016,000 | 3,322 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $21,016,000 | 3,228 |
| Securities issued by states & political subdivisions | $13,723,000 | 1,896 |
| Other domestic debt securities | $354,000 | 2,709 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $354,000 | 1,842 |
| 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 | $18,381,000 | 2,250 |
| Mortgage-backed securities | $12,244,000 | 2,879 |
| Certificates of participation in pools of residential mortgages | $8,680,000 | 2,610 |
| Issued or guaranteed by U.S. | $8,680,000 | 2,603 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,564,000 | 2,216 |
| CMOs issued by government agencies or sponsored agencies | $3,564,000 | 1,973 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $35,093,000 | 2,852 |
| Total debt securities | $35,093,000 | 3,118 |
| 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 | $31,203,000 | 3,390 |
| U.S. Government securities | $16,530,000 | 3,890 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $16,530,000 | 3,792 |
| Securities issued by states & political subdivisions | $11,829,000 | 2,025 |
| Other domestic debt securities | $2,844,000 | 1,496 |
| Privately issued residential mortgage-backed securities | $2,548,000 | 768 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $296,000 | 1,825 |
| 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 | $17,422,000 | 2,367 |
| Mortgage-backed securities | $10,285,000 | 3,114 |
| Certificates of participation in pools of residential mortgages | $10,285,000 | 2,390 |
| Issued or guaranteed by U.S. | $7,737,000 | 2,780 |
| Privately issued | $2,548,000 | 65 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $31,203,000 | 3,071 |
| Total debt securities | $31,203,000 | 3,354 |
| 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 | $27,264,000 | 3,702 |
| U.S. Government securities | $12,469,000 | 4,538 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $12,469,000 | 4,427 |
| Securities issued by states & political subdivisions | $11,749,000 | 2,019 |
| Other domestic debt securities | $3,046,000 | 1,494 |
| Privately issued residential mortgage-backed securities | $2,660,000 | 787 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $386,000 | 1,795 |
| 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 | $8,818,000 | 3,536 |
| Mortgage-backed securities | $10,245,000 | 3,171 |
| Certificates of participation in pools of residential mortgages | $10,245,000 | 2,494 |
| Issued or guaranteed by U.S. | $7,585,000 | 2,882 |
| Privately issued | $2,660,000 | 66 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $27,264,000 | 3,369 |
| Total debt securities | $27,264,000 | 3,678 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $23,556,000 | 4,024 |
| U.S. Government securities | $12,919,000 | 4,452 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $12,919,000 | 4,360 |
| Securities issued by states & political subdivisions | $10,244,000 | 2,207 |
| Other domestic debt securities | $393,000 | 2,787 |
| Privately issued residential mortgage-backed securities | $203,000 | 1,402 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $190,000 | 2,015 |
| 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 | $12,542,000 | 2,975 |
| Mortgage-backed securities | $8,651,000 | 3,457 |
| Certificates of participation in pools of residential mortgages | $6,548,000 | 3,170 |
| Issued or guaranteed by U.S. | $6,345,000 | 3,208 |
| Privately issued | $203,000 | 124 |
| Collaterized mortgage obligations | $2,103,000 | 2,432 |
| CMOs issued by government agencies or sponsored agencies | $2,103,000 | 2,121 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $23,556,000 | 3,639 |
| Total debt securities | $23,556,000 | 3,995 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,669 |
| Fair value | $245,000 | 2,703 |
| 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 | $24,769,000 | 3,940 |
| U.S. Government securities | $14,586,000 | 4,193 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $14,586,000 | 4,112 |
| Securities issued by states & political subdivisions | $9,791,000 | 2,299 |
| Other domestic debt securities | $392,000 | 2,893 |
| Privately issued residential mortgage-backed securities | $202,000 | 1,456 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $190,000 | 2,118 |
| 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 | $13,120,000 | 2,884 |
| Mortgage-backed securities | $10,017,000 | 3,338 |
| Certificates of participation in pools of residential mortgages | $8,689,000 | 2,847 |
| Issued or guaranteed by U.S. | $8,487,000 | 2,872 |
| Privately issued | $202,000 | 133 |
| Collaterized mortgage obligations | $1,328,000 | 2,732 |
| CMOs issued by government agencies or sponsored agencies | $1,328,000 | 2,377 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $24,769,000 | 3,555 |
| Total debt securities | $24,769,000 | 3,900 |
| 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 | $24,404,000 | 3,930 |
| U.S. Government securities | $14,479,000 | 4,187 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $14,479,000 | 4,092 |
| Securities issued by states & political subdivisions | $9,543,000 | 2,270 |
| Other domestic debt securities | $382,000 | 2,954 |
| Privately issued residential mortgage-backed securities | $203,000 | 1,473 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $179,000 | 2,219 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,325,000 | 3,004 |
| Mortgage-backed securities | $10,608,000 | 3,269 |
| Certificates of participation in pools of residential mortgages | $9,618,000 | 2,780 |
| Issued or guaranteed by U.S. | $9,415,000 | 2,786 |
| Privately issued | $203,000 | 139 |
| Collaterized mortgage obligations | $990,000 | 2,891 |
| CMOs issued by government agencies or sponsored agencies | $990,000 | 2,519 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $24,404,000 | 3,534 |
| Total debt securities | $24,404,000 | 3,893 |
| 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 | $23,494,000 | 4,040 |
| U.S. Government securities | $14,461,000 | 4,280 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $14,461,000 | 4,198 |
| Securities issued by states & political subdivisions | $7,665,000 | 2,517 |
| Other domestic debt securities | $1,368,000 | 2,138 |
| Privately issued residential mortgage-backed securities | $1,014,000 | 1,221 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $354,000 | 2,109 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,299,000 | 3,197 |
| Mortgage-backed securities | $11,415,000 | 3,215 |
| Certificates of participation in pools of residential mortgages | $10,200,000 | 2,743 |
| Issued or guaranteed by U.S. | $9,186,000 | 2,881 |
| Privately issued | $1,014,000 | 117 |
| Collaterized mortgage obligations | $1,215,000 | 2,800 |
| CMOs issued by government agencies or sponsored agencies | $1,215,000 | 2,426 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $23,494,000 | 3,633 |
| Total debt securities | $23,494,000 | 4,004 |
| 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 | $18,734,000 | 4,597 |
| U.S. Government securities | $12,205,000 | 4,736 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $12,205,000 | 4,649 |
| Securities issued by states & political subdivisions | $6,150,000 | 2,823 |
| Other domestic debt securities | $379,000 | 2,832 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $379,000 | 253 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,599,000 | 3,519 |
| Mortgage-backed securities | $6,254,000 | 4,020 |
| Certificates of participation in pools of residential mortgages | $5,250,000 | 3,670 |
| Issued or guaranteed by U.S. | $5,250,000 | 3,655 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,004,000 | 2,866 |
| CMOs issued by government agencies or sponsored agencies | $1,004,000 | 2,527 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $18,734,000 | 4,127 |
| Total debt securities | $18,734,000 | 4,563 |
| 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 | $18,471,000 | 4,565 |
| U.S. Government securities | $12,135,000 | 4,695 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $12,135,000 | 4,608 |
| Securities issued by states & political subdivisions | $5,966,000 | 2,838 |
| Other domestic debt securities | $370,000 | 2,799 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $370,000 | 2,030 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,774,000 | 3,327 |
| Mortgage-backed securities | $6,110,000 | 3,954 |
| Certificates of participation in pools of residential mortgages | $5,101,000 | 3,625 |
| Issued or guaranteed by U.S. | $5,101,000 | 3,613 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,009,000 | 2,761 |
| CMOs issued by government agencies or sponsored agencies | $1,009,000 | 2,423 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $18,471,000 | 4,078 |
| Total debt securities | $18,470,000 | 4,528 |
| 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 | $17,331,000 | 4,783 |
| U.S. Government securities | $11,284,000 | 4,872 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $11,284,000 | 4,788 |
| Securities issued by states & political subdivisions | $5,858,000 | 2,882 |
| Other domestic debt securities | $189,000 | 2,966 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $189,000 | 2,233 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,270,000 | 3,506 |
| Mortgage-backed securities | $5,299,000 | 4,140 |
| Certificates of participation in pools of residential mortgages | $4,300,000 | 3,855 |
| Issued or guaranteed by U.S. | $4,300,000 | 3,842 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $999,000 | 2,758 |
| CMOs issued by government agencies or sponsored agencies | $999,000 | 2,428 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $17,331,000 | 4,307 |
| Total debt securities | $17,331,000 | 4,728 |
| 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 | $18,214,000 | 4,655 |
| U.S. Government securities | $12,208,000 | 4,709 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $12,208,000 | 4,622 |
| Securities issued by states & political subdivisions | $5,809,000 | 2,907 |
| Other domestic debt securities | $197,000 | 2,922 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $197,000 | 2,187 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,609,000 | 3,823 |
| Mortgage-backed securities | $5,413,000 | 4,007 |
| Certificates of participation in pools of residential mortgages | $4,365,000 | 3,719 |
| Issued or guaranteed by U.S. | $4,365,000 | 3,704 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,048,000 | 2,729 |
| CMOs issued by government agencies or sponsored agencies | $1,048,000 | 2,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $18,214,000 | 4,177 |
| Total debt securities | $18,214,000 | 4,596 |
| 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 | $17,197,000 | 4,831 |
| U.S. Government securities | $11,186,000 | 5,016 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $11,186,000 | 4,916 |
| Securities issued by states & political subdivisions | $6,011,000 | 2,854 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,613,000 | 3,862 |
| Mortgage-backed securities | $3,432,000 | 4,319 |
| Certificates of participation in pools of residential mortgages | $2,714,000 | 4,032 |
| Issued or guaranteed by U.S. | $2,714,000 | 4,016 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $718,000 | 2,827 |
| CMOs issued by government agencies or sponsored agencies | $718,000 | 2,517 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $17,197,000 | 4,284 |
| Total debt securities | $17,197,000 | 4,776 |
| Structured notes | ||
| Amortized cost | $393,000 | 2,186 |
| Fair value | $399,000 | 2,181 |
| 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 | $17,374,000 | 4,838 |
| U.S. Government securities | $11,605,000 | 5,033 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $11,605,000 | 4,942 |
| Securities issued by states & political subdivisions | $5,769,000 | 2,868 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,729,000 | 3,847 |
| Mortgage-backed securities | $3,646,000 | 4,092 |
| Certificates of participation in pools of residential mortgages | $1,423,000 | 4,533 |
| Issued or guaranteed by U.S. | $1,423,000 | 4,519 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,223,000 | 2,113 |
| CMOs issued by government agencies or sponsored agencies | $2,223,000 | 1,820 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $17,374,000 | 4,288 |
| Total debt securities | $17,374,000 | 4,794 |
| Structured notes | ||
| Amortized cost | $393,000 | 2,417 |
| Fair value | $396,000 | 2,416 |
| 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 | $16,972,000 | 4,889 |
| U.S. Government securities | $12,070,000 | 4,958 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $12,070,000 | 4,849 |
| Securities issued by states & political subdivisions | $4,902,000 | 3,101 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,169,000 | 4,202 |
| Mortgage-backed securities | $3,837,000 | 3,994 |
| Certificates of participation in pools of residential mortgages | $2,268,000 | 4,039 |
| Issued or guaranteed by U.S. | $2,268,000 | 4,027 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,569,000 | 2,293 |
| CMOs issued by government agencies or sponsored agencies | $1,569,000 | 2,011 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $16,972,000 | 4,323 |
| Total debt securities | $16,972,000 | 4,846 |
| 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 | $15,280,000 | 5,210 |
| U.S. Government securities | $10,328,000 | 5,358 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $10,328,000 | 5,241 |
| Securities issued by states & political subdivisions | $4,952,000 | 3,097 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,779,000 | 4,656 |
| Mortgage-backed securities | $3,911,000 | 3,952 |
| Certificates of participation in pools of residential mortgages | $2,161,000 | 4,088 |
| Issued or guaranteed by U.S. | $2,161,000 | 4,070 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,750,000 | 2,201 |
| CMOs issued by government agencies or sponsored agencies | $1,750,000 | 1,924 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $15,280,000 | 4,605 |
| Total debt securities | $15,280,000 | 5,167 |
| 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 | $14,391,000 | 5,372 |
| U.S. Government securities | $9,138,000 | 5,670 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $9,138,000 | 5,541 |
| Securities issued by states & political subdivisions | $5,253,000 | 3,046 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,275,000 | 4,208 |
| Mortgage-backed securities | $3,981,000 | 3,936 |
| Certificates of participation in pools of residential mortgages | $2,046,000 | 4,148 |
| Issued or guaranteed by U.S. | $2,046,000 | 4,135 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,935,000 | 2,135 |
| CMOs issued by government agencies or sponsored agencies | $1,935,000 | 1,862 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $14,391,000 | 4,764 |
| Total debt securities | $14,391,000 | 5,328 |
| 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 | $13,682,000 | 5,535 |
| U.S. Government securities | $8,694,000 | 5,827 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $8,694,000 | 5,712 |
| Securities issued by states & political subdivisions | $4,988,000 | 3,099 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,858,000 | 4,085 |
| Mortgage-backed securities | $4,116,000 | 3,889 |
| Certificates of participation in pools of residential mortgages | $2,126,000 | 4,100 |
| Issued or guaranteed by U.S. | $2,126,000 | 4,080 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,990,000 | 2,081 |
| CMOs issued by government agencies or sponsored agencies | $1,990,000 | 1,821 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $13,682,000 | 4,890 |
| Total debt securities | $13,682,000 | 5,488 |
| 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 | $13,958,000 | 5,484 |
| U.S. Government securities | $9,125,000 | 5,740 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $9,125,000 | 5,607 |
| Securities issued by states & political subdivisions | $4,833,000 | 3,127 |
| 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 | $5,938,000 | 4,336 |
| Mortgage-backed securities | $3,391,000 | 4,114 |
| Certificates of participation in pools of residential mortgages | $1,246,000 | 4,656 |
| Issued or guaranteed by U.S. | $1,246,000 | 4,632 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,145,000 | 2,042 |
| CMOs issued by government agencies or sponsored agencies | $2,145,000 | 1,783 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $13,958,000 | 4,831 |
| Total debt securities | $13,958,000 | 5,436 |
| 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 | $13,485,000 | 5,645 |
| U.S. Government securities | $8,607,000 | 5,937 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $8,607,000 | 5,792 |
| Securities issued by states & political subdivisions | $4,878,000 | 3,130 |
| 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 | $7,076,000 | 4,005 |
| Mortgage-backed securities | $3,612,000 | 4,068 |
| Certificates of participation in pools of residential mortgages | $1,375,000 | 4,596 |
| Issued or guaranteed by U.S. | $1,375,000 | 4,577 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,237,000 | 2,009 |
| CMOs issued by government agencies or sponsored agencies | $2,237,000 | 1,756 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $13,485,000 | 4,968 |
| Total debt securities | $13,485,000 | 5,589 |
| 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 | $13,731,000 | 5,597 |
| U.S. Government securities | $8,842,000 | 5,871 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $8,842,000 | 5,721 |
| Securities issued by states & political subdivisions | $4,889,000 | 3,115 |
| 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 | $6,914,000 | 4,035 |
| Mortgage-backed securities | $3,749,000 | 4,050 |
| Certificates of participation in pools of residential mortgages | $1,460,000 | 4,578 |
| Issued or guaranteed by U.S. | $1,460,000 | 4,559 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,289,000 | 1,993 |
| CMOs issued by government agencies or sponsored agencies | $2,289,000 | 1,746 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $13,731,000 | 4,922 |
| Total debt securities | $13,731,000 | 5,547 |
| 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 | $13,981,000 | 5,542 |
| U.S. Government securities | $9,171,000 | 5,758 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $9,171,000 | 5,617 |
| Securities issued by states & political subdivisions | $4,810,000 | 3,132 |
| 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 | $8,274,000 | 3,707 |
| Mortgage-backed securities | $4,166,000 | 3,962 |
| Certificates of participation in pools of residential mortgages | $1,785,000 | 4,416 |
| Issued or guaranteed by U.S. | $1,785,000 | 4,401 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,381,000 | 1,978 |
| CMOs issued by government agencies or sponsored agencies | $2,381,000 | 1,741 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $13,981,000 | 4,865 |
| Total debt securities | $13,981,000 | 5,486 |
| 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 | $15,133,000 | 5,393 |
| U.S. Government securities | $9,804,000 | 5,658 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $9,804,000 | 5,517 |
| Securities issued by states & political subdivisions | $5,329,000 | 2,928 |
| 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 | $9,321,000 | 3,486 |
| Mortgage-backed securities | $4,780,000 | 3,850 |
| Certificates of participation in pools of residential mortgages | $1,982,000 | 4,376 |
| Issued or guaranteed by U.S. | $1,982,000 | 4,357 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,798,000 | 1,906 |
| CMOs issued by government agencies or sponsored agencies | $2,798,000 | 1,679 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $15,133,000 | 4,712 |
| Total debt securities | $15,132,000 | 5,331 |
| 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 | $14,642,000 | 5,545 |
| U.S. Government securities | $9,937,000 | 5,689 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $9,937,000 | 5,538 |
| Securities issued by states & political subdivisions | $4,705,000 | 3,129 |
| 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 | $8,697,000 | 3,636 |
| Mortgage-backed securities | $5,199,000 | 3,837 |
| Certificates of participation in pools of residential mortgages | $2,144,000 | 4,348 |
| Issued or guaranteed by U.S. | $2,144,000 | 4,335 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,055,000 | 1,879 |
| CMOs issued by government agencies or sponsored agencies | $3,055,000 | 1,659 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $14,642,000 | 4,863 |
| Total debt securities | $14,642,000 | 5,477 |
| 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 | $15,436,000 | 5,416 |
| U.S. Government securities | $10,650,000 | 5,549 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $10,650,000 | 5,397 |
| Securities issued by states & political subdivisions | $4,786,000 | 3,138 |
| 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 | $8,795,000 | 3,606 |
| Mortgage-backed securities | $5,497,000 | 3,782 |
| Certificates of participation in pools of residential mortgages | $2,332,000 | 4,304 |
| Issued or guaranteed by U.S. | $2,332,000 | 4,289 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $3,165,000 | 1,878 |
| CMOs issued by government agencies or sponsored agencies | $3,165,000 | 1,668 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $15,436,000 | 4,742 |
| Total debt securities | $15,436,000 | 5,351 |
| 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 | $16,124,000 | 5,337 |
| U.S. Government securities | $10,811,000 | 5,525 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $10,811,000 | 5,368 |
| Securities issued by states & political subdivisions | $5,313,000 | 2,983 |
| 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 | $9,622,000 | 3,388 |
| Mortgage-backed securities | $5,210,000 | 3,886 |
| Certificates of participation in pools of residential mortgages | $1,960,000 | 4,528 |
| Issued or guaranteed by U.S. | $1,960,000 | 4,514 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,250,000 | 1,846 |
| CMOs issued by government agencies or sponsored agencies | $3,250,000 | 1,644 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $16,124,000 | 4,646 |
| Total debt securities | $16,124,000 | 5,263 |
| 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 | $15,801,000 | 5,422 |
| U.S. Government securities | $10,770,000 | 5,601 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $10,770,000 | 5,445 |
| Securities issued by states & political subdivisions | $5,031,000 | 3,062 |
| 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 | $8,332,000 | 3,655 |
| Mortgage-backed securities | $5,543,000 | 3,873 |
| Certificates of participation in pools of residential mortgages | $1,707,000 | 4,744 |
| Issued or guaranteed by U.S. | $1,707,000 | 4,730 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,836,000 | 1,755 |
| CMOs issued by government agencies or sponsored agencies | $3,836,000 | 1,547 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $15,801,000 | 4,760 |
| Total debt securities | $15,801,000 | 5,347 |
| 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 | $16,769,000 | 5,232 |
| U.S. Government securities | $12,030,000 | 5,234 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $12,030,000 | 5,085 |
| Securities issued by states & political subdivisions | $4,739,000 | 3,175 |
| 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 | $8,171,000 | 3,631 |
| Mortgage-backed securities | $5,902,000 | 3,820 |
| Certificates of participation in pools of residential mortgages | $1,943,000 | 4,647 |
| Issued or guaranteed by U.S. | $1,943,000 | 4,630 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $3,959,000 | 1,800 |
| CMOs issued by government agencies or sponsored agencies | $3,959,000 | 1,588 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $16,769,000 | 4,607 |
| Total debt securities | $16,768,000 | 5,152 |
| 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 | $13,586,000 | 5,868 |
| U.S. Government securities | $9,915,000 | 5,801 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $9,915,000 | 5,639 |
| Securities issued by states & political subdivisions | $3,537,000 | 3,635 |
| 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 | $134,000 | 1,942 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,111,000 | 3,824 |
| Mortgage-backed securities | $3,727,000 | 4,472 |
| Certificates of participation in pools of residential mortgages | $1,021,000 | 5,266 |
| Issued or guaranteed by U.S. | $1,021,000 | 5,244 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,706,000 | 2,072 |
| CMOs issued by government agencies or sponsored agencies | $2,706,000 | 1,944 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $13,586,000 | 5,129 |
| Total debt securities | $13,452,000 | 5,809 |
| 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 | $13,797,000 | 5,757 |
| U.S. Government securities | $11,410,000 | 5,286 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $11,410,000 | 5,124 |
| Securities issued by states & political subdivisions | $2,366,000 | 4,198 |
| 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 | $21,000 | 2,248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,872,000 | 3,566 |
| Mortgage-backed securities | $3,324,000 | 4,603 |
| Certificates of participation in pools of residential mortgages | $1,178,000 | 5,138 |
| Issued or guaranteed by U.S. | $1,178,000 | 5,116 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,146,000 | 2,250 |
| CMOs issued by government agencies or sponsored agencies | $2,146,000 | 2,123 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $13,797,000 | 5,044 |
| Total debt securities | $13,776,000 | 5,678 |
| 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 | $11,103,000 | 6,218 |
| U.S. Government securities | $9,688,000 | 5,634 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $9,688,000 | 5,459 |
| Securities issued by states & political subdivisions | $1,415,000 | 4,820 |
| 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 | $7,733,000 | 3,572 |
| Mortgage-backed securities | $3,543,000 | 4,598 |
| Certificates of participation in pools of residential mortgages | $1,605,000 | 4,909 |
| Issued or guaranteed by U.S. | $1,605,000 | 4,890 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,938,000 | 2,563 |
| CMOs issued by government agencies or sponsored agencies | $1,938,000 | 2,427 |
| 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) | $11,103,000 | 5,483 |
| Total debt securities | $11,102,000 | 6,137 |
| 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 | $11,680,000 | 6,168 |
| U.S. Government securities | $10,284,000 | 5,518 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $10,284,000 | 5,333 |
| Securities issued by states & political subdivisions | $1,396,000 | 4,761 |
| 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 | $6,648,000 | 3,843 |
| Mortgage-backed securities | $3,051,000 | 4,861 |
| Certificates of participation in pools of residential mortgages | $1,976,000 | 4,674 |
| Issued or guaranteed by U.S. | $1,976,000 | 4,657 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,075,000 | 3,047 |
| CMOs issued by government agencies or sponsored agencies | $1,075,000 | 2,905 |
| 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) | $11,680,000 | 5,391 |
| Total debt securities | $11,679,000 | 6,075 |
| 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 | $9,721,000 | 6,577 |
| U.S. Government securities | $9,168,000 | 5,816 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $9,168,000 | 5,619 |
| Securities issued by states & political subdivisions | $553,000 | 5,723 |
| 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 | $5,429,000 | 4,258 |
| Mortgage-backed securities | $1,293,000 | 5,724 |
| Certificates of participation in pools of residential mortgages | $776,000 | 5,564 |
| Issued or guaranteed by U.S. | $776,000 | 5,547 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $517,000 | 3,571 |
| CMOs issued by government agencies or sponsored agencies | $517,000 | 3,420 |
| 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) | $9,721,000 | 5,783 |
| Total debt securities | $9,720,000 | 6,473 |
| 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 | $6,372,000 | 7,514 |
| U.S. Government securities | $6,372,000 | 6,690 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $6,372,000 | 6,455 |
| 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 | $4,573,000 | 4,574 |
| Mortgage-backed securities | $0 | 7,553 |
| 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 | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $6,372,000 | 6,575 |
| Total debt securities | $6,372,000 | 7,411 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $4,562,000 | 8,501 |
| U.S. Government securities | $4,562,000 | 7,942 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $4,562,000 | 7,615 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,659,000 | 5,291 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $4,562,000 | 7,373 |
| Total debt securities | $4,562,000 | 8,388 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $2,960,000 | 9,342 |
| U.S. Government securities | $2,960,000 | 8,947 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $2,960,000 | 8,492 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $2,960,000 | 8,097 |
| Total debt securities | $2,960,000 | 9,247 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |