Home > Traditions First Bank > Securities
Traditions First Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $61,637,000 | 2,332 |
| U.S. Government securities | $27,010,000 | 2,597 |
| U.S. Treasury securities | $4,986,000 | 1,821 |
| U.S. Government agency obligations | $22,024,000 | 2,481 |
| Securities issued by states & political subdivisions | $26,810,000 | 1,489 |
| Other domestic debt securities | $7,817,000 | 1,149 |
| 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 | $7,817,000 | 751 |
| 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 | $38,500,000 | 1,715 |
| Mortgage-backed securities | $13,000 | 3,787 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,000 | 3,620 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $61,637,000 | 2,107 |
| Total debt securities | $61,638,000 | 2,313 |
| Structured notes | ||
| Amortized cost | $498,000 | 1,036 |
| Fair value | $487,000 | 961 |
| 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 | $61,149,000 | 2,328 |
| U.S. Government securities | $28,282,000 | 2,539 |
| U.S. Treasury securities | $5,940,000 | 1,753 |
| U.S. Government agency obligations | $22,342,000 | 2,451 |
| Securities issued by states & political subdivisions | $25,382,000 | 1,517 |
| Other domestic debt securities | $7,485,000 | 1,156 |
| 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 | $7,485,000 | 764 |
| 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 | $37,511,000 | 1,690 |
| Mortgage-backed securities | $16,000 | 3,800 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $16,000 | 3,631 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $61,149,000 | 2,095 |
| Total debt securities | $61,149,000 | 2,312 |
| Structured notes | ||
| Amortized cost | $498,000 | 1,059 |
| Fair value | $481,000 | 982 |
| 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 | $62,621,000 | 2,354 |
| U.S. Government securities | $27,995,000 | 2,610 |
| U.S. Treasury securities | $4,918,000 | 1,915 |
| U.S. Government agency obligations | $23,077,000 | 2,471 |
| Securities issued by states & political subdivisions | $27,035,000 | 1,513 |
| Other domestic debt securities | $7,591,000 | 1,162 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $7,591,000 | 278 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,234,000 | 1,627 |
| Mortgage-backed securities | $16,000 | 3,818 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $16,000 | 3,646 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $62,621,000 | 2,124 |
| Total debt securities | $62,620,000 | 2,339 |
| Structured notes | ||
| Amortized cost | $497,000 | 1,105 |
| Fair value | $478,000 | 1,032 |
| 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 | $71,987,000 | 2,238 |
| U.S. Government securities | $37,583,000 | 2,309 |
| U.S. Treasury securities | $14,889,000 | 1,226 |
| U.S. Government agency obligations | $22,694,000 | 2,500 |
| Securities issued by states & political subdivisions | $26,721,000 | 1,580 |
| Other domestic debt securities | $7,683,000 | 1,204 |
| 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 | $7,683,000 | 802 |
| 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 | $49,856,000 | 1,364 |
| Mortgage-backed securities | $17,000 | 3,874 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,000 | 3,692 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $71,987,000 | 2,005 |
| Total debt securities | $71,986,000 | 2,220 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $70,291,000 | 2,297 |
| U.S. Government securities | $36,872,000 | 2,361 |
| U.S. Treasury securities | $14,796,000 | 1,275 |
| U.S. Government agency obligations | $22,076,000 | 2,538 |
| Securities issued by states & political subdivisions | $25,873,000 | 1,661 |
| Other domestic debt securities | $7,546,000 | 1,231 |
| 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 | $7,546,000 | 817 |
| 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 | $41,725,000 | 1,442 |
| Mortgage-backed securities | $17,000 | 3,905 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,000 | 3,728 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $70,291,000 | 2,058 |
| Total debt securities | $70,291,000 | 2,281 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $67,675,000 | 2,358 |
| U.S. Government securities | $34,628,000 | 2,449 |
| U.S. Treasury securities | $14,733,000 | 1,295 |
| U.S. Government agency obligations | $19,895,000 | 2,670 |
| Securities issued by states & political subdivisions | $25,662,000 | 1,665 |
| Other domestic debt securities | $7,385,000 | 1,213 |
| 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 | $7,385,000 | 829 |
| 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 | $41,997,000 | 1,362 |
| Mortgage-backed securities | $17,000 | 3,933 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,000 | 3,757 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $67,675,000 | 2,120 |
| Total debt securities | $67,676,000 | 2,341 |
| Structured notes | ||
| Amortized cost | $496,000 | 1,147 |
| Fair value | $472,000 | 1,079 |
| 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 | $68,458,000 | 2,365 |
| U.S. Government securities | $33,522,000 | 2,525 |
| U.S. Treasury securities | $14,856,000 | 1,283 |
| U.S. Government agency obligations | $18,666,000 | 2,784 |
| Securities issued by states & political subdivisions | $27,187,000 | 1,653 |
| Other domestic debt securities | $7,749,000 | 1,117 |
| 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 | $7,749,000 | 813 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,506,000 | 1,733 |
| Mortgage-backed securities | $18,000 | 3,982 |
| Certificates of participation in pools of residential mortgages | $18,000 | 3,850 |
| Issued or guaranteed by U.S. | $18,000 | 3,785 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $68,458,000 | 2,172 |
| Total debt securities | $68,459,000 | 2,352 |
| Structured notes | ||
| Amortized cost | $496,000 | 1,121 |
| Fair value | $485,000 | 1,051 |
| 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 | $54,089,000 | 2,657 |
| U.S. Government securities | $17,128,000 | 3,236 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $17,128,000 | 2,845 |
| Securities issued by states & political subdivisions | $28,928,000 | 1,600 |
| Other domestic debt securities | $8,033,000 | 1,080 |
| 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 | $8,033,000 | 785 |
| 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 | $26,040,000 | 1,782 |
| Mortgage-backed securities | $20,000 | 3,997 |
| Certificates of participation in pools of residential mortgages | $20,000 | 3,860 |
| Issued or guaranteed by U.S. | $20,000 | 3,802 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $54,089,000 | 2,472 |
| Total debt securities | $54,089,000 | 2,642 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $57,588,000 | 2,504 |
| U.S. Government securities | $17,587,000 | 3,084 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $17,587,000 | 2,799 |
| Securities issued by states & political subdivisions | $31,524,000 | 1,570 |
| Other domestic debt securities | $8,477,000 | 1,024 |
| 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 | $8,477,000 | 725 |
| 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 | $28,362,000 | 1,667 |
| Mortgage-backed securities | $21,000 | 4,015 |
| Certificates of participation in pools of residential mortgages | $21,000 | 3,881 |
| Issued or guaranteed by U.S. | $21,000 | 3,814 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $57,588,000 | 2,348 |
| Total debt securities | $57,588,000 | 2,489 |
| 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 | $57,403,000 | 2,452 |
| U.S. Government securities | $17,796,000 | 3,007 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $17,796,000 | 2,784 |
| Securities issued by states & political subdivisions | $31,095,000 | 1,548 |
| Other domestic debt securities | $8,512,000 | 976 |
| 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 | $8,512,000 | 674 |
| 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 | $28,788,000 | 1,614 |
| Mortgage-backed securities | $21,000 | 4,068 |
| Certificates of participation in pools of residential mortgages | $21,000 | 3,931 |
| Issued or guaranteed by U.S. | $21,000 | 3,869 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $57,403,000 | 2,298 |
| Total debt securities | $57,403,000 | 2,438 |
| 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 | $56,789,000 | 2,394 |
| U.S. Government securities | $18,841,000 | 2,896 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $18,841,000 | 2,697 |
| Securities issued by states & political subdivisions | $30,411,000 | 1,527 |
| Other domestic debt securities | $7,537,000 | 1,011 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $7,537,000 | 682 |
| 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 | $29,627,000 | 1,566 |
| Mortgage-backed securities | $24,000 | 4,084 |
| Certificates of participation in pools of residential mortgages | $24,000 | 3,945 |
| Issued or guaranteed by U.S. | $24,000 | 3,880 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $56,789,000 | 2,249 |
| Total debt securities | $56,788,000 | 2,375 |
| 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 | $43,539,000 | 2,647 |
| U.S. Government securities | $7,454,000 | 3,622 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $7,454,000 | 3,439 |
| Securities issued by states & political subdivisions | $29,094,000 | 1,529 |
| Other domestic debt securities | $6,991,000 | 994 |
| 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 | $6,991,000 | 649 |
| 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 | $24,840,000 | 1,712 |
| Mortgage-backed securities | $24,000 | 4,078 |
| Certificates of participation in pools of residential mortgages | $24,000 | 3,935 |
| Issued or guaranteed by U.S. | $24,000 | 3,864 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $43,539,000 | 2,484 |
| Total debt securities | $43,539,000 | 2,630 |
| 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 | $42,823,000 | 2,543 |
| U.S. Government securities | $8,072,000 | 3,458 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $8,072,000 | 3,308 |
| Securities issued by states & political subdivisions | $28,831,000 | 1,487 |
| Other domestic debt securities | $5,920,000 | 1,004 |
| 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 | $5,920,000 | 682 |
| 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 | $22,094,000 | 1,808 |
| Mortgage-backed securities | $26,000 | 4,080 |
| Certificates of participation in pools of residential mortgages | $26,000 | 3,932 |
| Issued or guaranteed by U.S. | $26,000 | 3,868 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $42,823,000 | 2,378 |
| Total debt securities | $42,822,000 | 2,519 |
| 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 | $39,249,000 | 2,567 |
| U.S. Government securities | $8,510,000 | 3,414 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $8,510,000 | 3,260 |
| Securities issued by states & political subdivisions | $24,708,000 | 1,546 |
| Other domestic debt securities | $6,031,000 | 947 |
| 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 | $6,031,000 | 640 |
| 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 | $23,056,000 | 1,730 |
| Mortgage-backed securities | $30,000 | 4,085 |
| Certificates of participation in pools of residential mortgages | $30,000 | 3,936 |
| Issued or guaranteed by U.S. | $30,000 | 3,873 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $39,249,000 | 2,395 |
| Total debt securities | $39,249,000 | 2,547 |
| 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 | $36,064,000 | 2,635 |
| U.S. Government securities | $8,541,000 | 3,400 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $8,541,000 | 3,242 |
| Securities issued by states & political subdivisions | $22,481,000 | 1,561 |
| Other domestic debt securities | $5,042,000 | 977 |
| 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 | $5,042,000 | 671 |
| 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 | $23,610,000 | 1,723 |
| Mortgage-backed securities | $32,000 | 4,100 |
| Certificates of participation in pools of residential mortgages | $32,000 | 3,943 |
| Issued or guaranteed by U.S. | $32,000 | 3,882 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $36,064,000 | 2,462 |
| Total debt securities | $36,064,000 | 2,615 |
| 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 | $33,169,000 | 2,692 |
| U.S. Government securities | $9,413,000 | 3,373 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $9,413,000 | 3,218 |
| Securities issued by states & political subdivisions | $18,443,000 | 1,647 |
| Other domestic debt securities | $5,313,000 | 924 |
| 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 | $5,313,000 | 610 |
| 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 | $23,137,000 | 1,688 |
| Mortgage-backed securities | $31,000 | 4,134 |
| Certificates of participation in pools of residential mortgages | $31,000 | 3,975 |
| Issued or guaranteed by U.S. | $31,000 | 3,903 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $33,169,000 | 2,525 |
| Total debt securities | $33,169,000 | 2,671 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $37,354,000 | 2,538 |
| U.S. Government securities | $10,844,000 | 3,315 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $10,844,000 | 3,160 |
| Securities issued by states & political subdivisions | $21,107,000 | 1,463 |
| Other domestic debt securities | $5,403,000 | 861 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $5,403,000 | 572 |
| 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 | $18,837,000 | 1,902 |
| Mortgage-backed securities | $38,000 | 4,159 |
| Certificates of participation in pools of residential mortgages | $38,000 | 3,996 |
| Issued or guaranteed by U.S. | $38,000 | 3,930 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $37,354,000 | 2,356 |
| Total debt securities | $37,354,000 | 2,520 |
| 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 | $36,980,000 | 2,573 |
| U.S. Government securities | $10,910,000 | 3,350 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $10,910,000 | 3,195 |
| Securities issued by states & political subdivisions | $20,644,000 | 1,484 |
| Other domestic debt securities | $5,426,000 | 856 |
| 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 | $5,426,000 | 577 |
| 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 | $18,942,000 | 1,902 |
| Mortgage-backed securities | $40,000 | 4,203 |
| Certificates of participation in pools of residential mortgages | $40,000 | 4,034 |
| Issued or guaranteed by U.S. | $40,000 | 3,964 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $36,980,000 | 2,386 |
| Total debt securities | $36,980,000 | 2,554 |
| 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 | $36,825,000 | 2,622 |
| U.S. Government securities | $10,914,000 | 3,395 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $10,914,000 | 3,240 |
| Securities issued by states & political subdivisions | $20,522,000 | 1,517 |
| Other domestic debt securities | $5,389,000 | 847 |
| 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 | $5,389,000 | 589 |
| 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 | $18,842,000 | 1,969 |
| Mortgage-backed securities | $45,000 | 4,220 |
| Certificates of participation in pools of residential mortgages | $45,000 | 4,054 |
| Issued or guaranteed by U.S. | $45,000 | 3,987 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $36,825,000 | 2,437 |
| Total debt securities | $36,826,000 | 2,604 |
| 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 | $38,379,000 | 2,597 |
| U.S. Government securities | $14,437,000 | 3,092 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $14,437,000 | 2,915 |
| Securities issued by states & political subdivisions | $20,886,000 | 1,556 |
| Other domestic debt securities | $3,056,000 | 1,084 |
| 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 | $3,056,000 | 759 |
| 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 | $19,206,000 | 1,965 |
| Mortgage-backed securities | $46,000 | 4,261 |
| Certificates of participation in pools of residential mortgages | $46,000 | 4,088 |
| Issued or guaranteed by U.S. | $46,000 | 4,020 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $38,379,000 | 2,407 |
| Total debt securities | $38,380,000 | 2,577 |
| 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 | $37,772,000 | 2,640 |
| U.S. Government securities | $14,221,000 | 3,149 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $14,221,000 | 2,979 |
| Securities issued by states & political subdivisions | $20,578,000 | 1,614 |
| Other domestic debt securities | $2,973,000 | 1,088 |
| 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 | $2,973,000 | 787 |
| 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 | $16,059,000 | 2,196 |
| Mortgage-backed securities | $50,000 | 4,293 |
| Certificates of participation in pools of residential mortgages | $50,000 | 4,122 |
| Issued or guaranteed by U.S. | $50,000 | 4,069 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $37,772,000 | 2,449 |
| Total debt securities | $37,773,000 | 2,622 |
| 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 | $37,715,000 | 2,651 |
| U.S. Government securities | $14,370,000 | 3,179 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $14,370,000 | 3,016 |
| Securities issued by states & political subdivisions | $20,355,000 | 1,633 |
| Other domestic debt securities | $2,990,000 | 1,050 |
| 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 | $2,990,000 | 792 |
| 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 | $12,926,000 | 2,455 |
| Mortgage-backed securities | $63,000 | 4,335 |
| Certificates of participation in pools of residential mortgages | $63,000 | 4,163 |
| Issued or guaranteed by U.S. | $63,000 | 4,142 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $37,715,000 | 2,454 |
| Total debt securities | $37,715,000 | 2,634 |
| 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 | $38,385,000 | 2,656 |
| U.S. Government securities | $14,513,000 | 3,163 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $14,513,000 | 3,003 |
| Securities issued by states & political subdivisions | $20,876,000 | 1,656 |
| Other domestic debt securities | $2,996,000 | 1,182 |
| 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 | $2,996,000 | 790 |
| 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 | $23,436,000 | 1,761 |
| Mortgage-backed securities | $66,000 | 4,386 |
| Certificates of participation in pools of residential mortgages | $66,000 | 4,211 |
| Issued or guaranteed by U.S. | $66,000 | 4,091 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $38,385,000 | 2,461 |
| Total debt securities | $38,386,000 | 2,640 |
| 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 | $37,466,000 | 2,728 |
| U.S. Government securities | $13,078,000 | 3,360 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $13,078,000 | 3,214 |
| Securities issued by states & political subdivisions | $20,883,000 | 1,697 |
| Other domestic debt securities | $3,505,000 | 969 |
| 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 | $3,505,000 | 743 |
| 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 | $22,235,000 | 1,846 |
| Mortgage-backed securities | $69,000 | 4,424 |
| Certificates of participation in pools of residential mortgages | $69,000 | 4,247 |
| Issued or guaranteed by U.S. | $69,000 | 4,240 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $37,466,000 | 2,526 |
| Total debt securities | $37,465,000 | 2,713 |
| 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 | $35,405,000 | 2,845 |
| U.S. Government securities | $11,812,000 | 3,506 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $11,812,000 | 3,370 |
| Securities issued by states & political subdivisions | $21,016,000 | 1,753 |
| Other domestic debt securities | $2,577,000 | 1,083 |
| 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 | $2,577,000 | 849 |
| 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 | $22,405,000 | 1,877 |
| Mortgage-backed securities | $77,000 | 4,464 |
| Certificates of participation in pools of residential mortgages | $77,000 | 4,288 |
| Issued or guaranteed by U.S. | $77,000 | 4,283 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $35,405,000 | 2,627 |
| Total debt securities | $35,406,000 | 2,829 |
| 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 | $31,000,000 | 3,114 |
| U.S. Government securities | $11,004,000 | 3,632 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $11,004,000 | 3,491 |
| Securities issued by states & political subdivisions | $18,446,000 | 1,949 |
| Other domestic debt securities | $1,550,000 | 1,347 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $1,550,000 | 1,096 |
| 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 | $22,173,000 | 1,933 |
| Mortgage-backed securities | $88,000 | 4,516 |
| Certificates of participation in pools of residential mortgages | $88,000 | 4,339 |
| Issued or guaranteed by U.S. | $88,000 | 4,335 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $31,000,000 | 2,861 |
| Total debt securities | $30,998,000 | 3,092 |
| 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 | $29,924,000 | 3,204 |
| U.S. Government securities | $11,058,000 | 3,684 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $11,058,000 | 3,554 |
| Securities issued by states & political subdivisions | $17,318,000 | 2,046 |
| Other domestic debt securities | $1,548,000 | 1,367 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $1,548,000 | 1,115 |
| 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 | $13,614,000 | 2,558 |
| Mortgage-backed securities | $92,000 | 4,545 |
| Certificates of participation in pools of residential mortgages | $92,000 | 4,367 |
| Issued or guaranteed by U.S. | $92,000 | 4,362 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $29,924,000 | 2,948 |
| Total debt securities | $29,923,000 | 3,185 |
| 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 | $27,743,000 | 3,348 |
| U.S. Government securities | $10,476,000 | 3,790 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $10,476,000 | 3,643 |
| Securities issued by states & political subdivisions | $15,720,000 | 2,175 |
| Other domestic debt securities | $1,547,000 | 1,388 |
| 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 | $1,547,000 | 1,119 |
| 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 | $13,532,000 | 2,598 |
| Mortgage-backed securities | $98,000 | 4,608 |
| Certificates of participation in pools of residential mortgages | $98,000 | 4,428 |
| Issued or guaranteed by U.S. | $98,000 | 4,424 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $27,743,000 | 3,076 |
| Total debt securities | $27,744,000 | 3,327 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $25,352,000 | 3,495 |
| U.S. Government securities | $9,442,000 | 3,908 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,442,000 | 3,767 |
| Securities issued by states & political subdivisions | $14,373,000 | 2,320 |
| Other domestic debt securities | $1,537,000 | 1,391 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $1,537,000 | 1,121 |
| 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 | $13,472,000 | 2,599 |
| Mortgage-backed securities | $100,000 | 4,643 |
| Certificates of participation in pools of residential mortgages | $100,000 | 4,466 |
| Issued or guaranteed by U.S. | $100,000 | 4,461 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $25,352,000 | 3,212 |
| Total debt securities | $25,352,000 | 3,468 |
| 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 | $23,777,000 | 3,609 |
| U.S. Government securities | $9,335,000 | 3,936 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $9,335,000 | 3,812 |
| Securities issued by states & political subdivisions | $12,892,000 | 2,466 |
| Other domestic debt securities | $1,550,000 | 1,396 |
| 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 | $1,550,000 | 1,116 |
| 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 | $13,928,000 | 2,549 |
| Mortgage-backed securities | $101,000 | 4,681 |
| Certificates of participation in pools of residential mortgages | $101,000 | 4,502 |
| Issued or guaranteed by U.S. | $101,000 | 4,499 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $23,777,000 | 3,320 |
| Total debt securities | $23,778,000 | 3,581 |
| 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 | $24,427,000 | 3,619 |
| U.S. Government securities | $9,376,000 | 4,035 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $9,376,000 | 3,908 |
| Securities issued by states & political subdivisions | $13,508,000 | 2,401 |
| Other domestic debt securities | $1,543,000 | 1,417 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,543,000 | 1,119 |
| 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 | $14,006,000 | 2,593 |
| Mortgage-backed securities | $104,000 | 4,733 |
| Certificates of participation in pools of residential mortgages | $104,000 | 4,560 |
| Issued or guaranteed by U.S. | $104,000 | 4,555 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $24,427,000 | 3,324 |
| Total debt securities | $24,427,000 | 3,594 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $23,499,000 | 3,744 |
| U.S. Government securities | $8,739,000 | 4,227 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $8,739,000 | 4,112 |
| Securities issued by states & political subdivisions | $13,226,000 | 2,423 |
| Other domestic debt securities | $1,534,000 | 1,426 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,534,000 | 1,126 |
| 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 | $13,805,000 | 2,663 |
| Mortgage-backed securities | $105,000 | 4,773 |
| Certificates of participation in pools of residential mortgages | $105,000 | 4,602 |
| Issued or guaranteed by U.S. | $105,000 | 4,598 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $23,499,000 | 3,430 |
| Total debt securities | $23,499,000 | 3,722 |
| 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 | $24,386,000 | 3,702 |
| U.S. Government securities | $9,694,000 | 4,148 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,694,000 | 4,013 |
| Securities issued by states & political subdivisions | $13,699,000 | 2,398 |
| Other domestic debt securities | $993,000 | 1,648 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $993,000 | 1,334 |
| 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 | $13,628,000 | 2,698 |
| Mortgage-backed securities | $115,000 | 4,806 |
| Certificates of participation in pools of residential mortgages | $115,000 | 4,629 |
| Issued or guaranteed by U.S. | $115,000 | 4,625 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $24,386,000 | 3,384 |
| Total debt securities | $24,386,000 | 3,681 |
| 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 | $25,169,000 | 3,717 |
| U.S. Government securities | $10,076,000 | 4,172 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $10,076,000 | 4,048 |
| Securities issued by states & political subdivisions | $14,092,000 | 2,368 |
| Other domestic debt securities | $1,001,000 | 1,627 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,001,000 | 1,297 |
| 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 | $13,700,000 | 2,698 |
| Mortgage-backed securities | $127,000 | 4,859 |
| Certificates of participation in pools of residential mortgages | $127,000 | 4,673 |
| Issued or guaranteed by U.S. | $127,000 | 4,668 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $25,169,000 | 3,393 |
| Total debt securities | $25,169,000 | 3,693 |
| 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 | $25,983,000 | 3,727 |
| U.S. Government securities | $10,569,000 | 4,222 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $10,569,000 | 4,107 |
| Securities issued by states & political subdivisions | $13,909,000 | 2,389 |
| Other domestic debt securities | $1,505,000 | 1,448 |
| 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 | $1,505,000 | 1,153 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,656,000 | 2,727 |
| Mortgage-backed securities | $147,000 | 4,924 |
| Certificates of participation in pools of residential mortgages | $147,000 | 4,731 |
| Issued or guaranteed by U.S. | $147,000 | 4,728 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| 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) | $25,983,000 | 3,408 |
| Total debt securities | $25,982,000 | 3,703 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $24,695,000 | 3,879 |
| U.S. Government securities | $9,145,000 | 4,511 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $9,145,000 | 4,389 |
| Securities issued by states & political subdivisions | $13,550,000 | 2,407 |
| Other domestic debt securities | $2,000,000 | 1,347 |
| 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 | $2,000,000 | 1,046 |
| 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 | $13,813,000 | 2,745 |
| Mortgage-backed securities | $177,000 | 4,954 |
| Certificates of participation in pools of residential mortgages | $177,000 | 4,764 |
| Issued or guaranteed by U.S. | $177,000 | 4,757 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $24,695,000 | 3,535 |
| Total debt securities | $24,697,000 | 3,854 |
| 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 | $23,530,000 | 4,005 |
| U.S. Government securities | $9,146,000 | 4,555 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $9,146,000 | 4,439 |
| Securities issued by states & political subdivisions | $12,373,000 | 2,548 |
| Other domestic debt securities | $2,011,000 | 1,344 |
| 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 | $2,011,000 | 1,039 |
| 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 | $13,766,000 | 2,770 |
| Mortgage-backed securities | $213,000 | 5,021 |
| Certificates of participation in pools of residential mortgages | $213,000 | 4,810 |
| Issued or guaranteed by U.S. | $213,000 | 4,804 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $23,530,000 | 3,652 |
| Total debt securities | $23,529,000 | 3,981 |
| Structured notes | ||
| Amortized cost | $4,158,000 | 708 |
| Fair value | $4,206,000 | 704 |
| 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 | $23,373,000 | 4,114 |
| U.S. Government securities | $9,776,000 | 4,578 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $9,776,000 | 4,458 |
| Securities issued by states & political subdivisions | $11,585,000 | 2,658 |
| Other domestic debt securities | $2,012,000 | 1,387 |
| 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 | $2,012,000 | 1,057 |
| 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 | $13,829,000 | 2,762 |
| Mortgage-backed securities | $220,000 | 5,102 |
| Certificates of participation in pools of residential mortgages | $220,000 | 4,888 |
| Issued or guaranteed by U.S. | $220,000 | 4,883 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| 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) | $23,373,000 | 3,753 |
| Total debt securities | $23,373,000 | 4,085 |
| 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 | $22,724,000 | 4,212 |
| U.S. Government securities | $8,934,000 | 4,753 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $8,934,000 | 4,641 |
| Securities issued by states & political subdivisions | $11,294,000 | 2,701 |
| Other domestic debt securities | $2,496,000 | 1,303 |
| 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 | $2,496,000 | 1,002 |
| 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 | $13,844,000 | 2,778 |
| Mortgage-backed securities | $247,000 | 5,138 |
| Certificates of participation in pools of residential mortgages | $247,000 | 4,918 |
| Issued or guaranteed by U.S. | $247,000 | 4,915 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| 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) | $22,724,000 | 3,853 |
| Total debt securities | $22,724,000 | 4,192 |
| 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 | $22,048,000 | 4,292 |
| U.S. Government securities | $8,975,000 | 4,788 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $8,975,000 | 4,689 |
| Securities issued by states & political subdivisions | $10,570,000 | 2,810 |
| Other domestic debt securities | $2,503,000 | 1,328 |
| 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 | $2,503,000 | 1,017 |
| 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 | $13,554,000 | 2,829 |
| Mortgage-backed securities | $268,000 | 5,173 |
| Certificates of participation in pools of residential mortgages | $268,000 | 4,949 |
| Issued or guaranteed by U.S. | $268,000 | 4,944 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| 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) | $22,048,000 | 3,923 |
| Total debt securities | $22,048,000 | 4,270 |
| 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 | $22,159,000 | 4,279 |
| U.S. Government securities | $9,509,000 | 4,682 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,509,000 | 4,586 |
| Securities issued by states & political subdivisions | $9,082,000 | 3,039 |
| Other domestic debt securities | $3,568,000 | 1,182 |
| 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 | $3,568,000 | 876 |
| 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 | $13,508,000 | 2,831 |
| Mortgage-backed securities | $274,000 | 5,209 |
| Certificates of participation in pools of residential mortgages | $274,000 | 4,978 |
| Issued or guaranteed by U.S. | $274,000 | 4,973 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| 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) | $22,159,000 | 3,915 |
| Total debt securities | $22,159,000 | 4,251 |
| 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 | $23,831,000 | 4,174 |
| U.S. Government securities | $10,096,000 | 4,655 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $10,096,000 | 4,556 |
| Securities issued by states & political subdivisions | $10,142,000 | 2,881 |
| Other domestic debt securities | $3,593,000 | 1,213 |
| 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 | $3,593,000 | 896 |
| 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 | $13,580,000 | 2,789 |
| Mortgage-backed securities | $300,000 | 5,246 |
| Certificates of participation in pools of residential mortgages | $300,000 | 5,008 |
| Issued or guaranteed by U.S. | $300,000 | 5,002 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| 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) | $23,831,000 | 3,827 |
| Total debt securities | $23,831,000 | 4,146 |
| 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 | $22,968,000 | 4,239 |
| U.S. Government securities | $10,649,000 | 4,562 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $10,649,000 | 4,463 |
| Securities issued by states & political subdivisions | $8,727,000 | 3,101 |
| Other domestic debt securities | $3,592,000 | 1,230 |
| 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 | $3,592,000 | 906 |
| 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 | $13,551,000 | 2,793 |
| Mortgage-backed securities | $343,000 | 5,234 |
| Certificates of participation in pools of residential mortgages | $343,000 | 4,976 |
| Issued or guaranteed by U.S. | $343,000 | 4,969 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| 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) | $22,968,000 | 3,900 |
| Total debt securities | $22,968,000 | 4,207 |
| 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 | $21,997,000 | 4,328 |
| U.S. Government securities | $10,297,000 | 4,679 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $10,297,000 | 4,575 |
| Securities issued by states & political subdivisions | $8,430,000 | 3,113 |
| Other domestic debt securities | $3,270,000 | 1,281 |
| 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 | $3,270,000 | 931 |
| 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 | $13,969,000 | 2,777 |
| Mortgage-backed securities | $353,000 | 5,284 |
| Certificates of participation in pools of residential mortgages | $353,000 | 5,011 |
| Issued or guaranteed by U.S. | $353,000 | 5,007 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| 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) | $21,997,000 | 4,000 |
| Total debt securities | $21,997,000 | 4,303 |
| 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 | $22,120,000 | 4,292 |
| U.S. Government securities | $10,378,000 | 4,640 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $10,378,000 | 4,542 |
| Securities issued by states & political subdivisions | $8,496,000 | 3,080 |
| Other domestic debt securities | $3,246,000 | 1,254 |
| 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 | $3,246,000 | 898 |
| 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 | $14,049,000 | 2,779 |
| Mortgage-backed securities | $379,000 | 5,319 |
| Certificates of participation in pools of residential mortgages | $379,000 | 5,021 |
| Issued or guaranteed by U.S. | $379,000 | 5,017 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| 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) | $22,120,000 | 3,948 |
| Total debt securities | $22,120,000 | 4,263 |
| 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 | $22,052,000 | 4,338 |
| U.S. Government securities | $10,444,000 | 4,730 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $10,444,000 | 4,626 |
| Securities issued by states & political subdivisions | $8,362,000 | 3,078 |
| Other domestic debt securities | $3,246,000 | 1,286 |
| 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 | $3,246,000 | 941 |
| 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 | $14,088,000 | 2,771 |
| Mortgage-backed securities | $401,000 | 5,401 |
| Certificates of participation in pools of residential mortgages | $401,000 | 5,118 |
| Issued or guaranteed by U.S. | $401,000 | 5,111 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| 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) | $22,052,000 | 3,985 |
| Total debt securities | $22,052,000 | 4,304 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $21,915,000 | 4,413 |
| U.S. Government securities | $10,454,000 | 4,820 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $10,454,000 | 4,721 |
| Securities issued by states & political subdivisions | $8,311,000 | 3,016 |
| Other domestic debt securities | $3,150,000 | 1,316 |
| 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 | $3,150,000 | 962 |
| 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 | $13,422,000 | 2,871 |
| Mortgage-backed securities | $426,000 | 5,431 |
| Certificates of participation in pools of residential mortgages | $426,000 | 5,136 |
| Issued or guaranteed by U.S. | $426,000 | 5,128 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| 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) | $21,915,000 | 4,064 |
| Total debt securities | $21,916,000 | 4,379 |
| 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 | $22,100,000 | 4,425 |
| U.S. Government securities | $10,461,000 | 4,895 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $10,461,000 | 4,793 |
| Securities issued by states & political subdivisions | $8,479,000 | 2,898 |
| Other domestic debt securities | $3,160,000 | 1,300 |
| 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 | $3,160,000 | 945 |
| 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 | $11,478,000 | 3,154 |
| Mortgage-backed securities | $444,000 | 5,446 |
| Certificates of participation in pools of residential mortgages | $444,000 | 5,141 |
| Issued or guaranteed by U.S. | $444,000 | 5,135 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| 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) | $22,100,000 | 4,074 |
| Total debt securities | $22,100,000 | 4,398 |
| 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 | $21,795,000 | 4,391 |
| U.S. Government securities | $10,424,000 | 4,870 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $10,424,000 | 4,769 |
| Securities issued by states & political subdivisions | $8,298,000 | 2,893 |
| Other domestic debt securities | $3,073,000 | 1,314 |
| 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 | $3,073,000 | 904 |
| 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 | $11,278,000 | 3,049 |
| Mortgage-backed securities | $458,000 | 5,435 |
| Certificates of participation in pools of residential mortgages | $458,000 | 5,108 |
| Issued or guaranteed by U.S. | $458,000 | 5,094 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| 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) | $21,795,000 | 4,037 |
| Total debt securities | $21,795,000 | 4,362 |
| 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 | $22,472,000 | 4,261 |
| U.S. Government securities | $11,085,000 | 4,722 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $11,085,000 | 4,626 |
| Securities issued by states & political subdivisions | $8,267,000 | 2,847 |
| Other domestic debt securities | $3,120,000 | 1,333 |
| 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 | $3,120,000 | 877 |
| 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 | $11,315,000 | 2,998 |
| Mortgage-backed securities | $470,000 | 5,456 |
| Certificates of participation in pools of residential mortgages | $470,000 | 5,110 |
| Issued or guaranteed by U.S. | $470,000 | 5,094 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| 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) | $22,472,000 | 3,911 |
| Total debt securities | $22,472,000 | 4,225 |
| 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 | $22,125,000 | 4,345 |
| U.S. Government securities | $11,418,000 | 4,812 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $11,418,000 | 4,697 |
| Securities issued by states & political subdivisions | $7,559,000 | 2,914 |
| Other domestic debt securities | $3,148,000 | 1,258 |
| 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 | $3,148,000 | 804 |
| 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 | $11,094,000 | 3,039 |
| Mortgage-backed securities | $477,000 | 5,460 |
| Certificates of participation in pools of residential mortgages | $477,000 | 5,119 |
| Issued or guaranteed by U.S. | $477,000 | 5,104 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| 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) | $22,125,000 | 3,990 |
| Total debt securities | $22,126,000 | 4,315 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $17,467,000 | 4,832 |
| U.S. Government securities | $8,567,000 | 5,287 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $8,567,000 | 5,165 |
| Securities issued by states & political subdivisions | $7,359,000 | 2,904 |
| Other domestic debt securities | $1,541,000 | 1,728 |
| 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 | $1,541,000 | 1,155 |
| 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 | $9,325,000 | 3,341 |
| Mortgage-backed securities | $506,000 | 5,419 |
| Certificates of participation in pools of residential mortgages | $506,000 | 5,061 |
| Issued or guaranteed by U.S. | $506,000 | 5,049 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| 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) | $17,467,000 | 4,433 |
| Total debt securities | $17,465,000 | 4,797 |
| 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 | $15,049,000 | 5,026 |
| U.S. Government securities | $6,372,000 | 5,600 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $6,372,000 | 5,486 |
| Securities issued by states & political subdivisions | $7,184,000 | 2,950 |
| Other domestic debt securities | $1,493,000 | 1,866 |
| 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 | $1,493,000 | 1,186 |
| 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 | $9,158,000 | 3,310 |
| Mortgage-backed securities | $518,000 | 5,420 |
| Certificates of participation in pools of residential mortgages | $518,000 | 5,004 |
| Issued or guaranteed by U.S. | $518,000 | 4,991 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| 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) | $15,049,000 | 4,589 |
| Total debt securities | $15,049,000 | 4,990 |
| 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 | $13,157,000 | 5,218 |
| U.S. Government securities | $4,085,000 | 6,130 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,085,000 | 6,011 |
| Securities issued by states & political subdivisions | $7,537,000 | 2,804 |
| Other domestic debt securities | $1,535,000 | 1,883 |
| 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 | $1,535,000 | 1,159 |
| 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 | $8,990,000 | 3,394 |
| Mortgage-backed securities | $2,650,000 | 4,593 |
| Certificates of participation in pools of residential mortgages | $2,462,000 | 4,054 |
| Issued or guaranteed by U.S. | $2,462,000 | 4,045 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $188,000 | 3,523 |
| CMOs issued by government agencies or sponsored agencies | $188,000 | 3,202 |
| 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) | $13,157,000 | 4,781 |
| Total debt securities | $13,157,000 | 5,180 |
| 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 | $13,766,000 | 5,148 |
| U.S. Government securities | $4,895,000 | 6,062 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $4,895,000 | 5,943 |
| Securities issued by states & political subdivisions | $7,386,000 | 2,712 |
| Other domestic debt securities | $1,485,000 | 1,907 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,485,000 | 1,138 |
| 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 | $9,069,000 | 3,403 |
| Mortgage-backed securities | $2,297,000 | 4,725 |
| Certificates of participation in pools of residential mortgages | $2,078,000 | 4,268 |
| Issued or guaranteed by U.S. | $2,078,000 | 4,259 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $219,000 | 3,411 |
| CMOs issued by government agencies or sponsored agencies | $219,000 | 3,096 |
| 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) | $13,766,000 | 4,721 |
| Total debt securities | $13,765,000 | 5,114 |
| 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 | $14,280,000 | 5,117 |
| U.S. Government securities | $5,492,000 | 6,001 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $5,492,000 | 5,884 |
| Securities issued by states & political subdivisions | $7,318,000 | 2,701 |
| Other domestic debt securities | $1,470,000 | 1,970 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,470,000 | 1,168 |
| 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 | $8,035,000 | 3,683 |
| Mortgage-backed securities | $2,418,000 | 4,771 |
| Certificates of participation in pools of residential mortgages | $2,166,000 | 4,338 |
| Issued or guaranteed by U.S. | $2,166,000 | 4,331 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $252,000 | 3,364 |
| CMOs issued by government agencies or sponsored agencies | $252,000 | 3,034 |
| 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) | $14,280,000 | 4,690 |
| Total debt securities | $14,280,000 | 5,086 |
| 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 | $15,864,000 | 4,895 |
| U.S. Government securities | $7,123,000 | 5,564 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $7,123,000 | 5,465 |
| Securities issued by states & political subdivisions | $7,285,000 | 2,718 |
| Other domestic debt securities | $1,456,000 | 2,023 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,456,000 | 1,194 |
| 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 | $7,527,000 | 3,796 |
| Mortgage-backed securities | $3,514,000 | 4,528 |
| Certificates of participation in pools of residential mortgages | $3,232,000 | 4,053 |
| Issued or guaranteed by U.S. | $3,232,000 | 4,046 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $282,000 | 3,352 |
| CMOs issued by government agencies or sponsored agencies | $282,000 | 3,012 |
| 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) | $15,864,000 | 4,463 |
| Total debt securities | $15,864,000 | 4,859 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $17,330,000 | 4,751 |
| U.S. Government securities | $8,342,000 | 5,326 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $8,342,000 | 5,230 |
| Securities issued by states & political subdivisions | $7,580,000 | 2,663 |
| Other domestic debt securities | $1,408,000 | 2,171 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,408,000 | 1,308 |
| 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 | $7,859,000 | 3,740 |
| Mortgage-backed securities | $3,776,000 | 4,543 |
| Certificates of participation in pools of residential mortgages | $3,463,000 | 4,060 |
| Issued or guaranteed by U.S. | $3,463,000 | 4,052 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $313,000 | 3,334 |
| CMOs issued by government agencies or sponsored agencies | $313,000 | 2,993 |
| 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) | $17,330,000 | 4,327 |
| Total debt securities | $17,330,000 | 4,702 |
| 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 | $15,078,000 | 5,039 |
| U.S. Government securities | $6,660,000 | 5,729 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,660,000 | 5,647 |
| Securities issued by states & political subdivisions | $7,094,000 | 2,715 |
| Other domestic debt securities | $1,324,000 | 2,251 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,324,000 | 1,366 |
| 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 | $7,808,000 | 3,744 |
| Mortgage-backed securities | $4,127,000 | 4,495 |
| Certificates of participation in pools of residential mortgages | $3,734,000 | 4,036 |
| Issued or guaranteed by U.S. | $3,734,000 | 4,023 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $393,000 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $393,000 | 2,927 |
| 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) | $15,078,000 | 4,593 |
| Total debt securities | $15,077,000 | 4,988 |
| 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 | $16,136,000 | 4,912 |
| U.S. Government securities | $7,695,000 | 5,573 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $7,695,000 | 5,489 |
| Securities issued by states & political subdivisions | $7,032,000 | 2,655 |
| Other domestic debt securities | $1,409,000 | 2,118 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,409,000 | 1,356 |
| 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 | $8,121,000 | 3,734 |
| Mortgage-backed securities | $4,644,000 | 4,437 |
| Certificates of participation in pools of residential mortgages | $4,126,000 | 4,009 |
| Issued or guaranteed by U.S. | $4,126,000 | 3,997 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $518,000 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $518,000 | 2,852 |
| 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) | $16,136,000 | 4,437 |
| Total debt securities | $16,135,000 | 4,870 |
| 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 | $12,756,000 | 5,447 |
| U.S. Government securities | $5,867,000 | 6,157 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $5,867,000 | 6,073 |
| Securities issued by states & political subdivisions | $5,476,000 | 2,998 |
| Other domestic debt securities | $1,413,000 | 2,073 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,413,000 | 1,328 |
| 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 | $7,533,000 | 3,887 |
| Mortgage-backed securities | $5,367,000 | 4,211 |
| Certificates of participation in pools of residential mortgages | $4,828,000 | 3,783 |
| Issued or guaranteed by U.S. | $4,828,000 | 3,769 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $539,000 | 3,140 |
| CMOs issued by government agencies or sponsored agencies | $539,000 | 2,813 |
| 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) | $12,756,000 | 4,946 |
| Total debt securities | $12,757,000 | 5,408 |
| 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 | $13,622,000 | 5,263 |
| U.S. Government securities | $6,997,000 | 5,839 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $6,997,000 | 5,751 |
| Securities issued by states & political subdivisions | $5,319,000 | 3,004 |
| Other domestic debt securities | $1,306,000 | 2,073 |
| 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 | $1,306,000 | 1,344 |
| 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 | $8,342,000 | 3,724 |
| Mortgage-backed securities | $5,746,000 | 4,021 |
| Certificates of participation in pools of residential mortgages | $5,199,000 | 3,597 |
| Issued or guaranteed by U.S. | $5,199,000 | 3,585 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $547,000 | 3,051 |
| CMOs issued by government agencies or sponsored agencies | $547,000 | 2,717 |
| 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) | $13,622,000 | 4,743 |
| Total debt securities | $13,623,000 | 5,221 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,164 |
| Fair value | $750,000 | 1,161 |
| 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 | $15,319,000 | 5,082 |
| U.S. Government securities | $7,715,000 | 5,669 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $7,715,000 | 5,588 |
| Securities issued by states & political subdivisions | $6,193,000 | 2,800 |
| Other domestic debt securities | $1,411,000 | 2,056 |
| 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 | $1,411,000 | 1,381 |
| 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 | $8,599,000 | 3,622 |
| Mortgage-backed securities | $6,466,000 | 3,858 |
| Certificates of participation in pools of residential mortgages | $5,893,000 | 3,388 |
| Issued or guaranteed by U.S. | $5,893,000 | 3,372 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $573,000 | 3,042 |
| CMOs issued by government agencies or sponsored agencies | $573,000 | 2,714 |
| 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) | $15,319,000 | 4,582 |
| Total debt securities | $15,319,000 | 5,030 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,215 |
| Fair value | $750,000 | 1,210 |
| 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 | $14,260,000 | 5,219 |
| U.S. Government securities | $8,111,000 | 5,563 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $8,111,000 | 5,474 |
| Securities issued by states & political subdivisions | $6,149,000 | 2,827 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,945,000 | 3,546 |
| Mortgage-backed securities | $7,060,000 | 3,646 |
| Certificates of participation in pools of residential mortgages | $6,442,000 | 3,170 |
| Issued or guaranteed by U.S. | $6,442,000 | 3,157 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $618,000 | 2,991 |
| CMOs issued by government agencies or sponsored agencies | $618,000 | 2,660 |
| 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) | $14,260,000 | 4,720 |
| Total debt securities | $14,260,000 | 5,160 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,321 |
| Fair value | $750,000 | 1,339 |
| 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 | $15,929,000 | 5,020 |
| U.S. Government securities | $10,320,000 | 5,187 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $10,320,000 | 5,084 |
| Securities issued by states & political subdivisions | $5,609,000 | 2,947 |
| 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 | $8,611,000 | 3,643 |
| Mortgage-backed securities | $6,509,000 | 3,494 |
| Certificates of participation in pools of residential mortgages | $5,876,000 | 3,028 |
| Issued or guaranteed by U.S. | $5,876,000 | 3,013 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $633,000 | 2,871 |
| CMOs issued by government agencies or sponsored agencies | $633,000 | 2,560 |
| 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) | $15,929,000 | 4,479 |
| Total debt securities | $15,927,000 | 4,971 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,271 |
| Fair value | $1,501,000 | 1,281 |
| 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 | $15,553,000 | 5,090 |
| U.S. Government securities | $10,623,000 | 5,219 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $10,623,000 | 5,121 |
| Securities issued by states & political subdivisions | $4,930,000 | 3,091 |
| 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 | $8,149,000 | 3,760 |
| Mortgage-backed securities | $6,853,000 | 3,264 |
| Certificates of participation in pools of residential mortgages | $6,203,000 | 2,795 |
| Issued or guaranteed by U.S. | $6,203,000 | 2,780 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $650,000 | 2,813 |
| CMOs issued by government agencies or sponsored agencies | $650,000 | 2,501 |
| 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) | $15,553,000 | 4,523 |
| Total debt securities | $15,553,000 | 5,044 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,442 |
| Fair value | $1,490,000 | 1,495 |
| 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 | $14,411,000 | 5,306 |
| U.S. Government securities | $10,418,000 | 5,303 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $10,418,000 | 5,189 |
| Securities issued by states & political subdivisions | $3,993,000 | 3,395 |
| 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 | $8,314,000 | 3,712 |
| Mortgage-backed securities | $6,708,000 | 3,247 |
| Certificates of participation in pools of residential mortgages | $6,021,000 | 2,755 |
| Issued or guaranteed by U.S. | $6,021,000 | 2,742 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $687,000 | 2,768 |
| CMOs issued by government agencies or sponsored agencies | $687,000 | 2,461 |
| 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) | $14,411,000 | 4,707 |
| Total debt securities | $14,409,000 | 5,262 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,520 |
| Fair value | $1,466,000 | 1,594 |
| 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 | $15,037,000 | 5,247 |
| U.S. Government securities | $10,955,000 | 5,213 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $10,955,000 | 5,091 |
| Securities issued by states & political subdivisions | $4,082,000 | 3,387 |
| 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 | $8,631,000 | 3,675 |
| Mortgage-backed securities | $6,712,000 | 3,222 |
| Certificates of participation in pools of residential mortgages | $5,984,000 | 2,750 |
| Issued or guaranteed by U.S. | $5,984,000 | 2,739 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $728,000 | 2,718 |
| CMOs issued by government agencies or sponsored agencies | $728,000 | 2,436 |
| 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) | $15,037,000 | 4,642 |
| Total debt securities | $15,037,000 | 5,201 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,599 |
| Fair value | $1,479,000 | 1,676 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $15,768,000 | 5,176 |
| U.S. Government securities | $11,665,000 | 5,113 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $11,665,000 | 4,992 |
| Securities issued by states & political subdivisions | $4,103,000 | 3,395 |
| 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 | $8,861,000 | 3,613 |
| Mortgage-backed securities | $7,147,000 | 3,125 |
| Certificates of participation in pools of residential mortgages | $6,362,000 | 2,673 |
| Issued or guaranteed by U.S. | $6,362,000 | 2,659 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $785,000 | 2,671 |
| CMOs issued by government agencies or sponsored agencies | $785,000 | 2,392 |
| 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) | $15,768,000 | 4,577 |
| Total debt securities | $15,767,000 | 5,134 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,699 |
| Fair value | $1,465,000 | 1,780 |
| 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 | $15,588,000 | 5,240 |
| U.S. Government securities | $12,044,000 | 5,092 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $12,044,000 | 4,978 |
| Securities issued by states & political subdivisions | $3,544,000 | 3,566 |
| 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 | $8,843,000 | 3,635 |
| Mortgage-backed securities | $7,531,000 | 3,028 |
| Certificates of participation in pools of residential mortgages | $6,715,000 | 2,614 |
| Issued or guaranteed by U.S. | $6,715,000 | 2,600 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $816,000 | 2,629 |
| CMOs issued by government agencies or sponsored agencies | $816,000 | 2,351 |
| 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) | $15,588,000 | 4,611 |
| Total debt securities | $15,586,000 | 5,200 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,775 |
| Fair value | $1,463,000 | 1,869 |
| 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 | $14,813,000 | 5,357 |
| U.S. Government securities | $12,391,000 | 5,028 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $12,391,000 | 4,894 |
| Securities issued by states & political subdivisions | $2,422,000 | 4,065 |
| 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 | $8,974,000 | 3,589 |
| Mortgage-backed securities | $7,982,000 | 2,948 |
| Certificates of participation in pools of residential mortgages | $7,142,000 | 2,543 |
| Issued or guaranteed by U.S. | $7,142,000 | 2,531 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $840,000 | 2,597 |
| CMOs issued by government agencies or sponsored agencies | $840,000 | 2,318 |
| 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) | $14,813,000 | 4,703 |
| Total debt securities | $14,812,000 | 5,304 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,838 |
| Fair value | $1,423,000 | 1,941 |
| 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 | $15,167,000 | 5,343 |
| U.S. Government securities | $12,664,000 | 5,009 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $12,664,000 | 4,869 |
| Securities issued by states & political subdivisions | $2,503,000 | 4,050 |
| 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 | $9,461,000 | 3,506 |
| Mortgage-backed securities | $8,695,000 | 2,873 |
| Certificates of participation in pools of residential mortgages | $7,739,000 | 2,475 |
| Issued or guaranteed by U.S. | $7,739,000 | 2,465 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $956,000 | 2,538 |
| CMOs issued by government agencies or sponsored agencies | $956,000 | 2,254 |
| 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) | $15,167,000 | 4,689 |
| Total debt securities | $15,166,000 | 5,288 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,841 |
| Fair value | $1,449,000 | 1,927 |
| 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 | $15,142,000 | 5,346 |
| U.S. Government securities | $13,365,000 | 4,858 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $13,365,000 | 4,709 |
| Securities issued by states & political subdivisions | $1,777,000 | 4,503 |
| 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 | $9,888,000 | 3,395 |
| Mortgage-backed securities | $9,350,000 | 2,795 |
| Certificates of participation in pools of residential mortgages | $8,333,000 | 2,403 |
| Issued or guaranteed by U.S. | $8,333,000 | 2,394 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,017,000 | 2,482 |
| CMOs issued by government agencies or sponsored agencies | $1,017,000 | 2,210 |
| 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) | $15,142,000 | 4,669 |
| Total debt securities | $15,142,000 | 5,294 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,833 |
| Fair value | $1,483,000 | 1,848 |
| 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 | $15,714,000 | 5,259 |
| U.S. Government securities | $13,910,000 | 4,715 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $13,910,000 | 4,582 |
| Securities issued by states & political subdivisions | $1,804,000 | 4,482 |
| 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 | $10,472,000 | 3,283 |
| Mortgage-backed securities | $10,369,000 | 2,679 |
| Certificates of participation in pools of residential mortgages | $9,212,000 | 2,300 |
| Issued or guaranteed by U.S. | $9,212,000 | 2,289 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,157,000 | 2,411 |
| CMOs issued by government agencies or sponsored agencies | $1,157,000 | 2,149 |
| 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) | $15,714,000 | 4,587 |
| Total debt securities | $15,714,000 | 5,204 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,794 |
| Fair value | $1,493,000 | 1,800 |
| 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 | $18,491,000 | 4,859 |
| U.S. Government securities | $15,088,000 | 4,537 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $15,088,000 | 4,405 |
| Securities issued by states & political subdivisions | $3,403,000 | 3,626 |
| 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 | $10,820,000 | 3,220 |
| Mortgage-backed securities | $11,526,000 | 2,608 |
| Certificates of participation in pools of residential mortgages | $10,261,000 | 2,227 |
| Issued or guaranteed by U.S. | $10,261,000 | 2,216 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,265,000 | 2,418 |
| CMOs issued by government agencies or sponsored agencies | $1,265,000 | 2,153 |
| 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) | $18,491,000 | 4,216 |
| Total debt securities | $18,490,000 | 4,801 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,778 |
| Fair value | $1,492,000 | 1,809 |
| 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 | $18,640,000 | 4,897 |
| U.S. Government securities | $15,879,000 | 4,487 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $15,879,000 | 4,345 |
| Securities issued by states & political subdivisions | $2,761,000 | 3,912 |
| 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 | $10,962,000 | 3,203 |
| Mortgage-backed securities | $12,393,000 | 2,567 |
| Certificates of participation in pools of residential mortgages | $11,083,000 | 2,190 |
| Issued or guaranteed by U.S. | $11,083,000 | 2,181 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,310,000 | 2,460 |
| CMOs issued by government agencies or sponsored agencies | $1,310,000 | 2,208 |
| 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) | $18,640,000 | 4,268 |
| Total debt securities | $18,641,000 | 4,843 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,753 |
| Fair value | $1,453,000 | 1,850 |
| 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 | $19,129,000 | 4,854 |
| U.S. Government securities | $17,745,000 | 4,184 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $17,745,000 | 4,049 |
| Securities issued by states & political subdivisions | $1,384,000 | 4,779 |
| 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 | $15,540,000 | 2,512 |
| Mortgage-backed securities | $13,448,000 | 2,486 |
| Certificates of participation in pools of residential mortgages | $12,024,000 | 2,118 |
| Issued or guaranteed by U.S. | $12,024,000 | 2,109 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,424,000 | 2,451 |
| CMOs issued by government agencies or sponsored agencies | $1,424,000 | 2,205 |
| 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) | $19,129,000 | 4,214 |
| Total debt securities | $19,127,000 | 4,795 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,720 |
| Fair value | $1,474,000 | 1,813 |
| 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 | $20,097,000 | 4,701 |
| U.S. Government securities | $18,699,000 | 4,006 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $18,699,000 | 3,867 |
| Securities issued by states & political subdivisions | $1,398,000 | 4,782 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,336,000 | 2,482 |
| Mortgage-backed securities | $14,387,000 | 2,399 |
| Certificates of participation in pools of residential mortgages | $12,867,000 | 2,037 |
| Issued or guaranteed by U.S. | $12,867,000 | 2,030 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,520,000 | 2,398 |
| CMOs issued by government agencies or sponsored agencies | $1,520,000 | 2,159 |
| 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) | $20,097,000 | 4,068 |
| Total debt securities | $20,097,000 | 4,638 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,717 |
| Fair value | $1,483,000 | 1,811 |
| 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 | $22,106,000 | 4,512 |
| U.S. Government securities | $20,315,000 | 3,852 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $20,315,000 | 3,711 |
| Securities issued by states & political subdivisions | $1,791,000 | 4,517 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,869,000 | 2,408 |
| Mortgage-backed securities | $16,107,000 | 2,271 |
| Certificates of participation in pools of residential mortgages | $14,512,000 | 1,891 |
| Issued or guaranteed by U.S. | $14,512,000 | 1,883 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,595,000 | 2,417 |
| CMOs issued by government agencies or sponsored agencies | $1,595,000 | 2,181 |
| 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) | $22,106,000 | 3,913 |
| Total debt securities | $22,106,000 | 4,439 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,700 |
| Fair value | $1,437,000 | 1,789 |
| 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 | $17,280,000 | 5,162 |
| U.S. Government securities | $16,510,000 | 4,377 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $16,510,000 | 4,229 |
| Securities issued by states & political subdivisions | $770,000 | 5,409 |
| 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 | $13,734,000 | 2,653 |
| Mortgage-backed securities | $12,164,000 | 2,718 |
| Certificates of participation in pools of residential mortgages | $10,236,000 | 2,377 |
| Issued or guaranteed by U.S. | $10,236,000 | 2,366 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,928,000 | 2,335 |
| CMOs issued by government agencies or sponsored agencies | $1,928,000 | 2,100 |
| 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) | $17,280,000 | 4,535 |
| Total debt securities | $17,281,000 | 5,083 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,554 |
| Fair value | $1,495,000 | 1,585 |
| 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 | $13,032,000 | 5,992 |
| U.S. Government securities | $11,768,000 | 5,358 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $11,768,000 | 5,199 |
| Securities issued by states & political subdivisions | $1,264,000 | 4,969 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,407,000 | 4,702 |
| Mortgage-backed securities | $7,485,000 | 3,454 |
| Certificates of participation in pools of residential mortgages | $5,394,000 | 3,321 |
| Issued or guaranteed by U.S. | $5,394,000 | 3,309 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,091,000 | 2,234 |
| CMOs issued by government agencies or sponsored agencies | $2,091,000 | 2,109 |
| 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) | $13,032,000 | 5,239 |
| Total debt securities | $13,032,000 | 5,898 |
| Structured notes | ||
| Amortized cost | $1,498,000 | 1,436 |
| Fair value | $1,457,000 | 1,467 |
| 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 | $11,827,000 | 6,156 |
| U.S. Government securities | $10,553,000 | 5,486 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $10,553,000 | 5,329 |
| Securities issued by states & political subdivisions | $1,060,000 | 5,166 |
| Other domestic debt securities | $214,000 | 3,567 |
| 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 | $214,000 | 3,191 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,550,000 | 4,605 |
| Mortgage-backed securities | $6,853,000 | 3,575 |
| Certificates of participation in pools of residential mortgages | $5,181,000 | 3,359 |
| Issued or guaranteed by U.S. | $5,181,000 | 3,344 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,672,000 | 2,474 |
| CMOs issued by government agencies or sponsored agencies | $1,672,000 | 2,340 |
| 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) | $11,827,000 | 5,437 |
| Total debt securities | $11,825,000 | 6,065 |
| Structured notes | ||
| Amortized cost | $1,497,000 | 1,260 |
| Fair value | $1,473,000 | 1,256 |
| 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 | $11,483,000 | 6,149 |
| U.S. Government securities | $10,388,000 | 5,457 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $10,388,000 | 5,292 |
| Securities issued by states & political subdivisions | $880,000 | 5,352 |
| Other domestic debt securities | $215,000 | 3,625 |
| 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 | $215,000 | 3,228 |
| 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 | $5,105,000 | 4,346 |
| Mortgage-backed securities | $8,366,000 | 3,333 |
| Certificates of participation in pools of residential mortgages | $6,170,000 | 3,123 |
| Issued or guaranteed by U.S. | $6,170,000 | 3,111 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,196,000 | 2,420 |
| CMOs issued by government agencies or sponsored agencies | $2,196,000 | 2,294 |
| 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) | $11,483,000 | 5,414 |
| Total debt securities | $11,483,000 | 6,059 |
| 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 | $13,030,000 | 5,860 |
| U.S. Government securities | $11,960,000 | 5,118 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $11,960,000 | 4,938 |
| Securities issued by states & political subdivisions | $870,000 | 5,323 |
| Other domestic debt securities | $200,000 | 3,695 |
| 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 | $200,000 | 3,290 |
| 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 | $4,565,000 | 4,595 |
| Mortgage-backed securities | $11,466,000 | 2,850 |
| Certificates of participation in pools of residential mortgages | $7,916,000 | 2,708 |
| Issued or guaranteed by U.S. | $7,916,000 | 2,693 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,550,000 | 2,090 |
| CMOs issued by government agencies or sponsored agencies | $3,550,000 | 1,979 |
| 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) | $13,030,000 | 5,118 |
| Total debt securities | $13,030,000 | 5,765 |
| 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 | $11,127,000 | 6,269 |
| U.S. Government securities | $9,722,000 | 5,654 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $9,722,000 | 5,465 |
| Securities issued by states & political subdivisions | $875,000 | 5,328 |
| Other domestic debt securities | $530,000 | 3,233 |
| 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 | $530,000 | 2,854 |
| 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 | $4,029,000 | 4,821 |
| Mortgage-backed securities | $7,953,000 | 3,387 |
| Certificates of participation in pools of residential mortgages | $4,075,000 | 3,707 |
| Issued or guaranteed by U.S. | $4,075,000 | 3,695 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,878,000 | 2,045 |
| CMOs issued by government agencies or sponsored agencies | $3,878,000 | 1,945 |
| 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) | $11,127,000 | 5,479 |
| Total debt securities | $11,128,000 | 6,164 |
| 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 | $5,202,000 | 7,870 |
| U.S. Government securities | $4,687,000 | 7,353 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $4,687,000 | 7,104 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $515,000 | 3,346 |
| 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 | $515,000 | 2,892 |
| 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 | $1,853,000 | 6,055 |
| Mortgage-backed securities | $1,521,000 | 5,550 |
| Certificates of participation in pools of residential mortgages | $1,521,000 | 4,825 |
| Issued or guaranteed by U.S. | $1,521,000 | 4,801 |
| 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) | $5,202,000 | 6,920 |
| Total debt securities | $5,202,000 | 7,764 |
| 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 | $2,806,000 | 9,056 |
| U.S. Government securities | $1,381,000 | 9,207 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $1,381,000 | 8,948 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $1,425,000 | 2,216 |
| Privately issued residential mortgage-backed securities | $507,000 | 885 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $918,000 | 2,257 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,150,000 | 6,914 |
| Mortgage-backed securities | $507,000 | 6,091 |
| Certificates of participation in pools of residential mortgages | $507,000 | 5,412 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $507,000 | 176 |
| 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) | $2,806,000 | 7,921 |
| Total debt securities | $2,806,000 | 8,939 |
| 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 |